# Appendix 1 (Unaudited) (continued)
Securities Financing Transactions Regulations (continued)
| Counterparty | Counterparty's country of incorporation | Securities on loan USD | Non-Cash Collateral received USD |
| --- | --- | --- | --- |
| MSCI Australia UCITS ETF |  |  |  |
| Citigroup Global Markets Limited | United Kingdom | 298,096 | 323,791 |
| Goldman Sachs | United Kingdom | 8,441,849 | 9,031,508 |
| Merrill Lynch International | United Kingdom | 38,053 | 41,316 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 601,469 | 646,931 |
| Societe Generale SA | France | 29,719,936 | 31,220,930 |
| Total |  | 39,099,403 | 41,264,476 |
| MSCI USA hedged to EUR UCITS ETF |  |  |  |
| HSBC Bank Plc | United Kingdom | 2,986,613 | 3,330,033 |
| Societe Generale SA | France | 858,728 | 953,044 |
| Total |  | 3,845,341 | 4,283,077 |
| MSCI USA hedged to CHF UCITS ETF |  |  |  |
| Societe Generale SA | France | 248,923 | 276,263 |
| Total |  | 248,923 | 276,263 |
| DJ Global Select Dividend UCITS ETF |  |  |  |
| Bank Of Nova Scotia | Canada | 398,326 | 436,348 |
| Citigroup Global Markets Limited | United Kingdom | 1,723,387 | 1,846,023 |
| Credit Suisse AG (Dublin Branch) | Ireland | 1,925,187 | 2,127,351 |
| Goldman Sachs | United Kingdom | 897,603 | 985,177 |
| HSBC Bank Plc | United Kingdom | 1,661,379 | 1,802,453 |
| JP Morgan Securities Plc | United Kingdom | 719,507 | 768,668 |
| Morgan Stanley & Co. International Plc. | United Kingdom | 121,200 | 130,754 |
| Total |  | 7,446,589 | 8,096,774 |
| Factor MSCI USA Low Volatility UCITS ETF |  |  |  |
| Credit Suisse AG (Dublin Branch) | Ireland | 4,957,028 | 5,492,058 |
| Total |  | 4,957,028 | 5,492,058 |
| Factor MSCI USA Prime Value UCITS ETF |  |  |  |
| Credit Suisse AG (Dublin Branch) | Ireland | 15,649,017 | 17,338,071 |
| Total |  | 15,649,017 | 17,338,071 |

Translation (ENDE, 2020-12-31):
# Anhang 1 (ungeprüft) (Fortset<ung)
### 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.
| Gegenpartei | Gründungsland der Gegenpartei | Entliehene Wertpapiere USD | Entgegen- genommene Sachsicherheiten USD |
| --- | --- | --- | --- |
| MSCI USA UCITS ETF |  |  |  |
| Barclays Bank Plc | Grossbritannien | 14.675.761 | 16.294.636 |
| Credit Suisse AG (Dublin Branch) | Irland | 21.905.401 | 24.269.729 |
| HSBC Bank Plc | Grossbritannien | 1.451.658 | 1.618.578 |
| Societe Generale SA | Frankreich | 217.911 | 241.844 |
| Insgesamt |  | 38.250.731 | 42.424.787 |
| MSCI USA Value UCITS ETF |  |  |  |
| Barclays Bank Plc | Grossbritannien | 2.434.210 | 2.702.726 |
| Credit Suisse AG (Dublin Branch) | Irland | 7.487.208 | 8.295.329 |
| Credit Suisse Securities (Europe) Limited | Grossbritannien | 49.188 | 54.503 |
| HSBC Bank Plc | Grossbritannien | 196.686 | 219.303 |
| Societe Generale SA | Frankreich | 18.482 | 20.512 |
| Insgesamt |  | 10.185.774 | 11.292.373 |
| MSCI World UCITS ETF |  |  |  |
| Bank Of Nova Scotia | Kanada | 874.365 | 957.826 |
| Barclays Bank Plc | Grossbritannien | 3.428.931 | 3.807.174 |
| Barclays Capital Securities Limited | Grossbritannien | 753.888 | 797.694 |
| BNP Paribas | Frankreich | 25.432 | 27.324 |
| Citigroup Global Markets Limited | Grossbritannien | 583.984 | 627.215 |
| Credit Suisse AG (Dublin Branch) | Irland | 2.794.041 | 3.065.990 |
| Credit Suisse Securities (Europe) Limited | Grossbritannien | 145.912 | 156.662 |
| Goldman Sachs | Grossbritannien | 1.761.943 | 1.914.251 |
| HSBC Bank Plc | Grossbritannien | 1.099.858 | 1.198.708 |
| JP Morgan Securities Plc | Grossbritannien | 1.129.229 | 1.210.260 |
| Merrill Lynch International | Grossbritannien | 318.985 | 337.044 |
| Societe Generale SA | Frankreich | 1.135.181 | 1.239.666 |
| Insgesamt |  | 14.051.749 | 15.339.814 |
| S&P 500 UCITS ETF |  |  |  |
| Barclays Bank Plc | Grossbritannien | 1.676.521 | 1.861.456 |
| Credit Suisse AG (Dublin Branch) | Irland | 3.091.213 | 3.424.858 |
| HSBC Bank Plc | Grossbritannien | 4.472 | 4.986 |
| Societe Generale SA | Frankreich | 26.277 | 29.163 |
| Insgesamt |  | 4.798.483 | 5.320.463 |
| Solactive Global Pure Gold Miners UCITS ETF |  |  |  |
| Bank Of Nova Scotia | Kanada | 4.876.316 | 5.341.775 |
| Citigroup Global Markets Limited | Grossbritannien | 714.438 | 776.021 |
| JP Morgan Securities Plc | Grossbritannien | 3.536.406 | 3.815.952 |
| Merrill Lynch International | Grossbritannien | 381.418 | 402.085 |
| Morgan Stanley & Co. International Plc | Grossbritannien | 1.418.070 | 1.489.769 |
| Societe Generale SA | Frankreich | 960.699 | 1.042.295 |
| Insgesamt |  | 11.887.347 | 12.867.897 |