# Appendix I - Supplementary Information (unaudited)
Securities Financing Transactions Regulation (Regulation (EU) 2015/2365) (“SFTR”) came into force on 12 January 2016 and, amongst other requirements, introduces new disclosure requirements in the UBS (Lux) Fund Solutions annual and half-yearly reports published after 13 January 2017 detailing the UBS (Lux) Fund Solutions use of securities financing transactions. As a result, additional disclosures have been included in this appendix.
The following table details the value of securities on loan in EUR as a proportion of the Fund’s Net Assets Value, as at 31 December 2021.
| Fund | Securities on loan % of Net Assets | Securities on loan % of Total Lendable Securities |
| --- | --- | --- |
| UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF | 1.21 | 1.21 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Low Volatility UCITS ETF | 2.93 | 2.94 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Prime Value UCITS ETF | 0.72 | 0.72 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF | 0.67 | 0.67 |
| UBS (Lux) Fund Solutions – FTSE 100 UCITS ETF | 2.64 | 2.66 |
| UBS (Lux) Fund Solutions – MSCI Canada UCITS ETF | 17.00 | 17.06 |
| UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF | 2.39 | 2.38 |
| UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF | 7.65 | 7.65 |
| UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF | 12.20 | 12.20 |
| UBS (Lux) Fund Solutions – MSCI EMU UCITS ETF | 3.94 | 3.97 |
| UBS (Lux) Fund Solutions – MSCI EMU Value UCITS ETF | 1.46 | 1.46 |
| UBS (Lux) Fund Solutions – MSCI Europe UCITS ETF | 4.35 | 4.35 |
| UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF | 0.90 | 0.91 |
| UBS (Lux) Fund Solutions – MSCI Japan UCITS ETF | 13.51 | 13.54 |
| UBS (Lux) Fund Solutions – MSCI Pacific (ex Japan) UCITS ETF | 17.24 | 17.28 |
| UBS (Lux) Fund Solutions – MSCI Singapore UCITS ETF | 1.40 | 1.40 |
| UBS (Lux) Fund Solutions – MSCI Switzerland 20/35 UCITS ETF | 9.71 | 9.70 |
| UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF | 2.63 | 2.65 |
| UBS (Lux) Fund Solutions – MSCI USA UCITS ETF | 0.67 | 0.68 |
| UBS (Lux) Fund Solutions – MSCI World UCITS ETF | 5.11 | 5.12 |
| UBS (Lux) Fund Solutions – Solactive China Technology UCITS ETF | 0.70 | 0.70 |

For all sub-funds, the maturity tenor of securities on loan is open as there are all equities.
The following table details the value of securities on loan and associated non cash collateral received, analysed by Lending Borrowers, as at 31 December 2021. Please refer to Note 7 for further information on reuse of non-cash collateral received.
No cash is received as collateral in relation to securities lending activities.
The figures are disclosed in EUR which is the base currency of the Company but the currency in which the non-cash collateral is received is always USD.
| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF BANK OF NOVA SCOTIA | Canada | 2,799 | 3,040 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 2,398 | 2,597 |
| Total |  | 5,197 | 5,637 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Low Volatility UCITS |  |  |  |
| ETF |  |  |  |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 126 | 133 |
| HSBC BANK PLC | United Kingdom | 476 | 515 |
| JP MORGAN SECURITIES PLC | United Kingdom | 1,017 | 1,099 |
| SOCIETE GENERALE SA | France | 220 | 238 |
| Total |  | 1,839 | 1,985 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Prime Value UCITS ETF |  |  |  |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 264 | 278 |
| HSBC BANK PLC | United Kingdom | 42 | 46 |
| SOCIETE GENERALE SA | France | 838 | 906 |
| Total |  | 1,144 | 1,230 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 161 | 175 |
| HSBC BANK PLC | United Kingdom | 11 | 13 |
| JP MORGAN SECURITIES PLC | United Kingdom | 796 | 859 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | United Kingdom | 342 | 359 |
| SOCIETE GENERALE SA | France | 81 | 88 |
| Total |  | 1,391 | 1,494 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – FTSE 100 UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 1,270 | 1,380 |
| JP MORGAN SECURITIES PLC | United Kingdom | 381 | 411 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 909 | 957 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | United Kingdom | 51 | 53 |
| Total |  | 2,611 | 2,801 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Canada UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 162 | 175 |
| BARCLAYS CAPITAL SECURITIES LIMITED | United Kingdom | 1,085 | 1,140 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 531 | 576 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 2,094 | 2,222 |
| GOLDMAN SACHS INTERNATIONAL | United Kingdom | 264,041 | 281,978 |
| JP MORGAN SECURITIES PLC | United Kingdom | 108,614 | 117,637 |
| MACQUARIE BANK LIMITED | Australia | 107 | 470 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 25,259 | 26,797 |
| SOCIETE GENERALE SA | France | 33,756 | 36,490 |
| UBS AG | Switzerland | 17,724 | 18,784 |
| Total |  | 453,373 | 486,269 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 1,731 | 1,880 |
| BARCLAYS BANK PLC | United Kingdom | 4,562 | 5,052 |
| BARCLAYS CAPITAL SECURITIES LIMITED | United Kingdom | 4,660 | 4,991 |
| BNP PARIBAS ARBITRAGE SNC | France | 1,561 | 1,691 |
| BOFA SECURITIES EUROPE SA | France | 680 | 715 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 1,415 | 1,497 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 2,097 | 2,268 |
| GOLDMAN SACHS INTERNATIONAL | United Kingdom | 9,407 | 10,016 |
| HSBC BANK PLC | United Kingdom | 3,790 | 4,103 |
| JP MORGAN SECURITIES PLC | United Kingdom | 3,568 | 3,849 |
| MACQUARIE BANK LIMITED | Australia | 1,851 | 1,956 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 21,085 | 22,209 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | United Kingdom | 10,062 | 10,580 |
| SOCIETE GENERALE SA | France | 509 | 551 |
| UBS AG | Switzerland | 3,232 | 3,416 |
| Total |  | 70,210 | 74,774 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 296 | 322 |
| BNP PARIBAS ARBITRAGE SNC | France | 23 | 25 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 213 | 229 |
| GOLDMAN SACHS INTERNATIONAL | United Kingdom | 1,073 | 1,147 |
| HSBC BANK PLC | United Kingdom | 328 | 355 |
| JP MORGAN SECURITIES PLC | United Kingdom | 264 | 285 |
| MACQUARIE BANK LIMITED | Australia | 15 | 16 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 1,107 | 1,165 |
| UBS AG | Switzerland | 129 | 136 |
| Total |  | 3,448 | 3,680 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 2,623 | 2,847 |
| BARCLAYS CAPITAL SECURITIES LIMITED | United Kingdom | 2,864 | 3,091 |
| BNP PARIBAS ARBITRAGE SNC | France | 483 | 523 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 2,892 | 3,112 |
| CREDIT SUISSE INTERNATIONAL | United Kingdom | 433 | 456 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 590 | 627 |
| GOLDMAN SACHS INTERNATIONAL | United Kingdom | 466 | 504 |
| HSBC BANK PLC | United Kingdom | 2,703 | 2,927 |
| JP MORGAN SECURITIES PLC | United Kingdom | 2,986 | 3,223 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 784 | 843 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | United Kingdom | 671 | 733 |
| SOCIETE GENERALE SA | France | 1,830 | 1,978 |
| UBS AG | Switzerland | 674 | 711 |
| Total |  | 19,999 | 21,575 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 4,294 | 4,662 |
| BARCLAYS CAPITAL SECURITIES LIMITED | United Kingdom | 42,951 | 46,167 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 2,062 | 2,234 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 438 | 462 |
| GOLDMAN SACHS INTERNATIONAL | United Kingdom | 1,962 | 2,069 |
| HSBC BANK PLC | United Kingdom | 15,451 | 16,727 |
| JP MORGAN SECURITIES PLC | United Kingdom | 11,407 | 12,344 |
| MACQUARIE BANK LIMITED | Australia | 826 | 924 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 75,777 | 79,747 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | United Kingdom | 6,424 | 6,750 |
| SOCIETE GENERALE SA | France | 262 | 284 |
| UBS AG | Switzerland | 3,311 | 3,578 |
| Total |  | 165,165 | 175,948 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Value UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 88 | 96 |
| BARCLAYS CAPITAL SECURITIES LIMITED | United Kingdom | 1,829 | 1,975 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 951 | 1,028 |
| HSBC BANK PLC | United Kingdom | 38 | 41 |
| JP MORGAN SECURITIES PLC | United Kingdom | 655 | 707 |
| MACQUARIE BANK LIMITED | Australia | 117 | 127 |
| Total |  | 3,678 | 3,974 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Europe UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 6,095 | 6,620 |
| BARCLAYS CAPITAL SECURITIES LIMITED | United Kingdom | 7,968 | 8,596 |
| BNP PARIBAS ARBITRAGE SNC | France | 59 | 64 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 409 | 437 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 62 | 65 |
| GOLDMAN SACHS INTERNATIONAL | United Kingdom | 67 | 70 |
| HSBC BANK PLC | United Kingdom | 108 | 117 |
| JP MORGAN SECURITIES PLC | United Kingdom | 692 | 748 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 3,725 | 3,920 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | United Kingdom | 701 | 737 |
| SOCIETE GENERALE SA | France | 193 | 209 |
| Total |  | 20,079 | 21,583 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF JP MORGAN SECURITIES PLC | United Kingdom | 238 | 252 |
| Total |  | 238 | 252 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Japan UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 3,966 | 4,308 |
| BARCLAYS CAPITAL SECURITIES LIMITED | United Kingdom | 57,746 | 60,637 |
| BNP PARIBAS ARBITRAGE SNC | France | 5,458 | 5,898 |
| BOFA SECURITIES EUROPE SA | France | 1,460 | 1,534 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 4,161 | 4,476 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 6,922 | 7,488 |
| GOLDMAN SACHS INTERNATIONAL | United Kingdom | 11,500 | 12,278 |
| JP MORGAN SECURITIES PLC | United Kingdom | 285,817 | 308,846 |
| MACQUARIE BANK LIMITED | Australia | 392 | 424 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 10,780 | 11,500 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | United Kingdom | 955 | 1,003 |
| SOCIETE GENERALE SA | France | 33,181 | 35,788 |
| UBS AG | Switzerland | 13,943 | 15,022 |
| Total |  | 436,281 | 469,202 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Pacific (ex Japan) UCITS ETF |  |  |  |
| BARCLAYS CAPITAL SECURITIES LIMITED | United Kingdom | 373 | 394 |
| GOLDMAN SACHS INTERNATIONAL | United Kingdom | 3,183 | 3,346 |
| JP MORGAN SECURITIES PLC | United Kingdom | 434 | 469 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 4,538 | 4,776 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | United Kingdom | 8,333 | 8,756 |
| UBS AG | Switzerland | 2,331 | 2,509 |
| Total |  | 19,192 | 20,250 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Singapore UCITS ETF JP MORGAN SECURITIES PLC | United Kingdom | 409 | 443 |
| Total |  | 409 | 443 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Switzerland 20/35 UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 71,505 | 77,363 |
| BARCLAYS CAPITAL SECURITIES LIMITED | United Kingdom | 117,819 | 127,254 |
| CREDIT SUISSE INTERNATIONAL | United Kingdom | 6,460 | 6,808 |
| HSBC BANK PLC | United Kingdom | 378 | 410 |
| Total |  | 196,162 | 211,835 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 18,341 | 19,921 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 1,152 | 1,218 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 1,276 | 1,346 |
| JP MORGAN SECURITIES PLC | United Kingdom | 823 | 889 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 21,247 | 22,358 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | United Kingdom | 1,004 | 1,055 |
| SOCIETE GENERALE SA | France | 120 | 130 |
| UBS AG | Switzerland | 959 | 1,007 |
| Total |  | 44,922 | 47,924 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI USA UCITS ETF |  |  |  |
| BARCLAYS BANK PLC | United Kingdom | 2,445 | 2,708 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 1,080 | 1,178 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 49 | 65 |
| Total |  | 3,574 | 3,951 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI World UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 4,897 | 5,318 |
| BARCLAYS BANK PLC | United Kingdom | 3,038 | 3,364 |
| BARCLAYS CAPITAL SECURITIES LIMITED | United Kingdom | 4,715 | 5,034 |
| BNP PARIBAS ARBITRAGE SNC | France | 240 | 259 |
| CITIGROUP GLOBAL MARKETS LIMITED | United Kingdom | 1,017 | 1,090 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | United Kingdom | 2,554 | 2,771 |
| GOLDMAN SACHS INTERNATIONAL | United Kingdom | 6,934 | 7,403 |
| HSBC BANK PLC | United Kingdom | 44 | 50 |
| JP MORGAN SECURITIES PLC | United Kingdom | 16,789 | 18,170 |
| MACQUARIE BANK LIMITED | Australia | 622 | 663 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 4,451 | 4,686 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | United Kingdom | 3,548 | 3,728 |
| SOCIETE GENERALE SA | France | 3,414 | 3,705 |
| UBS AG | Switzerland | 4,130 | 4,393 |
| Total |  | 56,393 | 60,634 |

