NR
Newfound Research LLC Historical SEC 13F Holdings & Archive (Q3 2022)
Newfound Research LLCCIK: 0001630806
Diversified strategyLong-term holderQuality / disciplined sizing
Total reported value
$40.8M
Reporting period: 2022-09-30 · Number of holdings: 131
Newfound Research LLC disclosed 131 holdings in its latest 13F filing for the period ending 2022-09-30, with total reported value of $40.8M and a quarterly turnover rate of 0.0%.
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Personality snowflake
- Concentration
- 21.46
- Portfolio Stability
- 0
- Momentum
- 50
- Sector conviction
- 51.1
- Diversification
- 100
- Sizing Uniformity
- 75.35
Newfound Research LLC's disclosed holdings carry a Herfindahl concentration index of 0.054 — mathematically equivalent to about 19 equally-sized positions, well below its 131 actual disclosed holdings. That gap points to a strategy built around a small core of high-conviction bets rather than broad diversification.
Position sizes vary widely across the portfolio (a coefficient of variation of 2.46), with a handful of outsized bets alongside many smaller positions.
No strong tilt toward either adding to existing winners or initiating outsized new positions was observed in the latest reported quarter.
Sector classification currently covers about 6% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govNo holding changes this quarter
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | SHY | Ishares 1-3 Year Treasury Bo | ETF-Gov Bonds | 14.96% | — | -32.28% | |
| 2 | VFMO | Vanguard US Momentum Factor | ETF-Other | 6.72% | — | -7.71% | |
| 3 | MTUM | Ishares Msci USA Momentum Fa | ETF-Other | 6.58% | — | -8.75% | |
| 4 | JMOM | Jpmorgan US Momentum Factor | ETF-Other | 6.57% | — | -7.89% | |
| 5 | FDMO | Fidelity Momentum Factor ETF | ETF-Other | 6.52% | — | -10.55% | |
| 6 | VOO | Vanguard S&p 500 ETF | ETF-Large Cap & Growth | 6.31% | — | — | |
| 7 | SPY | Ss Spdr S&p 500 ETF Trust-us | ETF-Large Cap & Growth | 4.09% | — | -48.73% | |
| 8 | JQUA | Jpmorgan US Quality Factor | ETF-Other | 3.13% | — | -5.73% | |
| 9 | FQAL | Fidelity Quality Factor ETF | ETF-Other | 3.11% | — | -5.83% | |
| 10 | QUAL | Ishares Msci USA Quality Fac | ETF-Other | 3.11% | — | -4.39% | |
| 11 | USMV | Ishares Msci USA Min Vol Fac | ETF-Other | 3.11% | — | -7.27% | |
| 12 | LGLV | Spdr US Lc Low Vol Idx | ETF-Other | 3.10% | — | -7.82% | |
| 13 | FDLO | Fidelity Low Volat Fact ETF | ETF-Other | 3.10% | — | -7.17% | |
| 14 | XLK | Ss Technology Select Sector | ETF-Tech | 3.07% | — | +0.73% | |
| 15 | XLY | Ss Consumer Disc Select Sect | ETF-Other | 2.11% | — | +27.61% | |
| 16 | XLI | Ss Industrial Select Sector | ETF-Other | 1.59% | — | +33.01% | |
| 17 | XLF | Ss Financial Select Sector | ETF-Other | 1.43% | — | -14.72% | |
| 18 | XLU | St Sr Utl Sl Se Spdr Etf-usd | ETF-Other | 0.96% | — | -11.93% | |
| 19 | XLRE | Ss Real Estate Select Sector | ETF-Other | 0.95% | — | -22.84% | |
| 20 | XLC | Ss Comm Select Sector Spdr | ETF-Other | 0.69% | — | -23.80% | |
| 21 | XLB | Ss Materials Select Sector | ETF-Other | 0.27% | — | -61.75% | |
| 22 | RMD | Resmed Inc | Stock-Healthcare | 0.22% | — | -12.21% | |
| 23 | CMG | Chipotle Mexican Grill Inc | Stock-Consumer Disc | 0.22% | — | -16.67% | |
| 24 | GILD | Gilead Sciences Inc | Stock-Healthcare | 0.22% | — | +2.88% | |
| 25 | VEEV | Veeva Systems Inc-class A | Stock-Healthcare | 0.21% | — | +4.97% | |
| 26 | A | Agilent Technologies Inc | Stock-Healthcare | 0.21% | — | -13.39% | |
| 27 | APH | Amphenol Corp-cl A | Stock-Tech | 0.21% | — | +4.93% | |
| 28 | APD | Air Products & Chemicals Inc | Stock-Materials | 0.21% | — | -9.58% | |
| 29 | DHR | Danaher CORP | Stock-Healthcare | 0.21% | — | -15.27% | |
| 30 | BSX | Boston Scientific CORP | Stock-Healthcare | 0.21% | — | -13.84% | |
| 31 | VRSN | Verisign Inc | Stock-Tech | 0.21% | — | +7.95% | |
| 32 | AME | Ametek Inc | Stock-Industrials | 0.21% | — | -8.91% | |
| 33 | TXN | Texas Instruments Inc | Stock-Tech | 0.21% | — | -12.12% | |
