VA Global Bond Portfolio

Transcription

1 As of March 31, 2018 (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. 1 EFSF GOVT GUARANT REGS 11/ % 11/17/2022 EUR 8,004,000 9,838, % 3.030% 2 EURO STABILITY MECHANISM SR UNSECURED REGS 10/ % 10/18/2022 EUR 7,950,000 9,780, % 6.042% 3 ROYAL BANK OF CANADA SR UNSECURED 02/ % 2/1/2022 USD $5,683,000 5,602, % 7.767% 4 TOYOTA CREDIT CANADA INC SR UNSECURED 02/ % 2/28/2022 CAD $6,750,000 5,112, % 9.342% 5 NEDER WATERSCHAPSBANK SR UNSECURED REGS 04/ % 4/14/2022 USD $4,500,000 4,338, % % 6 WESTPAC BANKING CORP SR UNSECURED 01/ % 1/11/2022 USD $4,400,000 4,338, % % 7 COOPERAT RABOBANK UA/NY SR UNSECURED 01/ % 1/19/2021 USD $4,200,000 4,131, % % 8 SHELL INTERNATIONAL FIN COMPANY GUAR 09/ % 9/12/2021 USD $4,000,000 3,833, % % 9 TORONTO DOMINION BANK DEPOSIT NOTE 03/ % 3/23/2022 CAD $5,000,000 3,784, % % 10 COCA COLA CO/THE SR UNSECURED 03/ % 3/9/2023 EUR 3,000,000 3,745, % % 11 DEXIA CREDIT LOCAL GOVT LIQUID REGS 06/ % 6/2/2022 EUR 2,900,000 3,585, % % 12 MICROSOFT CORP SR UNSECURED 02/ % 2/6/2022 USD $3,621,000 3,558, % % 13 CHEVRON CORP SR UNSECURED 03/ % 3/3/2022 USD $3,500,000 3,441, % % 14 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 12/ % 12/14/2022 EUR 2,700,000 3,424, % % 15 COLGATE PALMOLIVE CO SR UNSECURED 05/ % 5/3/2022 USD $3,487,000 3,407, % % 16 ORACLE CORP SR UNSECURED 09/ % 9/15/2021 USD $3,500,000 3,378, % % 17 TOTAL CAPITAL CANADA LTD COMPANY GUAR REGS 03/ % 3/18/2022 EUR 2,500,000 3,178, % % 18 DEXIA CREDIT LOCAL GOVT LIQUID REGS 01/ % 1/21/2022 EUR 2,400,000 3,015, % % 19 BK NEDERLANDSE GEMEENTEN SR UNSECURED 144A 02/ % 2/1/2022 USD $3,000,000 2,952, % % 20 NATIONAL AUSTRALIA BK/NY SR UNSECURED 01/ % 1/10/2022 USD $3,000,000 2,952, % % 21 PFIZER INC SR UNSECURED 06/ % 6/3/2021 USD $3,000,000 2,932, % %

2 Page 2 of 5 22 KFW GOVT GUARANT 03/ % 3/7/2022 USD $3,000,000 2,929, % % 23 SHELL INTERNATIONAL FIN COMPANY GUAR REGS 03/ % 3/15/2022 EUR 2,292,000 2,926, % % 24 TORONTO DOMINION BANK SR UNSECURED 07/ % 7/13/2021 USD $3,000,000 2,879, % % 25 ROYAL BANK OF CANADA DEPOSIT NOTE REGS 03/ % 3/2/2022 CAD $3,611,000 2,729, % % 26 ORACLE CORP SR UNSECURED 07/ % 7/8/2021 USD $2,707,000 2,698, % % 27 OEKB OEST. KONTROLLBANK GOVT GUARANT REGS 03/ % 3/7/2022 GBP 1,836,000 2,523, % % 28 TEMASEK FINANCIAL I LTD COMPANY GUAR REGS 03/ % 3/1/2022 EUR 1,970,000 2,458, % % 29 NRW.BANK LOCAL GOVT G 08/ % 8/10/2022 EUR 2,000,000 2,455, % % 30 MERCK + CO INC