| Counterparty | Counterparty's country of incorporation | Securities on loan EUR '000 | Non-cash collateral received EUR '000 |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – Solactive China Technology UCITS ETF |  |  |  |
| JP MORGAN SECURITIES PLC | United Kingdom | 9 | 9 |
| MERRILL LYNCH INTERNATIONAL | United Kingdom | 18 | 20 |
| UBS AG | Switzerland | 200 | 214 |
| Total |  | 227 | 243 |

The following table provides an analysis of the maturity tenor of non-cash collateral received by way of title transfer collateral arrangement by the Fund/s in respect of securities on loan as at 31 December 2021.
|  | non-cash collateral Securities Lending EUR '000 |
| --- | --- |
| Maturity tenor | UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF | UBS (Lux) Fund Solutions – Factor MSCI EMU Low Volatility UCITS ETF | UBS (Lux) Fund Solutions – Factor MSCI EMU Prime Value UCITS ETF | UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF | UBS (Lux) Fund Solutions – FTSE 100 UCITS ETF |
| 2 to 7 days | - | - | - | - | - |
| 8 to 30 days | - | - | - | 2 | - |
| 31 to 90 days | - | 23 | 39 | - | - |
| 91 to 365 days | 38 | 12 | 2 | 15 | 81 |
| More than 365 days | 2,590 | 636 | 250 | 693 | 1,104 |
| Open transactions | 3,009 | 1,314 | 939 | 784 | 1,616 |
| Total | 5,637 | 1,985 | 1,230 | 1,494 | 2,801 |

|  | non-cash collateral Securities Lending EUR '000 |
| --- | --- |
| Maturity tenor | UBS (Lux) Fund Solutions – MSCI Canada UCITS ETF | UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF | UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF | UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF | UBS (Lux) Fund Solutions – MSCI EMU UCITS ETF |
| 2 to 7 days | - | - | - | - | - |
| 8 to 30 days | 1,116 | 53 | 12 | 58 | 21 |
| 31 to 90 days | 7,490 | 433 | 7 | 112 | 243 |
| 91 to 365 days | 43,983 | 3,164 | 240 | 264 | 6,239 |
| More than 365 days | 285,052 | 52,765 | 2,486 | 9,061 | 112,930 |
| Open transactions | 148,628 | 18,359 | 935 | 12,080 | 56,515 |
| Total | 486,269 | 74,774 | 3,680 | 21,575 | 175,948 |

|  | non-cash collateral Securities Lending EUR '000 |
| --- | --- |
| Maturity tenor | UBS (Lux) Fund Solutions – MSCI EMU Value UCITS ETF | UBS (Lux) Fund Solutions – MSCI Europe UCITS ETF | UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF | UBS (Lux) Fund Solutions – MSCI Japan UCITS ETF | UBS (Lux) Fund Solutions – MSCI Pacific (ex Japan) UCITS ETF |
| 2 to 7 days | - | - | - | 20 | - |
| 8 to 30 days | - | - | - | 247 | 49 |
| 31 to 90 days | - | 12 | - | 4,177 | 60 |
| 91 to 365 days | 70 | 706 | 2 | 5,596 | 440 |
| More than 365 days | 1,642 | 11,326 | 250 | 209,878 | 18,062 |
| Open transactions | 2,262 | 9,539 | - | 249,284 | 1,639 |
| Total | 3,974 | 21,583 | 252 | 469,202 | 20,250 |

