New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q1 2023 (← Previous) (Next →)

Filing Date: May 15, 2023

Total Value ($000): $135,927 (100.0% shares, 0.0% debt)

Holdings (83)

IBN ICICI BANK LIMITED 17.7%
Value ($000) $24,073 Shares 1,115,517 Est. Cost $18.87 Unrealized
IVV ISHARES INC 11.3%
Value ($000) $15,369 Shares 37,386 Est. Cost $341.25 Unrealized
EWT ISHARES INC 8.2%
Value ($000) $11,079 Shares 244,401 Est. Cost $44.10 Unrealized
HDB HDFC BANK LTD 7.9%
Value ($000) $10,722 Shares 160,818 Est. Cost $63.87 Unrealized
INFY INFOSYS LTD 7.7%
Value ($000) $10,492 Shares 601,609 Est. Cost $15.87 Unrealized
EWL ISHARES INC 5.8%
Value ($000) $7,936 Shares 175,104 Est. Cost $48.27 Unrealized
EWG ISHARES INC 5.2%
Value ($000) $7,076 Shares 248,636 Est. Cost $29.42 Unrealized
EPI WISDOMTREE TR 4.3%
Value ($000) $5,912 Shares 187,453 Est. Cost $30.64 Unrealized
EWS ISHARES INC 3.6%
Value ($000) $4,912 Shares 247,480 Est. Cost $18.11 Unrealized
BBJP J P MORGAN EXCHANGE TRADED F 3.6%
Value ($000) $4,838 Shares 99,955 Est. Cost $51.32 Unrealized
GBDC GOLUB CAP BDC INC 3.1%
Value ($000) $4,253 Shares 313,625 Est. Cost $9.35 Unrealized +3.9%
EWW ISHARES INC 3.0%
Value ($000) $4,134 Shares 69,439 Est. Cost $59.53 Unrealized
EEM ISHARES TR 3.0%
Value ($000) $4,031 Shares 102,156 Est. Cost $37.90 Unrealized
EWC ISHARES INC 1.9%
Value ($000) $2,546 Shares 74,474 Est. Cost $33.44 Unrealized
EWY ISHARES INC 1.1%
Value ($000) $1,440 Shares 23,527 Est. Cost $79.17 Unrealized
OBDC OWL ROCK CAPITAL CORPORATION 1.1%
Value ($000) $1,439 Shares 114,152 Est. Cost $8.43 Unrealized +8.5%
VWO VANGUARD INTL EQUITY INDEX F 0.7%
Value ($000) $916 Shares 22,669 Est. Cost $40.40 Unrealized
BBDC BARINGS BDC INC 0.4%
Value ($000) $549 Shares 69,171 Est. Cost $6.51 Unrealized -8.4%
ASO ACADEMY SPORTS & OUTDOORS IN 0.3%
Value ($000) $418 Shares 6,401 Est. Cost $35.54 Unrealized +61.8%
ARCC ARES CAPITAL CORP 0.3%
Value ($000) $407 Shares 22,270 Est. Cost $13.92 Unrealized +3.0%
CROX CROCS INC 0.3%
Value ($000) $380 Shares 3,002 Est. Cost $63.78 Unrealized +89.4%
STNE STONECO LTD 0.3%
Value ($000) $368 Shares 38,584 Est. Cost $9.54 Unrealized
SKY SKYLINE CHAMPION CORPORATION 0.3%
Value ($000) $355 Shares 4,722 Est. Cost $51.84 Unrealized +24.4%
MLI MUELLER INDS INC 0.3%
Value ($000) $352 Shares 4,789 Est. Cost $26.37 Unrealized +27.3%
ENCORE WIRE CORP 0.3%
Value ($000) $346 Shares 1,868 Est. Cost $109.14 Unrealized
STLD STEEL DYNAMICS INC 0.2%
Value ($000) $334 Shares 2,957 Est. Cost $77.77 Unrealized +43.0%
BLDR BUILDERS FIRSTSOURCE INC 0.2%
