Newfound Research LLC — Q4 2016 13F Holdings

Name: Newfound Research LLC — 13F Holdings, Q4 2016
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001630806

Total reported value

$40.8M

← Back to latest quarter

Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	✓	Powershares	Stock-Other	10.31%	—	+101.77%
2	IXN	Ishares Global Tech ETF	ETF-Tech	7.76%	—	+58.64%
3	IXG	Ishares Global Financials Et	ETF-Other	7.73%	—	+65.12%
4	RXI	Ishares Global Consumer Disc	ETF-Other	7.64%	—	+60.76%
5	EXI	Ishares Global Industrials E	ETF-Other	7.56%	—	+53.91%
6	MXI	Ishares Global Materials ETF	ETF-Other	7.51%	—	+50.58%
7	IXC	Ishares Global Energy ETF	ETF-Other	7.30%	—	+35.90%
8	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	5.54%	—	-59.47%
9	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	4.90%	—	+50.47%
10	CWB	Ss Spdr Bb Conv Sec ETF	ETF-Other	4.32%	—	+69.84%
11	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	4.29%	—	+41.55%
12	PBPUSD	Invesco S&p 500 Buywrite ETF	ETF-Large Cap & Growth	2.65%	—	+82.83%
13	XLF	Ss Financial Select Sector	ETF-Other	2.33%	—	+161.76%
14	XLK	Ss Technology Select Sector	ETF-Tech	2.26%	—	+85.31%
15	VYM	Vanguard High Dvd Yield ETF	ETF-Other	2.06%	—	+75.23%
16	✓	Select Sector Spdr Tr	Stock-Other	1.96%	—	+50.11%
17	XLB	Ss Materials Select Sector	ETF-Other	1.91%	—	+43.32%
18	AMJEUR	Jpmorgan Alerian Mlp Index	ETF-Large Cap & Growth	1.89%	—	+123.21%
19	XLI	Ss Industrial Select Sector	ETF-Other	1.88%	—	+48.69%
20	XLY	Ss Consumer Disc Select Sect	ETF-Other	1.86%	—	+57.40%
21	IDV	Ishares International Select	ETF-Other	1.76%	—	+47.78%
22	PFF	Ishares Preferred & Income S	ETF-Other	1.37%	—	-65.33%
23	VYMI	Vanguard Int High Dvd Yld In	ETF-Other	0.95%	—	—
24	MLPAUSD	Global X Mlp ETF	ETF-Other	0.66%	—	—
25	✓	Recon Cap Ser Tr	Stock-Other	0.39%	—	—
26	TLT	Ishares 20+ Year Treasury Bd	ETF-Gov Bonds	0.13%	—	-85.55%
27	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	0.10%	—	-7.86%
28	HYS	Pimco 0-5 Year H/y CORP Bond	ETF-Corp Bonds	0.09%	—	+115.06%
29	FLOT	Ishares Floating Rate Bond E	ETF-Other	0.07%	—	+31.57%
30	BBHY	Jpmorgan Betabuilders Usd Hi	ETF-Other	0.05%	—	—
31	USMV	Ishares Msci USA Min Vol Fac	ETF-Other	0.05%	—	+30.08%
32	NOBL	Proshares S&p 500 Dividend A	ETF-Large Cap & Growth	0.04%	—	+33.28%
33	MTUM	Ishares Msci USA Momentum Fa	ETF-Other	0.04%	—	+30.38%
34	IJR	Ishares Core S&p Small-cap E	ETF-Small Cap	0.04%	—	+1.69%
35	HDG	Proshares Hedge Replicat ETF	ETF-Other	0.04%	—	+8.13%
36	MNA	Nyli Merger Arbitrage ETF	ETF-Other	0.03%	—	+9.03%
37	✓	Rydex ETF Trust	ETF-Other	0.03%	—	+79.69%
38	WTMF	Wisdomtree Mgd Futures Strat	ETF-Other	0.03%	—	+9.07%
39	PCYUSD	Invesco Emerging Markets Sov	ETF-Emerging Markets	0.03%	—	-99.20%
40	USDU	Wisdomtree Bbg Usd Bullish	ETF-Other	0.03%	—	+9.08%
41	RALS	Proshares Rafi Long/short	ETF-Other	0.02%	—	+9.09%
42	VCLT	Vanguard Long-term CORP Bond	ETF-Corp Bonds	0.02%	—	+11.93%
43	VCIT	Vanguard Int-term Corporate	ETF-Corp Bonds	0.02%	—	-39.70%
44	SMHC	VanEck China Semiconductor ETF	ETF-Emerging Markets	0.02%	—	-99.01%
45	SCHX	Schwab US Large-cap ETF	ETF-Other	0.02%	—	+0.84%
46	FTLS	First Trust Long/short Eqty	ETF-Other	0.02%	—	+9.45%
47	✓	Alps ETF	ETF-Other	0.01%	—	+12.50%
48	✓	Powershares ETF Tr Ii	ETF-Other	0.01%	—	—
49	AMLPUSD	Alerian Mlp ETF	ETF-Other	0.01%	—	—
50	✓	Powershares S&p	Stock-Other	0.01%	—	—