|  | non-cash collateral Securities Lending EUR '000 |
| --- | --- |
| Maturity tenor | UBS (Lux) Fund Solutions – MSCI Singapore UCITS ETF | UBS (Lux) Fund Solutions – MSCI Switzerland 20/35 UCITS ETF | UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF | UBS (Lux) Fund Solutions – MSCI USA UCITS ETF | UBS (Lux) Fund Solutions – MSCI World UCITS ETF |
| 2 to 7 days | - | - | - | 19 | 25 |
| 8 to 30 days | - | 96 | - | - | 60 |
| 31 to 90 days | 6 | - | 188 | 64 | 578 |
| 91 to 365 days | - | 8,043 | 1,832 | 193 | 2,145 |
| More than 365 days | 124 | 122,373 | 25,516 | 773 | 29,725 |
| Open transactions | 313 | 81,323 | 20,388 | 2,902 | 28,101 |
| Total | 443 | 211,835 | 47,924 | 3,951 | 60,634 |

|  | non-cash collateral Securities Lending EUR '000 |
| --- | --- |
| Maturity tenor | UBS (Lux) Fund Solutions – Solactive China Technology UCITS ETF |
| 2 to 7 days | - |
| 8 to 30 days | 9 |
| 31 to 90 days | 11 |
| 91 to 365 days | 3 |
| More than 365 days | 206 |
| Open transactions | 14 |
| Total | 243 |

The maturity tenor analysis for debt securities received as collateral is based on the respective contractual maturity date, while equity securities and cash received as collateral are presented as open transactions as they are not subject to a contractual maturity date.
The following table lists the ten largest issuers by value of non-cash collateral received by the Fund/s by way of title transfer collateral arrangement across securities lending transactions as at 31 December 2021.
| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF |  |
| United States Treasury | 1,001 |
| United Kingdom Gilt | 551 |
| French Republic Government Bond | 521 |
| Republic of Germany | 308 |
| BHP Group | 303 |
| Bank of Montreal | 302 |
| Shopify | 298 |
| Royal Dutch Shell | 295 |
| Diageo | 292 |
| Kingdom of Belgium Government Bond | 235 |
| Other issuers | 1,531 |
| Total | 5,637 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Low Volatility UCITS ETF |  |
| United States Treasury | 392 |
| United Kingdom Gilt | 129 |
| Apple | 67 |
| Alibaba Group Holding | 65 |
| Microsoft | 56 |
| French Republic Government Bond | 51 |
| Atlantia | 51 |
| Tencent Holdings | 46 |
| Kingdom of Belgium Government Bond | 44 |
| Netherlands Government Bond | 42 |
| Other issuers | 1,042 |
| Total | 1,985 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Prime Value UCITS ETF |  |
| Anheuser-Busch InBev | 131 |
| Wuxi Biologics Cayman | 109 |
| Ping An Insurance Group of China | 105 |
| Newcrest Mining | 97 |
| Rio Tinto | 90 |
| Westpac Banking | 84 |
| JD.com | 64 |
| United Kingdom Gilt | 60 |
| French Republic Government Bond | 58 |
| Kingdom of Belgium Government Bond | 55 |
| Other issuers | 377 |
| Total | 1,230 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF |  |
| United States Treasury | 313 |
| Japan Government Bond | 263 |
| United Kingdom Gilt | 102 |
| Apple | 72 |
| Microsoft | 56 |
| Netflix | 43 |
| Xilinx | 35 |
| Home Depot | 20 |
| Target | 20 |
| Gilead Sciences | 20 |
| Other issuers | 550 |
| Total | 1,494 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – FTSE 100 UCITS ETF |  |
| Japan Government Bond | 724 |
| United States Treasury | 421 |
| BHP Group | 138 |
| Bank of Montreal | 137 |
| Shopify | 135 |
| Royal Dutch Shell | 134 |
| Diageo | 132 |
| Royal Bank of Canada | 101 |
| Ashtead Group | 101 |
| British American Tobacco | 77 |
| Other issuers | 701 |
| Total | 2,801 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Canada UCITS ETF |  |
| United States Treasury | 94,401 |
| United Kingdom Gilt | 62,566 |
| French Republic Government Bond | 61,536 |
| Republic of Germany | 60,950 |
| Kingdom of Belgium Government Bond | 36,554 |
| Cash as Non Cash Collateral | 23,942 |
| Canadian Government Bond | 12,247 |
| Tencent Holdings | 11,728 |
| Netherlands Government Bond | 8,383 |
| Anheuser-Busch InBev | 5,297 |
| Other issuers | 108,665 |
| Total | 486,269 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF |  |
| Japan Government Bond | 22,835 |
| United States Treasury | 15,082 |
| United Kingdom Gilt | 5,847 |
| French Republic Government Bond | 3,922 |
| Republic of Germany | 3,657 |
| Kingdom of Belgium Government Bond | 3,087 |
| Netherlands Government Bond | 727 |
| Canadian Government Bond | 708 |
| Alibaba Group Holding | 510 |
| Cash as Non Cash Collateral | 508 |
| Other issuers | 17,891 |
| Total | 74,774 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF |  |
| Japan Government Bond | 1,024 |
| United States Treasury | 751 |
| United Kingdom Gilt | 305 |
| French Republic Government Bond | 245 |
| Republic of Germany | 204 |
| Kingdom of Belgium Government Bond | 101 |
| Bayer | 74 |
| Iberdrola SA | 74 |
| Netherlands Government Bond | 71 |
| Alibaba Group Holding | 43 |
| Other issuers | 788 |
| Total | 3,680 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF |  |
| United Kingdom Gilt | 2,443 |
| United States Treasury | 2,425 |
| French Republic Government Bond | 1,485 |
| Kingdom of Belgium Government Bond | 1,198 |
| Republic of Germany | 885 |
| Netherlands Government Bond | 747 |
| Daiichi Sankyo | 396 |
| Alibaba Group Holding | 376 |
| Anheuser-Busch InBev | 326 |
| BHP Group | 310 |
| Other issuers | 10,984 |
| Total | 21,575 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU UCITS ETF |  |
| Japan Government Bond | 71,554 |
| United States Treasury | 28,710 |
| United Kingdom Gilt | 13,532 |
| Daiichi Sankyo | 3,763 |
| ITOCHU | 3,611 |
| Fast Retailing | 3,086 |
| Alimentation Couche-Tard | 2,428 |
| FUJIFILM Holdings | 2,249 |
| Omron | 2,242 |
| Central Japan Railway | 2,051 |
| Other issuers | 42,722 |
| Total | 175,948 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Value UCITS ETF |  |
| United Kingdom Gilt | 611 |
| United States Treasury | 596 |
| French Republic Government Bond | 208 |
| ITOCHU | 198 |
| Fast Retailing | 181 |
| Republic of Germany | 160 |
| Daiichi Sankyo | 153 |
| Alimentation Couche-Tard | 133 |
| FUJIFILM Holdings | 123 |
| Omron | 122 |
| Other issuers | 1,489 |
| Total | 3,974 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Europe UCITS ETF |  |
| Japan Government Bond | 3,814 |
| United Kingdom Gilt | 2,027 |
| United States Treasury | 1,808 |
| French Republic Government Bond | 1,265 |
| Republic of Germany | 1,199 |
| Kingdom of Belgium Government Bond | 1,180 |
| BHP Group | 667 |
| Bank of Montreal | 658 |
| Shopify | 649 |
| Royal Dutch Shell | 643 |
| Other issuers | 7,673 |
| Total | 21,583 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF |  |
| Kingdom of Belgium Government Bond | 51 |
| Netherlands Government Bond | 50 |
| United Kingdom Gilt | 50 |
| United States Treasury | 50 |
| French Republic Government Bond | 46 |
| Republic of Germany | 5 |
| Total | 252 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Japan UCITS ETF |  |
| United States Treasury | 99,964 |
| Tencent Holdings | 28,270 |
| French Republic Government Bond | 26,923 |
| United Kingdom Gilt | 25,655 |
| Kingdom of Belgium Government Bond | 22,375 |
| Republic of Germany | 19,147 |
| Netherlands Government Bond | 19,025 |
| Toyota Motor | 11,946 |
| Alibaba Group Holding | 10,693 |
| Sony | 8,522 |
| Other issuers | 196,682 |
| Total | 469,202 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Pacific (ex Japan) UCITS ETF |  |
| Japan Government Bond | 12,388 |
| United States Treasury | 2,684 |
| United Kingdom Gilt | 2,418 |
| Canadian Government Bond | 435 |
| AP Moller - Maersk | 258 |
| Flutter Entertainment | 205 |
| Republic of Germany | 199 |
| French Republic Government Bond | 192 |
| Kingdom of Belgium Government Bond | 190 |
| Assa Abloy | 159 |
| Other issuers | 1,122 |
| Total | 20,250 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Singapore UCITS ETF |  |
| United States Treasury | 121 |
| Tencent Holdings | 44 |
| Toyota Motor | 19 |
| Alibaba Group Holding | 17 |
| Sony | 13 |
| Recruit Holdings | 10 |
| Eni | 10 |
| China Construction Bank | 9 |
| Nestle | 9 |
| Tokyo Electron | 8 |
| Other issuers | 183 |
| Total | 443 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Switzerland 20/35 UCITS ETF |  |
| United Kingdom Gilt | 28,330 |
| French Republic Government Bond | 26,760 |
| Kingdom of Belgium Government Bond | 25,365 |
| Republic of Germany | 24,178 |
| Linde | 8,279 |
| Netherlands Government Bond | 7,261 |
| Canadian Government Bond | 7,007 |
| BHP Group | 6,657 |
| Bank of Montreal | 6,648 |
| Shopify | 6,540 |
| Other issuers | 64,810 |
| Total | 211,835 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF |  |
| Japan Government Bond | 16,777 |
| United States Treasury | 7,346 |
| BHP Group | 1,987 |
| Bank of Montreal | 1,981 |
| Shopify | 1,952 |
| Royal Dutch Shell | 1,935 |
| Diageo | 1,911 |
| Royal Bank of Canada | 1,465 |
| Ashtead Group | 1,458 |
| British American Tobacco | 1,110 |
| Other issuers | 10,002 |
| Total | 47,924 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI USA UCITS ETF |  |
| United States Treasury | 839 |
| Axcelis Technologies | 146 |
| Welbilt | 120 |
| Stratasys | 118 |
| French Republic Government Bond | 106 |
| Japan Government Bond | 103 |
| Matson | 101 |
| RR Donnelley & Sons | 99 |
| Everi Holdings | 72 |
| Flagstar Bancorp | 58 |
| Other issuers | 2,189 |
| Total | 3,951 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI World UCITS ETF |  |
| United States Treasury | 10,330 |
| Japan Government Bond | 7,084 |
| United Kingdom Gilt | 4,005 |
| French Republic Government Bond | 3,248 |
| Republic of Germany | 2,919 |
| Kingdom of Belgium Government Bond | 2,507 |
| Tencent Holdings | 1,778 |
| Canadian Government Bond | 1,173 |
| Netherlands Government Bond | 770 |
| Toyota Motor | 741 |
| Other issuers | 26,079 |
| Total | 60,634 |

