New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q1 2018 (← Previous) (Next →)

Filing Date: May 15, 2018

Total Value ($000): $71,829 (100.0% shares, 0.0% debt)

Holdings (39)

EZU ISHARES INC 18.1%

Value ($000) $13,026 Shares 300,488 Est. Cost $39.29 Unrealized —

EEM ISHARES TR 14.0%

Value ($000) $10,042 Shares 208,001 Est. Cost $40.43 Unrealized —

SPY SPDR S&P 500 ETF TR 9.3%

Value ($000) $6,680 Shares 25,383 Est. Cost $222.25 Unrealized —

HDB HDFC BANK LTD 6.9%

Value ($000) $4,930 Shares 49,911 Est. Cost $83.45 Unrealized —

THD ISHARES INC 6.1%

Value ($000) $4,354 Shares 43,672 Est. Cost $81.71 Unrealized —

ASHR DBX ETF TR 4.7%

Value ($000) $3,392 Shares 108,441 Est. Cost $28.11 Unrealized —

EWJ ISHARES INC 4.5%

Value ($000) $3,249 Shares 53,548 Est. Cost $55.24 Unrealized —

AAXJ ISHARES TR 4.3%

Value ($000) $3,072 Shares 39,623 Est. Cost $66.09 Unrealized —

EIDO ISHARES TR 3.7%

Value ($000) $2,672 Shares 99,108 Est. Cost $26.08 Unrealized —

EPOL ISHARES TR 3.7%

Value ($000) $2,628 Shares 104,687 Est. Cost $23.14 Unrealized —

INFY INFOSYS LTD 3.4%

Value ($000) $2,478 Shares 138,800 Est. Cost $17.85 Unrealized —

— VEDANTA LTD 3.2%

Value ($000) $2,285 Shares 130,050 Est. Cost $19.91 Unrealized —

RDY DR REDDYS LABS LTD 3.1%

Value ($000) $2,200 Shares 67,305 Est. Cost $37.56 Unrealized —

IBN ICICI BK LTD 2.1%

Value ($000) $1,544 Shares 174,433 Est. Cost $8.89 Unrealized —

EPI WISDOMTREE TR 2.1%

Value ($000) $1,487 Shares 56,730 Est. Cost $27.84 Unrealized —

EWA ISHARES INC 1.5%

Value ($000) $1,043 Shares 47,388 Est. Cost $22.01 Unrealized —

ILF ISHARES TR 1.2%

Value ($000) $865 Shares 23,033 Est. Cost $32.92 Unrealized —

GLD SPDR GOLD TRUST 1.0%

Value ($000) $721 Shares 5,735 Est. Cost $123.51 Unrealized —

EWC ISHARES INC 0.9%

Value ($000) $673 Shares 24,426 Est. Cost $26.19 Unrealized —

USNA USANA HEALTH SCIENCES INC 0.4%

Value ($000) $274 Shares 3,195 Est. Cost $77.44 Unrealized 0.0%

— SYNTEL INC 0.4%

Value ($000) $252 Shares 9,889 Est. Cost $25.48 Unrealized —

— MSG NETWORK INC 0.3%

Value ($000) $249 Shares 11,020 Est. Cost $22.60 Unrealized —

— VIACOM INC NEW 0.3%

Value ($000) $242 Shares 7,790 Est. Cost $31.07 Unrealized —

BKE BUCKLE INC 0.3%

Value ($000) $241 Shares 10,879 Est. Cost $9.27 Unrealized 0.0%

AMCX AMC NETWORKS INC 0.3%

Value ($000) $239 Shares 4,629 Est. Cost $51.92 Unrealized 0.0%

KLAC KLA-TENCOR CORP 0.3%

Value ($000) $239 Shares 2,191 Est. Cost $98.66 Unrealized 0.0%

BBY BEST BUY INC 0.3%

Value ($000) $238 Shares 3,394 Est. Cost $53.63 Unrealized 0.0%

DLX DELUXE CORP 0.3%

Value ($000) $237 Shares 3,196 Est. Cost $51.34 Unrealized 0.0%

— TIME WARNER INC 0.3%

Value ($000) $234 Shares 2,471 Est. Cost $94.70 Unrealized —

HRB BLOCK H & R INC 0.3%

Value ($000) $233 Shares 9,157 Est. Cost $19.35 Unrealized 0.0%

OMC OMNICOM GROUP INC 0.3%

Value ($000) $230 Shares 3,171 Est. Cost $56.50 Unrealized 0.0%

IDCC INTERDIGITAL INC 0.3%

Value ($000) $228 Shares 3,094 Est. Cost $76.57 Unrealized 0.0%

INVA INNOVIVA INC 0.3%

Value ($000) $214 Shares 12,828 Est. Cost $15.43 Unrealized 0.0%

