Emerging Markets Sustainability Core 1 Portfolio As of July 31, 2021 (Updated Monthly) Source: State Street Holdings Are Subject to Change
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Emerging Markets Sustainability Core 1 Portfolio As of July 31, 2021 (Updated Monthly) Source: State Street Holdings are subject to change. The information below represents the portfolio's holdings (excluding cash and cash equivalents) as of the date indicated, and may not be representative of the current or future investments of the portfolio. The information below should not be relied upon by the reader as research or investment advice regarding any security. This listing of portfolio holdings is for informational purposes only and should not be deemed a recommendation to buy the securities. The holdings information below does not constitute an offer to sell or a solicitation of an offer to buy any security. The holdings information has not been audited. By viewing this listing of portfolio holdings, you are agreeing to not redistribute the information and to not misuse this information to the detriment of portfolio shareholders. Misuse of this information includes, but is not limited to, (i) purchasing or selling any securities listed in the portfolio holdings solely in reliance upon this information; (ii) trading against any of the portfolios or (iii) knowingly engaging in any trading practices that are damaging to Dimensional or one of the portfolios. Investors should consider the portfolio's investment objectives, risks, and charges and expenses, which are contained in the Prospectus. Investors should read it carefully before investing. Your use of this website signifies that you agree to follow and be bound by the terms and conditions of use in the Legal Notices. Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Corporate Bond 2,297.97 0.000% 1 BRITANNIA INDUSTRIES LTD UNSECURED 06/24 5.5 5.500% 6/3/2024 INR ₹170,464 2,297.97 0.000% 0.000% Equity 913,072,398.40 100.000% 2 TENCENT HOLDINGS LTD COMMON STOCK HKD.00002 561,100 33,838,901.46 3.706% 3.706% 3 SAMSUNG ELECTRONICS CO LTD COMMON STOCK KRW100.0 289,723 19,798,624.27 2.168% 5.875% 4 ALIBABA GROUP HOLDING SP ADR ADR USD.000025 79,804 15,576,942.76 1.706% 7.581% 5 TAIWAN SEMICONDUCTOR MANUFAC COMMON STOCK TWD10. 701,000 14,650,546.55 1.605% 9.185% 6 TAIWAN SEMICONDUCTOR SP ADR ADR 100,238 11,691,760.32 1.280% 10.466% 7 CHINA CONSTRUCTION BANK H COMMON STOCK CNY1.0 12,534,000 8,730,474.58 0.956% 11.422% 8 LI NING CO LTD COMMON STOCK HKD.1 742,000 7,836,494.10 0.858% 12.280% 9 ALIBABA GROUP HOLDING LTD COMMON STOCK USD.000003125 313,100 7,646,763.08 0.837% 13.118% 10 PING AN INSURANCE GROUP CO H COMMON STOCK CNY1.0 724,500 6,339,983.56 0.694% 13.812% 11 IND + COMM BK OF CHINA H COMMON STOCK CNY1.0 10,547,000 5,856,675.00 0.641% 14.453% 12 INFOSYS LTD SP ADR ADR 263,821 5,835,720.52 0.639% 15.092% 13 SAMSUNG ELECTR GDR REG S GDR 3,225 5,535,712.50 0.606% 15.699% 14 SAMSUNG ELECTR GDR REG S GDR 2,910 4,986,833.17 0.546% 16.245% 15 INFOSYS LTD COMMON STOCK INR5. 219,177 4,780,428.39 0.524% 16.768% 16 ENN ENERGY HOLDINGS LTD COMMON STOCK HKD.1 215,500 4,497,116.50 0.493% 17.261% 17 BANK OF CHINA LTD H COMMON STOCK CNY1.0 11,604,000 4,032,277.08 0.442% 17.703% 18 SUNNY OPTICAL TECH COMMON STOCK HKD.1 128,200 3,892,347.04 0.426% 18.129% 19 TATA CONSULTANCY SVCS LTD COMMON STOCK INR1. 90,562 3,861,295.02 0.423% 18.552% 20 UNI PRESIDENT ENTERPRISES CO COMMON STOCK TWD10. 1,451,000 3,805,440.59 0.417% 18.969% Emerging Markets Sustainability Core 1 Portfolio Dimensional Fund Advisors Page 2 of 124 Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 913,072,398.40 100.000% 21 LG ELECTRONICS INC COMMON STOCK KRW5000. 27,089 3,710,625.79 0.406% 19.375% 22 NETEASE INC ADR ADR USD.0001 35,089 3,586,446.69 0.393% 19.768% 23 LG CHEM LTD COMMON STOCK KRW5000. 4,830 3,547,652.53 0.389% 20.156% 24 CSPC PHARMACEUTICAL GROUP LT COMMON STOCK 2,601,200 3,511,200.09 0.385% 20.541% 25 HON HAI PRECISION INDUSTRY COMMON STOCK TWD10. 