| Non-cash collateral issuer | Value EUR’000 |
| --- | --- |
| UBS (Lux) Fund Solutions – Solactive China Technology UCITS ETF |  |
| Kingdom of Belgium Government Bond | 48 |
| United States Treasury | 40 |
| Republic of Germany | 38 |
| Canadian Government Bond | 36 |
| French Republic Government Bond | 24 |
| Netherlands Government Bond | 23 |
| Republic of Austria Government Bond | 14 |
| United Kingdom Gilt | 6 |
| Tencent Holdings | 4 |
| West Fraser Timber | 1 |
| Other issuers | 9 |
| Total | 243 |

The following table details the collateral received, analysed by collateral agent, as at 31 December 2021.
| Fund | Collateral received EUR’000 |
| --- | --- |
| State Street Bank and Trust Company | Bank of New York | JP Morgan Chase | Total |
| UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF | - | - | 5,637 | 5,637 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Low Volatility UCITS ETF | - | 238 | 1,747 | 1,985 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Prime Value UCITS ETF | - | 906 | 324 | 1,230 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF | - | 447 | 1,047 | 1,494 |
| UBS (Lux) Fund Solutions – FTSE 100 UCITS ETF | - | 1,010 | 1,791 | 2,801 |
| UBS (Lux) Fund Solutions – MSCI Canada UCITS ETF | - | 365,189 | 121,080 | 486,269 |
| UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF | 3,035 | 55,119 | 16,620 | 74,774 |
| UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF | - | 2,448 | 1,232 | 3,680 |
| UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF | - | 7,860 | 13,715 | 21,575 |
| UBS (Lux) Fund Solutions – MSCI EMU UCITS ETF | 1,083 | 138,506 | 36,359 | 175,948 |
| UBS (Lux) Fund Solutions – MSCI EMU Value UCITS ETF | - | 1,975 | 1,999 | 3,974 |
| UBS (Lux) Fund Solutions – MSCI Europe UCITS ETF | - | 13,532 | 8,051 | 21,583 |
| UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF | - | - | 252 | 252 |
| UBS (Lux) Fund Solutions – MSCI Japan UCITS ETF | - | 137,763 | 331,439 | 469,202 |
| UBS (Lux) Fund Solutions – MSCI Pacific (ex Japan) UCITS ETF | - | 19,781 | 469 | 20,250 |
| UBS (Lux) Fund Solutions – MSCI Singapore UCITS ETF | - | - | 443 | 443 |
| UBS (Lux) Fund Solutions – MSCI Switzerland 20/35 UCITS ETF | - | 127,254 | 84,581 | 211,835 |
| UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF | - | 24,550 | 23,374 | 47,924 |
| UBS (Lux) Fund Solutions – MSCI USA UCITS ETF | - | 2,772 | 1,179 | 3,951 |
| UBS (Lux) Fund Solutions – MSCI World UCITS ETF | - | 32,313 | 28,321 | 60,634 |
| UBS (Lux) Fund Solutions – Solactive China Technology UCITS ETF | - | 234 | 9 | 243 |
| Total | 4,118 | 931,897 | 679,669 | 1,615,684 |

The Company has collateral both bilaterally (State Street Bank and Trust) and via tri-party agents (Bank of New York and JP Morgan Chase). In the case of Bank of New York and JP Morgan Chase agents, State Street Bank and Trust delegates some collateral management duties to these tri-party agents. In all cases the depository has delegated collateral management duties to State Street Bank and Trust. State Street Bank and Trust are then permitted to further delegate responsibilities to tri-party agents if they see fit.

