Fullerton Fund Management Co Ltd. Quant / Systematic

CIK: 0001592746 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $138,896 (87.7% shares, 12.3% debt)

Holdings (16)

BABA ALIBABA GROUP HLDG LTD 43.9%

Value ($000) $60,987 Shares 771,698 Est. Cost $88.18 Unrealized —

— EROS INTL PLC 24.9%

Value ($000) $34,530 Shares 3,000,000 Est. Cost $21.16 Unrealized —

— CTRIP COM INTL LTD 8.5%

Value ($000) $11,820 Shares 267,052 Est. Cost $44.26 Unrealized —

— HSBC HLDGS PLC 5.3%

Value ($000) $7,392 Shares 7,600,000 Est. Cost $1.03 Unrealized —

SPY SPDR S&P 500 ETF TR 3.9%

Value ($000) $5,439 Shares 26,466 Est. Cost $205.51 Unrealized —

SWEDA V5.5 PERP SWEDBANK AB 3.6%

Value ($000) $4,935 Shares 5,000,000 Est. Cost $0.99 Unrealized —

— ING GROEP N V 3.4%

Value ($000) $4,764 Shares 5,000,000 Est. Cost $0.98 Unrealized —

HEDJ WISDOMTREE TR 1.8%

Value ($000) $2,554 Shares 49,191 Est. Cost $56.35 Unrealized —

PAM PAMPA ENERGIA S A 1.3%

Value ($000) $1,835 Shares 85,600 Est. Cost $20.99 Unrealized —

BMA BANCO MACRO SA 1.2%

Value ($000) $1,725 Shares 26,750 Est. Cost $62.07 Unrealized —

MLCO MELCO CROWN ENTMT LTD 0.4%

Value ($000) $603 Shares 36,515 Est. Cost $25.41 Unrealized —

AGRO ADECOAGRO S A 0.4%

Value ($000) $550 Shares 47,600 Est. Cost $9.38 Unrealized +15.1%

RDY DR REDDYS LABS LTD 0.4%

Value ($000) $542 Shares 12,000 Est. Cost $48.95 Unrealized —

— SAPIENS INTL CORP N V 0.4%

Value ($000) $527 Shares 44,300 Est. Cost $10.23 Unrealized —

— GRUPO FINANCIERO SANTANDER M 0.3%

Value ($000) $368 Shares 40,800 Est. Cost $8.68 Unrealized —

— LUXOFT HLDG INC 0.2%

Value ($000) $325 Shares 5,900 Est. Cost $55.08 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BABA	ALIBABA GROUP HLDG LTD	771,698	$60,987	43.9%	$88.18	—	SPONSORED ADS	01609W102
—	EROS INTL PLC	3,000,000	$34,530	24.9%	$21.16	—	SHS NEW	G3788M114
—	CTRIP COM INTL LTD	267,052	$11,820	8.5%	$44.26	—	AMERICAN DEP SHS	22943F100
—	HSBC HLDGS PLC	7,600,000	$7,392	5.3%	$1.03	—	SDCV 5.625%12/3	404280AR0
SPY	SPDR S&P 500 ETF TR	26,466	$5,439	3.9%	$205.51	—	TR UNIT	78462F103
SWEDA V5.5 PERP	SWEDBANK AB	5,000,000	$4,935	3.6%	$0.99	—	MTNF 5.500%12/3	W9423X4R0
—	ING GROEP N V	5,000,000	$4,764	3.4%	$0.98	—	DBCV 6.500%12/3	456837AF0
HEDJ	WISDOMTREE TR	49,191	$2,554	1.8%	$56.35	—	EUROPE HEDGED EQ	97717X701
PAM	PAMPA ENERGIA S A	85,600	$1,835	1.3%	$20.99	—	SPONS ADR LVL I	697660207
BMA	BANCO MACRO SA	26,750	$1,725	1.2%	$62.07	—	SPON ADR B	05961W105
MLCO	MELCO CROWN ENTMT LTD	36,515	$603	0.4%	$25.41	—	ADR	585464100
AGRO	ADECOAGRO S A	47,600	$550	0.4%	$9.38	+15.1%	COM	L00849106
RDY	DR REDDYS LABS LTD	12,000	$542	0.4%	$48.95	—	ADR	256135203
—	SAPIENS INTL CORP N V	44,300	$527	0.4%	$10.23	—	SHS NEW	N7716A151
—	GRUPO FINANCIERO SANTANDER M	40,800	$368	0.3%	$8.68	—	SPON ADR SHS B	40053C105
—	LUXOFT HLDG INC	5,900	$325	0.2%	$55.08	—	ORD SHS CL A	G57279104