Newfound Research LLC — Q1 2016 13F Holdings

Name: Newfound Research LLC — 13F Holdings, Q1 2016
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001630806

Total reported value

$40.8M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	KXI	Ishares Global Consumer Stap	ETF-Other	12.82%	—	-25.00%
2	IXP	Ishares Global Comm Services	ETF-Other	12.75%	—	—
3	JXI	Ishares Global Utilities ETF	ETF-Other	10.66%	—	+21.47%
4	EXI	Ishares Global Industrials E	ETF-Other	9.08%	—	+10.16%
5	MXI	Ishares Global Materials ETF	ETF-Other	9.07%	—	—
6	SHY	Ishares 1-3 Year Treasury Bo	ETF-Gov Bonds	7.22%	—	-60.13%
7	RXI	Ishares Global Consumer Disc	ETF-Other	4.27%	—	-46.05%
8	IXN	Ishares Global Tech ETF	ETF-Tech	4.25%	—	-74.02%
9	IXC	Ishares Global Energy ETF	ETF-Other	4.20%	—	—
10	PCYUSD	Invesco Emerging Markets Sov	ETF-Emerging Markets	3.99%	—	+7.51%
11	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	3.51%	—	—
12	XLP	Ss Consumer Staples Sel Sect	ETF-Other	3.47%	—	+72.60%
13	PFF	Ishares Preferred & Income S	ETF-Other	2.61%	—	+38.06%
14	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	2.17%	—	+20168.99%
15	VNQ	Vanguard Real Estate ETF	ETF-Other	1.90%	—	—
16	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	1.83%	—	+2635.94%
17	VYM	Vanguard High Dvd Yield ETF	ETF-Other	1.82%	—	—
18	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	1.53%	—	+169514.29%
19	XLI	Ss Industrial Select Sector	ETF-Other	1.52%	—	+70.55%
20	VNQI	Vanguard Glbl Ex-us Real Est	ETF-Other	0.35%	—	—
21	✓	Powershares	Stock-Other	0.08%	—	+24.65%
22	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	0.07%	—	+26.66%
23	FLOT	Ishares Floating Rate Bond E	ETF-Other	0.07%	—	+22.74%
24	HYS	Pimco 0-5 Year H/y CORP Bond	ETF-Corp Bonds	0.06%	—	-23.95%
25	HDG	Proshares Hedge Replicat ETF	ETF-Other	0.05%	—	+25.58%
26	PSCU	Invesco S&p S C U&c Ser ETF	ETF-Other	0.05%	—	+6.36%
27	VCIT	Vanguard Int-term Corporate	ETF-Corp Bonds	0.04%	—	+0.91%
28	✓	Powershares ETF Tr Ii S&p Smcp	ETF-Other	0.04%	—	-0.86%
29	WTMF	Wisdomtree Mgd Futures Strat	ETF-Other	0.04%	—	+39.88%
30	MNA	Nyli Merger Arbitrage ETF	ETF-Other	0.04%	—	+31.24%
31	✓	Powershares ETF Tr Ii	ETF-Other	0.04%	—	+13.17%
32	✓	Powershares ETF Fund S&P Smallcap	ETF-Other	0.03%	—	+0.14%
33	USDU	Wisdomtree Bbg Usd Bullish	ETF-Other	0.03%	—	+37.03%
34	RALS	Proshares Rafi Long/short	ETF-Other	0.03%	—	+33.01%
35	IJR	Ishares Core S&p Small-cap E	ETF-Small Cap	0.02%	—	+67.20%
36	✓	Powershares Etf Fd Tr II	ETF-Other	0.02%	—	—
37	USMV	Ishares Msci USA Min Vol Fac	ETF-Other	0.02%	—	-39.85%
38	NOBL	Proshares S&p 500 Dividend A	ETF-Large Cap & Growth	0.02%	—	-38.19%
39	FTLS	First Trust Long/short Eqty	ETF-Other	0.02%	—	+31.16%
40	✓	ETF Ser Solutions	Stock-Other	0.02%	—	+36.83%
41	MTUM	Ishares Msci USA Momentum Fa	ETF-Other	0.02%	—	-36.87%
42	SCHX	Schwab US Large-cap ETF	ETF-Other	0.02%	—	-25.65%
43	✓	Alps ETF	ETF-Other	0.02%	—	+32.48%
44	✓	Rydex ETF Trust	ETF-Other	0.01%	—	-40.86%
45	VCLT	Vanguard Long-term CORP Bond	ETF-Corp Bonds	0.01%	—	+2.99%
46	✓	Powershares ETF Tr Ii	ETF-Other	0.01%	—	-24.38%
47	VEU	Vanguard Ftse All-world Ex-u	ETF-Other	0.01%	—	-20.69%
48	GSY	Invesco Ultra Short Duration ETF	ETF-Other	0.01%	—	+17.05%
49	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	0.01%	—	+2.44%
50	BND	Vanguard Total Bond Market	ETF-Other	0.01%	—	+0.92%