Value ($000) $313 Shares 3,528 Est. Cost $61.53 Unrealized +28.8%
SGI TEMPUR SEALY INTL INC 0.2%
Value ($000) $311 Shares 7,876 Est. Cost $25.77 Unrealized +54.4%
NUE NUCOR CORP 0.2%
Value ($000) $302 Shares 1,958 Est. Cost $128.11 Unrealized +18.9%
OMC OMNICOM GROUP INC 0.2%
Value ($000) $302 Shares 3,204 Est. Cost $65.44 Unrealized +22.8%
DKS DICKS SPORTING GOODS INC 0.2%
Value ($000) $301 Shares 2,121 Est. Cost $81.46 Unrealized +52.1%
GILD GILEAD SCIENCES INC 0.2%
Value ($000) $284 Shares 3,419 Est. Cost $54.09 Unrealized +38.1%
VNM VANECK ETF TRUST 0.2%
Value ($000) $271 Shares 22,209 Est. Cost $11.84 Unrealized
BKE BUCKLE INC 0.2%
Value ($000) $267 Shares 7,494 Est. Cost $22.86 Unrealized +36.0%
EWJ ISHARES INC 0.2%
Value ($000) $265 Shares 4,522 Est. Cost $52.73 Unrealized
WSM WILLIAMS SONOMA INC 0.2%
Value ($000) $259 Shares 2,128 Est. Cost $59.77 Unrealized -0.9%
ATKR ATKORE INC 0.2%
Value ($000) $256 Shares 1,825 Est. Cost $96.79 Unrealized +35.0%
REGN REGENERON PHARMACEUTICALS 0.2%
Value ($000) $253 Shares 308 Est. Cost $646.43 Unrealized +16.0%
MRNA MODERNA INC 0.2%
Value ($000) $248 Shares 1,617 Est. Cost $145.83 Unrealized +13.1%
DDS DILLARDS INC 0.2%
Value ($000) $239 Shares 778 Est. Cost $239.33 Unrealized +26.6%
EXPD EXPEDITORS INTL WASH INC 0.2%
Value ($000) $239 Shares 2,171 Est. Cost $98.06 Unrealized +6.8%
AMR ALPHA METALLURGICAL RESOUR I 0.2%
Value ($000) $231 Shares 1,482 Est. Cost $141.17 Unrealized +12.3%
RYZ RYERSON HLDG CORP 0.2%
Value ($000) $228 Shares 6,269 Est. Cost $29.66 Unrealized +22.3%
IRWD IRONWOOD PHARMACEUTICALS INC 0.2%
Value ($000) $227 Shares 21,572 Est. Cost $11.71 Unrealized -4.3%
VIR VIR BIOTECHNOLOGY INC 0.2%
Value ($000) $226 Shares 9,702 Est. Cost $23.53 Unrealized +8.7%
AMN AMN HEALTHCARE SVCS INC 0.2%
Value ($000) $225 Shares 2,708 Est. Cost $101.09 Unrealized -6.9%
TNET TRINET GROUP INC 0.2%
Value ($000) $218 Shares 2,708 Est. Cost $67.41 Unrealized +13.2%
DYNAVAX TECHNOLOGIES CORP 0.2%
Value ($000) $214 Shares 21,787 Est. Cost $12.28 Unrealized
UNITED STATES STL CORP NEW 0.2%
Value ($000) $213 Shares 8,169 Est. Cost $18.04 Unrealized
KFY KORN FERRY 0.2%
Value ($000) $211 Shares 4,076 Est. Cost $55.19 Unrealized -8.3%
FTDR FRONTDOOR INC 0.2%
Value ($000) $211 Shares 7,558 Est. Cost $27.00 Unrealized -2.1%
VECTOR GROUP LTD 0.1%
Value ($000) $202 Shares 16,858 Est. Cost $11.86 Unrealized
MAN MANPOWERGROUP INC WIS 0.1%
Value ($000) $202 Shares 2,445 Est. Cost $86.08 Unrealized -1.0%
HPQ HP INC 0.1%
Value ($000) $202 Shares 6,875 Est. Cost $28.90 Unrealized -11.0%
GRAFTECH INTL LTD 0.1%
