Newfound Research LLC — Q3 2016 13F Holdings

Name: Newfound Research LLC — 13F Holdings, Q3 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	✓	Powershares	Stock-Other	5.40%	—	+62.36%
2	IXC	Ishares Global Energy ETF	ETF-Other	5.39%	—	-10.66%
3	IXN	Ishares Global Tech ETF	ETF-Tech	5.24%	—	-31.28%
4	MXI	Ishares Global Materials ETF	ETF-Other	5.17%	—	-26.69%
5	JXI	Ishares Global Utilities ETF	ETF-Other	5.14%	—	-22.31%
6	EXI	Ishares Global Industrials E	ETF-Other	5.12%	—	-25.79%
7	KXI	Ishares Global Consumer Stap	ETF-Other	5.08%	—	-23.92%
8	IXP	Ishares Global Comm Services	ETF-Other	5.05%	—	-23.64%
9	RXI	Ishares Global Consumer Disc	ETF-Other	5.01%	—	+49.91%
10	IXJ	Ishares Global Healthcare Et	ETF-Other	4.96%	—	+102.75%
11	PFF	Ishares Preferred & Income S	ETF-Other	4.46%	—	+63.56%
12	IXG	Ishares Global Financials Et	ETF-Other	4.40%	—	+29.89%
13	PCYUSD	Invesco Emerging Markets Sov	ETF-Emerging Markets	3.98%	—	+41.62%
14	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	3.63%	—	+65.74%
15	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	3.49%	—	+63.36%
16	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	3.39%	—	+62.39%
17	CWB	Ss Spdr Bb Conv Sec ETF	ETF-Other	2.75%	—	+63.16%
18	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	1.99%	—	+26.44%
19	PBPUSD	Invesco S&p 500 Buywrite ETF	ETF-Large Cap & Growth	1.53%	—	—
20	XLB	Ss Materials Select Sector	ETF-Other	1.36%	—	-31.61%
21	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.33%	—	-30.84%
22	✓	Select Sector Spdr Tr	Stock-Other	1.30%	—	-13.14%
23	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	1.29%	—	-33.26%
24	IDV	Ishares International Select	ETF-Other	1.28%	—	+63.13%
25	XLK	Ss Technology Select Sector	ETF-Tech	1.28%	—	-40.98%
26	XLI	Ss Industrial Select Sector	ETF-Other	1.26%	—	-37.43%
27	VNQ	Vanguard Real Estate ETF	ETF-Other	1.24%	—	+62.37%
28	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.23%	—	-36.31%
29	XLV	Ss Health Care Select Sector	ETF-Other	1.22%	—	—
30	VYM	Vanguard High Dvd Yield ETF	ETF-Other	1.19%	—	+23.11%
31	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	1.08%	—	+58.22%
32	VNQI	Vanguard Glbl Ex-us Real Est	ETF-Other	0.96%	—	+62.33%
33	AMJEUR	Jpmorgan Alerian Mlp Index	ETF-Large Cap & Growth	0.90%	—	+64.20%
34	XLF	Ss Financial Select Sector	ETF-Other	0.79%	—	—
35	XLRE	Ss Real Estate Select Sector	ETF-Other	0.19%	—	—
36	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	0.13%	—	+32.19%
37	FLOT	Ishares Floating Rate Bond E	ETF-Other	0.06%	—	+24.92%
38	HYS	Pimco 0-5 Year H/y CORP Bond	ETF-Corp Bonds	0.04%	—	+14.10%
39	USMV	Ishares Msci USA Min Vol Fac	ETF-Other	0.04%	—	+17.25%
40	HDG	Proshares Hedge Replicat ETF	ETF-Other	0.04%	—	+23.13%
41	IJR	Ishares Core S&p Small-cap E	ETF-Small Cap	0.04%	—	+12.60%
42	VCIT	Vanguard Int-term Corporate	ETF-Corp Bonds	0.03%	—	-8.82%
43	NOBL	Proshares S&p 500 Dividend A	ETF-Large Cap & Growth	0.03%	—	+17.62%
44	MNA	Nyli Merger Arbitrage ETF	ETF-Other	0.03%	—	+26.46%
45	MTUM	Ishares Msci USA Momentum Fa	ETF-Other	0.03%	—	+17.09%
46	WTMF	Wisdomtree Mgd Futures Strat	ETF-Other	0.03%	—	+26.45%
47	USDU	Wisdomtree Bbg Usd Bullish	ETF-Other	0.02%	—	+26.60%
48	RALS	Proshares Rafi Long/short	ETF-Other	0.02%	—	+27.54%
49	VCLT	Vanguard Long-term CORP Bond	ETF-Corp Bonds	0.02%	—	+27.89%
50	SCHX	Schwab US Large-cap ETF	ETF-Other	0.02%	—	+0.56%

