New Vernon Capital Holdings II LLC Quant / Systematic

CIK: 0001512538 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Feb 14, 2024

Total Value ($000): $186,335 (100.0% shares, 0.0% debt)

Holdings (79)

IBN ICICI BANK LIMITED 11.8%
Value ($000) $22,076 Shares 925,998 Est. Cost $18.87 Unrealized
HDB HDFC BANK LTD 11.8%
Value ($000) $21,923 Shares 326,672 Est. Cost $66.86 Unrealized
EPI WISDOMTREE TR 11.4%
Value ($000) $21,274 Shares 518,885 Est. Cost $36.98 Unrealized
IVV ISHARES TR 7.9%
Value ($000) $14,710 Shares 30,798 Est. Cost $341.25 Unrealized
INFY INFOSYS LTD 7.0%
Value ($000) $13,057 Shares 710,410 Est. Cost $17.19 Unrealized
EWT ISHARES INC 4.8%
Value ($000) $8,995 Shares 195,415 Est. Cost $44.66 Unrealized
EWL ISHARES INC 4.2%
Value ($000) $7,789 Shares 161,364 Est. Cost $48.20 Unrealized
EWG ISHARES INC 3.3%
Value ($000) $6,087 Shares 205,028 Est. Cost $29.44 Unrealized
EWY ISHARES INC 3.2%
Value ($000) $5,996 Shares 91,498 Est. Cost $68.82 Unrealized
EWS ISHARES INC 2.8%
Value ($000) $5,264 Shares 281,475 Est. Cost $18.15 Unrealized
BBJP J P MORGAN EXCHANGE TRADED F 2.8%
Value ($000) $5,250 Shares 99,955 Est. Cost $51.32 Unrealized
EEM ISHARES TR 2.7%
Value ($000) $5,076 Shares 126,231 Est. Cost $40.21 Unrealized
TSM TAIWAN SEMICONDUCTOR MFG LTD 2.3%
Value ($000) $4,202 Shares 40,404 Est. Cost $104.00 Unrealized
MMYT MAKEMYTRIP LIMITED MAURITIUS 2.2%
Value ($000) $4,062 Shares 86,461 Est. Cost $42.15 Unrealized 0.0%
EWW ISHARES INC 2.2%
Value ($000) $4,015 Shares 59,180 Est. Cost $67.85 Unrealized
EWJ ISHARES INC 1.9%
Value ($000) $3,529 Shares 55,022 Est. Cost $63.20 Unrealized
EWC ISHARES INC 1.5%
Value ($000) $2,732 Shares 74,474 Est. Cost $33.44 Unrealized
GBDC GOLUB CAP BDC INC 1.3%
Value ($000) $2,454 Shares 162,540 Est. Cost $9.40 Unrealized +21.8%
OWL BLUE OWL CAPITAL INC 0.8%
Value ($000) $1,414 Shares 94,924 Est. Cost $13.46 Unrealized 0.0%
DECK DECKERS OUTDOOR CORP 0.6%
Value ($000) $1,117 Shares 1,671 Est. Cost $89.54 Unrealized +13.5%
ITA ISHARES TR 0.6%
Value ($000) $1,094 Shares 8,639 Est. Cost $116.30 Unrealized
AMR ALPHA METALLURGICAL RESOUR I 0.5%
Value ($000) $1,016 Shares 2,999 Est. Cost $183.01 Unrealized +43.7%
EWU ISHARES TR 0.5%
Value ($000) $874 Shares 26,451 Est. Cost $32.35 Unrealized
WSM WILLIAMS SONOMA INC 0.5%
Value ($000) $864 Shares 4,283 Est. Cost $67.45 Unrealized +24.3%
BKE BUCKLE INC 0.4%
Value ($000) $810 Shares 17,052 Est. Cost $26.17 Unrealized +13.9%
