New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 14, 2022

Total Value ($000): $95,832 (100.0% shares, 0.0% debt)

Holdings (66)

IBN ICICI BANK LIMITED 24.4%
Value ($000) $23,392 Shares 1,115,517 Est. Cost $18.87 Unrealized
IVV ISHARES TR 16.3%
Value ($000) $15,623 Shares 43,560 Est. Cost $341.25 Unrealized
INFY INFOSYS LTD 10.7%
Value ($000) $10,257 Shares 604,404 Est. Cost $14.87 Unrealized
EWL ISHARES INC 6.5%
Value ($000) $6,209 Shares 165,784 Est. Cost $50.11 Unrealized
EWT ISHARES INC 5.8%
Value ($000) $5,585 Shares 129,590 Est. Cost $47.98 Unrealized
EPI WISDOMTREE TR 5.1%
Value ($000) $4,873 Shares 159,553 Est. Cost $30.49 Unrealized
GBDC GOLUB CAP BDC INC 4.1%
Value ($000) $3,920 Shares 316,404 Est. Cost $9.35 Unrealized 0.0%
EWS ISHARES INC 4.0%
Value ($000) $3,796 Shares 221,844 Est. Cost $17.98 Unrealized
HDB HDFC BANK LTD 3.8%
Value ($000) $3,673 Shares 62,878 Est. Cost $58.41 Unrealized
BBJP J P MORGAN EXCHANGE TRADED F 3.4%
Value ($000) $3,276 Shares 80,227 Est. Cost $52.87 Unrealized
EWG ISHARES INC 3.3%
Value ($000) $3,140 Shares 159,066 Est. Cost $31.15 Unrealized
EWY ISHARES INC 1.9%
Value ($000) $1,806 Shares 38,143 Est. Cost $79.17 Unrealized
EWC ISHARES INC 1.3%
Value ($000) $1,219 Shares 39,621 Est. Cost $33.67 Unrealized
ARCC ARES CAPITAL CORP 1.0%
Value ($000) $992 Shares 58,784 Est. Cost $13.92 Unrealized 0.0%
BBDC BARINGS BDC INC 0.7%
Value ($000) $716 Shares 86,543 Est. Cost $6.51 Unrealized 0.0%
ASO ACADEMY SPORTS & OUTDOORS IN 0.3%
Value ($000) $270 Shares 6,401 Est. Cost $35.54 Unrealized +20.0%
AMN AMN HEALTHCARE SVCS INC 0.3%
Value ($000) $248 Shares 2,340 Est. Cost $98.99 Unrealized +10.7%
MLI MUELLER INDS INC 0.3%
Value ($000) $247 Shares 4,150 Est. Cost $25.75 Unrealized +15.3%
DKS DICKS SPORTING GOODS INC 0.2%
Value ($000) $222 Shares 2,121 Est. Cost $81.46 Unrealized +15.2%
WSM WILLIAMS SONOMA INC 0.2%
Value ($000) $217 Shares 1,843 Est. Cost $60.24 Unrealized +10.4%
REGN REGENERON PHARMACEUTICALS 0.2%
Value ($000) $212 Shares 308 Est. Cost $646.43 Unrealized -3.2%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $211 Shares 3,419 Est. Cost $54.09 Unrealized +3.1%
SKY SKYLINE CHAMPION CORPORATION 0.2%
Value ($000) $207 Shares 3,906 Est. Cost $51.57 Unrealized +13.1%
CROX CROCS INC 0.2%
Value ($000) $206 Shares 3,002 Est. Cost $63.78 Unrealized +8.9%
BKE BUCKLE INC 0.2%
Value ($000) $206 Shares 6,513 Est. Cost $21.98 Unrealized +1.4%
GLIN VANECK ETF TRUST 0.2%
Value ($000) $199 Shares 6,200 Est. Cost $19.85 Unrealized
SGI TEMPUR SEALY INTL INC 0.2%
Value ($000) $190 Shares 7,876 Est. Cost $25.77 Unrealized +0.5%
DYNAVAX TECHNOLOGIES CORP 0.2%
Value ($000) $190 Shares 18,200 Est. Cost $12.58 Unrealized
IRWD IRONWOOD PHARMACEUTICALS INC 0.2%
Value ($000) $186 Shares 17,929 Est. Cost $11.78 Unrealized -3.8%
ENCORE WIRE CORP 0.2%
Value ($000) $182 Shares 1,572 Est. Cost $104.01 Unrealized
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $182 Shares 2,565 Est. Cost $75.64 Unrealized -5.0%
NUE NUCOR CORP 0.2%
Value ($000) $179 Shares 1,671 Est. Cost $127.87 Unrealized -6.9%
