New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q4 2018 (← Previous) (Next →)

Filing Date: Feb 13, 2019

Total Value ($000): $64,696 (100.0% shares, 0.0% debt)

Holdings (40)

VEU VANGUARD INTL EQUITY INDEX F 31.2%

Value ($000) $20,203 Shares 443,238 Est. Cost $52.05 Unrealized —

IBN ICICI BK LTD 12.2%

Value ($000) $7,921 Shares 769,748 Est. Cost $9.69 Unrealized —

SPY SPDR S&P 500 ETF TR 9.9%

Value ($000) $6,415 Shares 25,670 Est. Cost $252.16 Unrealized —

IVV ISHARES TR 6.5%

Value ($000) $4,198 Shares 16,686 Est. Cost $273.04 Unrealized —

THD ISHARES INC 6.3%

Value ($000) $4,051 Shares 48,922 Est. Cost $81.77 Unrealized —

HDB HDFC BANK LTD 5.2%

Value ($000) $3,365 Shares 32,484 Est. Cost $85.41 Unrealized —

EEM ISHARES TR 3.9%

Value ($000) $2,520 Shares 64,506 Est. Cost $41.73 Unrealized —

RDY DR REDDYS LABS LTD 3.1%

Value ($000) $2,000 Shares 53,050 Est. Cost $37.70 Unrealized —

— JP MORGAN EXCHANGE TRADED FD 2.5%

Value ($000) $1,627 Shares 77,058 Est. Cost $22.26 Unrealized —

GLIN VANECK VECTORS ETF TR 1.6%

Value ($000) $1,043 Shares 24,589 Est. Cost $41.19 Unrealized —

FEZ SPDR INDEX SHS FDS 1.5%

Value ($000) $963 Shares 28,952 Est. Cost $38.26 Unrealized —

EPP ISHARES INC 1.3%

Value ($000) $818 Shares 20,109 Est. Cost $40.68 Unrealized —

EWG ISHARES INC 1.3%

Value ($000) $816 Shares 32,185 Est. Cost $25.35 Unrealized —

— MSG NETWORK INC 0.7%

Value ($000) $475 Shares 20,168 Est. Cost $23.23 Unrealized —

EWC ISHARES INC 0.7%

Value ($000) $457 Shares 19,064 Est. Cost $26.24 Unrealized —

INVA INNOVIVA INC 0.7%

Value ($000) $450 Shares 25,785 Est. Cost $15.45 Unrealized +5.1%

OMC OMNICOM GROUP INC 0.7%

Value ($000) $443 Shares 6,045 Est. Cost $56.40 Unrealized +1.4%

AMCX AMC NETWORKS INC 0.7%

Value ($000) $443 Shares 8,072 Est. Cost $54.65 Unrealized +7.0%

HRB BLOCK H & R INC 0.7%

Value ($000) $433 Shares 17,065 Est. Cost $19.57 Unrealized +3.3%

USNA USANA HEALTH SCIENCES INC 0.6%

Value ($000) $411 Shares 3,494 Est. Cost $80.17 Unrealized +44.2%

— VIACOM INC NEW 0.6%

Value ($000) $383 Shares 14,890 Est. Cost $29.90 Unrealized —

KLAC KLA-TENCOR CORP 0.6%

Value ($000) $378 Shares 4,225 Est. Cost $94.89 Unrealized -11.2%

UTHR UNITED THERAPEUTICS CORP DEL 0.6%

Value ($000) $367 Shares 3,366 Est. Cost $111.36 Unrealized +4.1%

TGNA TEGNA INC 0.6%

Value ($000) $356 Shares 32,760 Est. Cost $12.56 Unrealized -3.9%

IDCC INTERDIGITAL INC 0.5%

Value ($000) $353 Shares 5,307 Est. Cost $76.97 Unrealized -5.4%

CVS CVS HEALTH CORP 0.5%

Value ($000) $329 Shares 5,020 Est. Cost $54.72 Unrealized +8.5%

GILD GILEAD SCIENCES INC 0.5%

Value ($000) $317 Shares 5,071 Est. Cost $52.80 Unrealized +0.4%

HPQ HP INC 0.5%

Value ($000) $308 Shares 15,058 Est. Cost $17.62 Unrealized +3.5%

ALSN ALLISON TRANSMISSION HLDGS I 0.4%

Value ($000) $272 Shares 6,204 Est. Cost $41.59 Unrealized -0.6%

AMGN AMGEN INC 0.4%

Value ($000) $265 Shares 1,360 Est. Cost $141.75 Unrealized +10.6%

— INTERPUBLIC GROUP COS INC 0.4%

Value ($000) $264 Shares 12,774 Est. Cost $17.14 Unrealized 0.0%

— JUNIPER NETWORKS INC 0.4%

Value ($000) $261 Shares 9,702 Est. Cost $24.63 Unrealized —

— DUN & BRADSTREET CORP DEL NE 0.4%

Value ($000) $250 Shares 1,754 Est. Cost $142.73 Unrealized —

DLX DELUXE CORP 0.4%