HRB BLOCK H & R INC 0.4%
Value ($000) $780 Shares 16,130 Est. Cost $36.17 Unrealized +15.9%
DDS DILLARDS INC 0.4%
Value ($000) $722 Shares 1,788 Est. Cost $265.57 Unrealized +10.4%
ATKR ATKORE INC 0.4%
Value ($000) $708 Shares 4,425 Est. Cost $118.47 Unrealized +12.3%
KFY KORN FERRY 0.3%
Value ($000) $651 Shares 10,965 Est. Cost $50.50 Unrealized -4.1%
HPQ HP INC 0.3%
Value ($000) $651 Shares 21,620 Est. Cost $27.12 Unrealized -5.0%
ALSN ALLISON TRANSMISSION HLDGS I 0.3%
Value ($000) $618 Shares 10,623 Est. Cost $54.40 Unrealized 0.0%
MLI MUELLER INDS INC 0.3%
Value ($000) $616 Shares 13,074 Est. Cost $34.44 Unrealized +14.2%
CROX CROCS INC 0.3%
Value ($000) $612 Shares 6,550 Est. Cost $81.59 Unrealized +13.2%
EBAY EBAY INC. 0.3%
Value ($000) $607 Shares 13,925 Est. Cost $39.83 Unrealized 0.0%
IRWD IRONWOOD PHARMACEUTICALS INC 0.3%
Value ($000) $600 Shares 52,443 Est. Cost $10.72 Unrealized -7.7%
CSCO CISCO SYS INC 0.3%
Value ($000) $596 Shares 11,791 Est. Cost $47.98 Unrealized 0.0%
OMC OMNICOM GROUP INC 0.3%
Value ($000) $584 Shares 6,750 Est. Cost $72.04 Unrealized +1.6%
MO ALTRIA GROUP INC 0.3%
Value ($000) $581 Shares 14,403 Est. Cost $36.11 Unrealized -3.6%
FOXA FOX CORP 0.3%
Value ($000) $574 Shares 19,354 Est. Cost $30.70 Unrealized -3.9%
UTHR UNITED THERAPEUTICS CORP DEL 0.3%
Value ($000) $573 Shares 2,605 Est. Cost $230.49 Unrealized 0.0%
AMN AMN HEALTHCARE SVCS INC 0.3%
Value ($000) $565 Shares 7,551 Est. Cost $85.30 Unrealized -16.1%
OLPX OLAPLEX HLDGS INC 0.3%
Value ($000) $514 Shares 202,211 Est. Cost $1.97 Unrealized 0.0%
MAN MANPOWERGROUP INC WIS 0.3%
Value ($000) $500 Shares 6,295 Est. Cost $79.12 Unrealized -6.1%
IDCC INTERDIGITAL INC 0.3%
Value ($000) $482 Shares 4,442 Est. Cost $90.48 Unrealized +2.3%
VECTOR GROUP LTD 0.3%
Value ($000) $474 Shares 42,020 Est. Cost $11.61 Unrealized
JBI JANUS INTERNATIONAL GROUP IN 0.3%
Value ($000) $471 Shares 36,105 Est. Cost $10.77 Unrealized -1.3%
BTU PEABODY ENERGY CORP 0.2%
Value ($000) $461 Shares 18,943 Est. Cost $23.39 Unrealized 0.0%
HRMY HARMONY BIOSCIENCES HLDGS IN 0.2%
Value ($000) $453 Shares 14,036 Est. Cost $27.91 Unrealized 0.0%
VNM VANECK ETF TRUST 0.2%
Value ($000) $447 Shares 34,601 Est. Cost $12.36 Unrealized
OGN ORGANON & CO 0.2%
Value ($000) $429 Shares 29,773 Est. Cost $12.33 Unrealized 0.0%
PREMIER INC 0.2%
Value ($000) $413 Shares 18,464 Est. Cost $22.36 Unrealized
TPR TAPESTRY INC 0.2%
Value ($000) $411 Shares 11,178 Est. Cost $29.19 Unrealized 0.0%