Translation (ENFR, 2021-12-31):
# Annexe I - Informations supplémentaires (non révisées)
Entré en vigueur le 12 janvier 2016, le Règlement européen relatif à la transparence des opérations de financement sur titres (Règlement (UE) 2015/2365) exige, entre autres, l’introduction de nouvelles exigences en matière de déclaration dans les rapports annuels et semestriels d’UBS (Lux) Fund Solutions publiés après le 13 janvier 2017 détaillant l’utilisation des opérations de financement sur titres par UBS (Lux) Fund Solutions. En conséquence, des informations supplémentaires ont été intégrées dans cette annexe.
Le tableau ci-dessous détaille la part de la valeur des titres prêtés en EUR dans la valeur nette d'inventaire de la SICAV au 31 décembre 2021.
| Compartiment | Titres en prêt, en % des actifs nets | Titres en prêt, en % du total des titres prêtables |
| --- | --- | --- |
| UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF | 1,21 | 1,21 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Low Volatility UCITS ETF | 2,93 | 2,94 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Prime Value UCITS ETF | 0,72 | 0,72 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF | 0,67 | 0,67 |
| UBS (Lux) Fund Solutions – FTSE 100 UCITS ETF | 2,64 | 2,66 |
| UBS (Lux) Fund Solutions – MSCI Canada UCITS ETF | 17,00 | 17,06 |
| UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF | 2,39 | 2,38 |
| UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF | 7,65 | 7,65 |
| UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF | 12,20 | 12,20 |
| UBS (Lux) Fund Solutions – MSCI EMU UCITS ETF | 3,94 | 3,97 |
| UBS (Lux) Fund Solutions – MSCI EMU Value UCITS ETF | 1,46 | 1,46 |
| UBS (Lux) Fund Solutions – MSCI Europe UCITS ETF | 4,35 | 4,35 |
| UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF | 0,90 | 0,91 |
| UBS (Lux) Fund Solutions – MSCI Japan UCITS ETF | 13,51 | 13,54 |
| UBS (Lux) Fund Solutions – MSCI Pacific (ex Japan) UCITS ETF | 17,24 | 17,28 |
| UBS (Lux) Fund Solutions – MSCI Singapore UCITS ETF | 1,40 | 1,40 |
| UBS (Lux) Fund Solutions – MSCI Switzerland 20/35 UCITS ETF | 9,71 | 9,70 |
| UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF | 2,63 | 2,65 |
| UBS (Lux) Fund Solutions – MSCI USA UCITS ETF | 0,67 | 0,68 |
| UBS (Lux) Fund Solutions – MSCI World UCITS ETF | 5,11 | 5,12 |
| UBS (Lux) Fund Solutions – Solactive China Technology UCITS ETF | 0,70 | 0,70 |

Pour l’ensemble des Compartiments, les titres prêtés n'ont pas d’échéance dans la mesure où il s’agit exclusivement d’actions.
Le tableau suivant détaille la valeur des titres prêtés et les sûretés autres qu’en espèces reçues en contrepartie, par Emprunteurs du programme, au 31 décembre 2021. Veuillez vous reporter à la Note 7 pour de plus amples informations sur la réutilisation des sûretés autres qu’en espèces reçues.
Dans le cadre des opérations de prêts sur titres, aucune sûreté n’est versée en espèces.
Les chiffres sont libellés en EUR, qui est la devise de référence de la Société, mais la devise dans laquelle les sûretés autres qu’en espèces sont reçues est toujours l’USD.
| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF BANK OF NOVA SCOTIA | Canada | 2.799 | 3.040 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 2.398 | 2.597 |
| Total |  | 5.197 | 5.637 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Low Volatility UCITS |  |  |  |
| ETF |  |  |  |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 126 | 133 |
| HSBC BANK PLC | Royaume-Uni | 476 | 515 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 1.017 | 1.099 |
| SOCIETE GENERALE SA | France | 220 | 238 |
| Total |  | 1.839 | 1.985 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Prime Value UCITS |  |  |  |
| ETF |  |  |  |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 264 | 278 |
| HSBC BANK PLC | Royaume-Uni | 42 | 46 |
| SOCIETE GENERALE SA | France | 838 | 906 |
| Total |  | 1.144 | 1.230 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 161 | 175 |
| HSBC BANK PLC | Royaume-Uni | 11 | 13 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 796 | 859 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | Royaume-Uni | 342 | 359 |
| SOCIETE GENERALE SA | France | 81 | 88 |
| Total |  | 1.391 | 1.494 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – FTSE 100 UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 1.270 | 1.380 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 381 | 411 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 909 | 957 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | Royaume-Uni | 51 | 53 |
| Total |  | 2.611 | 2.801 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Canada UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 162 | 175 |
| BARCLAYS CAPITAL SECURITIES LIMITED | Royaume-Uni | 1.085 | 1.140 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 531 | 576 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 2.094 | 2.222 |
| GOLDMAN SACHS INTERNATIONAL | Royaume-Uni | 264.041 | 281.978 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 108.614 | 117.637 |
| MACQUARIE BANK LIMITED | Australie | 107 | 470 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 25.259 | 26.797 |
| SOCIETE GENERALE SA | France | 33.756 | 36.490 |
| UBS AG | Suisse | 17.724 | 18.784 |
| Total |  | 453.373 | 486.269 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 1.731 | 1.880 |
| BARCLAYS BANK PLC | Royaume-Uni | 4.562 | 5.052 |
| BARCLAYS CAPITAL SECURITIES LIMITED | Royaume-Uni | 4.660 | 4.991 |
| BNP PARIBAS ARBITRAGE SNC | France | 1.561 | 1.691 |
| BOFA SECURITIES EUROPE SA | France | 680 | 715 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 1.415 | 1.497 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 2.097 | 2.268 |
| GOLDMAN SACHS INTERNATIONAL | Royaume-Uni | 9.407 | 10.016 |
| HSBC BANK PLC | Royaume-Uni | 3.790 | 4.103 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 3.568 | 3.849 |
| MACQUARIE BANK LIMITED | Australie | 1.851 | 1.956 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 21.085 | 22.209 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | Royaume-Uni | 10.062 | 10.580 |
| SOCIETE GENERALE SA | France | 509 | 551 |
| UBS AG | Suisse | 3.232 | 3.416 |
| Total |  | 70.210 | 74.774 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 296 | 322 |
| BNP PARIBAS ARBITRAGE SNC | France | 23 | 25 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 213 | 229 |
| GOLDMAN SACHS INTERNATIONAL | Royaume-Uni | 1.073 | 1.147 |
| HSBC BANK PLC | Royaume-Uni | 328 | 355 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 264 | 285 |
| MACQUARIE BANK LIMITED | Australie | 15 | 16 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 1.107 | 1.165 |
| UBS AG | Suisse | 129 | 136 |
| Total |  | 3.448 | 3.680 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 2.623 | 2.847 |
| BARCLAYS CAPITAL SECURITIES LIMITED | Royaume-Uni | 2.864 | 3.091 |
| BNP PARIBAS ARBITRAGE SNC | France | 483 | 523 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 2.892 | 3.112 |
| CREDIT SUISSE INTERNATIONAL | Royaume-Uni | 433 | 456 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 590 | 627 |
| GOLDMAN SACHS INTERNATIONAL | Royaume-Uni | 466 | 504 |
| HSBC BANK PLC | Royaume-Uni | 2.703 | 2.927 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 2.986 | 3.223 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 784 | 843 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | Royaume-Uni | 671 | 733 |
| SOCIETE GENERALE SA | France | 1.830 | 1.978 |
| UBS AG | Suisse | 674 | 711 |
| Total |  | 19.999 | 21.575 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 4.294 | 4.662 |
| BARCLAYS CAPITAL SECURITIES LIMITED | Royaume-Uni | 42.951 | 46.167 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 2.062 | 2.234 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 438 | 462 |
| GOLDMAN SACHS INTERNATIONAL | Royaume-Uni | 1.962 | 2.069 |
| HSBC BANK PLC | Royaume-Uni | 15.451 | 16.727 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 11.407 | 12.344 |
| MACQUARIE BANK LIMITED | Australie | 826 | 924 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 75.777 | 79.747 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | Royaume-Uni | 6.424 | 6.750 |
| SOCIETE GENERALE SA | France | 262 | 284 |
| UBS AG | Suisse | 3.311 | 3.578 |
| Total |  | 165.165 | 175.948 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Value UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 88 | 96 |
| BARCLAYS CAPITAL SECURITIES LIMITED | Royaume-Uni | 1.829 | 1.975 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 951 | 1.028 |
| HSBC BANK PLC | Royaume-Uni | 38 | 41 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 655 | 707 |
| MACQUARIE BANK LIMITED | Australie | 117 | 127 |
| Total |  | 3.678 | 3.974 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Europe UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 6.095 | 6.620 |
| BARCLAYS CAPITAL SECURITIES LIMITED | Royaume-Uni | 7.968 | 8.596 |
| BNP PARIBAS ARBITRAGE SNC | France | 59 | 64 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 409 | 437 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 62 | 65 |
| GOLDMAN SACHS INTERNATIONAL | Royaume-Uni | 67 | 70 |
| HSBC BANK PLC | Royaume-Uni | 108 | 117 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 692 | 748 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 3.725 | 3.920 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | Royaume-Uni | 701 | 737 |
| SOCIETE GENERALE SA | France | 193 | 209 |
| Total |  | 20.079 | 21.583 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF JP MORGAN SECURITIES PLC | Royaume-Uni | 238 | 252 |
| Total |  | 238 | 252 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Japan UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 3.966 | 4.308 |
| BARCLAYS CAPITAL SECURITIES LIMITED | Royaume-Uni | 57.746 | 60.637 |
| BNP PARIBAS ARBITRAGE SNC | France | 5.458 | 5.898 |
| BOFA SECURITIES EUROPE SA | France | 1.460 | 1.534 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 4.161 | 4.476 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 6.922 | 7.488 |
| GOLDMAN SACHS INTERNATIONAL | Royaume-Uni | 11.500 | 12.278 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 285.817 | 308.846 |
| MACQUARIE BANK LIMITED | Australie | 392 | 424 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 10.780 | 11.500 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | Royaume-Uni | 955 | 1.003 |
| SOCIETE GENERALE SA | France | 33.181 | 35.788 |
| UBS AG | Suisse | 13.943 | 15.022 |
| Total |  | 436.281 | 469.202 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Pacific (ex Japan) UCITS ETF |  |  |  |
| BARCLAYS CAPITAL SECURITIES LIMITED | Royaume-Uni | 373 | 394 |
| GOLDMAN SACHS INTERNATIONAL | Royaume-Uni | 3.183 | 3.346 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 434 | 469 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 4.538 | 4.776 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | Royaume-Uni | 8.333 | 8.756 |
| UBS AG | Suisse | 2.331 | 2.509 |
| Total |  | 19.192 | 20.250 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Singapore UCITS ETF JP MORGAN SECURITIES PLC | Royaume-Uni | 409 | 443 |
| Total |  | 409 | 443 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI Switzerland 20/35 UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 71.505 | 77.363 |
| BARCLAYS CAPITAL SECURITIES LIMITED | Royaume-Uni | 117.819 | 127.254 |
| CREDIT SUISSE INTERNATIONAL | Royaume-Uni | 6.460 | 6.808 |
| HSBC BANK PLC | Royaume-Uni | 378 | 410 |
| Total |  | 196.162 | 211.835 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 18.341 | 19.921 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 1.152 | 1.218 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 1.276 | 1.346 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 823 | 889 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 21.247 | 22.358 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | Royaume-Uni | 1.004 | 1.055 |
| SOCIETE GENERALE SA | France | 120 | 130 |
| UBS AG | Suisse | 959 | 1.007 |
| Total |  | 44.922 | 47.924 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI USA UCITS ETF |  |  |  |
| BARCLAYS BANK PLC | Royaume-Uni | 2.445 | 2.708 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 1.080 | 1.178 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 49 | 65 |
| Total |  | 3.574 | 3.951 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – MSCI World UCITS ETF |  |  |  |
| BANK OF NOVA SCOTIA | Canada | 4.897 | 5.318 |
| BARCLAYS BANK PLC | Royaume-Uni | 3.038 | 3.364 |
| BARCLAYS CAPITAL SECURITIES LIMITED | Royaume-Uni | 4.715 | 5.034 |
| BNP PARIBAS ARBITRAGE SNC | France | 240 | 259 |
| CITIGROUP GLOBAL MARKETS LIMITED | Royaume-Uni | 1.017 | 1.090 |
| CREDIT SUISSE SECURITIES (EUROPE) LIMITED | Royaume-Uni | 2.554 | 2.771 |
| GOLDMAN SACHS INTERNATIONAL | Royaume-Uni | 6.934 | 7.403 |
| HSBC BANK PLC | Royaume-Uni | 44 | 50 |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 16.789 | 18.170 |
| MACQUARIE BANK LIMITED | Australie | 622 | 663 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 4.451 | 4.686 |
| MORGAN STANLEY & CO INTERNATIONAL PLC | Royaume-Uni | 3.548 | 3.728 |
| SOCIETE GENERALE SA | France | 3.414 | 3.705 |
| UBS AG | Suisse | 4.130 | 4.393 |
| Total |  | 56.393 | 60.634 |

