Newfound Research

Newfound Research as of Sept. 30, 2017

Portfolio Holdings for Newfound Research

Newfound Research holds 231 positions in its portfolio as reported in the September 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Powershares Senior Loan Portfo mf 8.8 $15M 665k 23.16
iShares iBoxx $ High Yid Corp Bond (HYG) 4.7 $8.2M 92k 88.76
iShares S&P US Pref Stock Idx Fnd (PFF) 4.2 $7.4M 190k 38.81
PowerShares Emerging Markets Sovere 4.1 $7.1M 238k 29.77
iShares FTSE NAREIT Mort. Plus Capp 3.8 $6.7M 143k 46.84
iShares S&P Global Mat. Sector Inde (MXI) 3.6 $6.2M 96k 65.39
iShares S&P Global Financials Sect. (IXG) 3.5 $6.1M 91k 66.73
iShares S&P Global Industrials Sec (EXI) 3.4 $6.0M 68k 88.91
iShares S&P Global Technology Sect. (IXN) 3.4 $6.0M 42k 142.37
iShares S&P Global Healthcare Sect. (IXJ) 3.4 $5.9M 53k 112.45
iShares S&P Global Consumer Dis Sec (RXI) 3.4 $5.9M 58k 101.83
iShares S&P Global Consumer Staple (KXI) 3.4 $5.9M 58k 101.82
iShares S&P Global Telecommunicat. (IXP) 3.3 $5.7M 95k 60.38
iShares S&P Global Utilities Sector (JXI) 3.2 $5.6M 111k 50.69
iShares IBoxx $ Invest Grade Corp Bd (LQD) 3.1 $5.4M 44k 121.24
Market Vectors Emerging Mkts Local ETF 2.8 $4.9M 254k 19.20
SPDR Barclays Capital Convertible SecETF (CWB) 2.3 $4.1M 80k 51.07
PowerShares S&P 500 BuyWrite Portfol ETF 2.2 $3.8M 170k 22.24
Vanguard Intl Equity Index F glb ex us etf (VNQI) 2.2 $3.8M 64k 59.41
Vanguard High Dividend Yield ETF (VYM) 1.9 $3.3M 40k 81.08
Materials SPDR (XLB) 1.6 $2.9M 51k 56.80
Vanguard REIT ETF (VNQ) 1.6 $2.9M 35k 83.10
Industrial SPDR (XLI) 1.6 $2.8M 40k 71.00
Health Care SPDR (XLV) 1.6 $2.8M 34k 81.74
Technology SPDR (XLK) 1.6 $2.8M 47k 59.10
Financial Select Sector SPDR (XLF) 1.6 $2.8M 108k 25.86
Consumer Discretionary SPDR (XLY) 1.5 $2.7M 30k 90.09
Utilities SPDR (XLU) 1.4 $2.5M 48k 53.05
Consumer Staples Select Sect. SPDR (XLP) 1.4 $2.4M 45k 53.99
Fidelity msci finls idx (FNCL) 1.4 $2.4M 63k 37.97
Fidelity msci hlth care i (FHLC) 1.3 $2.3M 59k 39.51
Vanguard Int High Dvd Yld In exchange traded funds (VYMI) 1.3 $2.3M 34k 65.68
Fidelity msci matls index (FMAT) 1.3 $2.2M 68k 32.99
Fidelity msci utils index (FUTY) 1.3 $2.2M 64k 34.53
Fidelity msci indl indx (FIDU) 1.2 $2.2M 60k 36.54
Fidelity Con Discret Etf (FDIS) 1.2 $2.0M 57k 35.86
Market Vectors Etf Tr Pfd Sec (PFXF) 1.2 $2.0M 102k 20.08
Fidelity consmr staples (FSTA) 1.2 $2.0M 62k 32.41
iShares Barclays 20+ Yr Treas.Bond (TLT) 1.0 $1.7M 14k 124.79
Fidelity msci info tech i (FTEC) 0.9 $1.6M 34k 46.15
Recon Cap Ser Tr 100 covered etf 0.7 $1.3M 53k 23.89
