New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Nov 14, 2023

Total Value ($000): $115,357 (100.0% shares, 0.0% debt)

Holdings (63)

IBN ICICI BANK LIMITED 19.9%
Value ($000) $22,956 Shares 992,917 Est. Cost $18.87 Unrealized
IVV ISHARES TR 13.3%
Value ($000) $15,296 Shares 35,619 Est. Cost $341.25 Unrealized
HDB HDFC BANK LTD 8.8%
Value ($000) $10,094 Shares 171,056 Est. Cost $66.63 Unrealized
EPI WISDOMTREE TR 6.7%
Value ($000) $7,762 Shares 211,153 Est. Cost $31.11 Unrealized
EWT ISHARES INC 6.7%
Value ($000) $7,733 Shares 173,586 Est. Cost $44.49 Unrealized
EWL ISHARES INC 6.1%
Value ($000) $7,031 Shares 161,364 Est. Cost $48.20 Unrealized
INFY INFOSYS LTD 5.0%
Value ($000) $5,761 Shares 336,718 Est. Cost $15.87 Unrealized
EWS ISHARES INC 4.5%
Value ($000) $5,165 Shares 281,475 Est. Cost $18.15 Unrealized
BBJP J P MORGAN EXCHANGE TRADED F 4.4%
Value ($000) $5,022 Shares 99,955 Est. Cost $51.32 Unrealized
EWG ISHARES INC 4.3%
Value ($000) $4,931 Shares 188,205 Est. Cost $29.42 Unrealized
EWC ISHARES INC 2.2%
Value ($000) $2,492 Shares 74,474 Est. Cost $33.44 Unrealized
GBDC GOLUB CAP BDC INC 2.1%
Value ($000) $2,384 Shares 162,540 Est. Cost $9.40 Unrealized +14.4%
EWY ISHARES INC 1.4%
Value ($000) $1,664 Shares 28,227 Est. Cost $76.18 Unrealized
ITA ISHARES TR 0.8%
Value ($000) $915 Shares 8,639 Est. Cost $116.30 Unrealized
DECK DECKERS OUTDOOR CORP 0.7%
Value ($000) $859 Shares 1,671 Est. Cost $89.54 Unrealized 0.0%
EWU ISHARES TR 0.7%
Value ($000) $837 Shares 26,451 Est. Cost $32.35 Unrealized
AMR ALPHA METALLURGICAL RESOUR I 0.5%
Value ($000) $555 Shares 2,135 Est. Cost $150.63 Unrealized +29.2%
BLDR BUILDERS FIRSTSOURCE INC 0.4%
Value ($000) $506 Shares 4,063 Est. Cost $68.74 Unrealized +100.7%
SUB ISHARES TR 0.4%
Value ($000) $496 Shares 4,822 Est. Cost $104.04 Unrealized
ARCH RESOURCES INC 0.4%
Value ($000) $492 Shares 2,880 Est. Cost $135.53 Unrealized
VNM VANECK ETF TRUST 0.4%
Value ($000) $468 Shares 34,601 Est. Cost $12.36 Unrealized
WSM WILLIAMS SONOMA INC 0.4%
Value ($000) $461 Shares 2,966 Est. Cost $60.18 Unrealized +10.1%
HCC WARRIOR MET COAL INC 0.4%
Value ($000) $459 Shares 8,994 Est. Cost $36.53 Unrealized +14.9%
ENCORE WIRE CORP 0.4%
Value ($000) $459 Shares 2,513 Est. Cost $128.40 Unrealized
HRB BLOCK H & R INC 0.4%
Value ($000) $448 Shares 10,400 Est. Cost $33.00 Unrealized +4.4%
TNET TRINET GROUP INC 0.4%
Value ($000) $446 Shares 3,829 Est. Cost $75.57 Unrealized +36.0%
MLI MUELLER INDS INC 0.4%
Value ($000) $422 Shares 5,612 Est. Cost $27.94 Unrealized +37.4%
BCC BOISE CASCADE CO DEL 0.4%
Value ($000) $411 Shares 3,987 Est. Cost $65.53 Unrealized +41.9%
DYNAVAX TECHNOLOGIES CORP 0.3%
Value ($000) $401 Shares 27,138 Est. Cost $12.47 Unrealized
ATKR ATKORE INC 0.3%
Value ($000) $378 Shares 2,533 Est. Cost $107.56 Unrealized +35.4%
DDS DILLARDS INC 0.3%
Value ($000) $368 Shares 1,112 Est. Cost $248.84 Unrealized +13.4%