SR UNSECURED 02/ % 2/10/2022 USD $2,500,000 2,449, % % 31 NORDIC INVESTMENT BANK SR UNSECURED 02/ % 2/1/2022 USD $2,500,000 2,445, % % 32 BANK OF MONTREAL SR UNSECURED 08/ % 8/27/2021 USD $2,530,000 2,429, % % 33 OP CORPORATE BANK PLC SR UNSECURED REGS 10/ % 10/11/2022 EUR 1,900,000 2,331, % % 34 ANZ NEW ZEALAND INTL LTD COMPANY GUAR REGS 03/ % 3/1/2022 EUR 1,900,000 2,330, % % 35 UNEDIC GOVT GUARANT REGS 10/ % 10/25/2022 EUR 1,800,000 2,300, % % 36 BANK OF NOVA SCOTIA SR UNSECURED 03/ % 3/7/2022 USD $2,300,000 2,255, % % 37 ORACLE CORP SR UNSECURED 05/ % 5/15/2022 USD $2,250,000 2,205, % % 38 DEXIA CREDIT LOCAL GOVT LIQUID REGS 06/ % 6/15/2022 GBP 1,500,000 2,074, % % 39 NATIONAL AUSTRALIA BANK SR UNSECURED REGS 09/ % 9/7/2022 EUR 1,650,000 2,019, % % 40 BAYERISCHE LANDESBODEN LOCAL GOVT G 02/ % 2/9/2022 EUR 1,487,000 2,005, % % 41 KFW GOVT GUARANT 01/ % 1/25/2022 USD $2,000,000 1,993, % % 42 TOYOTA MOTOR CREDIT CORP SR UNSECURED 05/ % 5/17/2021 USD $2,000,000 1,987, % % 43 NORDEA BANK AB SR UNSECURED 144A 09/ % 9/17/2020 USD $2,000,000 1,969, % % 44 PFIZER INC SR UNSECURED 12/ % 12/15/2021 USD $2,000,000 1,968, % % 45 CPPIB CAPITAL INC COMPANY GUAR 144A 01/ % 1/25/2022 USD $2,000,000 1,959, % % 46 NORDEA BANK AB SR UNSECURED 144A 05/ % 5/27/2021 USD $2,000,000 1,942, % % 47 INTL FINANCE CORP SR UNSECURED 08/ % 8/15/2022 AUD $2,500,000 1,932, % % 48 COMMONWEALTH BANK AUST SR UNSECURED 144A 09/ % 9/6/2021 USD $2,000,000 1,922, % % 49 APPLE INC SR UNSECURED 02/ % 2/23/2021 USD $1,891,000 1,862, % % 50 3M COMPANY SR UNSECURED 02/ % 2/15/2022 EUR 1,500,000 1,861, % % 51 SKANDINAVISKA ENSKILDA SR UNSECURED REGS 02/ % 2/17/2022 EUR 1,500,000 1,844, % % 52 INTER AMERICAN DEVEL BK SR UNSECURED 07/ % 7/25/2022 AUD $2,250,000 1,804, % % 53 TORONTO DOMINION BANK SR UNSECURED 04/ % 4/7/2021 USD $1,780,000 1,733, % % 54 APPLE INC SR UNSECURED 02/ % 2/9/2022 USD $1,700,000 1,673, % % 55 SVENSKA HANDELSBANKEN AB COMPANY GUAR 03/ % 3/30/2021 USD $1,703,000 1,672, % % 56 KFW GOVT GUARANT 07/ % 7/4/2022 EUR 1,300,000 1,646, % % 57 BANK OF NOVA SCOTIA SR UNSECURED 03/ % 3/22/2021 USD $1,667,000 1,639, % % 58 AUST + NZ BANKING GRP NY SR UNSECURED 11/ % 11/9/2022 USD $1,667,000 1,617, % % 59 STATOIL ASA COMPANY GUAR REGS 02/ % 2/17/2023 EUR 1,250,000 1,569, % %