iShares Dow Jones EPAC Sel Div Ind (IDV) 0.6 $1.0M 30k 33.76
Powershares Etf Tr Ii var rate pfd por 0.3 $519k 20k 26.04
Fidelity cmn (FCOM) 0.1 $177k 5.5k 32.36
Ishares Tr conv bd etf (ICVT) 0.1 $129k 2.3k 54.94
J P Morgan Exchange Traded F dcplnd hg yld (BBHY) 0.1 $90k 1.7k 51.81
Pimco Etf Tr 0-5 high yield (HYS) 0.0 $55k 542.00 101.48
Rydex S&P Equal Weight ETF 0.0 $11k 112.00 98.21
iShares S&P SmallCap 600 Index (IJR) 0.0 $21k 283.00 74.20
Vanguard FTSE All-World ex-US ETF (VEU) 0.0 $12k 229.00 52.40
Vanguard Total Bond Market ETF (BND) 0.0 $23k 278.00 82.73
Market Vectors High Yield Muni. Ind 0.0 $11k 364.00 30.22
Schwab Strategic Tr us lrg cap etf (SCHX) 0.0 $21k 347.00 60.52
Rydex Etf Trust s^p500 pur val 0.0 $24k 396.00 60.61
Powershares Etf Tr Ii s^p smcp consu 0.0 $15k 210.00 71.43
Powershares Etf Tr Ii s^p smcp fin p 0.0 $16k 300.00 53.33
Powershares Etf Tr Ii s^p smcp hc po 0.0 $26k 276.00 94.20
Powershares Etf Tr Ii s^p smcp ind p 0.0 $19k 309.00 61.49
Powershares Etf Tr Ii s^p smcp it po 0.0 $25k 320.00 78.12
Powershares Etf Tr Ii s^p smcp uti p 0.0 $25k 464.00 53.88
Ishares Tr fltg rate nt (FLOT) 0.0 $11k 214.00 51.40
Ishares Tr usa min vo (USMV) 0.0 $18k 363.00 49.59
Ishares Tr Msci Usa Momentum Factor (MTUM) 0.0 $16k 164.00 97.56
Proshares Tr S&p 500 Aristo (NOBL) 0.0 $16k 263.00 60.84
Loews Corporation (L) 0.0 $999.970000 19.00 52.63
Genworth Financial (GNW) 0.0 $1.0k 160.00 6.25
Goldman Sachs (GS) 0.0 $1.0k 6.00 166.67
Hartford Financial Services (HIG) 0.0 $2.0k 33.00 60.61
Leucadia National 0.0 $0 5.00 0.00
Progressive Corporation (PGR) 0.0 $0 4.00 0.00
Assurant (AIZ) 0.0 $4.0k 41.00 97.56
Berkshire Hathaway Inc. Class B 0.0 $0 1.00 0.00
Principal Financial (PFG) 0.0 $1.0k 18.00 55.56
Bank of America Corporation (BAC) 0.0 $0 1.00 0.00
Lincoln National Corporation (LNC) 0.0 $2.0k 32.00 62.50
Discover Financial Services (DFS) 0.0 $0 1.00 0.00
Ameriprise Financial (AMP) 0.0 $0 2.00 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 $3.0k 39.00 76.92
Via 0.0 $0 2.00 0.00
Archer Daniels Midland Company (ADM) 0.0 $2.0k 49.00 40.82
AES Corporation (AES) 0.0 $1.0k 107.00 9.35
Lennar Corporation (LEN) 0.0 $0 8.00 0.00
Pulte (PHM) 0.0 $1.0k 40.00 25.00
Spdr S&p 500 Etf (SPY) 0.0 $0 0 0.00
FirstEnergy (FE) 0.0 $2.0k 60.00 33.33
Cardinal Health (CAH) 0.0 $0 5.00 0.00
At&t (T) 0.0 $1.0k 24.00 41.67
Bed Bath & Beyond 0.0 $999.920000 29.00 34.48
Cummins (CMI) 0.0 $0 1.00 0.00
H&R Block (HRB) 0.0 $0 2.00 0.00
Kohl's Corporation (KSS) 0.0 $2.0k 41.00 48.78
LKQ Corporation (LKQ) 0.0 $0 1.00 0.00
NetApp (NTAP) 0.0 $0 4.00 0.00
