New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 13, 2018

Total Value ($000): $96,360 (100.0% shares, 0.0% debt)

Holdings (47)

VEU VANGUARD INTL EQUITY INDEX F 27.4%

Value ($000) $26,445 Shares 508,060 Est. Cost $52.05 Unrealized —

SPY SPDR S&P 500 ETF TR 19.6%

Value ($000) $18,926 Shares 65,102 Est. Cost $252.16 Unrealized —

EEM ISHARES INC 17.4%

Value ($000) $16,799 Shares 391,408 Est. Cost $41.73 Unrealized —

HDB HDFC BANK LTD 5.4%

Value ($000) $5,167 Shares 54,911 Est. Cost $85.41 Unrealized —

INFY INFOSYS LTD 5.2%

Value ($000) $5,052 Shares 496,778 Est. Cost $14.36 Unrealized —

THD ISHARES INC 4.8%

Value ($000) $4,613 Shares 48,922 Est. Cost $81.77 Unrealized —

IVV ISHARES TR 2.6%

Value ($000) $2,546 Shares 8,697 Est. Cost $292.74 Unrealized —

IBN ICICI BK LTD 2.3%

Value ($000) $2,179 Shares 256,674 Est. Cost $8.49 Unrealized —

EZU ISHARES INC 1.4%

Value ($000) $1,373 Shares 33,475 Est. Cost $39.34 Unrealized —

FEZ SPDR INDEX SHS FDS 1.3%

Value ($000) $1,209 Shares 31,599 Est. Cost $38.26 Unrealized —

— JP MORGAN EXCHANGE TRADED FD 0.6%

Value ($000) $572 Shares 22,915 Est. Cost $24.96 Unrealized —

— SYNTEL INC 0.6%

Value ($000) $531 Shares 12,952 Est. Cost $27.05 Unrealized —

GLIN VANECK VECTORS ETF TR 0.5%

Value ($000) $514 Shares 12,830 Est. Cost $40.06 Unrealized —

EWJ ISHARES INC 0.5%

Value ($000) $482 Shares 8,008 Est. Cost $56.37 Unrealized —

AMCX AMC NETWORKS INC 0.4%

Value ($000) $427 Shares 6,439 Est. Cost $53.68 Unrealized +16.2%

— MSG NETWORK INC 0.4%

Value ($000) $425 Shares 16,459 Est. Cost $23.15 Unrealized —

USNA USANA HEALTH SCIENCES INC 0.4%

Value ($000) $421 Shares 3,494 Est. Cost $80.17 Unrealized +54.8%

— VIACOM INC NEW 0.4%

Value ($000) $398 Shares 11,793 Est. Cost $31.00 Unrealized —

BBY BEST BUY INC 0.4%

Value ($000) $395 Shares 4,981 Est. Cost $54.42 Unrealized +7.5%

CVS CVS HEALTH CORP 0.4%

Value ($000) $395 Shares 5,020 Est. Cost $54.72 Unrealized +3.2%

IDCC INTERDIGITAL INC 0.4%

Value ($000) $363 Shares 4,540 Est. Cost $77.67 Unrealized +5.5%

— EXPRESS SCRIPTS HLDG CO 0.4%

Value ($000) $363 Shares 3,818 Est. Cost $78.56 Unrealized —

EWC ISHARES INC 0.4%

Value ($000) $358 Shares 12,430 Est. Cost $27.45 Unrealized —

BKE BUCKLE INC 0.4%

Value ($000) $357 Shares 15,488 Est. Cost $9.83 Unrealized +14.0%

HRB BLOCK H & R INC 0.4%

Value ($000) $349 Shares 13,571 Est. Cost $19.41 Unrealized -2.0%

KLAC KLA-TENCOR CORP 0.3%

Value ($000) $328 Shares 3,221 Est. Cost $98.21 Unrealized -0.0%

