Fullerton Fund Management Co Ltd. Quant / Systematic

CIK: 0001592746 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $229,089 (69.8% shares, 30.2% debt)

Holdings (25)

BABA ALIBABA GROUP HLDG LTD 36.5%

Value ($000) $83,652 Shares 593,700 Est. Cost $93.75 Unrealized —

— BROADCOM LTD 21.5%

Value ($000) $49,337 Shares 211,700 Est. Cost $221.06 Unrealized —

NTES NETEASE INC 5.9%

Value ($000) $13,588 Shares 45,199 Est. Cost $300.63 Unrealized —

ANZ 4.4 05/19/26 REGS AUSTRALIA & NEW ZEALA BKG 14 5.0%

Value ($000) $11,443 Shares 11,000,000 Est. Cost $1.07 Unrealized —

— HSBC HLDGS PLC 4.2%

Value ($000) $9,547 Shares 9,100,000 Est. Cost $1.02 Unrealized —

— ROYAL BK SCOTLAND GROUP PLC 3.3%

Value ($000) $7,634 Shares 7,000,000 Est. Cost $0.99 Unrealized —

— CREDIT SUISSE INTERNATIONAL 2.9%

Value ($000) $6,639 Shares 6,000,000 Est. Cost $1.11 Unrealized —

STANLN V7.5 PERP REGS STANDARD CHARTERED PLC 2.9%

Value ($000) $6,553 Shares 6,000,000 Est. Cost $1.01 Unrealized —

— UBS GROUP AG 2.5%

Value ($000) $5,718 Shares 5,000,000 Est. Cost $1.14 Unrealized —

SWEDA V5.5 PERP SWEDBANK AB 2.3%

Value ($000) $5,183 Shares 5,000,000 Est. Cost $1.01 Unrealized —

— CTRIP COM INTL LTD 1.6%

Value ($000) $3,551 Shares 65,933 Est. Cost $44.20 Unrealized —

— HSBC HLDGS PLC 1.4%

Value ($000) $3,229 Shares 3,000,000 Est. Cost $0.97 Unrealized —

— WOORI BK GLBL MEDIUM TERM SU 1.3%

Value ($000) $3,026 Shares 3,000,000 Est. Cost $0.99 Unrealized —

HEDJ WISDOMTREE TR 1.1%

Value ($000) $2,470 Shares 39,620 Est. Cost $59.33 Unrealized —

— ENEL AMERICAS S A 1.0%

Value ($000) $2,340 Shares 248,105 Est. Cost $9.48 Unrealized —

— MACQUARIE BK LTD 0.9%

Value ($000) $2,093 Shares 2,000,000 Est. Cost $1.03 Unrealized —

STANLN V6.5 PERP REGS STANDARD CHARTERED PLC 0.9%

Value ($000) $2,077 Shares 2,000,000 Est. Cost $0.97 Unrealized —

YPF YPF SOCIEDAD ANONIMA 0.9%

Value ($000) $2,071 Shares 94,559 Est. Cost $23.32 Unrealized —

— ROYAL BK OF SCOTLAND PLC 0.9%

Value ($000) $2,069 Shares 2,000,000 Est. Cost $0.92 Unrealized —

— HSBC HLDGS PLC 0.8%

Value ($000) $1,743 Shares 1,600,000 Est. Cost $1.01 Unrealized —

JD JD COM INC 0.5%

Value ($000) $1,235 Shares 31,500 Est. Cost $39.21 Unrealized —

CS 6.25 PERP REGS CREDIT SUISSE GROUP 0.5%

Value ($000) $1,067 Shares 1,000,000 Est. Cost $1.07 Unrealized —

