New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q4 2017 (← Previous) (Next →)

Filing Date: Feb 13, 2018

Total Value ($000): $71,909 (100.0% shares, 0.0% debt)

Holdings (19)

SPY SPDR S&P 500 ETF TR 17.6%

Value ($000) $12,652 Shares 47,409 Est. Cost $222.25 Unrealized —

EEM ISHARES TR 13.6%

Value ($000) $9,801 Shares 208,001 Est. Cost $40.43 Unrealized —

EZU ISHARES INC 12.5%

Value ($000) $8,961 Shares 206,581 Est. Cost $37.45 Unrealized —

EIDO ISHARES TR 6.9%

Value ($000) $4,938 Shares 173,693 Est. Cost $26.08 Unrealized —

HDB HDFC BANK LTD 6.4%

Value ($000) $4,575 Shares 44,999 Est. Cost $81.78 Unrealized —

EPOL ISHARES TR 5.9%

Value ($000) $4,242 Shares 156,588 Est. Cost $23.14 Unrealized —

THD ISHARES INC 5.6%

Value ($000) $4,040 Shares 43,672 Est. Cost $81.71 Unrealized —

IBN ICICI BK LTD 5.4%

Value ($000) $3,917 Shares 402,613 Est. Cost $8.89 Unrealized —

EPI WISDOMTREE TR 4.9%

Value ($000) $3,525 Shares 126,599 Est. Cost $27.84 Unrealized —

ASHR DBX ETF TR 4.7%

Value ($000) $3,371 Shares 108,638 Est. Cost $28.11 Unrealized —

— VEDANTA LTD 3.8%

Value ($000) $2,709 Shares 130,050 Est. Cost $19.91 Unrealized —

RDY DR REDDYS LABS LTD 3.5%

Value ($000) $2,528 Shares 67,305 Est. Cost $37.56 Unrealized —

AAXJ ISHARES TR 2.6%

Value ($000) $1,880 Shares 24,649 Est. Cost $59.14 Unrealized —

EWJ ISHARES INC 2.3%

Value ($000) $1,687 Shares 28,150 Est. Cost $50.34 Unrealized —

EWC ISHARES INC 1.3%

Value ($000) $901 Shares 30,389 Est. Cost $26.19 Unrealized —

ILF ISHARES TR 0.9%

Value ($000) $682 Shares 19,948 Est. Cost $32.20 Unrealized —

— POWERSHARES QQQ TRUST 0.8%

Value ($000) $579 Shares 3,720 Est. Cost $138.04 Unrealized —

EMB ISHARES TR 0.8%

Value ($000) $549 Shares 4,726 Est. Cost $114.14 Unrealized —

GLD SPDR GOLD TRUST 0.5%

Value ($000) $372 Shares 3,012 Est. Cost $121.51 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	47,409	$12,652	17.6%	$222.25	—	TR UNIT	78462F103
EEM	ISHARES TR	208,001	$9,801	13.6%	$40.43	—	MSCI EMG MKT ETF	464287234
EZU	ISHARES INC	206,581	$8,961	12.5%	$37.45	—	MSCI EURZONE ETF	464286608
EIDO	ISHARES TR	173,693	$4,938	6.9%	$26.08	—	MSCI INDONIA ETF	46429B309
HDB	HDFC BANK LTD	44,999	$4,575	6.4%	$81.78	—	ADR REPS 3 SHS	40415F101
EPOL	ISHARES TR	156,588	$4,242	5.9%	$23.14	—	MSCI POLAND ETF	46429B606
THD	ISHARES INC	43,672	$4,040	5.6%	$81.71	—	MSCI THAILND ETF	464286624
IBN	ICICI BK LTD	402,613	$3,917	5.4%	$8.89	—	ADR	45104G104
EPI	WISDOMTREE TR	126,599	$3,525	4.9%	$27.84	—	INDIA ERNGS FD	97717W422
ASHR	DBX ETF TR	108,638	$3,371	4.7%	$28.11	—	XTRACK HRVST CSI	233051879
—	VEDANTA LTD	130,050	$2,709	3.8%	$19.91	—	SPONSORED ADR	92242Y100
RDY	DR REDDYS LABS LTD	67,305	$2,528	3.5%	$37.56	—	ADR	256135203
AAXJ	ISHARES TR	24,649	$1,880	2.6%	$59.14	—	MSCI AC ASIA ETF	464288182
EWJ	ISHARES INC	28,150	$1,687	2.3%	$50.34	—	MSCI JAPAN ETF NEW	46434G822
EWC	ISHARES INC	30,389	$901	1.3%	$26.19	—	MSCI CDA ETF	464286509
ILF	ISHARES TR	19,948	$682	0.9%	$32.20	—	LATN AMER 40 ETF	464287390
—	POWERSHARES QQQ TRUST	3,720	$579	0.8%	$138.04	—	UNIT SER 1	73935A104
EMB	ISHARES TR	4,726	$549	0.8%	$114.14	—	JPMORGAN USD EMG	464288281
GLD	SPDR GOLD TRUST	3,012	$372	0.5%	$121.51	—	GOLD SHS	78463V107