Newfound Research LLC

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/Contrarian: 50
Sector conviction: 51.1
Diversification: 100
Sizing Uniformity: 75.35

Recent moves

No 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
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
2022-09-30	131	$40.8M	0	1SHY 2VFMO 3MTUM Top holdings2022-09-30 1.SHY 2.VFMO 3.MTUM 4.JMOM 5.FDMO 6.VOO 7.SPY 8.JQUA 9.FQAL 10.QUAL
2022-06-30	131	$47.2M	0	1SHY 2SPY 3MTUM Top holdings2022-06-30 1.SHY 2.SPY 3.MTUM 4.FDMO 5.JMOM 6.VFMO 7.LGLV 8.USMV 9.FDLO 10.JQUA
2022-03-31	134	$76.9M	0	1SPY 2SHY 3VOO Top holdings2022-03-31 1.SPY 2.SHY 3.VOO 4.FDMO 5.MTUM 6.JMOM 7.VFMO 8.USMV 9.LGLV 10.QUAL
2021-12-31	122	$82.8M	0	1VOO 2SPY 3JMOM Top holdings2021-12-31 1.VOO 2.SPY 3.JMOM 4.VFMO 5.FDMO 6.MTUM 7.LGLV 8.USMV 9.FQAL 10.JQUA
2021-09-30	121	$61.8M	0	1SPY 2VOO 3VFMO Top holdings2021-09-30 1.SPY 2.VOO 3.VFMO 4.JMOM 5.FDMO 6.MTUM 7.USMV 8.LGLV 9.FDLO 10.QUAL
2021-06-30	120	$50.5M	92	1SPY 2VOO 3VFMO Top holdings2021-06-30 1.SPY 2.VOO 3.VFMO 4.MTUM 5.FDMO 6.JMOM 7.FDLO 8.JQUA 9.FQAL 10.USMV
2021-03-31	127	$43.2M	53	1SPY 2MTUM 3VFMO Top holdings2021-03-31 1.SPY 2.MTUM 3.VFMO 4.FDMO 5.JMOM 6.QUAL 7.JQUA 8.FQAL 9.FDLO 10.USMV
2020-12-31	126	$38.9M	100	1SPY 2JMOM 3MTUM Top holdings2020-12-31 1.SPY 2.JMOM 3.MTUM 4.FDMO 5.VFMO 6.QUAL 7.XLNXEUR 8.TTWO 9.MXIM 10.ANETEUR
2020-09-30	110	$35.0M	100	1SPY 2XLV 3XLK Top holdings2020-09-30 1.SPY 2.XLV 3.XLK 4.XLY 5.XLF 6.XLB 7.XLI 8.XLC 9.XLP 10.FHLC
2020-06-30	51	$80.4M	100	1XLB 2XLV 3XLY Top holdings2020-06-30 1.XLB 2.XLV 3.XLY 4.XLC 5.XLF 6.IXN 7.MXI 8.IXJ 9.RXI 10.IXP
2020-03-31	208	$90.0M	100	1SHY 2JXI 3XLK Top holdings2020-03-31 1.SHY 2.JXI 3.XLK 4.TLT 5.LQD 6.KXI 7.XLU 8.BWX 9.IXJ 10.IXP
2019-12-31	233	$106.6M	17	1IXJ 2IXN 3JXI Top holdings2019-12-31 1.IXJ 2.IXN 3.JXI 4.RXI 5.KXI 6.EXI 7.IXP 8.IXG 9.MXI 10.XLK
2019-09-30	239	$114.0M	19	1RXI 2IXJ 3IXP Top holdings2019-09-30 1.RXI 2.IXJ 3.IXP 4.IXN 5.JXI 6.KXI 7.EXI 8.73936Q 9.XLK 10.XLU
2019-06-30	233	$115.7M	66	1IXG 2KXI 3EXI Top holdings2019-06-30 1.IXG 2.KXI 3.EXI 4.IXP 5.RXI 6.IXN 7.JXI 8.MXI 9.XLF 10.XLI