— CSRA INC 0.3%

Value ($000) $213 Shares 5,158 Est. Cost $41.30 Unrealized —

— JUNIPER NETWORKS INC 0.3%

Value ($000) $210 Shares 8,646 Est. Cost $24.29 Unrealized —

CVS CVS HEALTH CORP 0.3%

Value ($000) $203 Shares 3,262 Est. Cost $55.85 Unrealized 0.0%

TGNA TEGNA INC 0.3%

Value ($000) $193 Shares 16,973 Est. Cost $13.66 Unrealized 0.0%

GME GAMESTOP CORP NEW 0.2%

Value ($000) $172 Shares 13,663 Est. Cost $3.59 Unrealized 0.0%

— NIC INC 0.2%

Value ($000) $147 Shares 11,080 Est. Cost $13.27 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EZU	ISHARES INC	300,488	$13,026	18.1%	$39.29	—	MSCI EURZONE ETF	464286608
EEM	ISHARES TR	208,001	$10,042	14.0%	$40.43	—	MSCI EMG MKT ETF	464287234
SPY	SPDR S&P 500 ETF TR	25,383	$6,680	9.3%	$222.25	—	TR UNIT	78462F103
HDB	HDFC BANK LTD	49,911	$4,930	6.9%	$83.45	—	ADR REPS 3 SHS	40415F101
THD	ISHARES INC	43,672	$4,354	6.1%	$81.71	—	MSCI THAILND ETF	464286624
ASHR	DBX ETF TR	108,441	$3,392	4.7%	$28.11	—	XTRACK HRVST CSI	233051879
EWJ	ISHARES INC	53,548	$3,249	4.5%	$55.24	—	MSCI JAPAN ETF NEW	46434G822
AAXJ	ISHARES TR	39,623	$3,072	4.3%	$66.09	—	MSCI AC ASIA ETF	464288182
EIDO	ISHARES TR	99,108	$2,672	3.7%	$26.08	—	MSCI INDONIA ETF	46429B309
EPOL	ISHARES TR	104,687	$2,628	3.7%	$23.14	—	MSCI POLAND ETF	46429B606
INFY	INFOSYS LTD	138,800	$2,478	3.4%	$17.85	—	SPONSORED ADR	456788108
—	VEDANTA LTD	130,050	$2,285	3.2%	$19.91	—	SPONSORED ADR	92242Y100
RDY	DR REDDYS LABS LTD	67,305	$2,200	3.1%	$37.56	—	ADR	256135203
IBN	ICICI BK LTD	174,433	$1,544	2.1%	$8.89	—	ADR	45104G104
EPI	WISDOMTREE TR	56,730	$1,487	2.1%	$27.84	—	INDIA ERNGS FD	97717W422
EWA	ISHARES INC	47,388	$1,043	1.5%	$22.01	—	MSCI AUST ETF	464286103
ILF	ISHARES TR	23,033	$865	1.2%	$32.92	—	LATN AMER 40 ETF	464287390
GLD	SPDR GOLD TRUST	5,735	$721	1.0%	$123.51	—	GOLD SHS	78463V107
EWC	ISHARES INC	24,426	$673	0.9%	$26.19	—	MSCI CDA ETF	464286509
USNA	USANA HEALTH SCIENCES INC	3,195	$274	0.4%	$77.44	0.0%	COM	90328M107
—	SYNTEL INC	9,889	$252	0.4%	$25.48	—	COM	87162H103
—	MSG NETWORK INC	11,020	$249	0.3%	$22.60	—	CL A	553573106
—	VIACOM INC NEW	7,790	$242	0.3%	$31.07	—	CL B	92553P201
BKE	BUCKLE INC	10,879	$241	0.3%	$9.27	0.0%	COM	118440106
AMCX	AMC NETWORKS INC	4,629	$239	0.3%	$51.92	0.0%	CL A	00164V103
KLAC	KLA-TENCOR CORP	2,191	$239	0.3%	$98.66	0.0%	COM	482480100
BBY	BEST BUY INC	3,394	$238	0.3%	$53.63	0.0%	COM	086516101
DLX	DELUXE CORP	3,196	$237	0.3%	$51.34	0.0%	COM	248019101
—	TIME WARNER INC	2,471	$234	0.3%	$94.70	—	COM NEW	887317303
HRB	BLOCK H & R INC	9,157	$233	0.3%	$19.35	0.0%	COM	093671105
OMC	OMNICOM GROUP INC	3,171	$230	0.3%	$56.50	0.0%	COM	681919106
IDCC	INTERDIGITAL INC	3,094	$228	0.3%	$76.57	0.0%	COM	45867G101
INVA	INNOVIVA INC	12,828	$214	0.3%	$15.43	0.0%	COM	45781M101
—	CSRA INC	5,158	$213	0.3%	$41.30	—	COM	12650T104
—	JUNIPER NETWORKS INC	8,646	$210	0.3%	$24.29	—	COM	48203R104
CVS	CVS HEALTH CORP	3,262	$203	0.3%	$55.85	0.0%	COM	126650100
TGNA	TEGNA INC	16,973	$193	0.3%	$13.66	0.0%	COM	87901J105
GME	GAMESTOP CORP NEW	13,663	$172	0.2%	$3.59	0.0%	CL A	36467W109
—	NIC INC	11,080	$147	0.2%	$13.27	—	COM	62914B100