New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 14, 2023

Total Value ($000): $124,108 (100.0% shares, 0.0% debt)

Holdings (81)

IBN ICICI BANK LIMITED 19.7%
Value ($000) $24,419 Shares 1,115,517 Est. Cost $18.87 Unrealized
IVV ISHARES TR 12.7%
Value ($000) $15,702 Shares 40,867 Est. Cost $341.25 Unrealized
EWT ISHARES INC 8.3%
Value ($000) $10,347 Shares 257,638 Est. Cost $44.10 Unrealized
EWL ISHARES INC 7.2%
Value ($000) $8,962 Shares 213,728 Est. Cost $48.27 Unrealized
HDB HDFC BANK LTD 5.6%
Value ($000) $6,978 Shares 102,002 Est. Cost $62.25 Unrealized
INFY INFOSYS LTD 5.4%
Value ($000) $6,647 Shares 369,064 Est. Cost $14.87 Unrealized
EPI WISDOMTREE TR 4.2%
Value ($000) $5,200 Shares 159,553 Est. Cost $30.49 Unrealized
EWG ISHARES INC 4.2%
Value ($000) $5,190 Shares 209,874 Est. Cost $29.60 Unrealized
EWS ISHARES INC 4.0%
Value ($000) $4,930 Shares 262,089 Est. Cost $18.11 Unrealized
BBJP J P MORGAN EXCHANGE TRADED F 3.6%
Value ($000) $4,477 Shares 99,712 Est. Cost $51.32 Unrealized
GBDC GOLUB CAP BDC INC 3.3%
Value ($000) $4,127 Shares 313,625 Est. Cost $9.35 Unrealized -1.1%
KWEB KRANESHARES TR 3.1%
Value ($000) $3,876 Shares 128,334 Est. Cost $30.20 Unrealized
EEM ISHARES TR 3.1%
Value ($000) $3,844 Shares 101,430 Est. Cost $37.90 Unrealized
EWC ISHARES INC 1.7%
Value ($000) $2,094 Shares 63,990 Est. Cost $33.31 Unrealized
EWY ISHARES INC 1.1%
Value ($000) $1,354 Shares 23,967 Est. Cost $79.17 Unrealized
OBDC OWL ROCK CAPITAL CORPORATION 0.9%
Value ($000) $1,073 Shares 92,875 Est. Cost $8.27 Unrealized 0.0%
ARCC ARES CAPITAL CORP 0.6%
Value ($000) $743 Shares 40,246 Est. Cost $13.92 Unrealized -0.5%
EWJ ISHARES INC 0.5%
Value ($000) $627 Shares 11,520 Est. Cost $52.73 Unrealized
BBDC BARINGS BDC INC 0.5%
Value ($000) $564 Shares 69,171 Est. Cost $6.51 Unrealized -8.1%
EWD ISHARES INC 0.4%
Value ($000) $512 Shares 15,834 Est. Cost $32.33 Unrealized
BKE BUCKLE INC 0.3%
Value ($000) $338 Shares 7,450 Est. Cost $22.86 Unrealized +26.8%
ASO ACADEMY SPORTS & OUTDOORS IN 0.3%
Value ($000) $336 Shares 6,401 Est. Cost $35.54 Unrealized +30.8%
CROX CROCS INC 0.3%
Value ($000) $326 Shares 3,002 Est. Cost $63.78 Unrealized +38.7%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $294 Shares 3,419 Est. Cost $54.09 Unrealized +30.9%
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $289 Shares 2,957 Est. Cost $77.77 Unrealized +18.0%
MRNA MODERNA INC 0.2%
Value ($000) $288 Shares 1,606 Est. Cost $145.83 Unrealized +12.1%
MLI MUELLER INDS INC 0.2%
