Fullerton Fund Management Co Ltd.

Quant stat arb Low signal CIK 1592746
League rank
#40
in Quant stat arb · #1018 overall
Long book
$1.25B
Q1 2026
Positions
125
Top-10 weight
68%
concentration
Last quarter
+17.0%
SPY +14.8%
Turnover
50%
of book per quarter

Strategy in plain words

auto-generated from filings

Fullerton Fund Management Co Ltd. is a quantitative fund whose holdings reflect models, not opinions, running a $1.25B US long book across 125 positions.

The portfolio is concentrated: the top 10 names carry 68% of the portfolio. Turnover is high — positions rotate quickly, so individual names matter less than the process. Current anchor positions: ALPHABET INC-CL C, PARKER HANNIFIN CORP, AMAZON.COM INC, SPDR GOLD SHARES, NVIDIA CORP.

Over the last 9 quarters its long book ran on average 1.1pp per quarter ahead of the S&P 500, beating the index in 5 of 9 quarters. Signal value of individual moves is limited — treat changes as weak evidence.

Implied long-book return vs S&P 500

methodology: positions priced quarterly, no shorts/options
Fund long book S&P 500
Q1 2024
+9.6%
Q2 2024
+5.0%
Q3 2024
+6.9%
Q4 2024
-6.7%
Q1 2025
+16.7%
Q2 2025
+8.2%
Q3 2025
+1.0%
Q4 2025
-7.6%
Q1 2026
+17.0%

Sector allocation

Technology
45%
Industrials
16%
Financials
12%
Consumer discretionary
9%
Services media
7%
Materials
4%
Healthcare
4%
Other
2%

Long book by quarter

$2.11B
Q1 2024
$2.23B
Q2 2024
$2.38B
Q3 2024
$2.86B
Q4 2024
$1.56B
Q1 2025
$2.47B
Q2 2025
$2.59B
Q3 2025
$2.29B
Q4 2025
$1.25B
Q1 2026

What does Fullerton Fund own?

Q1 2026 13F
CompanySectorSharesValue% of bookChange
GOOG ALPHABET INC-CL CTechnology651.8K$187.0M15.0%-31.8%
PH PARKER HANNIFIN CORPIndustrials112.8K$101.0M8.1%-45.6%
AMZN AMAZON.COM INCConsumer discretionary434.2K$90.4M7.2%-51.1%
NVDA NVIDIA CORPTechnology476.2K$83.1M6.7%-26.0%
AAPL APPLE INCTechnology291.2K$73.9M5.9%+52.2%
MS MORGAN STANLEYFinancials414.9K$68.3M5.5%New
SPGI S&P GLOBAL INCServices media152.7K$65.0M5.2%-25.3%
GOOGL ALPHABET INC-CL ATechnology176.6K$50.8M4.1%-26.1%
GLW CORNING INCIndustrials320.5K$43.6M3.5%New
CCJ CAMECO CORPMaterials392.0K$42.6M3.4%-56.2%
MMM 3M COHealthcare248.4K$36.1M2.9%+15348.8%
AVGO BROADCOM INCTechnology112.4K$34.8M2.8%-73.2%
BAC BANK OF AMERICA CORPFinancials551.9K$26.9M2.2%-20.9%
IBKR INTERACTIVE BROKERS GRO-CL AFinancials392.6K$26.3M2.1%+7881.3%
INTC INTEL CORPTechnology587.5K$25.9M2.1%-33.8%
ETN EATON CORP PLCIndustrials65.0K$23.3M1.9%New
EL ESTEE LAUDER COMPANIES-CL AOther216.7K$15.6M1.2%-73.0%
MSFT MICROSOFT CORPTechnology40.8K$15.1M1.2%-74.4%
LVS LAS VEGAS SANDS CORPServices media98.7K$5.3M0.4%-28.4%
MMYT MAKEMYTRIP LTDIndustrials53.7K$2.0M0.2%-90.2%
COST COSTCO WHOLESALE CORPConsumer discretionary1.8K$1.8M0.1%+84.4%
JPM JPMORGAN CHASE & COFinancials5.4K$1.6M0.1%-98.3%
AGI ALAMOS GOLD INC-CLASS AMaterials31.7K$1.4M0.1%-98.1%
META META PLATFORMS INC-CLASS ATechnology2.0K$1.1M0.1%-22.1%
NFLX NETFLIX INCServices media11.0K$1.1M0.1%-10.2%
LLY ELI LILLY & COHealthcare1.1K$1.0M0.1%-4.4%
BRK/B BERKSHIRE HATHAWAY INC-CL BFinancials2.1K$986K0.1%+20.7%
ABBV ABBVIE INCHealthcare4.5K$970K0.1%New
AMAT APPLIED MATERIALS INCTechnology2.8K$967K0.1%-6.8%
WMT WALMART INCConsumer discretionary6.9K$855K0.1%+30.2%
GEV GE VERNOVA INCIndustrials910$794K0.1%+144.6%
PEP PEPSICO INCConsumer staples5.0K$778K0.1%New
MA MASTERCARD INC - AServices media1.4K$706K0.1%-95.0%
ADI ANALOG DEVICES INCTechnology2.2K$687K0.1%-29.5%
SO SOUTHERN CO/THEUtilities6.7K$642K0.1%-24.6%
BLK BLACKROCK INCFinancials658$633K0.1%New
DHR DANAHER CORPTechnology3.3K$633K0.1%-12.3%
COP CONOCOPHILLIPSEnergy4.8K$631K0.1%New
NOW SERVICENOW INCTechnology5.8K$611K0.0%+4.8%
BMY BRISTOL-MYERS SQUIBB COHealthcare10.1K$611K0.0%New
MU MICRON TECHNOLOGY INCTechnology1.8K$603K0.0%New
REGN REGENERON PHARMACEUTICALSHealthcare776$600K0.0%-24.3%
TT TRANE TECHNOLOGIES PLCTechnology1.4K$591K0.0%New
SYK STRYKER CORPHealthcare1.8K$589K0.0%+114.6%
ANET ARISTA NETWORKS INCTechnology4.7K$582K0.0%-2.4%
MSI MOTOROLA SOLUTIONS INCTechnology1.3K$552K0.0%-30.6%
FNV FRANCO-NEVADA CORPMaterials2.2K$543K0.0%-33.3%
ABNB AIRBNB INC-CLASS AServices media4.3K$538K0.0%+4.7%
RSG REPUBLIC SERVICES INCUtilities2.4K$535K0.0%New
CMI CUMMINS INCIndustrials994$535K0.0%-31.5%

13F filing history

PeriodFormFiledEntriesReported valueFlagsSource
Q1 202613F-HRMay 15, 2026125$1.25B canonicalSEC ↗
Q4 202513F-HRFeb 17, 2026122$2.29B canonicalSEC ↗
Q3 202513F-HRNov 14, 202598$2.59B canonicalSEC ↗
Q2 202513F-HRAug 14, 202597$2.47B canonicalSEC ↗
Q1 202513F-HRMay 15, 2025117$1.56B canonicalSEC ↗
Q4 202413F-HRFeb 14, 202594$2.86B canonicalSEC ↗
Q3 202413F-HRNov 14, 2024102$2.38B canonicalSEC ↗
Q2 202413F-HRAug 14, 2024129$2.23B canonicalSEC ↗
Q1 202413F-HRMay 15, 2024161$2.11B canonicalSEC ↗