1–50 of 63

Holding changes this quarter

Position changes disclosed by Newfound Research LLC for the quarter ending Q1 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SMHC	VanEck China Semiconductor ETF	+2.2%	+20168.99%	Add
2	JXI	Ishares Global Utilities ETF	+1.8%	+21.47%	Add
3	TLT	Ishares 20+ Year Treasury Bd	+1.8%	+2635.94%	Add
4	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	+1.5%	+169514.29%	Add
5	XLP	Ss Consumer Staples Sel Sect	+1.4%	+72.60%	Add
6	XLI	Ss Industrial Select Sector	+0.6%	+70.55%	Add
7	PFF	Ishares Preferred & Income S	+0.5%	+38.06%	Add
8	EXI	Ishares Global Industrials E	+0.4%	+10.16%	Add
9	PCYUSD	Invesco Emerging Markets Sov	0%	+7.51%	Add
10	✓	Powershares	0%	+24.65%	Add
11	SMHC	VanEck China Semiconductor ETF	0%	+26.66%	Add
12	WTMF	Wisdomtree Mgd Futures Strat	0%	+39.88%	Add
13	MNA	Nyli Merger Arbitrage ETF	0%	+31.24%	Add
14	HDG	Proshares Hedge Replicat ETF	0%	+25.58%	Add
15	FLOT	Ishares Floating Rate Bond E	—	+22.74%	Add
16	NOBL	Proshares S&p 500 Dividend A	0%	-38.19%	Trim
17	MTUM	Ishares Msci USA Momentum Fa	0%	-36.87%	Trim
18	USMV	Ishares Msci USA Min Vol Fac	0%	-39.85%	Trim
19	HYS	Pimco 0-5 Year H/y CORP Bond	0%	-23.95%	Trim
20	RXI	Ishares Global Consumer Disc	-4.5%	-46.05%	Trim
21	KXI	Ishares Global Consumer Stap	-5.2%	-25.00%	Trim
22	SHY	Ishares 1-3 Year Treasury Bo	-12.6%	-60.13%	Trim
23	IXN	Ishares Global Tech ETF	-13.4%	-74.02%	Trim
24	IXP	Ishares Global Comm Services	—	NEW	New buy
25	MXI	Ishares Global Materials ETF	—	NEW	New buy
26	IXC	Ishares Global Energy ETF	—	NEW	New buy
27	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
28	✓	Newfound Multi-Asset Income	—	EXIT	Sold out
29	XLK	Ss Technology Select Sector	—	EXIT	Sold out
30	VNQ	Vanguard Real Estate ETF	—	NEW	New buy
31	XLY	Ss Consumer Disc Select Sect	—	EXIT	Sold out
32	VYM	Vanguard High Dvd Yield ETF	—	NEW	New buy
33	XLB	Ss Materials Select Sector	—	EXIT	Sold out
34	VNQI	Vanguard Glbl Ex-us Real Est	—	NEW	New buy
35	✓	Newfound Total Return	—	EXIT	Sold out
36	✓	Newfound Risk Managed Global Sectors	—	EXIT	Sold out
37	✓	Powershares S&p Smallcap	—	EXIT	Sold out
38	✓	Newfound Risk Managed U.S. Sectors	—	EXIT	Sold out
39	✓	Powershares Etf Fd Tr II	—	NEW	New buy
40	SCHA	Schwab US Small-cap ETF	—	EXIT	Sold out
41	✓	Powershares ETF Tr Ii S&p Smcp	—	EXIT	Sold out
42	✓	Rydex ETF Trust	—	EXIT	Sold out
43	✓	Newfound Total Return	—	EXIT	Sold out
44	✓	Rydex ETF Trust	—	EXIT	Sold out
45	✓	Newfound Multi-Asset Income	—	EXIT	Sold out
46	✓	Guggenheim	—	EXIT	Sold out
47	✓	Newfound Multi-Asset Income	—	EXIT	Sold out
48	✓	Newfound Total Return	—	EXIT	Sold out
49	✓	Newfound Risk Managed Global Sectors	—	EXIT	Sold out
50	✓	Newfound Risk Managed Global Sectors	—	EXIT	Sold out