Newfound Research

Newfound Research as of June 30, 2016

Portfolio Holdings for Newfound Research

Newfound Research holds 195 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares S&P Global Utilities Sector (JXI) 7.5 $7.2M 146k 49.34
iShares S&P Global Telecommunicat. (IXP) 7.4 $7.1M 112k 63.19
iShares S&P Global Consumer Staple (KXI) 7.4 $7.1M 71k 100.15
iShares S&P Global Technology Sect. (IXN) 7.3 $7.0M 72k 97.33
iShares S&P Global Industrials Sec (EXI) 7.1 $6.8M 98k 69.46
iShares S&P Global Mat. Sector Inde (MXI) 7.1 $6.8M 138k 49.05
iShares S&P Global Energy Sector (IXC) 6.5 $6.2M 193k 32.31
Powershares Senior Loan Portfo mf 3.6 $3.5M 150k 22.97
iShares S&P Global Financials Sect. (IXG) 3.5 $3.3M 70k 47.80
iShares S&P Global Consumer Dis Sec (RXI) 3.5 $3.3M 39k 84.38
iShares S&P US Pref Stock Idx Fnd (PFF) 3.0 $2.9M 72k 39.89
PowerShares Emerging Markets Sovere 3.0 $2.8M 96k 29.58
iShares S&P Global Healthcare Sect. (IXJ) 2.7 $2.6M 26k 101.00
iShares FTSE NAREIT Mort. Plus Capp 2.3 $2.2M 219k 10.26
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.3 $2.2M 18k 122.76
Utilities SPDR (XLU) 2.3 $2.2M 41k 52.46
iShares iBoxx $ High Yid Corp Bond (HYG) 2.3 $2.2M 26k 84.68
Consumer Staples Select Sect. SPDR (XLP) 2.2 $2.1M 38k 55.16
Technology SPDR (XLK) 2.2 $2.1M 48k 43.36
Industrial SPDR (XLI) 2.1 $2.0M 36k 56.02
Materials SPDR (XLB) 2.1 $2.0M 44k 46.34
Consumer Discretionary SPDR (XLY) 2.1 $2.0M 25k 78.05
SPDR Barclays Capital Convertible SecETF (CWB) 1.7 $1.7M 38k 43.85
Market Vectors Emerging Mkts Local ETF 1.7 $1.6M 86k 18.87
Energy Select Sector SPDR (XLE) 1.6 $1.5M 22k 68.25
Vanguard High Dividend Yield ETF (VYM) 1.1 $1.0M 14k 71.46
Vanguard REIT ETF (VNQ) 0.9 $820k 9.2k 88.67
iShares Dow Jones EPAC Sel Div Ind (IDV) 0.8 $788k 28k 28.63
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.8 $726k 5.2k 138.89
Vanguard Intl Equity Index F glb ex us etf (VNQI) 0.6 $597k 11k 54.10
Jp Morgan Alerian Mlp Index (AMJ) 0.6 $580k 18k 31.84
Market Vectors High Yield Muni. Ind 0.1 $101k 3.1k 32.38
Ishares Tr fltg rate nt (FLOT) 0.1 $49k 971.00 50.46
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.0 $39k 442.00 88.24
Pimco Etf Tr 0-5 high yield (HYS) 0.0 $38k 390.00 97.44
Ishares Tr usa min vo (USMV) 0.0 $36k 777.00 46.33
iShares S&P SmallCap 600 Index (IJR) 0.0 $30k 262.00 114.50
IndexIQ IQ ARB Merger Arbitrage ETF (MNA) 0.0 $24k 858.00 27.97