1–50 of 192

Holding changes this quarter

Position changes disclosed by Newfound Research LLC for the quarter ending Q4 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	✓	Powershares	+4.9%	+101.77%	Add
2	IXG	Ishares Global Financials Et	+3.3%	+65.12%	Add
3	RXI	Ishares Global Consumer Disc	+2.6%	+60.76%	Add
4	IXN	Ishares Global Tech ETF	+2.5%	+58.64%	Add
5	EXI	Ishares Global Industrials E	+2.4%	+53.91%	Add
6	MXI	Ishares Global Materials ETF	+2.3%	+50.58%	Add
7	IXC	Ishares Global Energy ETF	+1.9%	+35.90%	Add
8	TLT	iShares 20+ Year Treasury Bond ETF	+1.9%	-59.47%	Trim
9	CWB	Ss Spdr Bb Conv Sec ETF	+1.6%	+69.84%	Add
10	XLF	Ss Financial Select Sector	+1.5%	+161.76%	Add
11	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	+1.4%	+50.47%	Add
12	PBPUSD	Invesco S&p 500 Buywrite ETF	+1.1%	+82.83%	Add
13	AMJEUR	Jpmorgan Alerian Mlp Index	+1%	+123.21%	Add
14	XLK	Ss Technology Select Sector	+1%	+85.31%	Add
15	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	+0.9%	+41.55%	Add
16	VYM	Vanguard High Dvd Yield ETF	+0.9%	+75.23%	Add
17	✓	Select Sector Spdr Tr	+0.7%	+50.11%	Add
18	XLY	Ss Consumer Disc Select Sect	+0.6%	+57.40%	Add
19	XLI	Ss Industrial Select Sector	+0.6%	+48.69%	Add
20	XLB	Ss Materials Select Sector	+0.6%	+43.32%	Add
21	IDV	Ishares International Select	+0.5%	+47.78%	Add
22	HYS	Pimco 0-5 Year H/y CORP Bond	+0.1%	+115.06%	Add
23	FLOT	Ishares Floating Rate Bond E	0%	+31.57%	Add
24	✓	Rydex ETF Trust	0%	+79.69%	Add
25	USMV	Ishares Msci USA Min Vol Fac	0%	+30.08%	Add
26	NOBL	Proshares S&p 500 Dividend A	0%	+33.28%	Add
27	MTUM	Ishares Msci USA Momentum Fa	0%	+30.38%	Add
28	✓	Market Vectors ETF Tr	—	EXIT	Sold out
29	VCIT	Vanguard Int-term Corporate	0%	-39.70%	Trim
30	GSY	Invesco Ultra Short Duration ETF	0%	-63.70%	Trim
31	SMHC	VanEck China Semiconductor ETF	0%	-7.86%	Trim
32	TLT	Ishares 20+ Year Treasury Bd	-1%	-85.55%	Trim
33	SMHC	VanEck China Semiconductor ETF	-2%	-99.01%	Trim
34	PFF	Ishares Preferred & Income S	-3.1%	-65.33%	Trim
35	PCYUSD	Invesco Emerging Markets Sov	-4%	-99.20%	Trim
36	JXI	Ishares Global Utilities ETF	—	EXIT	Sold out
37	KXI	Ishares Global Consumer Stap	—	EXIT	Sold out
38	IXP	Ishares Global Comm Services	—	EXIT	Sold out
39	IXJ	Ishares Global Healthcare Et	—	EXIT	Sold out
40	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
41	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
42	VNQ	Vanguard Real Estate ETF	—	EXIT	Sold out
43	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
44	VYMI	Vanguard Int High Dvd Yld In	—	NEW	New buy
45	VNQI	Vanguard Glbl Ex-us Real Est	—	EXIT	Sold out
46	MLPAUSD	Global X Mlp ETF	—	NEW	New buy
47	✓	Recon Cap Ser Tr	—	NEW	New buy
48	XLRE	Ss Real Estate Select Sector	—	EXIT	Sold out
49	BBHY	Jpmorgan Betabuilders Usd Hi	—	NEW	New buy
50	VMBS	Vanguard Mortgage-backed Sec	—	EXIT	Sold out