New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 14, 2017

Total Value ($000): $66,512 (100.0% shares, 0.0% debt)

Holdings (28)

SPY SPDR S&P 500 ETF TR 18.0%

Value ($000) $11,983 Shares 49,559 Est. Cost $220.79 Unrealized —

EEM ISHARES TR 11.5%

Value ($000) $7,620 Shares 184,112 Est. Cost $39.86 Unrealized —

GOVT ISHARES TR 8.3%

Value ($000) $5,540 Shares 219,311 Est. Cost $25.95 Unrealized —

EZU ISHARES 8.2%

Value ($000) $5,436 Shares 134,809 Est. Cost $34.30 Unrealized —

IBN ICICI BK LTD 6.1%

Value ($000) $4,045 Shares 451,000 Est. Cost $8.97 Unrealized —

EWT ISHARES INC 5.5%

Value ($000) $3,629 Shares 101,472 Est. Cost $34.10 Unrealized —

EPOL ISHARES TR 5.3%

Value ($000) $3,556 Shares 146,442 Est. Cost $22.91 Unrealized —

EIDO ISHARES TR 5.2%

Value ($000) $3,460 Shares 127,160 Est. Cost $25.85 Unrealized —

AAXJ ISHARES TR 3.9%

Value ($000) $2,624 Shares 38,908 Est. Cost $58.40 Unrealized —

THD ISHARES 3.8%

Value ($000) $2,529 Shares 32,445 Est. Cost $77.97 Unrealized —

MMYT MAKEMYTRIP LIMITED MAURITIUS 3.7%

Value ($000) $2,485 Shares 74,077 Est. Cost $32.55 Unrealized +6.7%

HDB HDFC BANK LTD 3.2%

Value ($000) $2,103 Shares 24,184 Est. Cost $65.76 Unrealized —

EWJ ISHARES INC 3.0%

Value ($000) $2,010 Shares 37,466 Est. Cost $49.69 Unrealized —

— VANECK VECTORS ETF TR 2.4%

Value ($000) $1,582 Shares 82,527 Est. Cost $20.54 Unrealized —

ASHR DBX ETF TR 1.6%

Value ($000) $1,087 Shares 39,883 Est. Cost $24.70 Unrealized —

IGHG PROSHARES TR 1.3%

Value ($000) $838 Shares 10,949 Est. Cost $76.09 Unrealized —

HYGH ISHARES U S ETF TR 1.2%

Value ($000) $829 Shares 9,080 Est. Cost $90.38 Unrealized —

EWC ISHARES 1.0%

Value ($000) $680 Shares 25,408 Est. Cost $25.55 Unrealized —

GLIN VANECK VECTORS ETF TR 1.0%

Value ($000) $647 Shares 11,601 Est. Cost $46.40 Unrealized —

LQD ISHARES TR 0.8%

Value ($000) $557 Shares 4,625 Est. Cost $120.81 Unrealized —

EWA ISHARES 0.8%

Value ($000) $555 Shares 25,594 Est. Cost $20.64 Unrealized —

HYG ISHARES TR 0.8%

Value ($000) $553 Shares 6,261 Est. Cost $86.84 Unrealized —

EMB ISHARES TR 0.8%

Value ($000) $550 Shares 4,807 Est. Cost $114.14 Unrealized —

— POWERSHARES QQQ TRUST 0.7%

Value ($000) $493 Shares 3,579 Est. Cost $137.75 Unrealized —

HEDJ WISDOMTREE TR 0.6%

Value ($000) $368 Shares 5,903 Est. Cost $57.35 Unrealized —

IBND SPDR SERIES TRUST 0.4%

Value ($000) $280 Shares 8,404 Est. Cost $33.32 Unrealized —

ILF ISHARES TR 0.4%

Value ($000) $253 Shares 8,344 Est. Cost $28.41 Unrealized —

— SPDR INDEX SHS FDS 0.3%

Value ($000) $220 Shares 7,510 Est. Cost $29.29 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	49,559	$11,983	18.0%	$220.79	—	TR UNIT	78462F103
EEM	ISHARES TR	184,112	$7,620	11.5%	$39.86	—	MSCI EMG MKT ETF	464287234
GOVT	ISHARES TR	219,311	$5,540	8.3%	$25.95	—	US TREASURY ETF	46429B267
EZU	ISHARES	134,809	$5,436	8.2%	$34.30	—	MSCI EURZONE ETF	464286608
IBN	ICICI BK LTD	451,000	$4,045	6.1%	$8.97	—	ADR	45104G104
EWT	ISHARES INC	101,472	$3,629	5.5%	$34.10	—	MSCI TAIWAN ETF	46434G772
EPOL	ISHARES TR	146,442	$3,556	5.3%	$22.91	—	MSCI POL CAP ETF	46429B606
EIDO	ISHARES TR	127,160	$3,460	5.2%	$25.85	—	MSCI INDONIA ETF	46429B309
AAXJ	ISHARES TR	38,908	$2,624	3.9%	$58.40	—	MSCI AC ASIA ETF	464288182
THD	ISHARES	32,445	$2,529	3.8%	$77.97	—	MSCI THI CAP ETF	464286624
MMYT	MAKEMYTRIP LIMITED MAURITIUS	74,077	$2,485	3.7%	$32.55	+6.7%	SHS	V5633W109
HDB	HDFC BANK LTD	24,184	$2,103	3.2%	$65.76	—	ADR REPS 3 SHS	40415F101
EWJ	ISHARES INC	37,466	$2,010	3.0%	$49.69	—	MSCI JAPAN ETF NEW	46434G822
—	VANECK VECTORS ETF TR	82,527	$1,582	2.4%	$20.54	—	RUSSIA ETF	92189F403
ASHR	DBX ETF TR	39,883	$1,087	1.6%	$24.70	—	DBXTR HAR CS 300	233051879
IGHG	PROSHARES TR	10,949	$838	1.3%	$76.09	—	INVT INT RT HG	74347B607
HYGH	ISHARES U S ETF TR	9,080	$829	1.2%	$90.38	—	IT RT HDG HGYL	46431W606
EWC	ISHARES	25,408	$680	1.0%	$25.55	—	MSCI CDA ETF	464286509
GLIN	VANECK VECTORS ETF TR	11,601	$647	1.0%	$46.40	—	INDIA SMALL CAP	92189F767
LQD	ISHARES TR	4,625	$557	0.8%	$120.81	—	IBOXX INV CP ETF	464287242
EWA	ISHARES	25,594	$555	0.8%	$20.64	—	MSCI AUST ETF	464286103
HYG	ISHARES TR	6,261	$553	0.8%	$86.84	—	IBOXX HI YD ETF	464288513
EMB	ISHARES TR	4,807	$550	0.8%	$114.14	—	JP MOR EM MK ETF	464288281
—	POWERSHARES QQQ TRUST	3,579	$493	0.7%	$137.75	—	UNIT SER 1	73935A104
HEDJ	WISDOMTREE TR	5,903	$368	0.6%	$57.35	—	EUROPE HEDGED EQ	97717X701
IBND	SPDR SERIES TRUST	8,404	$280	0.4%	$33.32	—	BLOMBRG BRC INTL	78464A151
ILF	ISHARES TR	8,344	$253	0.4%	$28.41	—	LATN AMER 40 ETF	464287390
—	SPDR INDEX SHS FDS	7,510	$220	0.3%	$29.29	—	EUROPE ETF	78463X608