Powershares Etf Tr Ii s^p smcp consu 0.0 $28k 432.00 64.81
Powershares Etf Tr Ii s^p smcp ind p 0.0 $27k 586.00 46.08
Powershares Etf Tr Ii s^p smcp it po 0.0 $27k 480.00 56.25
Powershares Etf Tr Ii s^p smcp mat p 0.0 $27k 776.00 34.79
Powershares Etf Tr Ii s^p smcp uti p 0.0 $29k 590.00 49.15
Wisdomtree Trust futre strat (WTMF) 0.0 $24k 567.00 42.33
Proshares Tr hd replication (HDG) 0.0 $30k 709.00 42.31
Ishares Tr Msci Usa Momentum Factor (MTUM) 0.0 $27k 357.00 75.63
Proshares Tr S&p 500 Aristo (NOBL) 0.0 $31k 562.00 55.16
Proshares Tr rafi lg sht 0.0 $19k 483.00 39.34
Schwab Strategic Tr us lrg cap etf (SCHX) 0.0 $18k 355.00 50.70
Vanguard Long Term Corporate Bond ETF (VCLT) 0.0 $18k 190.00 94.74
Powershares Etf Tr Ii s^p smcp fin p 0.0 $20k 468.00 42.74
Powershares Etf Tr Ii s^p smcp hc po 0.0 $17k 234.00 72.65
Wisdomtree Tr blmbg us bull (USDU) 0.0 $20k 748.00 26.74
Computer Sciences Corporation 0.0 $5.0k 109.00 45.87
Rydex S&P Equal Weight ETF 0.0 $9.0k 111.00 81.08
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.0 $5.0k 45.00 111.11
Vanguard FTSE All-World ex-US ETF (VEU) 0.0 $10k 230.00 43.48
Vanguard Total Bond Market ETF (BND) 0.0 $9.0k 110.00 81.82
Market Vectors-Inter. Muni. Index 0.0 $7.0k 273.00 25.64
Clyme US Cptl Mkts Mco Trm Fxd Idx 0.0 $8.0k 162.00 49.38
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 0.0 $5.0k 49.00 102.04
PowerShares S&P SmllCp Cnsmr Disny Ptfo 0.0 $13k 284.00 45.77
PowerShares S&P SllCp Egy Ptflio 0.0 $14k 855.00 16.37
Vanguard Short Term Corporate Bond ETF (VCSH) 0.0 $6.0k 70.00 85.71
Rydex Etf Trust s^p500 pur val 0.0 $14k 268.00 52.24
Etf Ser Solutions alpclone alter 0.0 $9.0k 275.00 32.73
Alps Etf Tr us eqthivolpt wr 0.0 $10k 529.00 18.90
Ipath S&p 500 Vix S/t Fu Etn 0.0 $5.0k 360.00 13.89
First Tr Exch Traded Fund Ii lng/sht equity (FTLS) 0.0 $12k 384.00 31.25
Loews Corporation (L) 0.0 $999.970000 19.00 52.63
Genworth Financial (GNW) 0.0 $0 160.00 0.00
Goldman Sachs (GS) 0.0 $1.0k 5.00 200.00
Hartford Financial Services (HIG) 0.0 $2.0k 39.00 51.28
Assurant (AIZ) 0.0 $4.0k 44.00 90.91
Principal Financial (PFG) 0.0 $1.0k 18.00 55.56
Lincoln National Corporation (LNC) 0.0 $1.0k 38.00 26.32
Discover Financial Services (DFS) 0.0 $0 1.00 0.00
Ameriprise Financial (AMP) 0.0 $0 1.00 0.00
Legg Mason 0.0 $0 3.00 0.00
AutoNation (AN) 0.0 $0 4.00 0.00
FedEx Corporation (FDX) 0.0 $1.0k 6.00 166.67
Wal-Mart Stores (WMT) 0.0 $2.0k 27.00 74.07
