New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 13, 2017

Total Value ($000): $78,336 (100.0% shares, 0.0% debt)

Holdings (29)

SPY SPDR S&P 500 ETF TR 16.7%

Value ($000) $13,077 Shares 52,052 Est. Cost $222.25 Unrealized —

EEM ISHARES TR 11.9%

Value ($000) $9,321 Shares 208,001 Est. Cost $40.43 Unrealized —

EZU ISHARES INC 8.4%

Value ($000) $6,598 Shares 152,304 Est. Cost $35.34 Unrealized —

GOVT ISHARES TR 6.9%

Value ($000) $5,442 Shares 215,602 Est. Cost $25.95 Unrealized —

IBN ICICI BK LTD 6.1%

Value ($000) $4,804 Shares 561,193 Est. Cost $8.89 Unrealized —

EIDO ISHARES TR 5.9%

Value ($000) $4,636 Shares 173,693 Est. Cost $26.08 Unrealized —

EPOL ISHARES TR 5.3%

Value ($000) $4,153 Shares 156,588 Est. Cost $23.14 Unrealized —

EWT ISHARES INC 5.0%

Value ($000) $3,911 Shares 108,336 Est. Cost $34.23 Unrealized —

AAXJ ISHARES TR 3.8%

Value ($000) $2,968 Shares 41,101 Est. Cost $59.14 Unrealized —

HDB HDFC BANK LTD 3.6%

Value ($000) $2,817 Shares 29,232 Est. Cost $71.05 Unrealized —

THD ISHARES INC 3.6%

Value ($000) $2,805 Shares 32,445 Est. Cost $77.97 Unrealized —

EWJ ISHARES INC 3.0%

Value ($000) $2,341 Shares 42,018 Est. Cost $50.34 Unrealized —

ASHR DBX ETF TR 2.8%

Value ($000) $2,200 Shares 75,360 Est. Cost $26.82 Unrealized —

MMYT MAKEMYTRIP LIMITED MAURITIUS 2.7%

Value ($000) $2,130 Shares 74,077 Est. Cost $32.55 Unrealized -1.8%

— VANECK VECTORS ETF TR 2.3%

Value ($000) $1,840 Shares 82,527 Est. Cost $20.54 Unrealized —

— VEDANTA LTD 2.0%

Value ($000) $1,587 Shares 81,958 Est. Cost $19.36 Unrealized —

GLIN VANECK VECTORS ETF TR 1.2%

Value ($000) $905 Shares 15,945 Est. Cost $49.22 Unrealized —

IGHG PROSHARES TR 1.1%

Value ($000) $829 Shares 10,764 Est. Cost $76.09 Unrealized —

HYGH ISHARES U S ETF TR 1.0%

Value ($000) $819 Shares 8,926 Est. Cost $90.38 Unrealized —

EWC ISHARES INC 1.0%

Value ($000) $777 Shares 26,839 Est. Cost $25.74 Unrealized —

ILF ISHARES TR 0.8%

Value ($000) $619 Shares 17,628 Est. Cost $31.94 Unrealized —

EWA ISHARES INC 0.8%

Value ($000) $607 Shares 27,036 Est. Cost $20.73 Unrealized —

LQD ISHARES TR 0.7%

Value ($000) $551 Shares 4,547 Est. Cost $120.81 Unrealized —

EMB ISHARES TR 0.7%

Value ($000) $550 Shares 4,726 Est. Cost $114.14 Unrealized —

HYG ISHARES TR 0.7%

Value ($000) $546 Shares 6,155 Est. Cost $86.84 Unrealized —

— POWERSHARES QQQ TRUST 0.7%