Nucor Corporation (NUE) 0.0 $0 1.00 0.00
Ryder System (R) 0.0 $2.0k 21.00 95.24
Travelers Companies (TRV) 0.0 $3.0k 22.00 136.36
AFLAC Incorporated (AFL) 0.0 $2.0k 21.00 95.24
Best Buy (BBY) 0.0 $2.0k 41.00 48.78
Intel Corporation (INTC) 0.0 $0 1.00 0.00
Morgan Stanley (MS) 0.0 $1.0k 24.00 41.67
International Paper Company (IP) 0.0 $0 8.00 0.00
Newell Rubbermaid (NWL) 0.0 $0 1.00 0.00
Western Digital (WDC) 0.0 $2.0k 18.00 111.11
Laboratory Corp. of America Holdings (LH) 0.0 $1.0k 4.00 250.00
Whirlpool Corporation (WHR) 0.0 $1.0k 7.00 142.86
United Rentals (URI) 0.0 $0 3.00 0.00
Everest Re Group (EG) 0.0 $0 1.00 0.00
Foot Locker (FL) 0.0 $0 9.00 0.00
Unum (UNM) 0.0 $3.0k 63.00 47.62
Tyson Foods (TSN) 0.0 $3.0k 41.00 73.17
Fossil 0.0 $0 3.00 0.00
Eastman Chemical Company (EMN) 0.0 $1.0k 8.00 125.00
Valero Energy Corporation (VLO) 0.0 $3.0k 37.00 81.08
CVS Caremark Corporation (CVS) 0.0 $999.940000 17.00 58.82
CenturyLink 0.0 $1.0k 73.00 13.70
Kroger (KR) 0.0 $999.960000 39.00 25.64
Aetna 0.0 $3.0k 20.00 150.00
McKesson Corporation (MCK) 0.0 $1.0k 4.00 250.00
Goodyear Tire & Rubber Company (GT) 0.0 $999.990000 41.00 24.39
Allstate Corporation (ALL) 0.0 $4.0k 39.00 102.56
Capital One Financial (COF) 0.0 $1.0k 10.00 100.00
CIGNA Corporation 0.0 $0 1.00 0.00
Fluor Corporation (FLR) 0.0 $0 1.00 0.00
Macy's (M) 0.0 $999.940000 34.00 29.41
Target Corporation (TGT) 0.0 $999.970000 19.00 52.63
UnitedHealth (UNH) 0.0 $999.990000 3.00 333.33
WellPoint 0.0 $4.0k 22.00 181.82
Xerox Corporation 0.0 $2.0k 50.00 40.00
Gap (GPS) 0.0 $0 10.00 0.00
Torchmark Corporation 0.0 $0 6.00 0.00
Ford Motor Company (F) 0.0 $1.0k 117.00 8.55
Exelon Corporation (EXC) 0.0 $3.0k 80.00 37.50
Freeport-McMoRan Copper & Gold (FCX) 0.0 $0 35.00 0.00
Jacobs Engineering 0.0 $999.960000 12.00 83.33
Prudential Financial (PRU) 0.0 $3.0k 24.00 125.00
D.R. Horton (DHI) 0.0 $1.0k 18.00 55.56
Discovery Communications 0.0 $0 1.00 0.00
Big Lots (BIG) 0.0 $0 3.00 0.00
Robert Half International (RHI) 0.0 $0 1.00 0.00
Delta Air Lines (DAL) 0.0 $1.0k 25.00 40.00
Micron Technology (MU) 0.0 $0 1.00 0.00
Quanta Services (PWR) 0.0 $1.0k 21.00 47.62
Juniper Networks (JNPR) 0.0 $0 2.00 0.00
Humana (HUM) 0.0 $1.0k 4.00 250.00
Seagate Technology Com Stk 0.0 $0 7.00 0.00
Western Alliance Bancorporation (WAL) 0.0 $1.0k 8.00 125.00
Alaska Air (ALK) 0.0 $0 2.00 0.00
Quest Diagnostics Incorporated (DGX) 0.0 $1.0k 7.00 142.86
GameStop (GME) 0.0 $1.0k 54.00 18.52
Jabil Circuit (JBL) 0.0 $1.0k 42.00 23.81
L-3 Communications Holdings 0.0 $2.0k 11.00 181.82
Southwest Airlines (LUV) 0.0 $1.0k 16.00 62.50