Via 0.0 $0 2.00 0.00
AES Corporation (AES) 0.0 $1.0k 115.00 8.70
Lennar Corporation (LEN) 0.0 $0 4.00 0.00
Pulte (PHM) 0.0 $0 23.00 0.00
Spdr S&p 500 Etf (SPY) 0.0 $0 0 0.00
FirstEnergy (FE) 0.0 $2.0k 58.00 34.48
Cardinal Health (CAH) 0.0 $0 5.00 0.00
Cummins (CMI) 0.0 $0 1.00 0.00
J.C. Penney Company 0.0 $0 2.00 0.00
Kohl's Corporation (KSS) 0.0 $1.0k 40.00 25.00
NetApp (NTAP) 0.0 $0 4.00 0.00
Nucor Corporation (NUE) 0.0 $0 1.00 0.00
Ryder System (R) 0.0 $1.0k 20.00 50.00
Dow Chemical Company 0.0 $0 1.00 0.00
Johnson Controls 0.0 $1.0k 15.00 66.67
Morgan Stanley (MS) 0.0 $1.0k 31.00 32.26
International Paper Company (IP) 0.0 $0 8.00 0.00
Western Digital (WDC) 0.0 $1.0k 20.00 50.00
Laboratory Corp. of America Holdings (LH) 0.0 $0 3.00 0.00
Whirlpool Corporation (WHR) 0.0 $2.0k 9.00 222.22
United Rentals (URI) 0.0 $0 2.00 0.00
Foot Locker (FL) 0.0 $0 2.00 0.00
Unum (UNM) 0.0 $2.0k 64.00 31.25
Tyson Foods (TSN) 0.0 $3.0k 49.00 61.22
Fossil 0.0 $0 3.00 0.00
Eastman Chemical Company (EMN) 0.0 $0 3.00 0.00
DeVry 0.0 $0 10.00 0.00
Valero Energy Corporation (VLO) 0.0 $2.0k 43.00 46.51
CVS Caremark Corporation (CVS) 0.0 $2.0k 18.00 111.11
CenturyLink 0.0 $2.0k 56.00 35.71
Kroger (KR) 0.0 $1.0k 40.00 25.00
Aetna 0.0 $3.0k 23.00 130.43
McKesson Corporation (MCK) 0.0 $0 2.00 0.00
Goodyear Tire & Rubber Company (GT) 0.0 $999.840000 48.00 20.83
Capital One Financial (COF) 0.0 $1.0k 11.00 90.91
CIGNA Corporation 0.0 $1.0k 8.00 125.00
Fluor Corporation (FLR) 0.0 $0 1.00 0.00
Macy's (M) 0.0 $1.0k 32.00 31.25
UnitedHealth (UNH) 0.0 $1.0k 8.00 125.00
WellPoint 0.0 $3.0k 23.00 130.43
Xerox Corporation 0.0 $2.0k 159.00 12.58
Gap (GPS) 0.0 $0 1.00 0.00
Torchmark Corporation 0.0 $0 6.00 0.00
Ford Motor Company (F) 0.0 $2.0k 123.00 16.26
Exelon Corporation (EXC) 0.0 $2.0k 67.00 29.85
Staples 0.0 $999.460000 154.00 6.49
Freeport-McMoRan Copper & Gold (FCX) 0.0 $0 35.00 0.00
Lexmark International 0.0 $0 10.00 0.00
Jacobs Engineering 0.0 $999.960000 12.00 83.33
Harman International Industries 0.0 $0 1.00 0.00
Aflac 0.0 $999.990000 9.00 111.11
Prudential Financial (PRU) 0.0 $2.0k 24.00 83.33
D.R. Horton (DHI) 0.0 $0 8.00 0.00
Discovery Communications 0.0 $0 1.00 0.00
Delta Air Lines (DAL) 0.0 $1.0k 14.00 71.43
Tesoro Corporation 0.0 $2.0k 22.00 90.91
Micron Technology (MU) 0.0 $1.0k 54.00 18.52
Entergy Corporation (ETR) 0.0 $2.0k 22.00 90.91
CF Industries Holdings (CF) 0.0 $0 14.00 0.00
