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I am building a global ETF portfolio, and want to include some chinese equity in it. Therefore, I am looking for ETF's with a broad spread to reflect the chinese stock market. After reading This web-page on justETF - I learned the following (Taken directly from the link provided):

The MSCI China index tracks the largest and most liquid Chinese stocks, listed on the Hong Kong stock exchange (H-Shares, B-Shares, Red Chips, P Chips).

The MSCI China A index tracks the largest and most liquid Chinese A-Shares, denominated in Renminbi ("RMB") and listed on the Shenzhen and/or Shanghai stock exchanges. This index reflects Mainland China A-share securities from a domestic investor’s perspective.

So I thought I could maybe combine ETF's replicating the two indices - to get a broad exposure to both the Hong-kong stock exchange (MSCI CHINA) and the domestic chinese stock exchanges (Shenzen & Shanghai). However, opening the factsheet of MSCI China confused me - it says:

The MSCI China Index captures large and mid cap representation across China A shares, H shares, B shares, Red chips, P chips and foreign listings (e.g. ADRs). With 740 constituents, the index covers about 85% of this China equity universe. Currently, the index includes Large Cap A and Mid Cap A shares represented at 20% of their free float adjusted market capitalization.

However - according to the description on justETF the MSCI China index "tracks largest and most liquid Chinese stocks, listed on the Hong Kong stock exchange (H-Shares, B-Shares, Red Chips, P Chips)", so, no China A shares?

My question then becomes: How do I find out whether the MSCI China index includes domestic A-shares? Is there a place where I can find exhaustive lists of companies that make up indices?

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How do I find out whether the MSCI China index includes domestic A-shares?

From the MSCI China factsheet. In this case, I suggest that you trust primary sources (MSCI) more than secondary sources (justETF). The MSCI China index does include A-shares.

Is there a place where I can find exhaustive lists of companies that make up indices?

If not mistaken, there are no free sources. Fund companies obtain these lists through licensing deals with index providers (e.g. MSCI).

While you may not be able to find exhaustive lists of companies that make up indices, you should still be able to find exhaustive lists of companies that make up the ETFs that track those indices. ETF companies publish all ETF holdings in annual reports. In most cases, you will also be able to find an up-to-date listing of all holdings on the ETF's webpage.

For example, if you are considering the iShares MSCI China UCITS ETF, go to its webpage to look for the list of all holdings (either by paging through the huge list in the webpage's "Holdings" section, by downloading the Excel spreadsheet, or by downloading the annual report). In the list, you will find "Kweichow Moutai" and "Contemporary Amperex Technology", which are the largest A-shares. This confirms that the MSCI China index includes A-shares.

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