Fullerton Fund Management Co Ltd. Quant / Systematic

CIK: 0001592746 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 12, 2017

Total Value ($000): $200,394 (73.0% shares, 27.0% debt)

Holdings (26)

BABA ALIBABA GROUP HLDG LTD 29.2%

Value ($000) $58,553 Shares 543,010 Est. Cost $89.35 Unrealized —

— BROADCOM LTD 19.7%

Value ($000) $39,448 Shares 180,162 Est. Cost $218.96 Unrealized —

ZTO ZTO EXPRESS CAYMAN INC 13.1%

Value ($000) $26,181 Shares 2,000,079 Est. Cost $12.07 Unrealized —

ANZ 4.4 05/19/26 REGS AUSTRALIA & NEW ZEALA BKG 14 6.2%

Value ($000) $12,524 Shares 12,000,000 Est. Cost $1.07 Unrealized —

— HSBC HLDGS PLC 4.6%

Value ($000) $9,231 Shares 9,100,000 Est. Cost $1.02 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 3.7%

Value ($000) $7,316 Shares 7,000,000 Est. Cost $0.99 Unrealized —

STANLN V7.5 PERP REGS STANDARD CHARTERED PLC 3.2%

Value ($000) $6,482 Shares 6,000,000 Est. Cost $1.01 Unrealized —

SWEDA V5.5 PERP SWEDBANK AB 2.5%

Value ($000) $5,073 Shares 5,000,000 Est. Cost $1.01 Unrealized —

— CTRIP COM INTL LTD 2.2%

Value ($000) $4,379 Shares 89,087 Est. Cost $44.20 Unrealized —

HEDJ WISDOMTREE TR 2.0%

Value ($000) $4,084 Shares 65,023 Est. Cost $59.33 Unrealized —

SPY SPDR S&P 500 ETF TR 2.0%

Value ($000) $3,966 Shares 16,824 Est. Cost $235.73 Unrealized —

— HSBC HLDGS PLC 1.5%

Value ($000) $3,060 Shares 3,000,000 Est. Cost $0.97 Unrealized —

— WOORI BK GLBL MEDIUM TERM SU 1.5%

Value ($000) $2,953 Shares 3,000,000 Est. Cost $0.99 Unrealized —

DXJ WISDOMTREE TR 1.1%

Value ($000) $2,147 Shares 42,418 Est. Cost $50.62 Unrealized —

STANLN V6.5 PERP REGS STANDARD CHARTERED PLC 1.0%

Value ($000) $2,036 Shares 2,000,000 Est. Cost $0.97 Unrealized —

— ROYAL BK OF SCOTLAND PLC 1.0%

Value ($000) $1,975 Shares 2,000,000 Est. Cost $0.92 Unrealized —

— HSBC HLDGS PLC 0.9%

Value ($000) $1,742 Shares 1,600,000 Est. Cost $1.01 Unrealized —

— ENEL AMERICAS S A 0.8%

Value ($000) $1,662 Shares 160,000 Est. Cost $9.50 Unrealized —

YPF YPF SOCIEDAD ANONIMA 0.7%

Value ($000) $1,370 Shares 56,419 Est. Cost $24.28 Unrealized —

WB WEIBO CORP 0.6%

Value ($000) $1,122 Shares 21,500 Est. Cost $52.19 Unrealized —

— ING GROEP N V 0.5%

Value ($000) $1,026 Shares 1,000,000 Est. Cost $0.98 Unrealized —

BMA BANCO MACRO SA 0.5%

Value ($000) $997 Shares 11,502 Est. Cost $63.99 Unrealized —

GGAL GRUPO FINANCIERO GALICIA S A 0.5%

