# Appendix 1 (continued)
Securities Financing Transactions Regulations (continued)
| Non-Cash Collateral issuer MSCI USA hedged to EUR UCITS ETF | Value USD | Non-Cash Collateral issuer MSCI USA hedged to CHF UCITS ETF | Value USD |
| --- | --- | --- | --- |
| United States | 651,473 | United States | 147,603 |
| Canadian Treasury Bill - When Issued | 486,100 | Canadian Treasury Bill - When Issued | 119,811 |
| Republic of France | 303,438 | Republic of France | 78,059 |
| Kingdom of Belgium | 200,417 | Japan | 54,863 |
| Japan | 165,184 | Kingdom of Belgium | 53,149 |
| BYD Co Ltd | 108,009 | BYD Co Ltd | 29,838 |
| Kingdom of the Netherlands | 96,757 | Kingdom of the Netherlands | 23,993 |
| Suncor Energy Inc | 95,701 | Suncor Energy Inc | 14,624 |
| United Kingdom Inflation-Linked Gilt | 68,641 | Federal Republic of Germany | 14,299 |
| Meituan | 65,524 | Public Service Enterprise Group Inc | 12,878 |
| Other Issuers |   1,140,388 | Other Issuers | 	161,257 |
| Total |   3,381,632 | Total | 	710,374 |
| Non-Cash Collateral issuer | Value USD | Non-Cash Collateral issuer | Value USD |
| Factor MSCI USA Low Volatility |  | Factor MSCI USA Prime Value UCITS |  |
| UCITS ETF |  | ETF |  |
| United States | 67,449 | United States | 1,962,224 |
| Republic of France | 42,268 | Republic of France | 1,229,651 |
| Kingdom of Belgium | 38,143 | Kingdom of Belgium | 1,109,639 |
| Canadian Treasury Bill - When Issued | 34,083 | Canadian Treasury Bill - When Issued | 991,528 |
| BYD Co Ltd | 28,228 | BYD Co Ltd | 821,199 |
| Suncor Energy Inc | 13,835 | Suncor Energy Inc | 402,489 |
| Public Service Enterprise Group Inc | 12,183 | Public Service Enterprise Group Inc | 354,428 |
| Cvs Health Corp | 11,714 | Cvs Health Corp | 340,786 |
| Atlantia SpA | 9,999 | Atlantia SpA | 290,886 |
| Mosaic Co | 7,967 | Mosaic Co | 231,773 |
| Other Issuers | 	135,584 | Other Issuers |   3,944,390 |
| Total | 	401,453 | Total |  11,678,993 |
| Non-Cash Collateral issuer | Value USD | Non-Cash Collateral issuer | Value USD |
| Factor MSCI USA Quality UCITS ETF |  | MSCI USA Select Factor Mix UCITS ETF |  |
| Daiichi Sankyo Co Ltd | 1,234,819 | Japan | 745,671 |
| CRH PLC | 1,233,476 | United States | 680,252 |
| Universal Music Group NV | 1,233,475 | Canadian Treasury Bill - When Issued | 463,885 |
| Shell PLC | 1,233,466 | Republic of France | 391,152 |
| Nestle SA | 1,233,458 | Kingdom of Belgium | 307,838 |
| Unilever PLC | 1,233,457 | BYD Co Ltd | 203,020 |
| Hong Kong Exchanges & Clearing Ltd | 1,233,451 | Suncor Energy Inc | 197,074 |
| Sika AG | 1,233,441 | Meituan | 149,499 |
| Tokyo Electron Ltd | 1,228,059 | Federal Republic of Germany | 108,716 |
| Roche Holding AG | 936,956 | Telefonica SA | 101,141 |
| Other Issuers |   1,569,611 | Other Issuers |   1,927,016 |
| Total |  13,603,669 | Total |   5,275,264 |

Translation (ENDE, 2022-06-30):
# Anhang 1 (Fortsetzung)
Verordnung über die Transparenz von Wertpapierfinanzierungsgeschäften (Fortsetzung)
Die Werte werden in USD, der Basiswährung der Gesellschaft, und der Währung, in der die Sachsicherheiten entgegengenommen werden, ausgewiesen.
|  | Entgegen- |
| --- | --- |
| genommene |
| Gegenpartei | Gründungsland der Gegenpartei | Verliehene Wertpapiere USD | Sachsicher- heiten USD |
| MSCI USA UCITS ETF |  |  |  |
| Barclays Bank Plc | Großbritannien | 13.429.168 | 14.893.058 |
| Merrill Lynch International | Großbritannien | 941.279 | 1.016.051 |
| Morgan Stanley & Co. International Plc. | Großbritannien | 432.860 | 457.232 |
| Societe Generale SA | Frankreich | 16.427.628 | 18.038.236 |
| UBS AG | Schweiz | 3.180.041 | 3.534.808 |

Insgesamt		34.410.976	37.939.385
| MSCI USA Value UCITS ETF |  |
| --- | --- |
| Barclays Bank Plc | Großbritannien | 8.204.986 | 9.099.398 |
| HSBC Bank Plc | Großbritannien | 3.938 | 4.592 |
| Merrill Lynch International | Großbritannien | 537.546 | 580.918 |
| UBS AG | Schweiz | 1.331.671 | 1.478.050 |

Insgesamt		10.078.141	11.162.958
| MSCI World UCITS ETF |  |
| --- | --- |
| Bank Of Nova Scotia | Kanada | 1.658.950 | 1.791.666 |
| Barclays Bank Plc | Großbritannien | 1.486.217 | 1.648.226 |
| Barclays Capital Securities Limited | Großbritannien | 3.665.673 | 3.954.437 |
| BNP Paribas | Frankreich | 289.765 | 312.242 |
| BofA Securities Europe SA | Frankreich | 14.772 | 15.584 |
| Citigroup Global Markets Limited | Großbritannien | 593.298 | 632.935 |
| Goldman Sachs | Großbritannien | 2.571.198 | 2.742.960 |
| HSBC Bank Plc | Großbritannien | 346.589 | 375.624 |
| JP Morgan Securities Plc | Großbritannien | 716.909 | 773.654 |
| Merrill Lynch International | Großbritannien | 752.313 | 802.088 |
| Societe Generale SA | Frankreich | 2.185.542 | 2.390.533 |
| UBS AG | Schweiz | 2.595.265 | 2.765.055 |
| Insgesamt |  | 16.876.491 | 18.205.004 |
| S&P 500 UCITS ETF |  |  |  |
| Barclays Bank Plc | Großbritannien | 3.182.915 | 3.529.879 |
| Societe Generale SA | Frankreich | 6.453.467 | 7.086.183 |
| UBS AG | Schweiz | 610.768 | 680.592 |
| Insgesamt |  | 10.247.150 | 11.296.654 |