New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 14, 2018

Total Value ($000): $90,703 (100.0% shares, 0.0% debt)

Holdings (45)

SPY SPDR S&P 500 ETF TR 19.5%

Value ($000) $17,660 Shares 65,100 Est. Cost $252.16 Unrealized —

EEM ISHARES TR 15.9%

Value ($000) $14,466 Shares 333,849 Est. Cost $41.52 Unrealized —

EZU ISHARES INC 13.9%

Value ($000) $12,629 Shares 307,957 Est. Cost $39.34 Unrealized —

HDB HDFC BANK LTD 6.4%

Value ($000) $5,767 Shares 54,911 Est. Cost $85.41 Unrealized —

EWJ ISHARES INC 5.9%

Value ($000) $5,365 Shares 92,643 Est. Cost $56.37 Unrealized —

INFY INFOSYS LTD 5.3%

Value ($000) $4,826 Shares 248,389 Est. Cost $18.55 Unrealized —

BABA ALIBABA GROUP HLDG LTD 5.0%

Value ($000) $4,518 Shares 24,351 Est. Cost $185.54 Unrealized —

AAXJ ISHARES TR 4.5%

Value ($000) $4,090 Shares 57,071 Est. Cost $67.79 Unrealized —

THD ISHARES INC 4.4%

Value ($000) $4,025 Shares 48,922 Est. Cost $81.77 Unrealized —

ASHR DBX ETF TR 3.2%

Value ($000) $2,877 Shares 108,441 Est. Cost $28.11 Unrealized —

EPI WISDOMTREE TR 2.6%

Value ($000) $2,385 Shares 94,746 Est. Cost $26.77 Unrealized —

EWC ISHARES INC 1.7%

Value ($000) $1,521 Shares 53,349 Est. Cost $27.45 Unrealized —

EWA ISHARES INC 1.5%

Value ($000) $1,388 Shares 61,391 Est. Cost $22.15 Unrealized —

— SYNTEL INC 0.5%

Value ($000) $416 Shares 12,952 Est. Cost $27.05 Unrealized —

USNA USANA HEALTH SCIENCES INC 0.4%

Value ($000) $403 Shares 3,494 Est. Cost $80.17 Unrealized +36.4%

KSA ISHARES TR 0.4%

Value ($000) $401 Shares 12,790 Est. Cost $31.35 Unrealized —

BKE BUCKLE INC 0.4%

Value ($000) $390 Shares 14,506 Est. Cost $9.74 Unrealized +14.5%

AMCX AMC NETWORKS INC 0.4%

Value ($000) $376 Shares 6,047 Est. Cost $53.12 Unrealized +7.4%

— MSG NETWORK INC 0.4%

Value ($000) $370 Shares 15,461 Est. Cost $22.98 Unrealized —

BBY BEST BUY INC 0.4%

Value ($000) $348 Shares 4,669 Est. Cost $54.15 Unrealized +2.5%

IDCC INTERDIGITAL INC 0.4%

Value ($000) $344 Shares 4,254 Est. Cost $77.38 Unrealized +2.8%

OMC OMNICOM GROUP INC 0.4%

Value ($000) $337 Shares 4,421 Est. Cost $56.38 Unrealized -0.5%

— VIACOM INC NEW 0.4%

Value ($000) $331 Shares 10,980 Est. Cost $30.80 Unrealized —

KLAC KLA-TENCOR CORP 0.3%

Value ($000) $309 Shares 3,018 Est. Cost $98.21 Unrealized -1.2%

CVS CVS HEALTH CORP 0.3%

Value ($000) $301 Shares 4,678 Est. Cost $54.59 Unrealized -5.3%