3 Page 3 of 5 60 GE CAPITAL INTL FUNDING COMPANY GUAR 11/ % 11/15/2020 USD $1,600,000 1,564, % % 61 NATIONAL AUSTRALIA BK/NY SR UNSECURED 05/ % 5/22/2022 USD $1,587,000 1,539, % % 62 LANDWIRTSCH. RENTENBANK GOVT GUARANT REGS 09/ % 9/5/2022 AUD $2,000,000 1,535, % % 63 INTL BK RECON + DEVELOP SR UNSECURED 09/ % 9/20/2022 AUD $2,000,000 1,533, % % 64 IBM CORP SR UNSECURED 02/ % 2/19/2021 USD $1,500,000 1,475, % % 65 CISCO SYSTEMS INC SR UNSECURED 02/ % 2/28/2021 USD $1,500,000 1,472, % % 66 CPPIB CAPITAL INC COMPANY GUAR REGS 01/ % 1/25/2022 USD $1,500,000 1,469, % % 67 APPLE INC SR UNSECURED 05/ % 5/11/2022 USD $1,500,000 1,460, % % 68 MICROSOFT CORP SR UNSECURED 08/ % 8/8/2021 USD $1,500,000 1,440, % % 69 PROCTER + GAMBLE CO/THE SR UNSECURED 08/ % 8/11/2022 USD $1,474,000 1,426, % % 70 WESTPAC BANKING CORP SR UNSECURED 06/ % 6/28/2022 USD $1,412,000 1,372, % % 71 JOHNSON + JOHNSON SR UNSECURED 03/ % 3/1/2021 USD $1,400,000 1,361, % % 72 PFIZER INC SR UNSECURED 03/ % 3/6/2022 EUR 1,050,000 1,293, % % 73 COMMONWEALTH BANK AUST SR UNSECURED 144A 03/ % 3/10/2022 USD $1,312,000 1,289, % % 74 SVENSKA HANDELSBANKEN AB SR UNSECURED REGS 02/ % 2/28/2022 EUR 1,047,000 1,284, % % 75 PROCTER + GAMBLE CO/THE SR UNSECURED 02/ % 2/2/2021 USD $1,307,000 1,276, % % 76 COOPERAT RABOBANK UA/NY SR UNSECURED 01/ % 1/10/2022 USD $1,300,000 1,275, % % 77 APPLE INC SR UNSECURED 11/ % 11/10/2022 EUR 950,000 1,207, % % 78 TOYOTA MOTOR CREDIT CORP SR UNSECURED 01/ % 1/11/2022 USD $1,218,000 1,202, % % 79 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 01/ % 1/11/2022 EUR 850,000 1,193, % % 80 BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS 03/ % 3/15/2022 GBP 850,000 1,179, % % 81 JOHNSON + JOHNSON SR UNSECURED 03/ % 3/3/2022 USD $1,200,000 1,174, % % 82 WESTPAC BANKING CORP SR UNSECURED 05/ % 5/13/2021 USD $1,200,000 1,165, % % 83 COMMONWEALTH BANK AUST SR UNSECURED 01/ % 1/17/2022 AUD $1,500,000 1,162, % % 84 NATIONAL AUSTRALIA BANK SR UNSECURED 03/ % 3/24/2022 AUD $1,500,000 1,161, % % 85 LANDWIRTSCH. RENTENBANK GOVT GUARANT REGS 11/ % 11/24/2022 EUR 900,000 1,117, % % 86 PROVINCE OF QUEBEC UNSECURED REGS 05/ % 5/24/2022 GBP 800,000 1,098, % % 87 COOPERATIEVE RABOBANK UA COMPANY GUAR 01/ % 1/11/2021 USD $1,000,000 1,037, % % 88 COCA COLA CO/THE SR UNSECURED 09/ % 9/1/2021 USD $1,000,000 1,010, % % 89 PROCTER + GAMBLE CO/THE SR UNSECURED 02/ % 2/6/2022 USD $1,000, , % % 90 IBM CORP SR UNSECURED 01/ % 1/27/2022 USD $1,000, , % % 91 DEXIA CREDIT LOCAL GOVT LIQUID REGS 09/ % 9/15/2021 USD $1,000, , % % 92 APPLE INC SR UNSECURED 08/ % 8/4/2021 USD $1,000, , % % 93 NESTLE HOLDINGS INC COMPANY GUAR REGS 07/ % 7/13/2021 USD $1,000, , % % 94 NOVARTIS CAPITAL CORP COMPANY GUAR 05/ % 5/17/2022 USD $958, , % % 95 ASB FINANCE LTD COMPANY GUAR REGS 06/ % 6/10/2022 EUR 700, , % % 96 GENERAL ELECTRIC CO SR UNSECURED 05/ % 5/17/2022 EUR 700, , % % 97 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 12/ % 12/6/2022 EUR 650, , % %

