New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 12, 2020

Total Value ($000): $177,637 (100.0% shares, 0.0% debt)

Holdings (31)

VEU VANGUARD INTL EQUITY INDEX F 32.7%

Value ($000) $58,150 Shares 1,081,853 Est. Cost $51.13 Unrealized —

IVV ISHARES TR 28.2%

Value ($000) $50,125 Shares 155,070 Est. Cost $289.45 Unrealized —

EEM ISHARES TR 7.1%

Value ($000) $12,679 Shares 97,968 Est. Cost $42.64 Unrealized —

INFY INFOSYS LTD 5.8%

Value ($000) $10,274 Shares 1,185,031 Est. Cost $11.11 Unrealized —

— JP MORGAN EXCHANGE TRADED FD 3.5%

Value ($000) $6,225 Shares 253,664 Est. Cost $23.58 Unrealized —

VWO VANGUARD INTL EQUITY INDEX F 3.1%

Value ($000) $5,509 Shares 123,885 Est. Cost $40.26 Unrealized —

IBN ICICI BK LTD 2.8%

Value ($000) $4,942 Shares 252,734 Est. Cost $10.04 Unrealized —

EPI WISDOMTREE TR 2.7%

Value ($000) $4,728 Shares 288,638 Est. Cost $23.85 Unrealized —

THD ISHARES INC 2.0%

Value ($000) $3,637 Shares 41,522 Est. Cost $81.77 Unrealized —

EWU ISHARES TR 1.6%

Value ($000) $2,816 Shares 82,592 Est. Cost $34.10 Unrealized —

RDY DR REDDYS LABS LTD 1.3%

Value ($000) $2,398 Shares 59,102 Est. Cost $38.25 Unrealized —

EWG ISHARES INC 0.9%

Value ($000) $1,627 Shares 55,340 Est. Cost $26.59 Unrealized —

EPP ISHARES INC 0.7%

Value ($000) $1,218 Shares 26,309 Est. Cost $41.96 Unrealized —

HDB HDFC BANK LTD 0.6%

Value ($000) $1,079 Shares 17,022 Est. Cost $100.46 Unrealized —

FEZ SPDR INDEX SHS FDS 0.6%

Value ($000) $1,053 Shares 25,821 Est. Cost $37.46 Unrealized —

EWC ISHARES INC 0.4%

Value ($000) $768 Shares 25,696 Est. Cost $27.65 Unrealized —

DUK DUKE ENERGY CORP NEW 0.4%

Value ($000) $743 Shares 8,144 Est. Cost $71.81 Unrealized 0.0%

ES EVERSOURCE ENERGY 0.4%

Value ($000) $723 Shares 8,494 Est. Cost $66.48 Unrealized 0.0%

RSG REPUBLIC SVCS INC 0.4%

Value ($000) $722 Shares 8,059 Est. Cost $80.04 Unrealized 0.0%

ED CONSOLIDATED EDISON INC 0.4%

Value ($000) $715 Shares 7,908 Est. Cost $71.77 Unrealized 0.0%

DTE DTE ENERGY CO 0.4%

Value ($000) $711 Shares 5,474 Est. Cost $87.47 Unrealized 0.0%

PEG PUBLIC SVC ENTERPRISE GRP IN 0.4%

Value ($000) $706 Shares 11,955 Est. Cost $49.14 Unrealized 0.0%

AEP AMERICAN ELEC PWR CO INC 0.4%

Value ($000) $690 Shares 7,304 Est. Cost $74.24 Unrealized 0.0%

LNT ALLIANT ENERGY CORP 0.4%

Value ($000) $684 Shares 12,506 Est. Cost $43.82 Unrealized 0.0%

EVRG EVERGY INC 0.4%

Value ($000) $684 Shares 10,514 Est. Cost $50.15 Unrealized 0.0%

EQR EQUITY RESIDENTIAL 0.4%

Value ($000) $675 Shares 8,339 Est. Cost $67.04 Unrealized 0.0%

ATO ATMOS ENERGY CORP 0.4%