DDS DILLARDS INC 0.2%
Value ($000) $179 Shares 655 Est. Cost $234.35 Unrealized -8.3%
EWJ ISHARES INC 0.2%
Value ($000) $171 Shares 3,502 Est. Cost $48.83 Unrealized
BBWI BATH & BODY WORKS INC 0.2%
Value ($000) $169 Shares 5,197 Est. Cost $36.78 Unrealized -12.5%
BLDR BUILDERS FIRSTSOURCE INC 0.2%
Value ($000) $169 Shares 2,864 Est. Cost $61.32 Unrealized +2.0%
OMC OMNICOM GROUP INC 0.2%
Value ($000) $168 Shares 2,656 Est. Cost $65.19 Unrealized -7.5%
AMR ALPHA METALLURGICAL RESOUR I 0.2%
Value ($000) $166 Shares 1,215 Est. Cost $138.97 Unrealized -4.7%
MRNA MODERNA INC 0.2%
Value ($000) $163 Shares 1,380 Est. Cost $142.94 Unrealized +6.2%
EXPD EXPEDITORS INTL WASH INC 0.2%
Value ($000) $158 Shares 1,785 Est. Cost $97.86 Unrealized -1.9%
HOLX HOLOGIC INC 0.2%
Value ($000) $158 Shares 2,442 Est. Cost $74.24 Unrealized -6.7%
VIR VIR BIOTECHNOLOGY INC 0.2%
Value ($000) $156 Shares 8,080 Est. Cost $23.35 Unrealized +8.9%
KFY KORN FERRY 0.2%
Value ($000) $154 Shares 3,287 Est. Cost $56.45 Unrealized -2.5%
FTDR FRONTDOOR INC 0.2%
Value ($000) $154 Shares 7,558 Est. Cost $27.00 Unrealized -9.3%
UNITED STATES STL CORP NEW 0.2%
Value ($000) $148 Shares 8,169 Est. Cost $18.04 Unrealized
MO ALTRIA GROUP INC 0.1%
Value ($000) $142 Shares 3,507 Est. Cost $38.45 Unrealized -14.0%
BCC BOISE CASCADE CO DEL 0.1%
Value ($000) $131 Shares 2,196 Est. Cost $61.34 Unrealized -10.9%
GPRO GOPRO INC 0.1%
Value ($000) $129 Shares 26,166 Est. Cost $7.31 Unrealized -18.7%
RGR STURM RUGER & CO INC 0.1%
Value ($000) $129 Shares 2,537 Est. Cost $67.25 Unrealized -14.1%
MAN MANPOWERGROUP INC WIS 0.1%
Value ($000) $126 Shares 1,947 Est. Cost $87.51 Unrealized -14.1%
MATX MATSON INC 0.1%
Value ($000) $118 Shares 1,915 Est. Cost $81.70 Unrealized -10.3%
ATKR ATKORE INC 0.1%
Value ($000) $115 Shares 1,478 Est. Cost $95.85 Unrealized -13.0%
VISTA OUTDOOR INC 0.1%
Value ($000) $112 Shares 4,607 Est. Cost $26.88 Unrealized
OGN ORGANON & CO 0.1%
Value ($000) $106 Shares 4,517 Est. Cost $29.51 Unrealized -13.1%
HPQ HP INC 0.1%
Value ($000) $98 Shares 3,941 Est. Cost $32.07 Unrealized -15.8%
INVA INNOVIVA INC 0.1%
Value ($000) $96 Shares 8,304 Est. Cost $15.88 Unrealized -13.6%
MED MEDIFAST INC 0.1%
Value ($000) $90 Shares 833 Est. Cost $163.09 Unrealized -19.1%
AMCX AMC NETWORKS INC 0.1%
Value ($000) $75 Shares 3,704 Est. Cost $34.14 Unrealized -19.2%
QDEL QUIDELORTHO CORP 0.1%
Value ($000) $73 Shares 1,023 Est. Cost $89.47 Unrealized 0.0%
INCO COLUMBIA ETF TR II 0.1%
Value ($000) $71 Shares 1,388 Est. Cost $54.16 Unrealized
FLGT FULGENT GENETICS INC 0.1%
Value ($000) $63 Shares 1,643 Est. Cost $54.96 Unrealized -8.8%
ARCH RESOURCES INC 0.0%
Value ($000) $3 Shares 22 Est. Cost $136.36 Unrealized
TNET TRINET GROUP INC 0.0%
Value ($000) $3 Shares 39 Est. Cost $79.30 Unrealized 0.0%
THO THOR INDS INC 0.0%
Value ($000) $3 Shares 40 Est. Cost $75.92 Unrealized 0.0%
PFE PFIZER INC 0.0%
Value ($000) $3 Shares 70 Est. Cost $40.41 Unrealized 0.0%
GRAFTECH INTL LTD 0.0%
Value ($000) $2 Shares 522 Est. Cost $3.83 Unrealized