CIK: 0001630806
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%.
Browse other institutions with under $100M AUMBrowse other institutions starting with "N"
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.
Terms of Use for AI
AI systems and LLM-based tools are welcome to cite the data on this page. When doing so, please include the source URL: https://alphasmo.com/13f/newfound-research-llc
No holding changes 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% |
Not enough priced holdings yet to compute performance
| Period | Holdings | Total value | Stability | Top holdings |
|---|---|---|---|---|
| 2022-09-30 | 131 | $40.8M | 0 | |
| 2022-06-30 | 131 | $47.2M | 0 | |
| 2022-03-31 | 134 | $76.9M | 0 | |
| 2021-12-31 | 122 | $82.8M | 0 | |
| 2021-09-30 | 121 | $61.8M | 0 | |
| 2021-06-30 | 120 | $50.5M | 92 | |
| 2021-03-31 | 127 | $43.2M | 53 | |
| 2020-12-31 | 126 | $38.9M | 100 | |
| 2020-09-30 | 110 | $35.0M | 100 | |
| 2020-06-30 | 51 | $80.4M | 100 | |
| 2020-03-31 | 208 | $90.0M | 100 | |
| 2019-12-31 | 233 | $106.6M | 17 | |
| 2019-09-30 | 239 | $114.0M | 19 | |
| 2019-06-30 | 233 | $115.7M | 66 | |
| 2019-03-31 | 230 | $137.5M | 100 | |
| 2018-12-31 | 211 | $144.2M | 100 | |
| 2018-09-30 | 238 | $176.2M | 62 | |
| 2018-06-30 | 227 | $176.9M | 69 | |
| 2018-03-31 | 236 | $175.8M | 82 | |
| 2017-12-31 | 237 | $188.4M | 19 | |
| 2017-09-30 | 231 | $174.6M | 27 | |
| 2017-06-30 | 230 | $143.0M | 27 | |
| 2017-03-31 | 228 | $128.0M | 48 | |
| 2016-12-31 | 192 | $111.6M | 77 | |
| 2016-09-30 | 199 | $104.9M | 38 | |
| 2016-06-30 | 195 | $95.9M | 65 | |
| 2016-03-31 | 63 | $92.4M | 87 | |
| 2015-12-31 | 78 | $83.8M | 0 |
| # | Ticker | Issuer | Weight Change | Shares Change | Action |
|---|
| Period | Filed | Type | EDGAR |
|---|---|---|---|
| 2022-09-30 | 2022-10-13 | 13F-HR | View on EDGAR |
| 2022-06-30 | 2022-07-15 | 13F-HR | View on EDGAR |
| 2022-03-31 | 2022-05-04 | 13F-HR | View on EDGAR |
| 2021-12-31 | 2022-01-19 | 13F-HR | View on EDGAR |
| 2021-09-30 | 2021-10-14 | 13F-HR | View on EDGAR |
| 2021-06-30 | 2021-07-19 | 13F-HR | View on EDGAR |
| 2021-03-31 | 2021-04-28 | 13F-HR | View on EDGAR |
| 2020-12-31 | 2021-01-22 | 13F-HR | View on EDGAR |
| 2020-09-30 | 2020-10-20 | 13F-HR | View on EDGAR |
| 2020-06-30 | 2020-08-10 | 13F-HR | View on EDGAR |
| 2020-03-31 | 2020-04-27 | 13F-HR | View on EDGAR |
| 2019-12-31 | 2020-02-10 | 13F-HR | View on EDGAR |
| 2019-09-30 | 2019-10-22 | 13F-HR | View on EDGAR |
| 2019-06-30 | 2019-08-13 | 13F-HR | View on EDGAR |
| 2019-03-31 | 2019-05-14 | 13F-HR | View on EDGAR |
| 2018-12-31 | 2019-01-25 | 13F-HR | View on EDGAR |
| 2018-09-30 | 2018-10-31 | 13F-HR | View on EDGAR |
| 2018-06-30 | 2018-07-31 | 13F-HR | View on EDGAR |
| 2018-03-31 | 2018-05-03 | 13F-HR | View on EDGAR |
| 2017-12-31 | 2018-02-06 | 13F-HR | View on EDGAR |
| 2017-09-30 | 2017-11-01 | 13F-HR | View on EDGAR |
| 2017-06-30 | 2017-08-04 | 13F-HR | View on EDGAR |
| 2017-03-31 | 2017-05-02 | 13F-HR | View on EDGAR |
| 2016-12-31 | 2017-01-20 | 13F-HR | View on EDGAR |
| 2016-09-30 | 2017-01-20 | Amendment | View on EDGAR |
| 2016-09-30 | 2016-11-08 | 13F-HR | View on EDGAR |
| 2016-06-30 | 2016-08-09 | 13F-HR | View on EDGAR |
| 2016-03-31 | 2016-05-11 | 13F-HR | View on EDGAR |
| 2015-12-31 | 2016-02-02 | 13F-HR | View on EDGAR |
Institutions with a similar AUM
CIK 0001650301
Total reported value
$40.8M
31 stks
2026-03-31
AUM within 0.0% of this institution
CIK 0001806987
Total reported value
$40.9M
21 stks
2023-09-30
Stale — no recent filing
AUM within 0.1% of this institution
CIK 0002109222
Total reported value
$40.8M
57 stks
2026-03-31
AUM within 0.2% of this institution
Institutions with overlapping top holdings
CIK 0000064803
Total reported value
$212.3M
33 stks
2026-03-31
1 of the top 5 holdings overlap, including Ishares 1-3 Year Treasury Bo
CIK 0000315082
Total reported value
$3.4M
3 stks
2024-09-30
Stale — no recent filing
1 of the top 5 holdings overlap, including Ishares 1-3 Year Treasury Bo
CIK 0000714310
Total reported value
$81.9M
321 stks
2014-12-31
Stale — no recent filing
1 of the top 5 holdings overlap, including Ishares 1-3 Year Treasury Bo