| Contrepartie | Pays d’établissement de la contrepartie | Titres prêtés en milliers d’euros | Sûretés autres qu’en espèces en milliers d’euros |
| --- | --- | --- | --- |
| UBS (Lux) Fund Solutions – Solactive China Technology UCITS ETF |  |  |  |
| JP MORGAN SECURITIES PLC | Royaume-Uni | 9 | 9 |
| MERRILL LYNCH INTERNATIONAL | Royaume-Uni | 18 | 20 |
| UBS AG | Suisse | 200 | 214 |
| Total |  | 227 | 243 |

Le tableau suivant présente une analyse des échéances des sûretés autres qu’en espèces reçues dans le cadre d’un contrat de garantie avec transfert de propriété par le(s) Compartiment(s) eu égard aux titres prêtés au 31 décembre 2021.
|  | Sûretés autres qu’en espèces - prêt sur titres (en milliers d’euros) |
| --- | --- |
| Echéance | UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF | UBS (Lux) Fund Solutions – Factor MSCI EMU Low Volatility UCITS ETF | UBS (Lux) Fund Solutions – Factor MSCI EMU Prime Value UCITS ETF | UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF | UBS (Lux) Fund Solutions – FTSE 100 UCITS ETF |
| 2 à 7 jours | - | - | - | - | - |
| 8 à 30 jours | - | - | - | 2 | - |
| 31 à 90 jours | - | 23 | 39 | - | - |
| 91 à 365 jours | 38 | 12 | 2 | 15 | 81 |
| Plus de 365 jours | 2.590 | 636 | 250 | 693 | 1.104 |
| Opérations en cours | 3.009 | 1.314 | 939 | 784 | 1.616 |
| Total | 5.637 | 1.985 | 1.230 | 1.494 | 2.801 |

|  | Sûretés autres qu’en espèces - prêt sur titres (en milliers d’euros) |
| --- | --- |
| Echéance | UBS (Lux) Fund Solutions – MSCI Canada UCITS ETF | UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF | UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF | UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF | UBS (Lux) Fund Solutions – MSCI EMU UCITS ETF |
| 2 à 7 jours | - | - | - | - | - |
| 8 à 30 jours | 1.116 | 53 | 12 | 58 | 21 |
| 31 à 90 jours | 7.490 | 433 | 7 | 112 | 243 |
| 91 à 365 jours | 43.983 | 3.164 | 240 | 264 | 6.239 |
| Plus de 365 jours | 285.052 | 52.765 | 2.486 | 9.061 | 112.930 |
| Opérations en cours | 148.628 | 18.359 | 935 | 12.080 | 56.515 |
| Total | 486.269 | 74.774 | 3.680 | 21.575 | 175.948 |

|  | Sûretés autres qu’en espèces - prêt sur titres (en milliers d’euros) |
| --- | --- |
| Echéance | UBS (Lux) Fund Solutions – MSCI EMU Value UCITS ETF | UBS (Lux) Fund Solutions – MSCI Europe UCITS ETF | UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF | UBS (Lux) Fund Solutions – MSCI Japan UCITS ETF | UBS (Lux) Fund Solutions – MSCI Pacific (ex Japan) UCITS ETF |
| 2 à 7 jours | - | - | - | 20 | - |
| 8 à 30 jours | - | - | - | 247 | 49 |
| 31 à 90 jours | - | 12 | - | 4.177 | 60 |
| 91 à 365 jours | 70 | 706 | 2 | 5.596 | 440 |
| Plus de 365 jours | 1.642 | 11.326 | 250 | 209.878 | 18.062 |
| Opérations en cours | 2.262 | 9.539 | - | 249.284 | 1.639 |
| Total | 3.974 | 21.583 | 252 | 469.202 | 20.250 |

|  | Sûretés autres qu’en espèces - prêt sur titres (en milliers d’euros) |
| --- | --- |
| Echéance | UBS (Lux) Fund Solutions – MSCI Singapore UCITS ETF | UBS (Lux) Fund Solutions – MSCI Switzerland 20/35 UCITS ETF | UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF | UBS (Lux) Fund Solutions – MSCI USA UCITS ETF | UBS (Lux) Fund Solutions – MSCI World UCITS ETF |
| 2 à 7 jours | - | - | - | 19 | 25 |
| 8 à 30 jours | - | 96 | - | - | 60 |
| 31 à 90 jours | 6 | - | 188 | 64 | 578 |
| 91 à 365 jours | - | 8.043 | 1.832 | 193 | 2.145 |
| Plus de 365 jours | 124 | 122.373 | 25.516 | 773 | 29.725 |
| Opérations en cours | 313 | 81.323 | 20.388 | 2.902 | 28.101 |
| Total | 443 | 211.835 | 47.924 | 3.951 | 60.634 |

|  | Sûretés autres qu’en espèces - prêt sur titres (en milliers d’euros) |
| --- | --- |
| Echéance | UBS (Lux) Fund Solutions – Solactive China Technology UCITS ETF |
| 2 à 7 jours | - |
| 8 à 30 jours | 9 |
| 31 à 90 jours | 11 |
| 91 à 365 jours | 3 |
| Plus de 365 jours | 206 |
| Opérations en cours | 14 |
| Total | 243 |