877,600 3,468,029.48 0.380% 20.921% 26 GEELY AUTOMOBILE HOLDINGS LT COMMON STOCK HKD.02 1,017,000 3,411,412.16 0.374% 21.294% 27 MEDIATEK INC COMMON STOCK TWD10. 100,000 3,269,784.73 0.358% 21.652% 28 CHINA MERCHANTS BANK H COMMON STOCK CNY1.0 423,500 3,221,798.29 0.353% 22.005% 29 VIPSHOP HOLDINGS LTD ADR ADR USD.0001 188,160 3,129,100.80 0.343% 22.348% 30 LENOVO GROUP LTD COMMON STOCK 3,236,000 3,017,511.96 0.330% 22.678% 31 BAIDU INC SPON ADR ADR USD.00005 18,233 2,990,394.33 0.328% 23.006% 32 MEITUAN CLASS B COMMON STOCK USD.00001 105,700 2,924,868.34 0.320% 23.326% 33 AL RAJHI BANK COMMON STOCK SAR10. 95,840 2,835,449.50 0.311% 23.637% 34 ANTA SPORTS PRODUCTS LTD COMMON STOCK HKD.1 129,000 2,808,504.22 0.308% 23.944% 35 CHINA GAS HOLDINGS LTD COMMON STOCK HKD.01 908,800 2,798,002.14 0.306% 24.251% 36 ASE TECHNOLOGY HOLDING CO LT COMMON STOCK TWD10.0 630,000 2,772,214.85 0.304% 24.554% 37 SK HYNIX INC COMMON STOCK KRW5000. 28,027 2,743,738.83 0.300% 24.855% 38 COUNTRY GARDEN SERVICES HOLD COMMON STOCK USD.0001 325,977 2,646,897.29 0.290% 25.145% 39 ICICI BANK LTD SPON ADR ADR 141,170 2,624,350.30 0.287% 25.432% 40 LOJAS RENNER S.A. COMMON STOCK 327,299 2,595,391.68 0.284% 25.716% 41 ASIAN PAINTS LTD COMMON STOCK INR1. 65,089 2,587,551.01 0.283% 26.000% 42 SUNAC CHINA HOLDINGS LTD COMMON STOCK HKD.1 960,000 2,490,961.67 0.273% 26.273% 43 KB FINANCIAL GROUP INC COMMON STOCK KRW5000. 54,003 2,398,590.59 0.263% 26.535% 44 SINO BIOPHARMACEUTICAL COMMON STOCK HKD.025 2,823,000 2,398,128.36 0.263% 26.798% 45 LG HOUSEHOLD + HEALTH CARE COMMON STOCK KRW5000.0 1,844 2,336,402.80 0.256% 27.054% 46 KIA CORP COMMON STOCK KRW5000.0 31,969 2,334,715.42 0.256% 27.310% 47 THE SAUDI NATIONAL BANK COMMON STOCK SAR10.0 157,120 2,306,978.16 0.253% 27.562% 48 JD.COM INC ADR ADR USD.00002 32,484 2,302,465.92 0.252% 27.814% 49 TRIP.COM GROUP LTD ADR ADR USD.01 88,312 2,289,930.16 0.251% 28.065% 50 SHENZHOU INTERNATIONAL GROUP COMMON STOCK HKD.1 100,800 2,237,082.08 0.245% 28.310% 51 COUNTRY GARDEN HOLDINGS CO COMMON STOCK HKD.1 2,277,029 2,226,069.48 0.244% 28.554% 52 CHINA RESOURCES LAND LTD COMMON STOCK HKD.1 664,000 2,218,993.22 0.243% 28.797% 53 PICC PROPERTY + CASUALTY H COMMON STOCK CNY1.0 2,717,000 2,194,835.27 0.240% 29.037% 54 HINDUSTAN UNILEVER LTD COMMON STOCK INR1.0 69,539 2,190,544.34 0.240% 29.277% 55 CTBC FINANCIAL HOLDING CO LT COMMON STOCK TWD10. 2,645,000 2,165,997.45 0.237% 29.514% 56 HCL TECHNOLOGIES LTD COMMON STOCK INR2.0 156,763 2,156,063.06 0.236% 29.751% 57 UPL LTD COMMON STOCK INR2.0 195,105 2,116,242.67 0.232% 29.982% 58 TECH MAHINDRA LTD COMMON STOCK INR5.0 128,155 2,083,088.10 0.228% 30.211% Emerging Markets Sustainability Core 1 Portfolio Dimensional Fund Advisors Page 3 of 124 Row Maturity Principal Notional Market Asset Cumulative Id Issue Name Coupon Date Amount Amount USD Value USD Weight Weight Equity 913,072,398.40 100.000% 59 NOVATEK MICROELECTRONICS COR COMMON STOCK TWD10. 113,000 2,078,671.60 0.228% 30.438% 60 SHINHAN FINANCIAL GROUP LTD COMMON STOCK KRW5000. 60,513 2,050,972.55 0.225% 30.663% 61 KWEICHOW MOUTAI CO LTD A COMMON STOCK CNY1.0 7,800 2,031,583.52 0.222% 30.885% 62 NASPERS LTD N SHS COMMON STOCK ZAR.02 10,357 1,998,696.04 0.219% 31.104% 63 CATHAY FINANCIAL HOLDING CO COMMON STOCK TWD10.0 1,023,658 1,992,358.62 0.218% 31.322% 64 SAMSUNG FIRE + MARINE INS COMMON STOCK KRW500. 10,634 1,983,751.01 0.217% 31.540% 65 CELLTRION INC COMMON STOCK KRW1000.0 8,970 1,980,181.50 0.217% 31.757% 66 ITAU UNIBANCO HOLDING S PREF PREFERENCE 331,400 1,927,983.49 0.211% 31.968% 67 HOUSING DEVELOPMENT FINANCE COMMON STOCK INR2. 58,454 1,925,387.07 0.211% 32.179% 68 BYD CO LTD H COMMON STOCK CNY1.0 62,000 1,916,322.65 0.210% 32.388% 69 CHINA TOWER CORP LTD H COMMON STOCK CNY1.0 14,236,000 1,888,528.05 0.207% 32.595% 70 BANCO BRADESCO SA PREF PREFERENCE 397,772 1,852,056.06 0.203% 32.798% 71 COWAY CO LTD COMMON STOCK KRW500.0 24,762 1,844,317.95 0.202% 33.000% 72 FUBON FINANCIAL HOLDING CO COMMON STOCK TWD10.