Fullerton Fund Management Co Ltd. Quant / Systematic

CIK: 0001592746 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $173,378 (73.4% shares, 26.6% debt)

Holdings (23)

BABA ALIBABA GROUP HLDG LTD 30.3%

Value ($000) $52,459 Shares 597,417 Est. Cost $89.35 Unrealized —

— EROS INTL PLC 18.3%

Value ($000) $31,696 Shares 2,428,813 Est. Cost $21.16 Unrealized —

ZTO ZTO EXPRESS CAYMAN INC 17.2%

Value ($000) $29,839 Shares 2,472,195 Est. Cost $12.07 Unrealized —

ANZ 4.4 05/19/26 REGS AUSTRALIA & NEW ZEALA BKG 14 5.1%

Value ($000) $8,783 Shares 8,650,000 Est. Cost $1.08 Unrealized —

— HSBC HLDGS PLC 4.2%

Value ($000) $7,227 Shares 7,100,000 Est. Cost $1.02 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 4.1%

Value ($000) $7,101 Shares 7,000,000 Est. Cost $0.99 Unrealized —

STANLN V7.5 PERP REGS STANDARD CHARTERED PLC 3.6%

Value ($000) $6,177 Shares 6,000,000 Est. Cost $1.01 Unrealized —

SWEDA V5.5 PERP SWEDBANK AB 2.9%

Value ($000) $5,065 Shares 5,000,000 Est. Cost $1.01 Unrealized —

— CTRIP COM INTL LTD 2.5%

Value ($000) $4,249 Shares 106,219 Est. Cost $44.20 Unrealized —

— HSBC HLDGS PLC 1.8%

Value ($000) $3,045 Shares 3,000,000 Est. Cost $0.97 Unrealized —

— WOORI BK GLBL MEDIUM TERM SU 1.3%

Value ($000) $2,198 Shares 2,250,000 Est. Cost $0.99 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A 1.2%

Value ($000) $2,051 Shares 76,200 Est. Cost $30.35 Unrealized —

— ROYAL BK OF SCOTLAND PLC 1.1%

Value ($000) $1,897 Shares 2,000,000 Est. Cost $0.92 Unrealized —

STANLN V6.5 PERP REGS STANDARD CHARTERED PLC 1.1%

Value ($000) $1,867 Shares 2,000,000 Est. Cost $0.97 Unrealized —

— HSBC HLDGS PLC 1.0%

Value ($000) $1,699 Shares 1,600,000 Est. Cost $1.01 Unrealized —

HEDJ WISDOMTREE TR 0.8%

Value ($000) $1,435 Shares 25,000 Est. Cost $53.76 Unrealized —

TS TENARIS S A 0.8%

Value ($000) $1,428 Shares 40,000 Est. Cost $32.33 Unrealized —

BMA BANCO MACRO SA 0.7%

Value ($000) $1,252 Shares 19,450 Est. Cost $63.99 Unrealized —

— ING GROEP N V 0.6%

Value ($000) $976 Shares 1,000,000 Est. Cost $0.98 Unrealized —

BIDU BAIDU INC 0.6%

Value ($000) $954 Shares 5,800 Est. Cost $164.48 Unrealized —

PAM PAMPA ENERGIA S A 0.5%

Value ($000) $863 Shares 24,800 Est. Cost $21.32 Unrealized —

HDB HDFC BANK LTD 0.3%

Value ($000) $583 Shares 9,600 Est. Cost $67.38 Unrealized —

— ENEL AMERICAS S A 0.3%

Value ($000) $534 Shares 65,062 Est. Cost $8.21 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BABA	ALIBABA GROUP HLDG LTD	597,417	$52,459	30.3%	$89.35	—	SPONSORED ADS	01609W102
—	EROS INTL PLC	2,428,813	$31,696	18.3%	$21.16	—	SHS NEW	G3788M114
ZTO	ZTO EXPRESS CAYMAN INC	2,472,195	$29,839	17.2%	$12.07	—	SPONSORED ADR	98980A105
ANZ 4.4 05/19/26 REGS	AUSTRALIA & NEW ZEALA BKG 14	8,650,000	$8,783	5.1%	$1.08	—	DEBT 4.400% 5/1	Q0426RND6
—	HSBC HLDGS PLC	7,100,000	$7,227	4.2%	$1.02	—	SDCV 5.625%12/3	404280AR0
—	ROYAL BK SCOTLAND GROUP PLC	7,000,000	$7,101	4.1%	$0.99	—	NOTE 8.625%12/3	780097BB6
STANLN V7.5 PERP REGS	STANDARD CHARTERED PLC	6,000,000	$6,177	3.6%	$1.01	—	DEBT 7.500%12/3	G84228CQ9
SWEDA V5.5 PERP	SWEDBANK AB	5,000,000	$5,065	2.9%	$1.01	—	MTNF 5.500%12/3	W9423X4R0
—	CTRIP COM INTL LTD	106,219	$4,249	2.5%	$44.20	—	AMERICAN DEP SHS	22943F100
—	HSBC HLDGS PLC	3,000,000	$3,045	1.8%	$0.97	—	NOTE 6.375%12/3	404280AT6
—	WOORI BK GLBL MEDIUM TERM SU	2,250,000	$2,198	1.3%	$0.99	—	PRFD 4.500%12/3	98105HAE0
GGAL	GRUPO FINANCIERO GALICIA S A	76,200	$2,051	1.2%	$30.35	—	SP ADR 10 SH B	399909100
—	ROYAL BK OF SCOTLAND PLC	2,000,000	$1,897	1.1%	$0.92	—	DEBT 7.500%12/3	780099CJ4
STANLN V6.5 PERP REGS	STANDARD CHARTERED PLC	2,000,000	$1,867	1.1%	$0.97	—	DEBT 6.500%12/3	G84228CE6
—	HSBC HLDGS PLC	1,600,000	$1,699	1.0%	$1.01	—	NOTE 6.875%12/3	404280BC2
HEDJ	WISDOMTREE TR	25,000	$1,435	0.8%	$53.76	—	EUROPE HEDGED EQ	97717X701
TS	TENARIS S A	40,000	$1,428	0.8%	$32.33	—	SPONSORED ADR	88031M109
BMA	BANCO MACRO SA	19,450	$1,252	0.7%	$63.99	—	SPON ADR B	05961W105
—	ING GROEP N V	1,000,000	$976	0.6%	$0.98	—	DBCV 6.500%12/3	456837AF0
BIDU	BAIDU INC	5,800	$954	0.6%	$164.48	—	SPON ADR REP A	056752108
PAM	PAMPA ENERGIA S A	24,800	$863	0.5%	$21.32	—	SPONS ADR LVL I	697660207
HDB	HDFC BANK LTD	9,600	$583	0.3%	$67.38	—	ADR REPS 3 SHS	40415F101
—	ENEL AMERICAS S A	65,062	$534	0.3%	$8.21	—	SPONSORED ADR	29274F104