New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Nov 14, 2016

Total Value ($000): $33,145 (100.0% shares, 0.0% debt)

Holdings (14)

SPY SPDR S&P 500 ETF TR 25.7%

Value ($000) $8,510 Shares 39,345 Est. Cost $216.19 Unrealized —

HDB HDFC BANK LTD 18.8%

Value ($000) $6,232 Shares 86,684 Est. Cost $65.76 Unrealized —

GOVT ISHARES TR 14.4%

Value ($000) $4,759 Shares 182,489 Est. Cost $26.17 Unrealized —

EZU ISHARES 11.7%

Value ($000) $3,870 Shares 112,212 Est. Cost $32.63 Unrealized —

EIDO ISHARES TR 10.2%

Value ($000) $3,384 Shares 127,998 Est. Cost $23.56 Unrealized —

AAXJ ISHARES TR 5.2%

Value ($000) $1,729 Shares 28,572 Est. Cost $56.57 Unrealized —

— ISHARES 3.8%

Value ($000) $1,269 Shares 101,164 Est. Cost $11.83 Unrealized —

— EGA EMERGING GLOBAL SHS TR 2.5%

Value ($000) $843 Shares 23,300 Est. Cost $30.93 Unrealized —

HYG ISHARES TR 1.7%

Value ($000) $571 Shares 6,545 Est. Cost $86.19 Unrealized —

EWC ISHARES 1.6%

Value ($000) $539 Shares 20,980 Est. Cost $25.27 Unrealized —

LQD ISHARES TR 1.5%

Value ($000) $481 Shares 3,903 Est. Cost $123.23 Unrealized —

EWA ISHARES 1.3%

Value ($000) $438 Shares 20,966 Est. Cost $20.26 Unrealized —

ILF ISHARES TR 0.9%

Value ($000) $292 Shares 10,405 Est. Cost $27.81 Unrealized —

EMB ISHARES TR 0.7%

Value ($000) $228 Shares 1,946 Est. Cost $117.16 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	39,345	$8,510	25.7%	$216.19	—	TR UNIT	78462F103
HDB	HDFC BANK LTD	86,684	$6,232	18.8%	$65.76	—	ADR REPS 3 SHS	40415F101
GOVT	ISHARES TR	182,489	$4,759	14.4%	$26.17	—	CORE US TR BD	46429B267
EZU	ISHARES	112,212	$3,870	11.7%	$32.63	—	MSCI EURZONE ETF	464286608
EIDO	ISHARES TR	127,998	$3,384	10.2%	$23.56	—	MSCI INDONIA ETF	46429B309
AAXJ	ISHARES TR	28,572	$1,729	5.2%	$56.57	—	MSCI AC ASIA ETF	464288182
—	ISHARES	101,164	$1,269	3.8%	$11.83	—	MSCI JAPAN ETF	464286848
—	EGA EMERGING GLOBAL SHS TR	23,300	$843	2.5%	$30.93	—	INDIA CONSUMER	268461761
HYG	ISHARES TR	6,545	$571	1.7%	$86.19	—	IBOXX HI YD ETF	464288513
EWC	ISHARES	20,980	$539	1.6%	$25.27	—	MSCI CDA ETF	464286509
LQD	ISHARES TR	3,903	$481	1.5%	$123.23	—	IBOXX INV CP ETF	464287242
EWA	ISHARES	20,966	$438	1.3%	$20.26	—	MSCI AUST ETF	464286103
ILF	ISHARES TR	10,405	$292	0.9%	$27.81	—	LATN AMER 40 ETF	464287390
EMB	ISHARES TR	1,946	$228	0.7%	$117.16	—	JP MOR EM MK ETF	464288281