BKE BUCKLE INC 0.3%
Value ($000) $354 Shares 10,595 Est. Cost $23.95 Unrealized +14.3%
EXPD EXPEDITORS INTL WASH INC 0.3%
Value ($000) $347 Shares 3,026 Est. Cost $102.16 Unrealized +12.9%
KFY KORN FERRY 0.3%
Value ($000) $333 Shares 7,025 Est. Cost $51.67 Unrealized -7.2%
FOXA FOX CORP 0.3%
Value ($000) $330 Shares 10,582 Est. Cost $31.69 Unrealized +0.6%
CF CF INDS HLDGS INC 0.3%
Value ($000) $329 Shares 3,834 Est. Cost $80.46 Unrealized -7.2%
MO ALTRIA GROUP INC 0.3%
Value ($000) $328 Shares 7,791 Est. Cost $37.23 Unrealized -2.1%
CROX CROCS INC 0.3%
Value ($000) $322 Shares 3,646 Est. Cost $73.04 Unrealized +40.7%
AMN AMN HEALTHCARE SVCS INC 0.3%
Value ($000) $318 Shares 3,732 Est. Cost $99.37 Unrealized -4.6%
IRWD IRONWOOD PHARMACEUTICALS INC 0.3%
Value ($000) $305 Shares 31,705 Est. Cost $11.26 Unrealized -12.9%
RHI ROBERT HALF INC. 0.3%
Value ($000) $304 Shares 4,152 Est. Cost $74.12 Unrealized +2.4%
PFE PFIZER INC 0.3%
Value ($000) $302 Shares 9,115 Est. Cost $36.11 Unrealized -15.4%
HPQ HP INC 0.3%
Value ($000) $301 Shares 11,730 Est. Cost $28.28 Unrealized -1.1%
MRNA MODERNA INC 0.3%
Value ($000) $295 Shares 2,860 Est. Cost $137.20 Unrealized -18.7%
SIRIUS XM HOLDINGS INC 0.3%
Value ($000) $291 Shares 64,343 Est. Cost $4.52 Unrealized
MBUU MALIBU BOATS INC 0.2%
Value ($000) $287 Shares 5,845 Est. Cost $54.37 Unrealized -1.2%
EWJ ISHARES INC 0.2%
Value ($000) $273 Shares 4,522 Est. Cost $52.73 Unrealized
VECTOR GROUP LTD 0.2%
Value ($000) $268 Shares 25,216 Est. Cost $11.84 Unrealized
MAN MANPOWERGROUP INC WIS 0.2%
Value ($000) $246 Shares 3,357 Est. Cost $83.32 Unrealized -6.6%
OMC OMNICOM GROUP INC 0.2%
Value ($000) $245 Shares 3,291 Est. Cost $70.82 Unrealized +7.1%
THO THOR INDS INC 0.2%
Value ($000) $207 Shares 2,180 Est. Cost $75.04 Unrealized +32.2%
GLIN VANECK ETF TRUST 0.2%
Value ($000) $205 Shares 5,300 Est. Cost $19.85 Unrealized
LPX LOUISIANA PAC CORP 0.2%
Value ($000) $197 Shares 3,571 Est. Cost $61.84 Unrealized +6.2%
WGO WINNEBAGO INDS INC 0.2%
Value ($000) $190 Shares 3,188 Est. Cost $56.88 Unrealized +14.0%
RYZ RYERSON HLDG CORP 0.2%
Value ($000) $182 Shares 6,269 Est. Cost $29.66 Unrealized +14.4%
MED MEDIFAST INC 0.2%
Value ($000) $177 Shares 2,359 Est. Cost $87.17 Unrealized 0.0%
TGNA TEGNA INC 0.1%
Value ($000) $167 Shares 11,469 Est. Cost $16.30 Unrealized -0.5%
LIBERTY MEDIA CORP DEL 0.1%
Value ($000) $147 Shares 5,755 Est. Cost $25.46 Unrealized
JBI JANUS INTERNATIONAL GROUP IN 0.1%
Value ($000) $137 Shares 12,796 Est. Cost $11.02 Unrealized 0.0%
IDCC INTERDIGITAL INC 0.1%
Value ($000) $131 Shares 1,627 Est. Cost $86.92 Unrealized 0.0%
SKY SKYLINE CHAMPION CORPORATION 0.1%
Value ($000) $122 Shares 1,910 Est. Cost $54.39 Unrealized +23.5%
GRAFTECH INTL LTD 0.0%
Value ($000) $33 Shares 8,679 Est. Cost $4.75 Unrealized
DELL DELL TECHNOLOGIES INC 0.0%
Value ($000) $14 Shares 201 Est. Cost $57.22 Unrealized 0.0%