# Appendix 1 (continued)
Securities Financing Transactions Regulations (continued)
| Non-Cash Collateral issuer Factor MSCI USA Low Volatility UCITS ETF | Value USD | Non-Cash Collateral issuer Factor MSCI USA Prime Value UCITS ETF | Value USD |
| --- | --- | --- | --- |
| Republic of France | 1,225,164 | Republic of France | 495,767 |
| Japan | 952,115 | United Kingdom | 281,767 |
| United Kingdom | 229,113 | Japan | 253,640 |
| United States | 181,870 | United States | 129,393 |
| Federal Republic of Germany | 71,003 | Kingdom of the Netherlands | 57,172 |
| Kingdom of the Netherlands | 46,489 | SoftBank Group Corp | 55,025 |
| SoftBank Group Corp | 44,743 | ASML Holding NV | 51,374 |
| ASML Holding NV | 41,774 | Ferrovial SA | 50,684 |
| Ferrovial SA | 41,213 | Federal Republic of Germany | 49,981 |
| Kingdom of Belgium | 38,739 | Kingdom of Belgium | 47,641 |
| Other Issuers | 	623,353 | Other Issuers | 	766,609 |
| Total |   3,495,576 | Total |   2,239,053 |
| MSCI USA Select Factor Mix UCITS ETF |  |  |  |
| Bhp Group Plc | 694,451 |  |  |
| Tencent Holdings Ltd | 693,825 |  |  |
| Meituan | 693,378 |  |  |
| Afterpay Ltd | 691,357 |  |  |
| Banco Bilbao Vizcaya Argentaria SA | 659,956 |  |  |
| Sartorius AG | 430,004 |  |  |

Alibaba Health Information Technology Ltd
201,149
| Ping An Insurance Group Co of China Ltd | 181,487 |
| --- | --- |
| Ryanair Holdings Plc | 147,055 |
| Longfor Group Holdings Ltd | 94,085 |
| Other Issuers | 	774,865 |
| Total |   5,261,612 |

The following table details the value of securities on loan and associated collateral received, analysed by borrowing counterparty, as at 30 June 2021.
Securities lending in USD
|  | Bank of New York | JP Morgan Chase Bank | Total |
| --- | --- | --- | --- |
| Fund | USD | USD | USD |
| MSCI USA UCITS ETF | 46,570,501 | 8,112,419 | 54,682,920 |
| MSCI USA Value UCITS ETF | 6,878,733 | 6,687,063 | 13,565,796 |
| MSCI World UCITS ETF | 8,863,999 | 5,632,868 | 14,496,867 |
| S&P 500 UCITS ETF | 13,110,192 | 2,495,648 | 15,605,840 |
| Solactive Global Pure Gold Miners UCITS ETF | 6,381,993 | 5,442,388 | 11,824,381 |
| MSCI Australia UCITS ETF | 9,026,775 | - | 9,026,775 |
| MSCI USA hedged to EUR UCITS ETF | 21,909,184 | 1,726,144 | 23,635,328 |
| MSCI USA hedged to CHF UCITS ETF | 3,538,255 | - | 3,538,255 |
| Factor MSCI USA Low Volatility UCITS ETF | - | 3,495,576 | 3,495,576 |
| Factor MSCI USA Prime Value UCITS ETF | - | 2,239,053 | 2,239,053 |

MSCI USA Select Factor Mix UCITS ETF		5,161,064	100,548	5,261,612 
Total		121,440,696	35,931,707	157,372,403

Translation (ENDE, 2021-06-30):
# Anhang 1 (Fortset<ung)
Verordnung über die Transparenz von Wertpapierfinanzierungsgeschäften (Fortsetzung)
| Emittent der Sachsicherheit | Kurswert in USD | Emittent der Sachsicherheit | Kurswert in USD |
| --- | --- | --- | --- |
| Factor MSCI USA Low Volatility |  | Factor MSCI USA Prime Value UCITS |  |
| UCITS ETF |  | ETF |  |
| Republic of France | 1.225.164 | Republic of France | 495.767 |
| Japan | 952.115 | United Kingdom | 281.767 |
| United Kingdom | 229.113 | Japan | 253.640 |
| United States | 181.870 | United States | 129.393 |
| Federal Republic of Germany | 71.003 | Kingdom of the Netherlands | 57.172 |
| Kingdom of the Netherlands | 46.489 | SoftBank Group Corp | 55.025 |
| SoftBank Group Corp | 44.743 | ASML Holding NV | 51.374 |
| ASML Holding NV | 41.774 | Ferrovial SA | 50.684 |
| Ferrovial SA | 41.213 | Federal Republic of Germany | 49.981 |
| Kingdom of Belgium | 38.739 | Kingdom of Belgium | 47.641 |
| Other Issuers | 	623.353 | Other Issuers | 	766.609 |
| Insgesamt | 3.495.576 | Insgesamt | 2.239.053 |
| MSCI USA Select Factor Mix UCITS |  |  |  |
| ETF |  |  |  |
| Bhp Group Plc | 694.451 |  |  |
| Tencent Holdings Ltd | 693.825 |  |  |
| Meituan | 693.378 |  |  |
| Afterpay Ltd | 691.357 |  |  |
| Banco Bilbao Vizcaya Argentaria SA | 659.956 |  |  |
| Sartorius AG | 430.004 |  |  |

Alibaba Health Information Technology201.149
Ltd
| Ping An Insurance Group Co of China Ltd | 181.487 |
| --- | --- |
| Ryanair Holdings Plc | 147.055 |
| Longfor Group Holdings Ltd | 94.085 |
| Other Issuers | 774.865 |
| Insgesamt | 5.261.612 |

Die nachstehende Tabelle enthält den Wert der entliehenen Wertpapiere und der zugehörigen entgegengenommenen Sicherheiten, aufgeschlüsselt nach den entleihenden Gegenparteien, zum 30. Juni 2021.
Wertpapierleihen in USD
|  | Bank of New York | JP Morgan Chase Bank | Insgesamt |
| --- | --- | --- | --- |
| Teilfonds | USD | USD | USD |
| MSCI USA UCITS ETF | 46.570.501 | 8.112.419 | 54.682.920 |
| MSCI USA Value UCITS ETF | 6.878.733 | 6.687.063 | 13.565.796 |
| MSCI World UCITS ETF | 8.863.999 | 5.632.868 | 14.496.867 |
| S&P 500 UCITS ETF | 13.110.192 | 2.495.648 | 15.605.840 |
| Solactive Global Pure Gold Miners UCITS ETF | 6.381.993 | 5.442.388 | 11.824.381 |
| MSCI Australia UCITS ETF | 9.026.775 | - | 9.026.775 |
| MSCI USA hedged to EUR UCITS ETF | 21.909.184 | 1.726.144 | 23.635.328 |
| MSCI USA hedged to CHF UCITS ETF | 3.538.255 | - | 3.538.255 |
| Factor MSCI USA Low Volatility UCITS ETF | - | 3.495.576 | 3.495.576 |
| Factor MSCI USA Prime Value UCITS ETF | - | 2.239.053 | 2.239.053 |

MSCI USA Select Factor Mix UCITS ETF		5.161.064	100.548	5.261.612
Insgesamt	121.440.696	35.931.707	157.372.403