Value ($000) $961 Shares 25,391 Est. Cost $30.35 Unrealized —

PAM PAMPA ENERGIA S A 0.4%

Value ($000) $855 Shares 15,760 Est. Cost $21.32 Unrealized —

— MACQUARIE BK LTD 0.3%

Value ($000) $656 Shares 650,000 Est. Cost $1.01 Unrealized —

TS TENARIS S A 0.3%

Value ($000) $595 Shares 17,426 Est. Cost $32.33 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BABA	ALIBABA GROUP HLDG LTD	543,010	$58,553	29.2%	$89.35	—	SPONSORED ADS	01609W102
—	BROADCOM LTD	180,162	$39,448	19.7%	$218.96	—	SHS	Y09827109
ZTO	ZTO EXPRESS CAYMAN INC	2,000,079	$26,181	13.1%	$12.07	—	SPONSORED ADR	98980A105
ANZ 4.4 05/19/26 REGS	AUSTRALIA & NEW ZEALA BKG 14	12,000,000	$12,524	6.2%	$1.07	—	DEBT 4.400% 5/1	Q0426RND6
—	HSBC HLDGS PLC	9,100,000	$9,231	4.6%	$1.02	—	SDCV 5.625%12/3	404280AR0
—	ROYAL BK SCOTLAND GROUP PLC	7,000,000	$7,316	3.7%	$0.99	—	NOTE 8.625%12/3	780097BB6
STANLN V7.5 PERP REGS	STANDARD CHARTERED PLC	6,000,000	$6,482	3.2%	$1.01	—	DEBT 7.500%12/3	G84228CQ9
SWEDA V5.5 PERP	SWEDBANK AB	5,000,000	$5,073	2.5%	$1.01	—	MTNF 5.500%12/3	W9423X4R0
—	CTRIP COM INTL LTD	89,087	$4,379	2.2%	$44.20	—	AMERICAN DEP SHS	22943F100
HEDJ	WISDOMTREE TR	65,023	$4,084	2.0%	$59.33	—	EUROPE HEDGED EQ	97717X701
SPY	SPDR S&P 500 ETF TR	16,824	$3,966	2.0%	$235.73	—	TR UNIT	78462F103
—	HSBC HLDGS PLC	3,000,000	$3,060	1.5%	$0.97	—	NOTE 6.375%12/3	404280AT6
—	WOORI BK GLBL MEDIUM TERM SU	3,000,000	$2,953	1.5%	$0.99	—	PRFD 4.500%12/3	98105HAE0
DXJ	WISDOMTREE TR	42,418	$2,147	1.1%	$50.62	—	JAPN HEDGE EQT	97717W851
STANLN V6.5 PERP REGS	STANDARD CHARTERED PLC	2,000,000	$2,036	1.0%	$0.97	—	DEBT 6.500%12/3	G84228CE6
—	ROYAL BK OF SCOTLAND PLC	2,000,000	$1,975	1.0%	$0.92	—	DEBT 7.500%12/3	780099CJ4
—	HSBC HLDGS PLC	1,600,000	$1,742	0.9%	$1.01	—	NOTE 6.875%12/3	404280BC2
—	ENEL AMERICAS S A	160,000	$1,662	0.8%	$9.50	—	SPONSORED ADR	29274F104
YPF	YPF SOCIEDAD ANONIMA	56,419	$1,370	0.7%	$24.28	—	SPON ADR CL D	984245100
WB	WEIBO CORP	21,500	$1,122	0.6%	$52.19	—	SPONSORED ADR	948596101
—	ING GROEP N V	1,000,000	$1,026	0.5%	$0.98	—	DBCV 6.500%12/3	456837AF0
BMA	BANCO MACRO SA	11,502	$997	0.5%	$63.99	—	SPON ADR B	05961W105
GGAL	GRUPO FINANCIERO GALICIA S A	25,391	$961	0.5%	$30.35	—	SP ADR 10 SH B	399909100
PAM	PAMPA ENERGIA S A	15,760	$855	0.4%	$21.32	—	SPONS ADR LVL I	697660207
—	MACQUARIE BK LTD	650,000	$656	0.3%	$1.01	—	MTNF 6.125%12/3	55608YAC9
TS	TENARIS S A	17,426	$595	0.3%	$32.33	—	SPONSORED ADR	88031M109