Value ($000) $281 Shares 4,761 Est. Cost $26.37 Unrealized +16.0%
AMN AMN HEALTHCARE SVCS INC 0.2%
Value ($000) $276 Shares 2,689 Est. Cost $101.09 Unrealized +13.9%
SGI TEMPUR SEALY INTL INC 0.2%
Value ($000) $270 Shares 7,876 Est. Cost $25.77 Unrealized +16.7%
IRWD IRONWOOD PHARMACEUTICALS INC 0.2%
Value ($000) $265 Shares 21,405 Est. Cost $11.71 Unrealized -3.1%
VNM VANECK ETF TRUST 0.2%
Value ($000) $263 Shares 22,209 Est. Cost $11.84 Unrealized
OMC OMNICOM GROUP INC 0.2%
Value ($000) $260 Shares 3,182 Est. Cost $65.44 Unrealized +1.9%
NUE NUCOR CORP 0.2%
Value ($000) $257 Shares 1,947 Est. Cost $128.11 Unrealized +1.2%
ENCORE WIRE CORP 0.2%
Value ($000) $255 Shares 1,856 Est. Cost $109.14 Unrealized
DKS DICKS SPORTING GOODS INC 0.2%
Value ($000) $255 Shares 2,121 Est. Cost $81.46 Unrealized +28.1%
DDS DILLARDS INC 0.2%
Value ($000) $250 Shares 773 Est. Cost $239.33 Unrealized +11.6%
VIR VIR BIOTECHNOLOGY INC 0.2%
Value ($000) $244 Shares 9,636 Est. Cost $23.53 Unrealized +4.1%
WSM WILLIAMS SONOMA INC 0.2%
Value ($000) $243 Shares 2,114 Est. Cost $59.77 Unrealized -5.3%
SKY SKYLINE CHAMPION CORPORATION 0.2%
Value ($000) $242 Shares 4,689 Est. Cost $51.84 Unrealized +2.6%
DYNAVAX TECHNOLOGIES CORP 0.2%
Value ($000) $230 Shares 21,618 Est. Cost $12.28 Unrealized
BLDR BUILDERS FIRSTSOURCE INC 0.2%
Value ($000) $227 Shares 3,504 Est. Cost $61.53 Unrealized +1.5%
EXPD EXPEDITORS INTL WASH INC 0.2%
Value ($000) $224 Shares 2,154 Est. Cost $98.06 Unrealized +1.0%
REGN REGENERON PHARMACEUTICALS 0.2%
Value ($000) $222 Shares 308 Est. Cost $646.43 Unrealized +13.5%
PFE PFIZER INC 0.2%
Value ($000) $221 Shares 4,311 Est. Cost $40.19 Unrealized -0.0%
BBWI BATH & BODY WORKS INC 0.2%
Value ($000) $219 Shares 5,197 Est. Cost $36.78 Unrealized -7.0%
AMR ALPHA METALLURGICAL RESOUR I 0.2%
Value ($000) $215 Shares 1,470 Est. Cost $141.17 Unrealized +7.4%
ATKR ATKORE INC 0.2%
Value ($000) $206 Shares 1,812 Est. Cost $96.79 Unrealized +4.3%
UNITED STATES STL CORP NEW 0.2%
Value ($000) $205 Shares 8,169 Est. Cost $18.04 Unrealized
KFY KORN FERRY 0.2%
Value ($000) $205 Shares 4,041 Est. Cost $55.19 Unrealized -10.0%
GLIN VANECK ETF TRUST 0.2%
Value ($000) $202 Shares 6,200 Est. Cost $19.85 Unrealized
MAN MANPOWERGROUP INC WIS 0.2%
Value ($000) $202 Shares 2,423 Est. Cost $86.08 Unrealized -6.8%
MO ALTRIA GROUP INC 0.2%
Value ($000) $201 Shares 4,400 Est. Cost $37.76 Unrealized -7.2%
VECTOR GROUP LTD 0.2%
Value ($000) $198 Shares 16,710 Est. Cost $11.86 Unrealized
GRAFTECH INTL LTD 0.2%