UTHR UNITED THERAPEUTICS CORP DEL 0.3%

Value ($000) $290 Shares 2,559 Est. Cost $109.92 Unrealized 0.0%

DLX DELUXE CORP 0.3%

Value ($000) $290 Shares 4,386 Est. Cost $50.66 Unrealized -3.6%

HRB BLOCK H & R INC 0.3%

Value ($000) $288 Shares 12,635 Est. Cost $19.43 Unrealized +1.2%

— MICHAELS COS INC 0.3%

Value ($000) $282 Shares 14,716 Est. Cost $19.16 Unrealized —

— EXPRESS SCRIPTS HLDG CO 0.3%

Value ($000) $272 Shares 3,524 Est. Cost $77.19 Unrealized —

— JUNIPER NETWORKS INC 0.3%

Value ($000) $266 Shares 9,702 Est. Cost $24.63 Unrealized —

TGNA TEGNA INC 0.3%

Value ($000) $265 Shares 24,460 Est. Cost $12.80 Unrealized -15.3%

GILD GILEAD SCIENCES INC 0.3%

Value ($000) $262 Shares 3,704 Est. Cost $52.72 Unrealized 0.0%

INVA INNOVIVA INC 0.3%

Value ($000) $252 Shares 18,263 Est. Cost $15.30 Unrealized -2.1%

— NIC INC 0.3%

Value ($000) $238 Shares 15,335 Est. Cost $13.89 Unrealized —

AMGN AMGEN INC 0.3%

Value ($000) $229 Shares 1,240 Est. Cost $140.24 Unrealized 0.0%

HPQ HP INC 0.2%

Value ($000) $225 Shares 9,902 Est. Cost $17.24 Unrealized 0.0%

FFIV F5 NETWORKS INC 0.2%

Value ($000) $223 Shares 1,292 Est. Cost $166.71 Unrealized 0.0%

— DISCOVERY INC 0.2%

Value ($000) $223 Shares 8,104 Est. Cost $27.52 Unrealized —

EGRX EAGLE PHARMACEUTICALS INC 0.2%

Value ($000) $221 Shares 2,918 Est. Cost $62.91 Unrealized 0.0%

— CAPELLA EDUCATION COMPANY 0.2%

Value ($000) $214 Shares 2,173 Est. Cost $98.48 Unrealized —

— TIVITY HEALTH INC 0.2%

Value ($000) $211 Shares 5,999 Est. Cost $35.17 Unrealized —

WDC WESTERN DIGITAL CORP 0.2%

Value ($000) $206 Shares 2,656 Est. Cost $58.47 Unrealized 0.0%

CRUS CIRRUS LOGIC INC 0.2%

Value ($000) $204 Shares 5,312 Est. Cost $38.25 Unrealized 0.0%

GME GAMESTOP CORP NEW 0.2%

Value ($000) $199 Shares 13,663 Est. Cost $3.59 Unrealized -14.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	65,100	$17,660	19.5%	$252.16	—	TR UNIT	78462F103
EEM	ISHARES TR	333,849	$14,466	15.9%	$41.52	—	MSCI EMG MKT ETF	464287234
EZU	ISHARES INC	307,957	$12,629	13.9%	$39.34	—	MSCI EURZONE ETF	464286608
HDB	HDFC BANK LTD	54,911	$5,767	6.4%	$85.41	—	ADR REPS 3 SHS	40415F101
EWJ	ISHARES INC	92,643	$5,365	5.9%	$56.37	—	MSCI JAPAN ETF NEW	46434G822
INFY	INFOSYS LTD	248,389	$4,826	5.3%	$18.55	—	SPONSORED ADR	456788108
BABA	ALIBABA GROUP HLDG LTD	24,351	$4,518	5.0%	$185.54	—	SPONSORED ADS	01609W102