2019-03-31	230	$137.5M	100	1SHY 2EXI 3IXN Top holdings2019-03-31 1.SHY 2.EXI 3.IXN 4.JXI 5.LQD 6.XLI 7.XLK 8.XLU 9.HYG 10.IXP
2018-12-31	211	$144.2M	100	1SHY 2JXI 3VNQ Top holdings2018-12-31 1.SHY 2.JXI 3.VNQ 4.TLT 5.IXJ 6.XLU 7.TLT 8.PBPUSD 9.XLP 10.XLV
2018-09-30	238	$176.2M	62	173936Q2HYG 3IXC Top holdings2018-09-30 1.73936Q 2.HYG 3.IXC 4.IXN 5.IXJ 6.RXI 7.JXI 8.TLT 9.XLC 10.EXI
2018-06-30	227	$176.9M	69	173936Q2IXC 3IXN Top holdings2018-06-30 1.73936Q 2.IXC 3.IXN 4.RXI 5.TLT 6.HYG 7.PFF 8.81369y 9.PFXF 10.XLY
2018-03-31	236	$175.8M	82	173936Q2SMHC 3IXN Top holdings2018-03-31 1.73936Q 2.SMHC 3.IXN 4.RXI 5.PFXF 6.EXI 7.IXG 8.PFF 9.SHY 10.PBPUSD
2017-12-31	237	$188.4M	19	173936Q2HYG 3PCYUSD Top holdings2017-12-31 1.73936Q 2.HYG 3.PCYUSD 4.PFF 5.RXI 6.EXI 7.IXN 8.MXI 9.IXG 10.LQD
2017-09-30	231	$174.6M	27	173936Q2HYG 3PFF Top holdings2017-09-30 1.73936Q 2.HYG 3.PFF 4.PCYUSD 5.TLT 6.MXI 7.IXG 8.EXI 9.IXN 10.IXJ
2017-06-30	230	$143.0M	27	173936Q2PFF 3HYG Top holdings2017-06-30 1.73936Q 2.PFF 3.HYG 4.IXG 5.MXI 6.TLT 7.RXI 8.EXI 9.IXN 10.PCYUSD
2017-03-31	228	$128.0M	48	173936Q2HYG 3TLT Top holdings2017-03-31 1.73936Q 2.HYG 3.TLT 4.IXN 5.RXI 6.EXI 7.MXI 8.IXC 9.IXG 10.LQD
2016-12-31	192	$111.6M	77	173936Q2IXN 3IXG Top holdings2016-12-31 1.73936Q 2.IXN 3.IXG 4.RXI 5.EXI 6.MXI 7.IXC 8.TLT 9.HYG 10.CWB
2016-09-30	199	$104.9M	38	173936Q2IXC 3IXN Top holdings2016-09-30 1.73936Q 2.IXC 3.IXN 4.MXI 5.JXI 6.EXI 7.KXI 8.IXP 9.RXI 10.IXJ
2016-06-30	195	$95.9M	65	1JXI 2IXP 3KXI Top holdings2016-06-30 1.JXI 2.IXP 3.KXI 4.IXN 5.EXI 6.MXI 7.IXC 8.73936Q 9.IXG 10.RXI
2016-03-31	63	$92.4M	87	1KXI 2IXP 3JXI Top holdings2016-03-31 1.KXI 2.IXP 3.JXI 4.EXI 5.MXI 6.SHY 7.RXI 8.IXN 9.IXC 10.PCYUSD
2015-12-31	78	$83.8M	0	1SHY 2KXI 3IXN Top holdings2015-12-31 1.SHY 2.KXI 3.IXN 4.JXI 5.RXI 6.EXI 7.PCYUSD 8.66538G 9.XLP 10.XLK

Holding changes this quarter

Position changes disclosed by Newfound Research LLC for the quarter ending 2022-09-30, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action

FAQ

What is Newfound Research LLC and what type of investor is it?

Newfound Research LLC is a 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%