1–50 of 199

Holding changes this quarter

Position changes disclosed by Newfound Research LLC for the quarter ending Q3 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	IXJ	Ishares Global Healthcare Et	+2.3%	+102.75%	Add
2	✓	Powershares	+1.8%	+62.36%	Add
3	RXI	Ishares Global Consumer Disc	+1.6%	+49.91%	Add
4	PFF	Ishares Preferred & Income S	+1.5%	+63.56%	Add
5	TLT	iShares 20+ Year Treasury Bond ETF	+1.3%	+65.74%	Add
6	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	+1.2%	+63.36%	Add
7	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	+1.1%	+62.39%	Add
8	PCYUSD	Invesco Emerging Markets Sov	+1%	+41.62%	Add
9	CWB	Ss Spdr Bb Conv Sec ETF	+1%	+63.16%	Add
10	IXG	Ishares Global Financials Et	+0.9%	+29.89%	Add
11	IDV	Ishares International Select	+0.5%	+63.13%	Add
12	VNQ	Vanguard Real Estate ETF	+0.4%	+62.37%	Add
13	VNQI	Vanguard Glbl Ex-us Real Est	+0.3%	+62.33%	Add
14	TLT	Ishares 20+ Year Treasury Bd	+0.3%	+58.22%	Add
15	AMJEUR	Jpmorgan Alerian Mlp Index	+0.3%	+64.20%	Add
16	SMHC	VanEck China Semiconductor ETF	+0.3%	+26.44%	Add
17	VYM	Vanguard High Dvd Yield ETF	+0.1%	+23.11%	Add
18	SMHC	VanEck China Semiconductor ETF	0%	+32.19%	Add
19	FLOT	Ishares Floating Rate Bond E	0%	+24.92%	Add
20	MNA	Nyli Merger Arbitrage ETF	0%	+26.46%	Add
21	VMBS	Vanguard Mortgage-backed Sec	0%	+325.00%	Add
22	IJR	Ishares Core S&p Small-cap E	0%	+12.60%	Add
23	HDG	Proshares Hedge Replicat ETF	0%	+23.13%	Add
24	WTMF	Wisdomtree Mgd Futures Strat	0%	+26.45%	Add
25	HYS	Pimco 0-5 Year H/y CORP Bond	—	+14.10%	Add
26	✓	Powershares S&p Smallcap	0%	-43.59%	Trim
27	PSCU	Invesco S&p S C U&c Ser ETF	0%	-54.75%	Trim
28	✓	Powershares ETF Tr Ii	0%	-58.33%	Trim
29	✓	Powershares ETF Tr Ii	0%	-60.44%	Trim
30	✓	Powershares ETF Fund S&P Smallcap	0%	-58.53%	Trim
31	✓	Powershares ETF Tr Ii S&p Smcp	0%	-59.58%	Trim
32	✓	Select Sector Spdr Tr	-0.3%	-13.14%	Trim
33	XLB	Ss Materials Select Sector	-0.8%	-31.61%	Trim
34	XLY	Ss Consumer Disc Select Sect	-0.8%	-36.31%	Trim
35	XLP	Ss Consumer Staples Sel Sect	-0.9%	-30.84%	Trim
36	XLI	Ss Industrial Select Sector	-0.9%	-37.43%	Trim
37	XLK	Ss Technology Select Sector	-0.9%	-40.98%	Trim
38	XLU	St Sr Utl Sl Se Spdr Etf-usd	-1%	-33.26%	Trim
39	IXC	Ishares Global Energy ETF	-1.1%	-10.66%	Trim
40	MXI	Ishares Global Materials ETF	-1.9%	-26.69%	Trim
41	EXI	Ishares Global Industrials E	-2%	-25.79%	Trim
42	IXN	Ishares Global Tech ETF	-2.1%	-31.28%	Trim
43	KXI	Ishares Global Consumer Stap	-2.3%	-23.92%	Trim
44	IXP	Ishares Global Comm Services	-2.4%	-23.64%	Trim
45	JXI	Ishares Global Utilities ETF	-2.4%	-22.31%	Trim
46	PBPUSD	Invesco S&p 500 Buywrite ETF	—	NEW	New buy
47	XLV	Ss Health Care Select Sector	—	NEW	New buy
48	XLF	Ss Financial Select Sector	—	NEW	New buy
49	XLRE	Ss Real Estate Select Sector	—	NEW	New buy
50	AMLPUSD	Alerian Mlp ETF	—	NEW	New buy