UTHR UNITED THERAPEUTICS CORP DEL 0.3%

Value ($000) $327 Shares 2,559 Est. Cost $109.92 Unrealized +12.5%

OMC OMNICOM GROUP INC 0.3%

Value ($000) $324 Shares 4,766 Est. Cost $56.18 Unrealized -4.5%

TGNA TEGNA INC 0.3%

Value ($000) $318 Shares 26,616 Est. Cost $12.68 Unrealized -10.4%

INVA INNOVIVA INC 0.3%

Value ($000) $304 Shares 19,936 Est. Cost $15.22 Unrealized -5.4%

— JUNIPER NETWORKS INC 0.3%

Value ($000) $291 Shares 9,702 Est. Cost $24.63 Unrealized —

GILD GILEAD SCIENCES INC 0.3%

Value ($000) $287 Shares 3,722 Est. Cost $52.72 Unrealized +7.8%

AMGN AMGEN INC 0.3%

Value ($000) $282 Shares 1,360 Est. Cost $141.75 Unrealized +11.0%

HPQ HP INC 0.3%

Value ($000) $281 Shares 10,919 Est. Cost $17.38 Unrealized +8.1%

— DISCOVERY INC 0.3%

Value ($000) $259 Shares 8,104 Est. Cost $27.52 Unrealized —

— MICHAELS COS INC 0.3%

Value ($000) $258 Shares 15,889 Est. Cost $18.95 Unrealized —

FFIV F5 NETWORKS INC 0.3%

Value ($000) $258 Shares 1,292 Est. Cost $166.71 Unrealized +9.8%

DLX DELUXE CORP 0.3%

Value ($000) $251 Shares 4,410 Est. Cost $50.66 Unrealized -16.7%

— NIC INC 0.3%

Value ($000) $248 Shares 16,786 Est. Cost $13.97 Unrealized —

ALSN ALLISON TRANSMISSION HLDGS I 0.2%

Value ($000) $218 Shares 4,189 Est. Cost $41.70 Unrealized 0.0%

CSCO CISCO SYS INC 0.2%

Value ($000) $218 Shares 4,480 Est. Cost $36.04 Unrealized 0.0%

— TIVITY HEALTH INC 0.2%

Value ($000) $215 Shares 6,699 Est. Cost $34.85 Unrealized —

— DUN & BRADSTREET CORP DEL NE 0.2%

Value ($000) $212 Shares 1,485 Est. Cost $142.76 Unrealized —

GME GAMESTOP CORP NEW 0.2%

Value ($000) $209 Shares 13,663 Est. Cost $3.59 Unrealized -1.5%

BIIB BIOGEN INC 0.2%

Value ($000) $206 Shares 582 Est. Cost $344.30 Unrealized 0.0%

CRUS CIRRUS LOGIC INC 0.2%

Value ($000) $205 Shares 5,312 Est. Cost $38.25 Unrealized +8.5%

EGRX EAGLE PHARMACEUTICALS INC 0.2%

Value ($000) $202 Shares 2,918 Est. Cost $62.91 Unrealized +20.5%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VEU	VANGUARD INTL EQUITY INDEX F	508,060	$26,445	27.4%	$52.05	—	ALLWRLD EX US	922042775
SPY	SPDR S&P 500 ETF TR	65,102	$18,926	19.6%	$252.16	—	TR UNIT	78462F103
EEM	ISHARES INC	391,408	$16,799	17.4%	$41.73	—	MSCI EMG MKT ETF	464287234
HDB	HDFC BANK LTD	54,911	$5,167	5.4%	$85.41	—	ADR REPS 3 SHS	40415F101
INFY	INFOSYS LTD	496,778	$5,052	5.2%	$14.36	—	SPONSORED ADR	456788108
THD	ISHARES INC	48,922	$4,613	4.8%	$81.77	—	MSCI THAILND ETF	464286624
IVV	ISHARES TR	8,697	$2,546	2.6%	$292.74	—	CORE S&P500 ETF	464287200
IBN	ICICI BK LTD	256,674	$2,179	2.3%	$8.49	—	ADR	45104G104