4 Page 4 of 5 98 COMMONWEALTH BANK AUST SR UNSECURED 03/ % 3/31/2022 AUD $1,000, , % % 99 US BANK NA CINCINNATI SR UNSECURED 01/ % 1/23/2023 USD $750, , % % 100 GENERAL ELECTRIC CO SR UNSECURED 05/ % 5/17/2022 EUR 600, , % % 101 WESTPAC BANKING CORP SR UNSECURED REGS 01/ % 1/17/2022 EUR 600, , % % 102 NORDEA BANK AB SR UNSECURED REGS 07/ % 7/5/2022 EUR 500, , % % 103 NESTLE FINANCE INTL LTD COMPANY GUAR REGS 09/ % 9/12/2022 EUR 500, , % % 104 KFW GOVT GUARANT 12/ % 12/15/2022 EUR 500, , % % 105 NRW.BANK LOCAL GOVT G 11/ % 11/11/2022 EUR 500, , % % 106 TOYOTA CREDIT CANADA INC SR UNSECURED 07/ % 7/18/2022 CAD $800, , % % 107 WESTPAC BANKING CORP SR UNSECURED REGS 12/ % 12/14/2022 GBP 400, , % % 108 FMS WERTMANAGEMENT GOVT GUARANT REGS 02/ % 2/14/2022 GBP 400, , % % 109 CHEVRON CORP SR UNSECURED 03/ % 3/3/2022 USD $500, , % % 110 AUST + NZ BANKING GRP NY SR UNSECURED 11/ % 11/23/2021 USD $500, , % % 111 NATIONAL AUSTRALIA BK/NY SR UNSECURED 07/ % 7/12/2021 USD $500, , % % 112 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 06/ % 6/6/2022 EUR 300, , % % 113 SHELL INTERNATIONAL FIN COMPANY GUAR REGS 04/ % 4/6/2022 EUR 300, , % % 114 BK NEDERLANDSE GEMEENTEN SR UNSECURED REGS 08/ % 8/26/2022 EUR 300, , % % 115 COOPERATIEVE RABOBANK UA SR UNSECURED REGS 10/ % 10/11/2021 EUR 300, , % % 116 NEDER WATERSCHAPSBANK SR UNSECURED REGS 10/ % 10/27/2022 EUR 200, , % % 117 OP CORPORATE BANK PLC SR UNSECURED REGS 03/ % 3/3/2022 EUR 200, , % % 118 COCA COLA CO/THE SR UNSECURED 05/ % 5/25/2022 USD $210, , % % 119 NORDEA BANK AB SR UNSECURED REGS 02/ % 2/17/2021 EUR 150, , % % 120 COUNCIL OF EUROPE SR UNSECURED REGS 10/ % 10/27/2022 EUR 150, , % % 121 KFW GOVT GUARANT REGS 03/ % 3/15/2022 GBP 130, , % % 122 L BANK BW FOERDERBANK LOCAL GOVT G REGS 03/ % 3/7/2022 GBP 100, , % % 123 SKANDINAVISKA ENSKILDA SR UNSECURED REGS 08/ % 8/5/2022 GBP 100, , % % 124 PROCTER + GAMBLE CO/THE SR UNSECURED REGS 08/ % 8/16/2022 EUR 100, , % % 125 TOYOTA MOTOR CREDIT CORP SR UNSECURED REGS 07/ % 7/21/2022 EUR 100, , % % 126 NEDER WATERSCHAPSBANK SR UNSECURED REGS 01/ % 1/19/2023 EUR 100, , % % 127 TOYOTA MOTOR CREDIT CORP SR UNSECURED REGS 02/ % 2/1/2023 EUR 43,000 57, % % Currency Forward Contract 2,610, % 128 SEK /20/ ,921,356 16,057, , % % 129 CAD /17/ ,388,286 15,829, , % % 130 AUD /24/ ,436,721 10,320, , % % 131 EUR /30/ ,821, ,888, , % % 132 CAD /19/ ,853,846 9,203, , % % 133 AUD /10/2018-6,054,217 4,649, , % % 134 GBP /12/2018-6,092,659 8,550, , % %

