Fullerton Fund Management Co Ltd. Quant / Systematic

CIK: 0001592746 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $206,240 (78.7% shares, 21.3% debt)

Holdings (22)

BABA ALIBABA GROUP HLDG LTD 43.6%

Value ($000) $90,011 Shares 850,845 Est. Cost $89.35 Unrealized —

— EROS INTL PLC 22.3%

Value ($000) $45,960 Shares 3,000,000 Est. Cost $21.16 Unrealized —

— CTRIP COM INTL LTD 5.9%

Value ($000) $12,199 Shares 261,943 Est. Cost $44.20 Unrealized —

ANZ 4.4 05/19/26 REGS AUSTRALIA & NEW ZEALA BKG 14 4.9%

Value ($000) $10,051 Shares 9,300,000 Est. Cost $1.08 Unrealized —

— HSBC HLDGS PLC 3.8%

Value ($000) $7,821 Shares 7,800,000 Est. Cost $1.02 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 3.4%

Value ($000) $6,936 Shares 7,000,000 Est. Cost $0.99 Unrealized —

STANLN V7.5 PERP REGS STANDARD CHARTERED PLC 2.9%

Value ($000) $6,039 Shares 6,000,000 Est. Cost $1.01 Unrealized —

— POWERSHARES ETF TR II 1.5%

Value ($000) $3,185 Shares 81,865 Est. Cost $38.91 Unrealized —

— ING GROEP N V 1.5%

Value ($000) $3,013 Shares 3,000,000 Est. Cost $0.98 Unrealized —

PAM PAMPA ENERGIA S A 1.4%

Value ($000) $2,858 Shares 88,200 Est. Cost $21.32 Unrealized —

— HSBC HLDGS PLC 1.3%

Value ($000) $2,696 Shares 2,700,000 Est. Cost $0.97 Unrealized —

— WOORI BK GLBL MEDIUM TERM SU 1.0%

Value ($000) $1,994 Shares 2,000,000 Est. Cost $1.00 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A 0.9%

Value ($000) $1,944 Shares 62,500 Est. Cost $31.10 Unrealized —

STANLN V6.5 PERP REGS STANDARD CHARTERED PLC 0.9%

Value ($000) $1,939 Shares 2,000,000 Est. Cost $0.97 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.9%

Value ($000) $1,822 Shares 2,000,000 Est. Cost $0.92 Unrealized —

— HSBC HLDGS PLC 0.8%

Value ($000) $1,715 Shares 1,600,000 Est. Cost $1.01 Unrealized —

BMA BANCO MACRO SA 0.7%

Value ($000) $1,518 Shares 19,400 Est. Cost $63.99 Unrealized —

KGC KINROSS GOLD CORP 0.7%

Value ($000) $1,516 Shares 360,000 Est. Cost $4.82 Unrealized 0.0%

HEDJ WISDOMTREE TR 0.7%

Value ($000) $1,344 Shares 25,000 Est. Cost $53.76 Unrealized —

— TAHOE RES INC 0.3%

Value ($000) $712 Shares 55,500 Est. Cost $12.83 Unrealized —

TS TENARIS S A 0.3%

Value ($000) $557 Shares 19,600 Est. Cost $28.83 Unrealized —

HDB HDFC BANK LTD 0.2%

Value ($000) $410 Shares 5,700 Est. Cost $71.93 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BABA	ALIBABA GROUP HLDG LTD	850,845	$90,011	43.6%	$89.35	—	SPONSORED ADS	01609W102
—	EROS INTL PLC	3,000,000	$45,960	22.3%	$21.16	—	SHS NEW	G3788M114
—	CTRIP COM INTL LTD	261,943	$12,199	5.9%	$44.20	—	AMERICAN DEP SHS	22943F100
ANZ 4.4 05/19/26 REGS	AUSTRALIA & NEW ZEALA BKG 14	9,300,000	$10,051	4.9%	$1.08	—	DEBT 4.400% 5/1	Q0426RND6
—	HSBC HLDGS PLC	7,800,000	$7,821	3.8%	$1.02	—	SDCV 5.625%12/3	404280AR0
—	ROYAL BK SCOTLAND GROUP PLC	7,000,000	$6,936	3.4%	$0.99	—	NOTE 8.625%12/3	780097BB6
STANLN V7.5 PERP REGS	STANDARD CHARTERED PLC	6,000,000	$6,039	2.9%	$1.01	—	DEBT 7.500%12/3	G84228CQ9
—	POWERSHARES ETF TR II	81,865	$3,185	1.5%	$38.91	—	PWRSHS SP500 LOW	73937B654
—	ING GROEP N V	3,000,000	$3,013	1.5%	$0.98	—	DBCV 6.500%12/3	456837AF0
PAM	PAMPA ENERGIA S A	88,200	$2,858	1.4%	$21.32	—	SPONS ADR LVL I	697660207
—	HSBC HLDGS PLC	2,700,000	$2,696	1.3%	$0.97	—	NOTE 6.375%12/3	404280AT6
—	WOORI BK GLBL MEDIUM TERM SU	2,000,000	$1,994	1.0%	$1.00	—	PRFD 4.500%12/3	98105HAE0
GGAL	GRUPO FINANCIERO GALICIA S A	62,500	$1,944	0.9%	$31.10	—	SP ADR 10 SH B	399909100
STANLN V6.5 PERP REGS	STANDARD CHARTERED PLC	2,000,000	$1,939	0.9%	$0.97	—	DEBT 6.500%12/3	G84228CE6
—	ROYAL BK OF SCOTLAND PLC	2,000,000	$1,822	0.9%	$0.92	—	DEBT 7.500%12/3	780099CJ4
—	HSBC HLDGS PLC	1,600,000	$1,715	0.8%	$1.01	—	NOTE 6.875%12/3	404280BC2
BMA	BANCO MACRO SA	19,400	$1,518	0.7%	$63.99	—	SPON ADR B	05961W105
KGC	KINROSS GOLD CORP	360,000	$1,516	0.7%	$4.82	0.0%	COM NO PAR	496902404
HEDJ	WISDOMTREE TR	25,000	$1,344	0.7%	$53.76	—	EUROPE HEDGED EQ	97717X701
—	TAHOE RES INC	55,500	$712	0.3%	$12.83	—	COM	873868103
TS	TENARIS S A	19,600	$557	0.3%	$28.83	—	SPONSORED ADR	88031M109
HDB	HDFC BANK LTD	5,700	$410	0.2%	$71.93	—	ADR REPS 3 SHS	40415F101