Value ($000) $199 Shares 40,926 Est. Cost $4.75 Unrealized
MO ALTRIA GROUP INC 0.1%
Value ($000) $198 Shares 4,440 Est. Cost $37.76 Unrealized -3.9%
GLIN VANECK ETF TRUST 0.1%
Value ($000) $197 Shares 6,200 Est. Cost $19.85 Unrealized
HOLX HOLOGIC INC 0.1%
Value ($000) $197 Shares 2,442 Est. Cost $74.24 Unrealized +8.4%
BBWI BATH & BODY WORKS INC 0.1%
Value ($000) $190 Shares 5,197 Est. Cost $36.78 Unrealized +5.0%
HCC WARRIOR MET COAL INC 0.1%
Value ($000) $190 Shares 5,170 Est. Cost $35.38 Unrealized +4.5%
QDEL QUIDELORTHO CORP 0.1%
Value ($000) $187 Shares 2,094 Est. Cost $87.03 Unrealized -0.0%
MRVI MARAVAI LIFESCIENCES HLDGS I 0.1%
Value ($000) $184 Shares 13,160 Est. Cost $15.75 Unrealized -8.8%
MBUU MALIBU BOATS INC 0.1%
Value ($000) $184 Shares 3,260 Est. Cost $53.63 Unrealized +9.1%
WGO WINNEBAGO INDS INC 0.1%
Value ($000) $184 Shares 3,188 Est. Cost $56.88 Unrealized +7.3%
ARCH RESOURCES INC 0.1%
Value ($000) $178 Shares 1,354 Est. Cost $142.68 Unrealized
BCC BOISE CASCADE CO DEL 0.1%
Value ($000) $176 Shares 2,787 Est. Cost $60.74 Unrealized -1.2%
PFE PFIZER INC 0.1%
Value ($000) $176 Shares 4,311 Est. Cost $40.19 Unrealized -9.1%
RHI ROBERT HALF INTL INC 0.1%
Value ($000) $175 Shares 2,168 Est. Cost $76.28 Unrealized +4.1%
THO THOR INDS INC 0.1%
Value ($000) $174 Shares 2,180 Est. Cost $75.04 Unrealized +10.5%
MATX MATSON INC 0.1%
Value ($000) $156 Shares 2,608 Est. Cost $76.79 Unrealized -19.3%
RGR STURM RUGER & CO INC 0.1%
Value ($000) $154 Shares 2,683 Est. Cost $66.56 Unrealized -16.2%
OGN ORGANON & CO 0.1%
Value ($000) $144 Shares 6,143 Est. Cost $27.53 Unrealized -15.5%
FLGT FULGENT GENETICS INC 0.1%
Value ($000) $144 Shares 4,619 Est. Cost $42.56 Unrealized -24.4%
GPRO GOPRO INC 0.1%
Value ($000) $132 Shares 26,166 Est. Cost $7.31 Unrealized -26.2%
CF CF INDS HLDGS INC 0.1%
Value ($000) $130 Shares 1,787 Est. Cost $94.30 Unrealized -19.0%
VISTA OUTDOOR INC 0.1%
Value ($000) $128 Shares 4,607 Est. Cost $26.88 Unrealized
HRB BLOCK H & R INC 0.1%
Value ($000) $127 Shares 3,617 Est. Cost $36.95 Unrealized -8.2%
MED MEDIFAST INC 0.1%
Value ($000) $124 Shares 1,193 Est. Cost $146.63 Unrealized -28.5%
INVA INNOVIVA INC 0.1%
Value ($000) $93 Shares 8,304 Est. Cost $15.88 Unrealized -23.6%
SYNA SYNAPTICS INC 0.1%
Value ($000) $80 Shares 724 Est. Cost $96.11 Unrealized +19.9%
AMCX AMC NETWORKS INC 0.0%
Value ($000) $65 Shares 3,704 Est. Cost $34.14 Unrealized -45.2%
INCO COLUMBIA ETF TR II 0.0%
Value ($000) $62 Shares 1,388 Est. Cost $54.16 Unrealized
EMBC EMBECTA CORP 0.0%
Value ($000) $2 Shares 72 Est. Cost $25.35 Unrealized 0.0%