EZU	ISHARES INC	33,475	$1,373	1.4%	$39.34	—	MSCI EURZONE ETF	464286608
FEZ	SPDR INDEX SHS FDS	31,599	$1,209	1.3%	$38.26	—	EURO STOXX 50	78463X202
—	JP MORGAN EXCHANGE TRADED FD	22,915	$572	0.6%	$24.96	—	BETBULD JAPAN	46641Q712
—	SYNTEL INC	12,952	$531	0.6%	$27.05	—	COM	87162H103
GLIN	VANECK VECTORS ETF TR	12,830	$514	0.5%	$40.06	—	INDIA SMALL CAP	92189F767
EWJ	ISHARES INC	8,008	$482	0.5%	$56.37	—	MSCI JPN ETF NEW	46434G822
AMCX	AMC NETWORKS INC	6,439	$427	0.4%	$53.68	+16.2%	CL A	00164V103
—	MSG NETWORK INC	16,459	$425	0.4%	$23.15	—	CL A	553573106
USNA	USANA HEALTH SCIENCES INC	3,494	$421	0.4%	$80.17	+54.8%	COM	90328M107
—	VIACOM INC NEW	11,793	$398	0.4%	$31.00	—	CL B	92553P201
BBY	BEST BUY INC	4,981	$395	0.4%	$54.42	+7.5%	COM	086516101
CVS	CVS HEALTH CORP	5,020	$395	0.4%	$54.72	+3.2%	COM	126650100
IDCC	INTERDIGITAL INC	4,540	$363	0.4%	$77.67	+5.5%	COM	45867G101
—	EXPRESS SCRIPTS HLDG CO	3,818	$363	0.4%	$78.56	—	COM	30219G108
EWC	ISHARES INC	12,430	$358	0.4%	$27.45	—	MSCI CDA ETF	464286509
BKE	BUCKLE INC	15,488	$357	0.4%	$9.83	+14.0%	COM	118440106
HRB	BLOCK H & R INC	13,571	$349	0.4%	$19.41	-2.0%	COM	093671105
KLAC	KLA-TENCOR CORP	3,221	$328	0.3%	$98.21	-0.0%	COM	482480100
UTHR	UNITED THERAPEUTICS CORP DEL	2,559	$327	0.3%	$109.92	+12.5%	COM	91307C102
OMC	OMNICOM GROUP INC	4,766	$324	0.3%	$56.18	-4.5%	COM	681919106
TGNA	TEGNA INC	26,616	$318	0.3%	$12.68	-10.4%	COM	87901J105
INVA	INNOVIVA INC	19,936	$304	0.3%	$15.22	-5.4%	COM	45781M101
—	JUNIPER NETWORKS INC	9,702	$291	0.3%	$24.63	—	COM	48203R104
GILD	GILEAD SCIENCES INC	3,722	$287	0.3%	$52.72	+7.8%	COM	375558103
AMGN	AMGEN INC	1,360	$282	0.3%	$141.75	+11.0%	COM	031162100
HPQ	HP INC	10,919	$281	0.3%	$17.38	+8.1%	COM	40434L105
—	DISCOVERY INC	8,104	$259	0.3%	$27.52	—	COM SER A	25470F104
—	MICHAELS COS INC	15,889	$258	0.3%	$18.95	—	COM	59408Q106
FFIV	F5 NETWORKS INC	1,292	$258	0.3%	$166.71	+9.8%	COM	315616102
DLX	DELUXE CORP	4,410	$251	0.3%	$50.66	-16.7%	COM	248019101
—	NIC INC	16,786	$248	0.3%	$13.97	—	COM	62914B100
ALSN	ALLISON TRANSMISSION HLDGS I	4,189	$218	0.2%	$41.70	0.0%	COM	01973R101
CSCO	CISCO SYS INC	4,480	$218	0.2%	$36.04	0.0%	COM	17275R102
—	TIVITY HEALTH INC	6,699	$215	0.2%	$34.85	—	COM	88870R102
—	DUN & BRADSTREET CORP DEL NE	1,485	$212	0.2%	$142.76	—	COM	26483E100
GME	GAMESTOP CORP NEW	13,663	$209	0.2%	$3.59	-1.5%	CL A	36467W109
BIIB	BIOGEN INC	582	$206	0.2%	$344.30	0.0%	COM	09062X103
CRUS	CIRRUS LOGIC INC	5,312	$205	0.2%	$38.25	+8.5%	COM	172755100
EGRX	EAGLE PHARMACEUTICALS INC	2,918	$202	0.2%	$62.91	+20.5%	COM	269796108