Fullerton Fund Management Co Ltd. Quant / Systematic

CIK: 0001592746 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $153,758 (86.9% shares, 13.1% debt)

Holdings (16)

BABA ALIBABA GROUP HLDG LTD 40.7%

Value ($000) $62,575 Shares 786,811 Est. Cost $88.01 Unrealized —

— EROS INTL PLC 31.7%

Value ($000) $48,810 Shares 3,000,000 Est. Cost $21.16 Unrealized —

— CTRIP COM INTL LTD 7.3%

Value ($000) $11,209 Shares 272,052 Est. Cost $44.20 Unrealized —

— HSBC HLDGS PLC 5.5%

Value ($000) $8,498 Shares 8,600,000 Est. Cost $1.02 Unrealized —

— ING GROEP N V 3.0%

Value ($000) $4,651 Shares 5,000,000 Est. Cost $0.98 Unrealized —

SPY SPDR S&P 500 ETF TR 2.4%

Value ($000) $3,743 Shares 17,866 Est. Cost $205.51 Unrealized —

— HSBC HLDGS PLC 2.3%

Value ($000) $3,587 Shares 3,700,000 Est. Cost $0.97 Unrealized —

BMA BANCO MACRO SA 1.5%

Value ($000) $2,357 Shares 31,750 Est. Cost $63.99 Unrealized —

PAM PAMPA ENERGIA S A 1.5%

Value ($000) $2,340 Shares 85,600 Est. Cost $20.99 Unrealized —

— ROYAL BK OF SCOTLAND PLC 1.2%

Value ($000) $1,834 Shares 2,000,000 Est. Cost $0.92 Unrealized —

— HSBC HLDGS PLC 1.0%

Value ($000) $1,610 Shares 1,600,000 Est. Cost $1.01 Unrealized —

RDY DR REDDYS LABS LTD 0.4%

Value ($000) $666 Shares 13,000 Est. Cost $49.13 Unrealized —

TS TENARIS S A 0.4%

Value ($000) $565 Shares 19,600 Est. Cost $28.83 Unrealized —

— SAPIENS INTL CORP N V 0.3%

Value ($000) $511 Shares 44,300 Est. Cost $10.23 Unrealized —

MOS MOSAIC CO NEW 0.3%

Value ($000) $419 Shares 16,000 Est. Cost $22.19 Unrealized 0.0%

AGRO ADECOAGRO S A 0.2%

Value ($000) $383 Shares 34,900 Est. Cost $9.38 Unrealized +4.2%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BABA	ALIBABA GROUP HLDG LTD	786,811	$62,575	40.7%	$88.01	—	SPONSORED ADS	01609W102
—	EROS INTL PLC	3,000,000	$48,810	31.7%	$21.16	—	SHS NEW	G3788M114
—	CTRIP COM INTL LTD	272,052	$11,209	7.3%	$44.20	—	AMERICAN DEP SHS	22943F100
—	HSBC HLDGS PLC	8,600,000	$8,498	5.5%	$1.02	—	SDCV 5.625%12/3	404280AR0
—	ING GROEP N V	5,000,000	$4,651	3.0%	$0.98	—	DBCV 6.500%12/3	456837AF0
SPY	SPDR S&P 500 ETF TR	17,866	$3,743	2.4%	$205.51	—	TR UNIT	78462F103
—	HSBC HLDGS PLC	3,700,000	$3,587	2.3%	$0.97	—	NOTE 6.375%12/3	404280AT6
BMA	BANCO MACRO SA	31,750	$2,357	1.5%	$63.99	—	SPON ADR B	05961W105
PAM	PAMPA ENERGIA S A	85,600	$2,340	1.5%	$20.99	—	SPONS ADR LVL I	697660207
—	ROYAL BK OF SCOTLAND PLC	2,000,000	$1,834	1.2%	$0.92	—	DEBT 7.500%12/3	780099CJ4
—	HSBC HLDGS PLC	1,600,000	$1,610	1.0%	$1.01	—	NOTE 6.875%12/3	404280BC2
RDY	DR REDDYS LABS LTD	13,000	$666	0.4%	$49.13	—	ADR	256135203
TS	TENARIS S A	19,600	$565	0.4%	$28.83	—	SPONSORED ADR	88031M109
—	SAPIENS INTL CORP N V	44,300	$511	0.3%	$10.23	—	SHS NEW	N7716A151
MOS	MOSAIC CO NEW	16,000	$419	0.3%	$22.19	0.0%	COM	61945C103
AGRO	ADECOAGRO S A	34,900	$383	0.2%	$9.38	+4.2%	COM	L00849106