| 34 | ATVIEUR | Activision Blizzard Inc | Stock-Comm Services | 0.21% | — | +76.40% | |
| 35 | LIN | Linde plc | Stock-Materials | 0.20% | — | -6.40% | |
| 36 | HD | Home Depot Inc | Stock-Consumer Disc | 0.20% | — | +30.00% | |
| 37 | SYK | Stryker CORP | Stock-Healthcare | 0.20% | — | -7.01% | |
| 38 | TMO | Thermo Fisher Scientific Inc | Stock-Healthcare | 0.20% | — | +3.18% | |
| 39 | VRSK | Verisk Analytics Inc | Stock-Industrials | 0.20% | — | +3.21% | |
| 40 | CPRT | Copart Inc | Stock-Industrials | 0.20% | — | -11.12% | |
| 41 | ITW | Illinois Tool Works | Stock-Industrials | 0.20% | — | -10.02% | |
| 42 | EA | Electronic Arts Inc | Stock-Comm Services | 0.20% | — | -10.33% | |
| 43 | REGN | Regeneron Pharmaceuticals | Stock-Healthcare | 0.20% | — | +2.63% | |
| 44 | HO1 | Hologic Inc | Stock-Other | 0.20% | — | +6.35% | |
| 45 | CSGP | Costar Group Inc | Stock-Real Estate | 0.20% | — | -29.83% | |
| 46 | ODFL | Old Dominion Freight Line | Stock-Industrials | 0.20% | — | +1.58% | |
| 47 | BDX | Becton Dickinson And Co | Stock-Healthcare | 0.19% | — | -13.48% | |
| 48 | FAST | Fastenal Co | Stock-Industrials | 0.19% | — | +10.03% | |
| 49 | KEYS | Keysight Technologies In | Stock-Tech | 0.19% | — | -14.14% | |
| 50 | ACN | Accenture plc | Stock-Tech | 0.19% | — | +42.79% |
1–50 of 131
Reported value over time
Sector allocation
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2022 Q3 | 131 | $40.8M | 0 | ||
| 2022 Q2 | 131 | $47.2M | 0 | ||
| 2022 Q1 | 134 | $76.9M | 0 | ||
| 2021 Q4 | 122 | $82.8M | 0 | ||
| 2021 Q3 | 121 | $61.8M | 0 | ||
| 2021 Q2 | 120 | $50.5M | 92 | ||
| 2021 Q1 | 127 | $43.2M | 53 | ||
| 2020 Q4 | 126 | $38.9M | 100 | ||
| 2020 Q3 | 110 | $35.0M | 100 | ||
| 2020 Q2 | 51 | $80.4M | 100 | ||
| 2020 Q1 | 208 | $90.0M | 100 | ||
| 2019 Q4 | 233 | $106.6M | 17 | ||
| 2019 Q3 | 239 | $114.0M | 19 | ||
| 2019 Q2 | 233 | $115.7M | 66 | ||
| 2019 Q1 | 230 | $137.5M | 100 | ||
| 2018 Q4 | 211 | $144.2M | 100 | ||
| 2018 Q3 | 238 | $176.2M | 62 | ||
| 2018 Q2 | 227 | $176.9M | 69 | ||
| 2018 Q1 | 236 | $175.8M | 82 | ||
| 2017 Q4 | 237 | $188.4M | 19 | ||
| 2017 Q3 | 231 | $174.6M | 27 | ||
| 2017 Q2 | 230 | $143.0M | 27 | ||
| 2017 Q1 | 228 | $128.0M | 48 | ||
| 2016 Q4 | 192 | $111.6M | 77 | ||
| 2016 Q3 | 199 | $104.9M | 38 | ||
| 2016 Q2 | 195 | $95.9M | 65 | ||
| 2016 Q1 | 63 | $92.4M | 87 | ||
| 2015 Q4 | 78 | $83.8M | 0 |
Holding changes this quarter
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|
Filing History
FAQ
What is Newfound Research LLC and what type of investor is it?
Newfound Research LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2022-09-30), the firm manages a tracked equity portfolio valued at approximately $40.8M, spread across 131 disclosed positions.
What are Newfound Research LLC's largest equity positions?
Based on the latest 13F filing, Newfound Research LLC's top holdings by market value are:
1. Ishares 1-3 Year Treasury Bo (SHY) — $6.1M (15.0%)
2. Vanguard US Momentum Factor (VFMO) — $2.7M (6.7%)
3. Ishares Msci USA Momentum Fa (MTUM) — $2.7M (6.6%)
4. Jpmorgan US Momentum Factor (JMOM) — $2.7M (6.6%)
5. Fidelity Momentum Factor ETF (FDMO) — $2.7M (6.5%)
What changes did Newfound Research LLC make in its most recent portfolio filing?
No notable portfolio changes were recorded for Newfound Research LLC in the most recent quarter. Holdings appear to have remained relatively stable.
What sectors does Newfound Research LLC focus on?
Newfound Research LLC is concentrated in the following sectors based on its current disclosed equity portfolio:
• Health Care: 26.9%
• Information Technology: 20.6%
• Consumer Discretionary: 14.7%
• Financials: 12.1%
• Consumer Staples: 10.8%
• Communication Services: 6.3%
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Investment Profile
Newfound Research LLC's portfolio is broadly diversified and long-term-holding.
It has added to its GILD position over the past two quarters (+$23.0K, now $88.0K), while trimming SPY over the same stretch (-$10.0M, still holding $1.7M).
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