New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q2 2023 (← Previous) (Next →)

Filing Date: Aug 14, 2023

Total Value ($000): $149,942 (100.0% shares, 0.0% debt)

Holdings (73)

IBN ICICI BANK LIMITED 17.2%
Value ($000) $25,746 Shares 1,115,517 Est. Cost $18.87 Unrealized
HDB HDFC BANK LTD 14.2%
Value ($000) $21,279 Shares 305,292 Est. Cost $66.63 Unrealized
IVV ISHARES TR 10.6%
Value ($000) $15,876 Shares 35,619 Est. Cost $341.25 Unrealized
EWT ISHARES INC 8.9%
Value ($000) $13,279 Shares 282,404 Est. Cost $44.49 Unrealized
EPI WISDOMTREE TR 4.9%
Value ($000) $7,348 Shares 211,153 Est. Cost $31.11 Unrealized
EWL ISHARES INC 4.9%
Value ($000) $7,343 Shares 158,905 Est. Cost $48.27 Unrealized
EWG ISHARES INC 3.9%
Value ($000) $5,796 Shares 202,856 Est. Cost $29.42 Unrealized
INFY INFOSYS LTD 3.6%
Value ($000) $5,418 Shares 337,146 Est. Cost $15.87 Unrealized
BBJP J P MORGAN EXCHANGE TRADED F 3.4%
Value ($000) $5,152 Shares 99,955 Est. Cost $51.32 Unrealized
EWS ISHARES INC 3.4%
Value ($000) $5,136 Shares 277,451 Est. Cost $18.15 Unrealized
EEM ISHARES TR 2.7%
Value ($000) $4,069 Shares 102,863 Est. Cost $37.90 Unrealized
TSM TAIWAN SEMICONDUCTOR MFG LTD 2.6%
Value ($000) $3,918 Shares 38,824 Est. Cost $100.92 Unrealized
EWW ISHARES INC 2.3%
Value ($000) $3,405 Shares 54,755 Est. Cost $59.53 Unrealized
SUB ISHARES TR 1.9%
Value ($000) $2,890 Shares 27,775 Est. Cost $104.04 Unrealized
EWC ISHARES INC 1.7%
Value ($000) $2,606 Shares 74,474 Est. Cost $33.44 Unrealized
GBDC GOLUB CAP BDC INC 1.4%
Value ($000) $2,116 Shares 156,773 Est. Cost $9.35 Unrealized +4.8%
EWY ISHARES INC 1.1%
Value ($000) $1,643 Shares 25,916 Est. Cost $77.72 Unrealized
OBDC OWL ROCK CAPITAL CORPORATION 0.8%
Value ($000) $1,237 Shares 92,172 Est. Cost $8.43 Unrealized +13.6%
ITA ISHARES TR 0.6%
Value ($000) $973 Shares 8,344 Est. Cost $116.67 Unrealized
EWU ISHARES TR 0.6%
Value ($000) $856 Shares 26,451 Est. Cost $32.35 Unrealized
BLDR BUILDERS FIRSTSOURCE INC 0.4%
Value ($000) $539 Shares 3,962 Est. Cost $66.97 Unrealized +66.0%
MLI MUELLER INDS INC 0.3%
Value ($000) $476 Shares 5,450 Est. Cost $27.63 Unrealized +33.0%
VNM VANECK ETF TRUST 0.3%
Value ($000) $460 Shares 34,601 Est. Cost $12.36 Unrealized
ENCORE WIRE CORP 0.3%
Value ($000) $407 Shares 2,191 Est. Cost $120.46 Unrealized
CROX CROCS INC 0.3%
Value ($000) $397 Shares 3,531 Est. Cost $72.07 Unrealized +65.3%
SKY SKYLINE CHAMPION CORPORATION 0.2%
Value ($000) $367 Shares 5,607 Est. Cost $54.39 Unrealized +24.9%
AMN AMN HEALTHCARE SVCS INC 0.2%
Value ($000) $354 Shares 3,247 Est. Cost $100.05 Unrealized -5.2%
ATKR ATKORE INC 0.2%
Value ($000) $344 Shares 2,205 Est. Cost $101.91 Unrealized +24.1%
DYNAVAX TECHNOLOGIES CORP 0.2%
Value ($000) $337 Shares 26,118 Est. Cost $12.38 Unrealized
WSM WILLIAMS SONOMA INC 0.2%
Value ($000) $323 Shares 2,582 Est. Cost $59.27 Unrealized -3.9%
EXPD EXPEDITORS INTL WASH INC 0.2%
Value ($000) $317 Shares 2,615 Est. Cost $100.08 Unrealized +9.9%
BKE BUCKLE INC 0.2%
Value ($000) $316 Shares 9,141 Est. Cost $23.41 Unrealized +10.6%
TNET TRINET GROUP INC 0.2%
Value ($000) $314 Shares 3,303 Est. Cost $71.24 Unrealized +24.5%
BCC BOISE CASCADE CO DEL 0.2%
Value ($000) $313 Shares 3,468 Est. Cost $61.42 Unrealized +4.6%
HPQ HP INC 0.2%
Value ($000) $312 Shares 10,173 Est. Cost $28.33 Unrealized -4.2%
DDS DILLARDS INC 0.2%
Value ($000) $311 Shares 954 Est. Cost $243.34 Unrealized +7.3%
