New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 5, 2016

Total Value ($000): $33,939 (100.0% shares, 0.0% debt)

Holdings (16)

SPY SPDR S&P 500 ETF TR 25.8%

Value ($000) $8,770 Shares 40,566 Est. Cost $216.19 Unrealized —

GOVT ISHARES TR 14.8%

Value ($000) $5,023 Shares 191,952 Est. Cost $26.17 Unrealized —

EIDO ISHARES TR 13.5%

Value ($000) $4,567 Shares 186,676 Est. Cost $23.56 Unrealized —

EZU ISHARES 11.1%

Value ($000) $3,757 Shares 115,136 Est. Cost $32.63 Unrealized —

HDB HDFC BANK LTD 11.0%

Value ($000) $3,728 Shares 56,184 Est. Cost $62.43 Unrealized —

AAXJ ISHARES TR 4.9%

Value ($000) $1,654 Shares 29,239 Est. Cost $56.57 Unrealized —

— MARKET VECTORS ETF TR 4.5%

Value ($000) $1,517 Shares 35,800 Est. Cost $43.73 Unrealized —

— ISHARES 3.6%

Value ($000) $1,230 Shares 103,967 Est. Cost $11.83 Unrealized —

— EGA EMERGING GLOBAL SHS TR 2.6%

Value ($000) $871 Shares 26,100 Est. Cost $30.93 Unrealized —

MMYT MAKEMYTRIP LIMITED MAURITIUS 2.0%

Value ($000) $668 Shares 44,978 Est. Cost $16.69 Unrealized 0.0%

EWC ISHARES 1.4%

Value ($000) $459 Shares 18,208 Est. Cost $25.21 Unrealized —

HYG ISHARES TR 1.1%

Value ($000) $385 Shares 4,492 Est. Cost $85.71 Unrealized —

LQD ISHARES TR 1.1%

Value ($000) $382 Shares 3,100 Est. Cost $123.23 Unrealized —

EWA ISHARES 1.1%

Value ($000) $381 Shares 18,866 Est. Cost $20.20 Unrealized —

ILF ISHARES TR 0.8%

Value ($000) $283 Shares 10,177 Est. Cost $27.81 Unrealized —

COMT ISHARES U S ETF TR 0.8%

Value ($000) $264 Shares 8,219 Est. Cost $32.12 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	40,566	$8,770	25.8%	$216.19	—	TR UNIT	78462F103
GOVT	ISHARES TR	191,952	$5,023	14.8%	$26.17	—	CORE US TR BD	46429B267
EIDO	ISHARES TR	186,676	$4,567	13.5%	$23.56	—	MSCI INDONIA ETF	46429B309
EZU	ISHARES	115,136	$3,757	11.1%	$32.63	—	MSCI EURZONE ETF	464286608
HDB	HDFC BANK LTD	56,184	$3,728	11.0%	$62.43	—	ADR REPS 3 SHS	40415F101
AAXJ	ISHARES TR	29,239	$1,654	4.9%	$56.57	—	MSCI AC ASIA ETF	464288182
—	MARKET VECTORS ETF TR	35,800	$1,517	4.5%	$43.73	—	INDIA SMALL CP	57061R551
—	ISHARES	103,967	$1,230	3.6%	$11.83	—	MSCI JAPAN ETF	464286848
—	EGA EMERGING GLOBAL SHS TR	26,100	$871	2.6%	$30.93	—	INDIA CONSUMER	268461761
MMYT	MAKEMYTRIP LIMITED MAURITIUS	44,978	$668	2.0%	$16.69	0.0%	SHS	V5633W109
EWC	ISHARES	18,208	$459	1.4%	$25.21	—	MSCI CDA ETF	464286509
HYG	ISHARES TR	4,492	$385	1.1%	$85.71	—	IBOXX HI YD ETF	464288513
LQD	ISHARES TR	3,100	$382	1.1%	$123.23	—	IBOXX INV CP ETF	464287242
EWA	ISHARES	18,866	$381	1.1%	$20.20	—	MSCI AUST ETF	464286103
ILF	ISHARES TR	10,177	$283	0.8%	$27.81	—	LATN AMER 40 ETF	464287390
COMT	ISHARES U S ETF TR	8,219	$264	0.8%	$32.12	—	COMMOD SEL STG	46431W853