New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: May 12, 2017

Total Value ($000): $54,371 (100.0% shares, 0.0% debt)

Holdings (28)

SPY SPDR S&P 500 ETF TR 22.6%

Value ($000) $12,300 Shares 52,176 Est. Cost $220.79 Unrealized —

EEM ISHARES TR 10.2%

Value ($000) $5,560 Shares 141,154 Est. Cost $39.39 Unrealized —

EZU ISHARES 10.2%

Value ($000) $5,555 Shares 147,741 Est. Cost $34.30 Unrealized —

GOVT ISHARES TR 7.7%

Value ($000) $4,165 Shares 166,277 Est. Cost $26.17 Unrealized —

AAXJ ISHARES TR 4.3%

Value ($000) $2,348 Shares 37,305 Est. Cost $58.01 Unrealized —

DXJ WISDOMTREE TR 4.0%

Value ($000) $2,153 Shares 42,535 Est. Cost $50.51 Unrealized —

MMYT MAKEMYTRIP LIMITED MAURITIUS 3.9%

Value ($000) $2,113 Shares 61,056 Est. Cost $32.09 Unrealized 0.0%

EWJ ISHARES INC 3.7%

Value ($000) $1,990 Shares 38,638 Est. Cost $49.69 Unrealized —

HDB HDFC BANK LTD 3.3%

Value ($000) $1,819 Shares 24,184 Est. Cost $65.76 Unrealized —

EWT ISHARES INC 3.3%

Value ($000) $1,771 Shares 53,294 Est. Cost $32.59 Unrealized —

EPOL ISHARES TR 3.0%

Value ($000) $1,604 Shares 74,333 Est. Cost $21.58 Unrealized —

EWZ ISHARES 3.0%

Value ($000) $1,604 Shares 42,812 Est. Cost $36.76 Unrealized —

— VANECK VECTORS ETF TR 2.7%

Value ($000) $1,465 Shares 70,894 Est. Cost $20.77 Unrealized —

EIDO ISHARES TR 2.5%

Value ($000) $1,378 Shares 53,423 Est. Cost $23.97 Unrealized —

THD ISHARES 2.4%

Value ($000) $1,303 Shares 16,707 Est. Cost $77.99 Unrealized —

TIP ISHARES TR 1.9%

Value ($000) $1,043 Shares 9,101 Est. Cost $114.60 Unrealized —

ASHR DBX ETF TR 1.8%

Value ($000) $1,002 Shares 39,883 Est. Cost $24.70 Unrealized —

HYGH ISHARES U S ETF TR 1.3%

Value ($000) $719 Shares 7,904 Est. Cost $90.25 Unrealized —

IGHG PROSHARES TR 1.3%

Value ($000) $718 Shares 9,476 Est. Cost $76.02 Unrealized —

EWC ISHARES 1.2%

Value ($000) $665 Shares 24,752 Est. Cost $25.52 Unrealized —

EWA ISHARES 1.0%

Value ($000) $559 Shares 24,709 Est. Cost $20.60 Unrealized —

HYG ISHARES TR 0.9%

Value ($000) $479 Shares 5,457 Est. Cost $86.62 Unrealized —

LQD ISHARES TR 0.9%

Value ($000) $479 Shares 4,059 Est. Cost $120.86 Unrealized —

HEDJ WISDOMTREE TR 0.7%

Value ($000) $387 Shares 6,166 Est. Cost $57.35 Unrealized —

GLIN VANECK VECTORS ETF TR 0.7%

Value ($000) $384 Shares 7,257 Est. Cost $40.79 Unrealized —

ILF ISHARES TR 0.7%

Value ($000) $363 Shares 11,457 Est. Cost $28.41 Unrealized —

EMB ISHARES TR 0.4%

Value ($000) $241 Shares 2,118 Est. Cost $113.79 Unrealized —

XLI SELECT SECTOR SPDR TR 0.4%

Value ($000) $204 Shares 3,134 Est. Cost $65.09 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	52,176	$12,300	22.6%	$220.79	—	TR UNIT	78462F103
EEM	ISHARES TR	141,154	$5,560	10.2%	$39.39	—	MSCI EMG MKT ETF	464287234
EZU	ISHARES	147,741	$5,555	10.2%	$34.30	—	MSCI EURZONE ETF	464286608
GOVT	ISHARES TR	166,277	$4,165	7.7%	$26.17	—	US TREASURY ETF	46429B267
AAXJ	ISHARES TR	37,305	$2,348	4.3%	$58.01	—	MSCI AC ASIA ETF	464288182
DXJ	WISDOMTREE TR	42,535	$2,153	4.0%	$50.51	—	JAPN HEDGE EQT	97717W851
MMYT	MAKEMYTRIP LIMITED MAURITIUS	61,056	$2,113	3.9%	$32.09	0.0%	SHS	V5633W109
EWJ	ISHARES INC	38,638	$1,990	3.7%	$49.69	—	MSCI JAPAN ETF NEW	46434G822
HDB	HDFC BANK LTD	24,184	$1,819	3.3%	$65.76	—	ADR REPS 3 SHS	40415F101
EWT	ISHARES INC	53,294	$1,771	3.3%	$32.59	—	MSCI TAIWAN ETF	46434G772
EPOL	ISHARES TR	74,333	$1,604	3.0%	$21.58	—	MSCI POL CAP ETF	46429B606
EWZ	ISHARES	42,812	$1,604	3.0%	$36.76	—	MSCI BRZ CAP ETF	464286400
—	VANECK VECTORS ETF TR	70,894	$1,465	2.7%	$20.77	—	RUSSIA ETF	92189F403
EIDO	ISHARES TR	53,423	$1,378	2.5%	$23.97	—	MSCI INDONIA ETF	46429B309
THD	ISHARES	16,707	$1,303	2.4%	$77.99	—	MSCI THI CAP ETF	464286624
TIP	ISHARES TR	9,101	$1,043	1.9%	$114.60	—	TIPS BD ETF	464287176
ASHR	DBX ETF TR	39,883	$1,002	1.8%	$24.70	—	DBXTR HAR CS 300	233051879
HYGH	ISHARES U S ETF TR	7,904	$719	1.3%	$90.25	—	IT RT HDG HGYL	46431W606
IGHG	PROSHARES TR	9,476	$718	1.3%	$76.02	—	INVT INT RT HG	74347B607
EWC	ISHARES	24,752	$665	1.2%	$25.52	—	MSCI CDA ETF	464286509
EWA	ISHARES	24,709	$559	1.0%	$20.60	—	MSCI AUST ETF	464286103
HYG	ISHARES TR	5,457	$479	0.9%	$86.62	—	IBOXX HI YD ETF	464288513
LQD	ISHARES TR	4,059	$479	0.9%	$120.86	—	IBOXX INV CP ETF	464287242
HEDJ	WISDOMTREE TR	6,166	$387	0.7%	$57.35	—	EUROPE HEDGED EQ	97717X701
GLIN	VANECK VECTORS ETF TR	7,257	$384	0.7%	$40.79	—	INDIA SMALL CAP	92189F767
ILF	ISHARES TR	11,457	$363	0.7%	$28.41	—	LATN AMER 40 ETF	464287390
EMB	ISHARES TR	2,118	$241	0.4%	$113.79	—	JP MOR EM MK ETF	464288281
XLI	SELECT SECTOR SPDR TR	3,134	$204	0.4%	$65.09	—	SBI INT-INDS	81369Y704