— ING GROEP N V 0.5%

Value ($000) $1,066 Shares 1,000,000 Est. Cost $0.98 Unrealized —

— VANECK VECTORS ETF TR 0.5%

Value ($000) $1,060 Shares 56,093 Est. Cost $18.90 Unrealized —

WB WEIBO CORP 0.3%

Value ($000) $698 Shares 10,500 Est. Cost $52.19 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BABA	ALIBABA GROUP HLDG LTD	593,700	$83,652	36.5%	$93.75	—	SPONSORED ADS	01609W102
—	BROADCOM LTD	211,700	$49,337	21.5%	$221.06	—	SHS	Y09827109
NTES	NETEASE INC	45,199	$13,588	5.9%	$300.63	—	SPONSORED ADR	64110W102
ANZ 4.4 05/19/26 REGS	AUSTRALIA & NEW ZEALA BKG 14	11,000,000	$11,443	5.0%	$1.07	—	DEBT 4.400% 5/1	Q0426RND6
—	HSBC HLDGS PLC	9,100,000	$9,547	4.2%	$1.02	—	SDCV 5.625%12/3	404280AR0
—	ROYAL BK SCOTLAND GROUP PLC	7,000,000	$7,634	3.3%	$0.99	—	NOTE 8.625%12/3	780097BB6
—	CREDIT SUISSE INTERNATIONAL	6,000,000	$6,639	2.9%	$1.11	—	DBCV 7.125%12/3	H919B9YE5
STANLN V7.5 PERP REGS	STANDARD CHARTERED PLC	6,000,000	$6,553	2.9%	$1.01	—	DEBT 7.500%12/3	G84228CQ9
—	UBS GROUP AG	5,000,000	$5,718	2.5%	$1.14	—	DBCV 6.875%12/3	H4209BAD0
SWEDA V5.5 PERP	SWEDBANK AB	5,000,000	$5,183	2.3%	$1.01	—	MTNF 5.500%12/3	W9423X4R0
—	CTRIP COM INTL LTD	65,933	$3,551	1.6%	$44.20	—	AMERICAN DEP SHS	22943F100
—	HSBC HLDGS PLC	3,000,000	$3,229	1.4%	$0.97	—	NOTE 6.375%12/3	404280AT6
—	WOORI BK GLBL MEDIUM TERM SU	3,000,000	$3,026	1.3%	$0.99	—	PRFD 4.500%12/3	98105HAE0
HEDJ	WISDOMTREE TR	39,620	$2,470	1.1%	$59.33	—	EUROPE HEDGED EQ	97717X701
—	ENEL AMERICAS S A	248,105	$2,340	1.0%	$9.48	—	SPONSORED ADR	29274F104
—	MACQUARIE BK LTD	2,000,000	$2,093	0.9%	$1.03	—	MTNF 6.125%12/3	55608YAC9
STANLN V6.5 PERP REGS	STANDARD CHARTERED PLC	2,000,000	$2,077	0.9%	$0.97	—	DEBT 6.500%12/3	G84228CE6
YPF	YPF SOCIEDAD ANONIMA	94,559	$2,071	0.9%	$23.32	—	SPON ADR CL D	984245100
—	ROYAL BK OF SCOTLAND PLC	2,000,000	$2,069	0.9%	$0.92	—	DEBT 7.500%12/3	780099CJ4
—	HSBC HLDGS PLC	1,600,000	$1,743	0.8%	$1.01	—	NOTE 6.875%12/3	404280BC2
JD	JD COM INC	31,500	$1,235	0.5%	$39.21	—	SPON ADR CL A	47215P106
CS 6.25 PERP REGS	CREDIT SUISSE GROUP	1,000,000	$1,067	0.5%	$1.07	—	DEBT 6.250%12/3	H3698DAL8
—	ING GROEP N V	1,000,000	$1,066	0.5%	$0.98	—	DBCV 6.500%12/3	456837AF0
—	VANECK VECTORS ETF TR	56,093	$1,060	0.5%	$18.90	—	JP MORGAN MKTS	92189F494
WB	WEIBO CORP	10,500	$698	0.3%	$52.19	—	SPONSORED ADR	948596101