Value ($000) $541 Shares 3,720 Est. Cost $138.04 Unrealized —

GLD SPDR GOLD TRUST 0.5%

Value ($000) $366 Shares 3,012 Est. Cost $121.51 Unrealized —

EZA ISHARES INC 0.4%

Value ($000) $311 Shares 5,301 Est. Cost $58.67 Unrealized —

IBND SPDR SERIES TRUST 0.4%

Value ($000) $285 Shares 8,261 Est. Cost $33.32 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	52,052	$13,077	16.7%	$222.25	—	TR UNIT	78462F103
EEM	ISHARES TR	208,001	$9,321	11.9%	$40.43	—	MSCI EMG MKT ETF	464287234
EZU	ISHARES INC	152,304	$6,598	8.4%	$35.34	—	MSCI EURZONE ETF	464286608
GOVT	ISHARES TR	215,602	$5,442	6.9%	$25.95	—	US TREAS BD ETF	46429B267
IBN	ICICI BK LTD	561,193	$4,804	6.1%	$8.89	—	ADR	45104G104
EIDO	ISHARES TR	173,693	$4,636	5.9%	$26.08	—	MSCI INDONIA ETF	46429B309
EPOL	ISHARES TR	156,588	$4,153	5.3%	$23.14	—	MCSI POL CAP ETF	46429B606
EWT	ISHARES INC	108,336	$3,911	5.0%	$34.23	—	MSCI TAIWAN ETF	46434G772
AAXJ	ISHARES TR	41,101	$2,968	3.8%	$59.14	—	MSCI AC ASIA ETF	464288182
HDB	HDFC BANK LTD	29,232	$2,817	3.6%	$71.05	—	ADR REPS 3 SHS	40415F101
THD	ISHARES INC	32,445	$2,805	3.6%	$77.97	—	MSCI THI CAP ETF	464286624
EWJ	ISHARES INC	42,018	$2,341	3.0%	$50.34	—	MSCI JPN ETF NEW	46434G822
ASHR	DBX ETF TR	75,360	$2,200	2.8%	$26.82	—	DBXTR HAR CS 300	233051879
MMYT	MAKEMYTRIP LIMITED MAURITIUS	74,077	$2,130	2.7%	$32.55	-1.8%	SHS	V5633W109
—	VANECK VECTORS ETF TR	82,527	$1,840	2.3%	$20.54	—	RUSSIA ETF	92189F403
—	VEDANTA LTD	81,958	$1,587	2.0%	$19.36	—	SPONSORED ADR	92242Y100
GLIN	VANECK VECTORS ETF TR	15,945	$905	1.2%	$49.22	—	INDIA SMALL CAP	92189F767
IGHG	PROSHARES TR	10,764	$829	1.1%	$76.09	—	INVT INT RT HG	74347B607
HYGH	ISHARES U S ETF TR	8,926	$819	1.0%	$90.38	—	IT RT HDG HGYL	46431W606
EWC	ISHARES INC	26,839	$777	1.0%	$25.74	—	MSCI CDA ETF	464286509
ILF	ISHARES TR	17,628	$619	0.8%	$31.94	—	LATN AMER 40 ETF	464287390
EWA	ISHARES INC	27,036	$607	0.8%	$20.73	—	MSCI AUST ETF	464286103
LQD	ISHARES TR	4,547	$551	0.7%	$120.81	—	IBOXX INV CP ETF	464287242
EMB	ISHARES TR	4,726	$550	0.7%	$114.14	—	JPMORGAN USD EMG	464288281
HYG	ISHARES TR	6,155	$546	0.7%	$86.84	—	IBOXX HI YD ETF	464288513
—	POWERSHARES QQQ TRUST	3,720	$541	0.7%	$138.04	—	UNIT SER 1	73935A104
GLD	SPDR GOLD TRUST	3,012	$366	0.5%	$121.51	—	GOLD SHS	78463V107
EZA	ISHARES INC	5,301	$311	0.4%	$58.67	—	MSCI STH AFR ETF	464286780
IBND	SPDR SERIES TRUST	8,261	$285	0.4%	$33.32	—	BLOMBRG BRC INTL	78464A151