Value ($000) $246 Shares 6,397 Est. Cost $45.35 Unrealized -26.0%

— TIVITY HEALTH INC 0.4%

Value ($000) $241 Shares 9,729 Est. Cost $31.71 Unrealized —

AEIS ADVANCED ENERGY INDS 0.3%

Value ($000) $221 Shares 5,149 Est. Cost $43.68 Unrealized 0.0%

BIIB BIOGEN INC 0.3%

Value ($000) $221 Shares 733 Est. Cost $339.12 Unrealized -5.9%

FFIV F5 NETWORKS INC 0.3%

Value ($000) $209 Shares 1,292 Est. Cost $166.71 Unrealized +2.9%

— LAM RESEARCH CORP 0.3%

Value ($000) $203 Shares 1,491 Est. Cost $136.15 Unrealized —

— DISCOVERY INC 0.3%

Value ($000) $200 Shares 8,104 Est. Cost $27.52 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VEU	VANGUARD INTL EQUITY INDEX F	443,238	$20,203	31.2%	$52.05	—	ALLWRLD EX US	922042775
IBN	ICICI BK LTD	769,748	$7,921	12.2%	$9.69	—	ADR	45104G104
SPY	SPDR S&P 500 ETF TR	25,670	$6,415	9.9%	$252.16	—	TR UNIT	78462F103
IVV	ISHARES TR	16,686	$4,198	6.5%	$273.04	—	CORE S&P500 ETF	464287200
THD	ISHARES INC	48,922	$4,051	6.3%	$81.77	—	MSCI THAILND ETF	464286624
HDB	HDFC BANK LTD	32,484	$3,365	5.2%	$85.41	—	ADR REPS 3 SHS	40415F101
EEM	ISHARES TR	64,506	$2,520	3.9%	$41.73	—	MSCI EMG MKT ETF	464287234
RDY	DR REDDYS LABS LTD	53,050	$2,000	3.1%	$37.70	—	ADR	256135203
—	JP MORGAN EXCHANGE TRADED FD	77,058	$1,627	2.5%	$22.26	—	BETBULD JAPAN	46641Q712
GLIN	VANECK VECTORS ETF TR	24,589	$1,043	1.6%	$41.19	—	INDIA SMALL CAP	92189F767
FEZ	SPDR INDEX SHS FDS	28,952	$963	1.5%	$38.26	—	EURO STOXX 50	78463X202
EPP	ISHARES INC	20,109	$818	1.3%	$40.68	—	MSCI PAC JP ETF	464286665
EWG	ISHARES INC	32,185	$816	1.3%	$25.35	—	MSCI GERMANY ETF	464286806
—	MSG NETWORK INC	20,168	$475	0.7%	$23.23	—	CL A	553573106
EWC	ISHARES INC	19,064	$457	0.7%	$26.24	—	MSCI CDA ETF	464286509
INVA	INNOVIVA INC	25,785	$450	0.7%	$15.45	+5.1%	COM	45781M101
OMC	OMNICOM GROUP INC	6,045	$443	0.7%	$56.40	+1.4%	COM	681919106
AMCX	AMC NETWORKS INC	8,072	$443	0.7%	$54.65	+7.0%	CL A	00164V103
HRB	BLOCK H & R INC	17,065	$433	0.7%	$19.57	+3.3%	COM	093671105
USNA	USANA HEALTH SCIENCES INC	3,494	$411	0.6%	$80.17	+44.2%	COM	90328M107
—	VIACOM INC NEW	14,890	$383	0.6%	$29.90	—	CL B	92553P201
KLAC	KLA-TENCOR CORP	4,225	$378	0.6%	$94.89	-11.2%	COM	482480100
UTHR	UNITED THERAPEUTICS CORP DEL	3,366	$367	0.6%	$111.36	+4.1%	COM	91307C102
TGNA	TEGNA INC	32,760	$356	0.6%	$12.56	-3.9%	COM	87901J105
IDCC	INTERDIGITAL INC	5,307	$353	0.5%	$76.97	-5.4%	COM	45867G101
CVS	CVS HEALTH CORP	5,020	$329	0.5%	$54.72	+8.5%	COM	126650100
GILD	GILEAD SCIENCES INC	5,071	$317	0.5%	$52.80	+0.4%	COM	375558103
HPQ	HP INC	15,058	$308	0.5%	$17.62	+3.5%	COM	40434L105
ALSN	ALLISON TRANSMISSION HLDGS I	6,204	$272	0.4%	$41.59	-0.6%	COM	01973R101
AMGN	AMGEN INC	1,360	$265	0.4%	$141.75	+10.6%	COM	031162100
—	INTERPUBLIC GROUP COS INC	12,774	$264	0.4%	$17.14	0.0%	COM	460690100
—	JUNIPER NETWORKS INC	9,702	$261	0.4%	$24.63	—	COM	48203R104
—	DUN & BRADSTREET CORP DEL NE	1,754	$250	0.4%	$142.73	—	COM	26483E100
DLX	DELUXE CORP	6,397	$246	0.4%	$45.35	-26.0%	COM	248019101
—	TIVITY HEALTH INC	9,729	$241	0.4%	$31.71	—	COM	88870R102
AEIS	ADVANCED ENERGY INDS	5,149	$221	0.3%	$43.68	0.0%	COM	007973100
BIIB	BIOGEN INC	733	$221	0.3%	$339.12	-5.9%	COM	09062X103
FFIV	F5 NETWORKS INC	1,292	$209	0.3%	$166.71	+2.9%	COM	315616102
—	LAM RESEARCH CORP	1,491	$203	0.3%	$136.15	—	COM	512807108
—	DISCOVERY INC	8,104	$200	0.3%	$27.52	—	COM SER A	25470F104