Value ($000) $193 Shares 40,625 Est. Cost $4.75 Unrealized
ARCH RESOURCES INC 0.2%
Value ($000) $191 Shares 1,341 Est. Cost $142.68 Unrealized
BCC BOISE CASCADE CO DEL 0.2%
Value ($000) $190 Shares 2,762 Est. Cost $60.74 Unrealized -3.9%
RYZ RYERSON HLDG CORP 0.2%
Value ($000) $188 Shares 6,219 Est. Cost $29.66 Unrealized 0.0%
MRVI MARAVAI LIFESCIENCES HLDGS I 0.2%
Value ($000) $187 Shares 13,033 Est. Cost $15.75 Unrealized 0.0%
HPQ HP INC 0.1%
Value ($000) $183 Shares 6,810 Est. Cost $28.90 Unrealized -15.0%
HOLX HOLOGIC INC 0.1%
Value ($000) $183 Shares 2,442 Est. Cost $74.24 Unrealized -4.1%
TNET TRINET GROUP INC 0.1%
Value ($000) $182 Shares 2,683 Est. Cost $67.41 Unrealized -0.3%
QDEL QUIDELORTHO CORP 0.1%
Value ($000) $179 Shares 2,094 Est. Cost $87.03 Unrealized -2.7%
HCC WARRIOR MET COAL INC 0.1%
Value ($000) $177 Shares 5,118 Est. Cost $35.37 Unrealized 0.0%
MBUU MALIBU BOATS INC 0.1%
Value ($000) $172 Shares 3,229 Est. Cost $53.63 Unrealized 0.0%
OGN ORGANON & CO 0.1%
Value ($000) $170 Shares 6,080 Est. Cost $27.57 Unrealized -20.3%
WGO WINNEBAGO INDS INC 0.1%
Value ($000) $168 Shares 3,188 Est. Cost $56.88 Unrealized 0.0%
THO THOR INDS INC 0.1%
Value ($000) $165 Shares 2,180 Est. Cost $75.04 Unrealized -0.0%
MATX MATSON INC 0.1%
Value ($000) $161 Shares 2,580 Est. Cost $76.95 Unrealized -17.8%
RHI ROBERT HALF INTL INC 0.1%
Value ($000) $160 Shares 2,168 Est. Cost $76.28 Unrealized 0.0%
FTDR FRONTDOOR INC 0.1%
Value ($000) $157 Shares 7,558 Est. Cost $27.00 Unrealized -18.7%
CF CF INDS HLDGS INC 0.1%
Value ($000) $150 Shares 1,765 Est. Cost $94.52 Unrealized 0.0%
FLGT FULGENT GENETICS INC 0.1%
Value ($000) $136 Shares 4,563 Est. Cost $42.69 Unrealized -16.2%
MED MEDIFAST INC 0.1%
Value ($000) $136 Shares 1,176 Est. Cost $147.24 Unrealized -26.2%
RGR STURM RUGER & CO INC 0.1%
Value ($000) $134 Shares 2,650 Est. Cost $66.70 Unrealized -18.5%
GPRO GOPRO INC 0.1%
Value ($000) $130 Shares 26,166 Est. Cost $7.31 Unrealized -28.2%
HRB BLOCK H & R INC 0.1%
Value ($000) $130 Shares 3,568 Est. Cost $36.99 Unrealized 0.0%
VISTA OUTDOOR INC 0.1%
Value ($000) $112 Shares 4,607 Est. Cost $26.88 Unrealized
INVA INNOVIVA INC 0.1%
Value ($000) $110 Shares 8,304 Est. Cost $15.88 Unrealized -17.2%
SYNA SYNAPTICS INC 0.1%
Value ($000) $69 Shares 724 Est. Cost $96.11 Unrealized 0.0%
INCO COLUMBIA ETF TR II 0.1%
Value ($000) $63 Shares 1,388 Est. Cost $54.16 Unrealized
AMCX AMC NETWORKS INC 0.0%
Value ($000) $58 Shares 3,704 Est. Cost $34.14 Unrealized -42.1%