5 Page 5 of 5 Sovereign Bond 92,341, % 135 REPUBLIC OF AUSTRIA SR UNSECURED 144A REGS 09/ % 9/20/2022 EUR 7,800,000 9,641, % % 136 KOMMUNINVEST I SVERIGE LOCAL GOVT G REGS 06/ % 6/1/2022 SEK kr68,000,000 8,117, % % 137 SWEDISH GOVERNMENT BONDS 06/ % 6/1/2022 SEK kr56,000,000 7,737, % % 138 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 11/ % 11/25/2022 EUR 5,500,000 6,803, % % 139 KOMMUNALBANKEN AS SR UNSECURED REGS 01/ % 1/25/2022 USD $6,700,000 6,567, % % 140 PROVINCE OF QUEBEC SR UNSECURED 01/ % 1/31/2022 USD $5,500,000 5,396, % % 141 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 12/ % 12/5/2022 EUR 4,080,000 5,003, % % 142 ONTARIO (PROVINCE OF) SR UNSECURED 02/ % 2/8/2022 USD $5,000,000 4,900, % % 143 FRANCE (GOVT OF) BONDS REGS 05/ % 5/25/2022 EUR 3,940,000 4,877, % % 144 PROVINCE OF ALBERTA UNSECURED 09/ % 9/1/2021 CAD $5,000,000 3,766, % % 145 FINNISH GOVERNMENT SR UNSECURED 144A REGS 09/ % 9/15/2022 EUR 2,500,000 3,314, % % 146 WESTERN AUST TREAS CORP LOCAL GOVT G 10/ % 10/20/2022 AUD $3,500,000 2,701, % % 147 PROVINCE OF QUEBEC UNSECURED 12/ % 12/1/2022 CAD $3,200,000 2,606, % % 148 MANITOBA (PROVINCE OF) UNSECURED 09/ % 9/5/2021 CAD $3,200,000 2,426, % % 149 EXPORT DEVELOPMNT CANADA SR UNSECURED REGS 10/ % 10/24/2022 AUD $3,000,000 2,302, % % 150 NETHERLANDS GOVERNMENT BONDS 01/ % 1/15/2023 EUR 1,500,000 2,189, % % 151 AGENCE FRANCAISE DEVELOP SR UNSECURED REGS 04/ % 4/30/2022 EUR 1,700,000 2,095, % % 152 BRITISH COLUMBIA PROV OF UNSECURED 12/ % 12/18/2021 CAD $2,500,000 2,008, % % 153 MANITOBA (PROVINCE OF) SR UNSECURED 05/ % 5/4/2022 USD $2,000,000 1,938, % % 154 ONTARIO (PROVINCE OF) UNSECURED 06/ % 6/2/2022 CAD $2,300,000 1,841, % % 155 KOMMUNEKREDIT SR UNSECURED REGS 09/ % 9/8/2022 EUR 1,429,000 1,749, % % 156 LAND NORDRHEIN WESTFALEN SR UNSECURED REGS 02/ % 2/16/2023 EUR 1,350,000 1,682, % % 157 FRANCE (GOVT OF) BONDS REGS 04/ % 4/25/2022 EUR 915,000 1,272, % % 158 ONTARIO (PROVINCE OF) SR UNSECURED 09/ % 9/10/2021 USD $928, , % % 159 CAISSE D AMORT DETTE SOC SR UNSECURED REGS 02/ % 2/12/2022 USD $500, , % % Total 324,714, %