FOXA FOX CORP 0.2%
Value ($000) $307 Shares 9,038 Est. Cost $31.66 Unrealized 0.0%
MO ALTRIA GROUP INC 0.2%
Value ($000) $302 Shares 6,668 Est. Cost $37.36 Unrealized -2.1%
HCC WARRIOR MET COAL INC 0.2%
Value ($000) $302 Shares 7,748 Est. Cost $35.66 Unrealized +1.6%
AMR ALPHA METALLURGICAL RESOUR I 0.2%
Value ($000) $300 Shares 1,826 Est. Cost $143.19 Unrealized +6.1%
KFY KORN FERRY 0.2%
Value ($000) $300 Shares 6,056 Est. Cost $52.27 Unrealized -11.5%
RHI ROBERT HALF INTL INC 0.2%
Value ($000) $299 Shares 3,977 Est. Cost $74.05 Unrealized -3.6%
MRNA MODERNA INC 0.2%
Value ($000) $296 Shares 2,437 Est. Cost $141.65 Unrealized -5.8%
MBUU MALIBU BOATS INC 0.2%
Value ($000) $291 Shares 4,959 Est. Cost $54.49 Unrealized +3.0%
IRWD IRONWOOD PHARMACEUTICALS INC 0.2%
Value ($000) $286 Shares 26,868 Est. Cost $11.52 Unrealized -6.7%
PFE PFIZER INC 0.2%
Value ($000) $283 Shares 7,726 Est. Cost $37.11 Unrealized -10.5%
HRB BLOCK H & R INC 0.2%
Value ($000) $283 Shares 8,870 Est. Cost $32.75 Unrealized -8.8%
EWJ ISHARES INC 0.2%
Value ($000) $280 Shares 4,522 Est. Cost $52.73 Unrealized
ARCH RESOURCES INC 0.2%
Value ($000) $276 Shares 2,447 Est. Cost $129.32 Unrealized
DKS DICKS SPORTING GOODS INC 0.2%
Value ($000) $275 Shares 2,084 Est. Cost $81.46 Unrealized +57.3%
VECTOR GROUP LTD 0.2%
Value ($000) $273 Shares 21,274 Est. Cost $12.06 Unrealized
RYZ RYERSON HLDG CORP 0.2%
Value ($000) $272 Shares 6,269 Est. Cost $29.66 Unrealized +25.2%
LPX LOUISIANA PAC CORP 0.2%
Value ($000) $268 Shares 3,571 Est. Cost $61.84 Unrealized 0.0%
MAN MANPOWERGROUP INC WIS 0.2%
Value ($000) $253 Shares 3,187 Est. Cost $83.61 Unrealized -9.7%
THO THOR INDS INC 0.2%
Value ($000) $226 Shares 2,180 Est. Cost $75.04 Unrealized +6.4%
CF CF INDS HLDGS INC 0.1%
Value ($000) $222 Shares 3,197 Est. Cost $81.62 Unrealized -19.7%
WGO WINNEBAGO INDS INC 0.1%
Value ($000) $213 Shares 3,188 Est. Cost $56.88 Unrealized +4.9%
GRAFTECH INTL LTD 0.1%
Value ($000) $206 Shares 40,926 Est. Cost $4.75 Unrealized
UNITED STATES STL CORP NEW 0.1%
Value ($000) $204 Shares 8,169 Est. Cost $18.04 Unrealized
BBWI BATH & BODY WORKS INC 0.1%
Value ($000) $195 Shares 5,197 Est. Cost $36.78 Unrealized -7.9%
GLIN VANECK ETF TRUST 0.1%
Value ($000) $194 Shares 5,300 Est. Cost $19.85 Unrealized
TGNA TEGNA INC 0.1%
Value ($000) $186 Shares 11,469 Est. Cost $16.30 Unrealized 0.0%
MD PEDIATRIX MEDICAL GROUP INC 0.1%
Value ($000) $184 Shares 12,969 Est. Cost $14.04 Unrealized 0.0%
MRVI MARAVAI LIFESCIENCES HLDGS I 0.1%
Value ($000) $164 Shares 13,160 Est. Cost $15.75 Unrealized -14.3%
OMC OMNICOM GROUP INC 0.1%
Value ($000) $151 Shares 1,591 Est. Cost $65.44 Unrealized +29.7%
NUE NUCOR CORP 0.1%
Value ($000) $148 Shares 901 Est. Cost $128.11 Unrealized +9.5%
STLD STEEL DYNAMICS INC 0.1%
Value ($000) $146 Shares 1,336 Est. Cost $77.77 Unrealized +25.7%
SGI TEMPUR SEALY INTL INC 0.1%
Value ($000) $111 Shares 2,770 Est. Cost $25.77 Unrealized +46.0%
GILD GILEAD SCIENCES INC 0.1%
Value ($000) $87 Shares 1,131 Est. Cost $54.09 Unrealized +34.2%
REGN REGENERON PHARMACEUTICALS 0.1%
Value ($000) $75 Shares 105 Est. Cost $646.43 Unrealized +18.6%
SYNA SYNAPTICS INC 0.0%
Value ($000) $62 Shares 724 Est. Cost $96.11 Unrealized -9.7%
VWO VANGUARD INTL EQUITY INDEX F 0.0%
Value ($000) $48 Shares 1,169 Est. Cost $40.40 Unrealized
EMBC EMBECTA CORP 0.0%
Value ($000) $2 Shares 72 Est. Cost $25.35 Unrealized -3.5%