New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $26,739 (100.0% shares, 0.0% debt)

Holdings (22)

SPY SPDR S&P 500 ETF TR 33.6%

Value ($000) $8,991 Shares 40,222 Est. Cost $216.35 Unrealized —

GOVT ISHARES TR 15.7%

Value ($000) $4,192 Shares 168,166 Est. Cost $26.17 Unrealized —

EZU ISHARES 12.7%

Value ($000) $3,392 Shares 98,039 Est. Cost $32.63 Unrealized —

AAXJ ISHARES TR 5.9%

Value ($000) $1,584 Shares 28,836 Est. Cost $56.57 Unrealized —

HDB HDFC BANK LTD 5.5%

Value ($000) $1,467 Shares 24,184 Est. Cost $65.76 Unrealized —

EWJ ISHARES INC 4.8%

Value ($000) $1,291 Shares 26,430 Est. Cost $48.85 Unrealized —

EIDO ISHARES TR 3.9%

Value ($000) $1,050 Shares 43,519 Est. Cost $23.56 Unrealized —

EWC ISHARES 2.0%

Value ($000) $546 Shares 20,873 Est. Cost $25.27 Unrealized —

EWA ISHARES 1.6%

Value ($000) $429 Shares 21,194 Est. Cost $20.26 Unrealized —

IGHG PROSHARES TR 1.5%

Value ($000) $393 Shares 5,155 Est. Cost $76.24 Unrealized —

HYGH ISHARES U S ETF TR 1.4%

Value ($000) $381 Shares 4,251 Est. Cost $89.63 Unrealized —

HEDJ WISDOMTREE TR 1.4%

Value ($000) $380 Shares 6,626 Est. Cost $57.35 Unrealized —

HYG ISHARES TR 1.3%

Value ($000) $345 Shares 3,982 Est. Cost $86.19 Unrealized —

GLIN VANECK VECTORS ETF TR 1.1%

Value ($000) $296 Shares 7,257 Est. Cost $40.79 Unrealized —

— VANECK VECTORS ETF TR 1.0%

Value ($000) $272 Shares 12,800 Est. Cost $21.25 Unrealized —

ILF ISHARES TR 1.0%

Value ($000) $267 Shares 9,681 Est. Cost $27.81 Unrealized —

LQD ISHARES TR 1.0%

Value ($000) $260 Shares 2,217 Est. Cost $123.23 Unrealized —

EWT ISHARES INC 1.0%

Value ($000) $257 Shares 8,757 Est. Cost $29.35 Unrealized —

EWZ ISHARES 0.9%

Value ($000) $247 Shares 7,400 Est. Cost $33.38 Unrealized —

ASHR DBX ETF TR 0.9%

Value ($000) $237 Shares 10,100 Est. Cost $23.47 Unrealized —

DXJ WISDOMTREE TR 0.9%

Value ($000) $235 Shares 4,735 Est. Cost $49.63 Unrealized —

COMT ISHARES U S ETF TR 0.8%

Value ($000) $227 Shares 6,611 Est. Cost $34.34 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	40,222	$8,991	33.6%	$216.35	—	TR UNIT	78462F103
GOVT	ISHARES TR	168,166	$4,192	15.7%	$26.17	—	US TREASURY ETF	46429B267
EZU	ISHARES	98,039	$3,392	12.7%	$32.63	—	MSCI EURZONE ETF	464286608
AAXJ	ISHARES TR	28,836	$1,584	5.9%	$56.57	—	MSCI AC ASIA ETF	464288182
HDB	HDFC BANK LTD	24,184	$1,467	5.5%	$65.76	—	ADR REPS 3 SHS	40415F101
EWJ	ISHARES INC	26,430	$1,291	4.8%	$48.85	—	MSCI JAPAN ETF NEW	46434G822
EIDO	ISHARES TR	43,519	$1,050	3.9%	$23.56	—	MSCI INDONIA ETF	46429B309
EWC	ISHARES	20,873	$546	2.0%	$25.27	—	MSCI CDA ETF	464286509
EWA	ISHARES	21,194	$429	1.6%	$20.26	—	MSCI AUST ETF	464286103
IGHG	PROSHARES TR	5,155	$393	1.5%	$76.24	—	INVT INT RT HG	74347B607
HYGH	ISHARES U S ETF TR	4,251	$381	1.4%	$89.63	—	IT RT HDG HGYL	46431W606
HEDJ	WISDOMTREE TR	6,626	$380	1.4%	$57.35	—	EUROPE HEDGED EQ	97717X701
HYG	ISHARES TR	3,982	$345	1.3%	$86.19	—	IBOXX HI YD ETF	464288513
GLIN	VANECK VECTORS ETF TR	7,257	$296	1.1%	$40.79	—	INDIA SMALL CAP	92189F767
—	VANECK VECTORS ETF TR	12,800	$272	1.0%	$21.25	—	RUSSIA ETF	92189F403
ILF	ISHARES TR	9,681	$267	1.0%	$27.81	—	LATN AMER 40 ETF	464287390
LQD	ISHARES TR	2,217	$260	1.0%	$123.23	—	IBOXX INV CP ETF	464287242
EWT	ISHARES INC	8,757	$257	1.0%	$29.35	—	MSCI TAIWAN ETF	46434G772
EWZ	ISHARES	7,400	$247	0.9%	$33.38	—	MSCI BRZ CAP ETF	464286400
ASHR	DBX ETF TR	10,100	$237	0.9%	$23.47	—	DBXTR HAR CS 300	233051879
DXJ	WISDOMTREE TR	4,735	$235	0.9%	$49.63	—	JAPN HEDGE EQT	97717W851
COMT	ISHARES U S ETF TR	6,611	$227	0.8%	$34.34	—	COMMOD SEL STG	46431W853