L’analyse des échéances pour les titres de créance reçus comme sûretés repose sur la date d’échéance contractuelle, alors que les actions et les espèces reçues au titre de sûretés sont présentées comme des opérations en cours dans la mesure où elles ne font pas l’objet d'une date d’échéance contractuelle.
Le tableau suivant présente, par valeur, les dix principaux émetteurs de sûretés autres qu’en espèces reçues par le(s) Compartiment(s) dans le cadre d'un contrat de garantie avec transfert de propriété en relation avec des opérations de prêts sur titres au 31 décembre 2021.
| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF |  |
| Trésor américain | 1.001 |
| Gilts britanniques | 551 |
| Obligations souveraines de la République française | 521 |
| République fédérale d’Allemagne | 308 |
| BHP Group | 303 |
| Bank of Montreal | 302 |
| Shopify | 298 |
| Royal Dutch Shell | 295 |
| Diageo | 292 |
| Obligations souveraines du Royaume de Belgique | 235 |
| Autres émetteurs | 1.531 |
| Total | 5.637 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Low Volatility UCITS ETF |  |
| Trésor américain | 392 |
| Gilts britanniques | 129 |
| Apple | 67 |
| Alibaba Group Holding | 65 |
| Microsoft | 56 |
| Obligations souveraines de la République française | 51 |
| Atlantia | 51 |
| Tencent Holdings | 46 |
| Obligations souveraines du Royaume de Belgique | 44 |
| Obligations souveraines des Pays-Bas | 42 |
| Autres émetteurs | 1.042 |
| Total | 1.985 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Prime Value UCITS ETF |  |
| Anheuser-Busch InBev | 131 |
| Wuxi Biologics Cayman | 109 |
| Ping An Insurance Group of China | 105 |
| Newcrest Mining | 97 |
| Rio Tinto | 90 |
| Westpac Banking | 84 |
| JD.com | 64 |
| Gilts britanniques | 60 |
| Obligations souveraines de la République française | 58 |
| Obligations souveraines du Royaume de Belgique | 55 |
| Autres émetteurs | 377 |
| Total | 1.230 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF |  |
| Trésor américain | 313 |
| Emprunt d'Etat japonais | 263 |
| Gilts britanniques | 102 |
| Apple | 72 |
| Microsoft | 56 |
| Netflix | 43 |
| Xilinx | 35 |
| Home Depot | 20 |
| Target | 20 |
| Gilead Sciences | 20 |
| Autres émetteurs | 550 |
| Total | 1.494 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – FTSE 100 UCITS ETF |  |
| Emprunt d'Etat japonais | 724 |
| Trésor américain | 421 |
| BHP Group | 138 |
| Bank of Montreal | 137 |
| Shopify | 135 |
| Royal Dutch Shell | 134 |
| Diageo | 132 |
| Royal Bank of Canada | 101 |
| Ashtead Group | 101 |
| British American Tobacco | 77 |
| Autres émetteurs | 701 |
| Total | 2.801 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Canada UCITS ETF |  |
| Trésor américain | 94.401 |
| Gilts britanniques | 62.566 |
| Obligations souveraines de la République française | 61.536 |
| République fédérale d’Allemagne | 60.950 |
| Obligations souveraines du Royaume de Belgique | 36.554 |
| Liquidités à titre de sûretés autres qu’en espèces | 23.942 |
| Obligations souveraines du Canada | 12.247 |
| Tencent Holdings | 11.728 |
| Obligations souveraines des Pays-Bas | 8.383 |
| Anheuser-Busch InBev | 5.297 |
| Autres émetteurs | 108.665 |
| Total | 486.269 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF |  |
| Emprunt d'Etat japonais | 22.835 |
| Trésor américain | 15.082 |
| Gilts britanniques | 5.847 |
| Obligations souveraines de la République française | 3.922 |
| République fédérale d’Allemagne | 3.657 |
| Obligations souveraines du Royaume de Belgique | 3.087 |
| Obligations souveraines des Pays-Bas | 727 |
| Obligations souveraines du Canada | 708 |
| Alibaba Group Holding | 510 |
| Liquidités à titre de sûretés autres qu’en espèces | 508 |
| Autres émetteurs | 17.891 |
| Total | 74.774 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF |  |
| Emprunt d'Etat japonais | 1.024 |
| Trésor américain | 751 |
| Gilts britanniques | 305 |
| Obligations souveraines de la République française | 245 |
| République fédérale d’Allemagne | 204 |
| Obligations souveraines du Royaume de Belgique | 101 |
| Bayer | 74 |
| Iberdrola SA | 74 |
| Obligations souveraines des Pays-Bas | 71 |
| Alibaba Group Holding | 43 |
| Autres émetteurs | 788 |
| Total | 3.680 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF |  |
| Gilts britanniques | 2.443 |
| Trésor américain | 2.425 |
| Obligations souveraines de la République française | 1.485 |
| Obligations souveraines du Royaume de Belgique | 1.198 |
| République fédérale d’Allemagne | 885 |
| Obligations souveraines des Pays-Bas | 747 |
| Daiichi Sankyo | 396 |
| Alibaba Group Holding | 376 |
| Anheuser-Busch InBev | 326 |
| BHP Group | 310 |
| Autres émetteurs | 10.984 |
| Total | 21.575 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU UCITS ETF |  |
| Emprunt d'Etat japonais | 71.554 |
| Trésor américain | 28.710 |
| Gilts britanniques | 13.532 |
| Daiichi Sankyo | 3.763 |
| ITOCHU | 3.611 |
| Fast Retailing | 3.086 |
| Alimentation Couche-Tard | 2.428 |
| FUJIFILM Holdings | 2.249 |
| Omron | 2.242 |
| Central Japan Railway | 2.051 |
| Autres émetteurs | 42.722 |
| Total | 175.948 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI EMU Value UCITS ETF |  |
| Gilts britanniques | 611 |
| Trésor américain | 596 |
| Obligations souveraines de la République française | 208 |
| ITOCHU | 198 |
| Fast Retailing | 181 |
| République fédérale d’Allemagne | 160 |
| Daiichi Sankyo | 153 |
| Alimentation Couche-Tard | 133 |
| FUJIFILM Holdings | 123 |
| Omron | 122 |
| Autres émetteurs | 1.489 |
| Total | 3.974 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Europe UCITS ETF |  |
| Emprunt d'Etat japonais | 3.814 |
| Gilts britanniques | 2.027 |
| Trésor américain | 1.808 |
| Obligations souveraines de la République française | 1.265 |
| République fédérale d’Allemagne | 1.199 |
| Obligations souveraines du Royaume de Belgique | 1.180 |
| BHP Group | 667 |
| Bank of Montreal | 658 |
| Shopify | 649 |
| Royal Dutch Shell | 643 |
| Autres émetteurs | 7.673 |
| Total | 21.583 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF |  |
| Obligations souveraines du Royaume de Belgique | 51 |
| Obligations souveraines des Pays-Bas | 50 |
| Gilts britanniques | 50 |
| Trésor américain | 50 |
| Obligations souveraines de la République française | 46 |
| République fédérale d’Allemagne | 5 |
| Total | 252 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Japan UCITS ETF |  |
| Trésor américain | 99.964 |
| Tencent Holdings | 28.270 |
| Obligations souveraines de la République française | 26.923 |
| Gilts britanniques | 25.655 |
| Obligations souveraines du Royaume de Belgique | 22.375 |
| République fédérale d’Allemagne | 19.147 |
| Obligations souveraines des Pays-Bas | 19.025 |
| Toyota Motor | 11.946 |
| Alibaba Group Holding | 10.693 |
| Sony | 8.522 |
| Autres émetteurs | 196.682 |
| Total | 469.202 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Pacific (ex Japan) UCITS ETF |  |
| Emprunt d'Etat japonais | 12.388 |
| Trésor américain | 2.684 |
| Gilts britanniques | 2.418 |
| Obligations souveraines du Canada | 435 |
| AP Moller - Maersk | 258 |
| Flutter Entertainment | 205 |
| République fédérale d’Allemagne | 199 |
| Obligations souveraines de la République française | 192 |
| Obligations souveraines du Royaume de Belgique | 190 |
| Assa Abloy | 159 |
| Autres émetteurs | 1.122 |
| Total | 20.250 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Singapore UCITS ETF |  |
| Trésor américain | 121 |
| Tencent Holdings | 44 |
| Toyota Motor | 19 |
| Alibaba Group Holding | 17 |
| Sony | 13 |
| Recruit Holdings | 10 |
| Eni | 10 |
| China Construction Bank | 9 |
| Nestle | 9 |
| Tokyo Electron | 8 |
| Autres émetteurs | 183 |
| Total | 443 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI Switzerland 20/35 UCITS ETF |  |
| Gilts britanniques | 28.330 |
| Obligations souveraines de la République française | 26.760 |
| Obligations souveraines du Royaume de Belgique | 25.365 |
| République fédérale d’Allemagne | 24.178 |
| Linde | 8.279 |
| Obligations souveraines des Pays-Bas | 7.261 |
| Obligations souveraines du Canada | 7.007 |
| BHP Group | 6.657 |
| Bank of Montreal | 6.648 |
| Shopify | 6.540 |
| Autres émetteurs | 64.810 |
| Total | 211.835 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF |  |
| Emprunt d'Etat japonais | 16.777 |
| Trésor américain | 7.346 |
| BHP Group | 1.987 |
| Bank of Montreal | 1.981 |
| Shopify | 1.952 |
| Royal Dutch Shell | 1.935 |
| Diageo | 1.911 |
| Royal Bank of Canada | 1.465 |
| Ashtead Group | 1.458 |
| British American Tobacco | 1.110 |
| Autres émetteurs | 10.002 |
| Total | 47.924 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI USA UCITS ETF |  |
| Trésor américain | 839 |
| Axcelis Technologies | 146 |
| Welbilt | 120 |
| Stratasys | 118 |
| Obligations souveraines de la République française | 106 |
| Emprunt d'Etat japonais | 103 |
| Matson | 101 |
| RR Donnelley & Sons | 99 |
| Everi Holdings | 72 |
| Flagstar Bancorp | 58 |
| Autres émetteurs | 2.189 |
| Total | 3.951 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – MSCI World UCITS ETF |  |
| Trésor américain | 10.330 |
| Emprunt d'Etat japonais | 7.084 |
| Gilts britanniques | 4.005 |
| Obligations souveraines de la République française | 3.248 |
| République fédérale d’Allemagne | 2.919 |
| Obligations souveraines du Royaume de Belgique | 2.507 |
| Tencent Holdings | 1.778 |
| Obligations souveraines du Canada | 1.173 |
| Obligations souveraines des Pays-Bas | 770 |
| Toyota Motor | 741 |
| Autres émetteurs | 26.079 |
| Total | 60.634 |