Humana (HUM) 0.0 $1.0k 6.00 166.67
Owens-Illinois 0.0 $999.920000 29.00 34.48
Seagate Technology Com Stk 0.0 $0 7.00 0.00
Western Alliance Bancorporation (WAL) 0.0 $1.0k 10.00 100.00
Lam Research Corporation (LRCX) 0.0 $0 1.00 0.00
Quest Diagnostics Incorporated (DGX) 0.0 $1.0k 7.00 142.86
GameStop (GME) 0.0 $2.0k 64.00 31.25
Jabil Circuit (JBL) 0.0 $1.0k 53.00 18.87
L-3 Communications Holdings 0.0 $2.0k 16.00 125.00
Southwest Airlines (LUV) 0.0 $0 10.00 0.00
MetLife (MET) 0.0 $999.950000 35.00 28.57
Textron (TXT) 0.0 $0 11.00 0.00
Centene Corporation (CNC) 0.0 $0 1.00 0.00
ABERCROMBIE & FITCH CO Cl A Com Stk 0.0 $0 2.00 0.00
Invesco Plc- 0.0 $0 1.00 0.00
Xl Group 0.0 $2.0k 47.00 42.55
D Archer-daniels Midla Nd Co Com Common Stock 0 0.0 $2.0k 44.00 45.45
iShares Dow Jones Select Dividend (DVY) 0.0 $0 1.00 0.00
Hldgs (UAL) 0.0 $0 7.00 0.00
General Motors Company (GM) 0.0 $999.900000 30.00 33.33
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.0 $0 0 0.00
EDGAR Online 0.0 $0 23.00 0.00
IQ Hedge Multi-Strategy Tracker (QAI) 0.0 $4.0k 123.00 32.52
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.0 $3.0k 35.00 85.71
Alcoa 0.0 $0 43.00 0.00
Allstate Corp 0.0 $2.0k 27.00 74.07
Bed Bath & Beyond 0.0 $999.970000 19.00 52.63
Best Buy 0.0 $1.0k 38.00 26.32
Borgwarner 0.0 $0 1.00 0.00
Amer Intl Grp Com Usd2.50 0.0 $1.0k 23.00 43.48
Big Lots 0.0 $0 3.00 0.00
Vanguard Mortgage Bkd Sects ETF (VMBS) 0.0 $2.0k 40.00 50.00
Citigroup (C) 0.0 $1.0k 11.00 90.91
Credit Suisse Nassau Brh invrs vix sterm 0.0 $4.0k 173.00 23.12
Mosaic (MOS) 0.0 $0 3.00 0.00
Powershares Etf Tr Ii s^p500 low vol 0.0 $0 0 0.00
Marathon Petroleum Corp (MPC) 0.0 $0 9.00 0.00
Pvh Corporation (PVH) 0.0 $0 2.00 0.00
Cbre Group Inc Cl A (CBRE) 0.0 $0 2.00 0.00
Express Scripts Holding 0.0 $2.0k 20.00 100.00
Phillips 66 (PSX) 0.0 $0 4.00 0.00
Ensco Plc Shs Class A 0.0 $0 32.00 0.00
Pentair 0.0 $0 1.00 0.00
Tenet Healthcare Corporation (THC) 0.0 $0 11.00 0.00
Eaton (ETN) 0.0 $0 2.00 0.00
Twenty-first Century Fox 0.0 $0 1.00 0.00
Dean Foods Company 0.0 $0 15.00 0.00
Leidos Holdings (LDOS) 0.0 $1.0k 20.00 50.00
American Airls (AAL) 0.0 $0 1.00 0.00
Powershares Actively Managed Etf Powershares Alternative Multi Strategy Port 0.0 $4.0k 158.00 25.32
Travelers Companies 0.0 $2.0k 15.00 133.33
Target Corporation equity 0.0 $1.0k 10.00 100.00
Tegna (TGNA) 0.0 $0 3.00 0.00
Quanta Services 0.0 $0 12.00 0.00