ZIP ZIPRECRUITER INC 0.2%
Value ($000) $409 Shares 29,400 Est. Cost $12.36 Unrealized 0.0%
LIBERTY MEDIA CORP DEL 0.2%
Value ($000) $398 Shares 13,840 Est. Cost $27.40 Unrealized
INTERPUBLIC GROUP COS INC 0.2%
Value ($000) $395 Shares 12,105 Est. Cost $27.60 Unrealized 0.0%
EXPD EXPEDITORS INTL WASH INC 0.2%
Value ($000) $385 Shares 3,026 Est. Cost $102.16 Unrealized +12.3%
SIRIUS XM HOLDINGS INC 0.2%
Value ($000) $352 Shares 64,343 Est. Cost $4.52 Unrealized
EVERI HLDGS INC 0.2%
Value ($000) $329 Shares 29,186 Est. Cost $11.27 Unrealized
RHI ROBERT HALF INC. 0.2%
Value ($000) $323 Shares 3,675 Est. Cost $74.12 Unrealized +7.2%
MD PEDIATRIX MEDICAL GROUP INC 0.1%
Value ($000) $279 Shares 30,029 Est. Cost $10.34 Unrealized 0.0%
EMBC EMBECTA CORP 0.1%
Value ($000) $276 Shares 14,606 Est. Cost $14.94 Unrealized 0.0%
ARCH RESOURCES INC 0.1%
Value ($000) $267 Shares 1,606 Est. Cost $135.53 Unrealized
HCC WARRIOR MET COAL INC 0.1%
Value ($000) $264 Shares 4,333 Est. Cost $36.53 Unrealized +44.5%
MRNA MODERNA INC 0.1%
Value ($000) $261 Shares 2,623 Est. Cost $137.20 Unrealized -38.7%
LPX LOUISIANA PAC CORP 0.1%
Value ($000) $253 Shares 3,571 Est. Cost $61.84 Unrealized -3.4%
MBUU MALIBU BOATS INC 0.1%
Value ($000) $248 Shares 4,518 Est. Cost $54.37 Unrealized -11.8%
PFE PFIZER INC 0.1%
Value ($000) $239 Shares 8,298 Est. Cost $36.11 Unrealized -26.9%
MED MEDIFAST INC 0.1%
Value ($000) $208 Shares 3,087 Est. Cost $83.04 Unrealized -16.1%
TGNA TEGNA INC 0.1%
Value ($000) $175 Shares 11,469 Est. Cost $16.30 Unrealized -8.0%
CF CF INDS HLDGS INC 0.1%
Value ($000) $163 Shares 2,047 Est. Cost $80.46 Unrealized -6.1%
BCC BOISE CASCADE CO DEL 0.0%
Value ($000) $92 Shares 712 Est. Cost $65.53 Unrealized +50.7%
TNET TRINET GROUP INC 0.0%
Value ($000) $82 Shares 688 Est. Cost $75.57 Unrealized +47.4%
BLDR BUILDERS FIRSTSOURCE INC 0.0%
Value ($000) $46 Shares 274 Est. Cost $68.74 Unrealized +93.3%
ENCORE WIRE CORP 0.0%
Value ($000) $25 Shares 116 Est. Cost $128.40 Unrealized
DYNAVAX TECHNOLOGIES CORP 0.0%
Value ($000) $22 Shares 1,601 Est. Cost $12.47 Unrealized
WGO WINNEBAGO INDS INC 0.0%
Value ($000) $21 Shares 294 Est. Cost $56.88 Unrealized +12.8%
GRAFTECH INTL LTD 0.0%
Value ($000) $19 Shares 8,679 Est. Cost $4.75 Unrealized
DELL DELL TECHNOLOGIES INC 0.0%
Value ($000) $15 Shares 201 Est. Cost $57.22 Unrealized +19.3%
SKY SKYLINE CHAMPION CORPORATION 0.0%
Value ($000) $14 Shares 193 Est. Cost $54.39 Unrealized +15.6%