| Emetteur de sûretés autres qu’en espèces | Valeur en milliers d’euros |
| --- | --- |
| UBS (Lux) Fund Solutions – Solactive China Technology UCITS ETF |  |
| Obligations souveraines du Royaume de Belgique | 48 |
| Trésor américain | 40 |
| République fédérale d’Allemagne | 38 |
| Obligations souveraines du Canada | 36 |
| Obligations souveraines de la République française | 24 |
| Obligations souveraines des Pays-Bas | 23 |
| Obligations souveraines de la République d'Autriche | 14 |
| Gilts britanniques | 6 |
| Tencent Holdings | 4 |
| West Fraser Timber | 1 |
| Autres émetteurs | 9 |
| Total | 243 |

Le tableau suivant détaille les sûretés reçues, analysées par l’agent des sûretés, au 31 décembre 2021.
| Compartiment | Sûretés reçues en milliers d’euros |
| --- | --- |
| State Street Bank and Trust Company | Bank of New York | JP Morgan Chase | Total |
| UBS (Lux) Fund Solutions – EURO STOXX 50 UCITS ETF | - | - | 5.637 | 5.637 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Low Volatility UCITS ETF | - | 238 | 1.747 | 1.985 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Prime Value UCITS ETF | - | 906 | 324 | 1.230 |
| UBS (Lux) Fund Solutions – Factor MSCI EMU Quality UCITS ETF | - | 447 | 1.047 | 1.494 |
| UBS (Lux) Fund Solutions – FTSE 100 UCITS ETF | - | 1.010 | 1.791 | 2.801 |
| UBS (Lux) Fund Solutions – MSCI Canada UCITS ETF | - | 365.189 | 121.080 | 486.269 |
| UBS (Lux) Fund Solutions – MSCI Emerging Markets UCITS ETF | 3.035 | 55.119 | 16.620 | 74.774 |
| UBS (Lux) Fund Solutions – MSCI EMU Select Factor Mix UCITS ETF | - | 2.448 | 1.232 | 3.680 |
| UBS (Lux) Fund Solutions – MSCI EMU Small Cap UCITS ETF | - | 7.860 | 13.715 | 21.575 |
| UBS (Lux) Fund Solutions – MSCI EMU UCITS ETF | 1.083 | 138.506 | 36.359 | 175.948 |
| UBS (Lux) Fund Solutions – MSCI EMU Value UCITS ETF | - | 1.975 | 1.999 | 3.974 |
| UBS (Lux) Fund Solutions – MSCI Europe UCITS ETF | - | 13.532 | 8.051 | 21.583 |
| UBS (Lux) Fund Solutions – MSCI Hong Kong UCITS ETF | - | - | 252 | 252 |
| UBS (Lux) Fund Solutions – MSCI Japan UCITS ETF | - | 137.763 | 331.439 | 469.202 |
| UBS (Lux) Fund Solutions – MSCI Pacific (ex Japan) UCITS ETF | - | 19.781 | 469 | 20.250 |
| UBS (Lux) Fund Solutions – MSCI Singapore UCITS ETF | - | - | 443 | 443 |
| UBS (Lux) Fund Solutions – MSCI Switzerland 20/35 UCITS ETF | - | 127.254 | 84.581 | 211.835 |
| UBS (Lux) Fund Solutions – MSCI United Kingdom UCITS ETF | - | 24.550 | 23.374 | 47.924 |
| UBS (Lux) Fund Solutions – MSCI USA UCITS ETF | - | 2.772 | 1.179 | 3.951 |
| UBS (Lux) Fund Solutions – MSCI World UCITS ETF | - | 32.313 | 28.321 | 60.634 |
| UBS (Lux) Fund Solutions – Solactive China Technology UCITS ETF | - | 234 | 9 | 243 |
| Total | 4.118 | 931.897 | 679.669 | 1.615.684 |

La gestion des sûretés de la Société s’effectue de manière bilatérale (State Street Bank and Trust) et via des agents tripartites (Bank of New York et JP Morgan Chase). Dans le cas de Bank of New York et JP Morgan Chase, State Street Bank and Trust délègue une partie des fonctions de gestion des garanties à ces agents tripartites. Dans tous les cas, le dépositaire a délégué des fonctions de gestion des garanties à State Street Bank and Trust. State Street Bank and Trust peut ensuite déléguer à son tour des responsabilités à des agents tripartites si elle le juge opportun.