Value ($000) $675 Shares 6,032 Est. Cost $94.23 Unrealized 0.0%

SO SOUTHERN CO 0.4%

Value ($000) $674 Shares 10,577 Est. Cost $48.90 Unrealized 0.0%

PEP PEPSICO INC 0.4%

Value ($000) $674 Shares 4,933 Est. Cost $112.78 Unrealized 0.0%

ETR ENTERGY CORP NEW 0.4%

Value ($000) $668 Shares 5,573 Est. Cost $47.17 Unrealized 0.0%

WM WASTE MGMT INC DEL 0.4%

Value ($000) $665 Shares 5,834 Est. Cost $102.09 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VEU	VANGUARD INTL EQUITY INDEX F	1,081,853	$58,150	32.7%	$51.13	—	ALLWRLD EX US	922042775
IVV	ISHARES TR	155,070	$50,125	28.2%	$289.45	—	CORE S&P500 ETF	464287200
EEM	ISHARES TR	97,968	$12,679	7.1%	$42.64	—	MSCI EMG MKT ETF	464287234
INFY	INFOSYS LTD	1,185,031	$10,274	5.8%	$11.11	—	SPONSORED ADR	456788108
—	JP MORGAN EXCHANGE TRADED FD	253,664	$6,225	3.5%	$23.58	—	BETBULD JAPAN	46641Q712
VWO	VANGUARD INTL EQUITY INDEX F	123,885	$5,509	3.1%	$40.26	—	FTSE EMR MKT ETF	922042858
IBN	ICICI BK LTD	252,734	$4,942	2.8%	$10.04	—	ADR	45104G104
EPI	WISDOMTREE TR	288,638	$4,728	2.7%	$23.85	—	INDIA ERNGS FD	97717W422
THD	ISHARES INC	41,522	$3,637	2.0%	$81.77	—	MSCI THAILND ETF	464286624
EWU	ISHARES TR	82,592	$2,816	1.6%	$34.10	—	MSCI UK ETF NEW	46435G334
RDY	DR REDDYS LABS LTD	59,102	$2,398	1.3%	$38.25	—	ADR	256135203
EWG	ISHARES INC	55,340	$1,627	0.9%	$26.59	—	MSCI GERMANY ETF	464286806
EPP	ISHARES INC	26,309	$1,218	0.7%	$41.96	—	MSCI PAC JP ETF	464286665
HDB	HDFC BANK LTD	17,022	$1,079	0.6%	$100.46	—	SPONSORED ADS	40415F101
FEZ	SPDR INDEX SHS FDS	25,821	$1,053	0.6%	$37.46	—	EURO STOXX 50	78463X202
EWC	ISHARES INC	25,696	$768	0.4%	$27.65	—	MSCI CDA ETF	464286509
DUK	DUKE ENERGY CORP NEW	8,144	$743	0.4%	$71.81	0.0%	COM NEW	26441C204
ES	EVERSOURCE ENERGY	8,494	$723	0.4%	$66.48	0.0%	COM	30040W108
RSG	REPUBLIC SVCS INC	8,059	$722	0.4%	$80.04	0.0%	COM	760759100
ED	CONSOLIDATED EDISON INC	7,908	$715	0.4%	$71.77	0.0%	COM	209115104
DTE	DTE ENERGY CO	5,474	$711	0.4%	$87.47	0.0%	COM	233331107
PEG	PUBLIC SVC ENTERPRISE GRP IN	11,955	$706	0.4%	$49.14	0.0%	COM	744573106
AEP	AMERICAN ELEC PWR CO INC	7,304	$690	0.4%	$74.24	0.0%	COM	025537101
LNT	ALLIANT ENERGY CORP	12,506	$684	0.4%	$43.82	0.0%	COM	018802108
EVRG	EVERGY INC	10,514	$684	0.4%	$50.15	0.0%	COM	30034W106
EQR	EQUITY RESIDENTIAL	8,339	$675	0.4%	$67.04	0.0%	SH BEN INT	29476L107
ATO	ATMOS ENERGY CORP	6,032	$675	0.4%	$94.23	0.0%	COM	049560105
SO	SOUTHERN CO	10,577	$674	0.4%	$48.90	0.0%	COM	842587107
PEP	PEPSICO INC	4,933	$674	0.4%	$112.78	0.0%	COM	713448108
ETR	ENTERGY CORP NEW	5,573	$668	0.4%	$47.17	0.0%	COM	29364G103
WM	WASTE MGMT INC DEL	5,834	$665	0.4%	$102.09	0.0%	COM	94106L109