AAXJ	ISHARES TR	57,071	$4,090	4.5%	$67.79	—	MSCI AC ASIA ETF	464288182
THD	ISHARES INC	48,922	$4,025	4.4%	$81.77	—	MSCI THAILND ETF	464286624
ASHR	DBX ETF TR	108,441	$2,877	3.2%	$28.11	—	XTRACK HRVST CSI	233051879
EPI	WISDOMTREE TR	94,746	$2,385	2.6%	$26.77	—	INDIA ERNGS FD	97717W422
EWC	ISHARES INC	53,349	$1,521	1.7%	$27.45	—	MSCI CDA ETF	464286509
EWA	ISHARES INC	61,391	$1,388	1.5%	$22.15	—	MSCI AUST ETF	464286103
—	SYNTEL INC	12,952	$416	0.5%	$27.05	—	COM	87162H103
USNA	USANA HEALTH SCIENCES INC	3,494	$403	0.4%	$80.17	+36.4%	COM	90328M107
KSA	ISHARES TR	12,790	$401	0.4%	$31.35	—	MSCI SAUDI ARBIA	46434V423
BKE	BUCKLE INC	14,506	$390	0.4%	$9.74	+14.5%	COM	118440106
AMCX	AMC NETWORKS INC	6,047	$376	0.4%	$53.12	+7.4%	CL A	00164V103
—	MSG NETWORK INC	15,461	$370	0.4%	$22.98	—	CL A	553573106
BBY	BEST BUY INC	4,669	$348	0.4%	$54.15	+2.5%	COM	086516101
IDCC	INTERDIGITAL INC	4,254	$344	0.4%	$77.38	+2.8%	COM	45867G101
OMC	OMNICOM GROUP INC	4,421	$337	0.4%	$56.38	-0.5%	COM	681919106
—	VIACOM INC NEW	10,980	$331	0.4%	$30.80	—	CL B	92553P201
KLAC	KLA-TENCOR CORP	3,018	$309	0.3%	$98.21	-1.2%	COM	482480100
CVS	CVS HEALTH CORP	4,678	$301	0.3%	$54.59	-5.3%	COM	126650100
UTHR	UNITED THERAPEUTICS CORP DEL	2,559	$290	0.3%	$109.92	0.0%	COM	91307C102
DLX	DELUXE CORP	4,386	$290	0.3%	$50.66	-3.6%	COM	248019101
HRB	BLOCK H & R INC	12,635	$288	0.3%	$19.43	+1.2%	COM	093671105
—	MICHAELS COS INC	14,716	$282	0.3%	$19.16	—	COM	59408Q106
—	EXPRESS SCRIPTS HLDG CO	3,524	$272	0.3%	$77.19	—	COM	30219G108
—	JUNIPER NETWORKS INC	9,702	$266	0.3%	$24.63	—	COM	48203R104
TGNA	TEGNA INC	24,460	$265	0.3%	$12.80	-15.3%	COM	87901J105
GILD	GILEAD SCIENCES INC	3,704	$262	0.3%	$52.72	0.0%	COM	375558103
INVA	INNOVIVA INC	18,263	$252	0.3%	$15.30	-2.1%	COM	45781M101
—	NIC INC	15,335	$238	0.3%	$13.89	—	COM	62914B100
AMGN	AMGEN INC	1,240	$229	0.3%	$140.24	0.0%	COM	031162100
HPQ	HP INC	9,902	$225	0.2%	$17.24	0.0%	COM	40434L105
FFIV	F5 NETWORKS INC	1,292	$223	0.2%	$166.71	0.0%	COM	315616102
—	DISCOVERY INC	8,104	$223	0.2%	$27.52	—	COM SER A	25470F104
EGRX	EAGLE PHARMACEUTICALS INC	2,918	$221	0.2%	$62.91	0.0%	COM	269796108
—	CAPELLA EDUCATION COMPANY	2,173	$214	0.2%	$98.48	—	COM	139594105
—	TIVITY HEALTH INC	5,999	$211	0.2%	$35.17	—	COM	88870R102
WDC	WESTERN DIGITAL CORP	2,656	$206	0.2%	$58.47	0.0%	COM	958102105
CRUS	CIRRUS LOGIC INC	5,312	$204	0.2%	$38.25	0.0%	COM	172755100
GME	GAMESTOP CORP NEW	13,663	$199	0.2%	$3.59	-14.0%	CL A	36467W109