MetLife (MET) 0.0 $2.0k 30.00 66.67
Textron (TXT) 0.0 $1.0k 11.00 90.91
BorgWarner (BWA) 0.0 $0 1.00 0.00
Centene Corporation (CNC) 0.0 $1.0k 8.00 125.00
Urban Outfitters (URBN) 0.0 $0 2.00 0.00
iShares Gold Trust 0.0 $2.0k 150.00 13.33
Invesco Plc- 0.0 $0 1.00 0.00
American International (AIG) 0.0 $1.0k 21.00 47.62
iShares Lehman Aggregate Bond (AGG) 0.0 $2.0k 16.00 125.00
Signet Jewelers (SIG) 0.0 $0 6.00 0.00
Dollar General (DG) 0.0 $0 2.00 0.00
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.0 $6.0k 52.00 115.38
Xl Group 0.0 $2.0k 62.00 32.26
Hldgs (UAL) 0.0 $999.960000 12.00 83.33
iShares Barclays TIPS Bond Fund (TIP) 0.0 $999.990000 9.00 111.11
General Motors Company (GM) 0.0 $1.0k 32.00 31.25
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.0 $0 0 0.00
Jp Morgan Alerian Mlp Index (AMJ) 0.0 $1.0k 27.00 37.04
Vanguard Intmdte Tm Govt Bd ETF (VGIT) 0.0 $3.0k 49.00 61.22
IQ Hedge Multi-Strategy Tracker (QAI) 0.0 $4.0k 129.00 31.01
Market Vectors-Inter. Muni. Index 0.0 $0 0 0.00
Clyme US Cptl Mkts Mco Trm Fxd Idx 0.0 $2.0k 46.00 43.48
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 0.0 $2.0k 18.00 111.11
Vanguard Short Term Corporate Bond ETF (VCSH) 0.0 $0 0 0.00
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.0 $4.0k 36.00 111.11
Proshares Tr rafi lg sht 0.0 $2.0k 63.00 31.75
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.0 $3.0k 36.00 83.33
IndexIQ IQ ARB Merger Arbitrage ETF (MNA) 0.0 $3.0k 112.00 26.79
Vanguard Long Term Corporate Bond ETF (VCLT) 0.0 $3.0k 33.00 90.91
Powershares Etf Tr Ii s^p smcp mat p 0.0 $3.0k 54.00 55.56
Wisdomtree Trust futre strat (WTMF) 0.0 $3.0k 78.00 38.46
Arbitrage Fund 0.0 $999.680000 71.00 14.08
Citigroup (C) 0.0 $999.990000 9.00 111.11
Credit Suisse Nassau Brh invrs vix sterm 0.0 $1.0k 6.00 166.67
Powershares Etf Tr Ii s^p500 low vol 0.0 $0 0 0.00
Marathon Petroleum Corp (MPC) 0.0 $999.990000 9.00 111.11
Pvh Corporation (PVH) 0.0 $1.0k 7.00 142.86
Ralph Lauren Corp (RL) 0.0 $0 1.00 0.00
Cbre Group Inc Cl A (CBRE) 0.0 $0 4.00 0.00
Proshares Tr hd replication (HDG) 0.0 $8.0k 169.00 47.34
Michael Kors Holdings 0.0 $0 10.00 0.00
Jpmorgan Income Builder -a (JNBAX) 0.0 $1.0k 59.00 16.95
Express Scripts Holding 0.0 $2.0k 26.00 76.92
Etf Ser Solutions alpclone alter 0.0 $999.900000 33.00 30.30
Tenet Healthcare Corporation (THC) 0.0 $0 11.00 0.00
Eaton (ETN) 0.0 $0 2.00 0.00
Flexshares Tr qualt divd idx (QDF) 0.0 $0 6.00 0.00
Vanguard Charlotte Fds intl bd idx etf (BNDX) 0.0 $2.0k 43.00 46.51
Twenty-first Century Fox 0.0 $0 5.00 0.00
Flexshares Tr intl qltdv idx (IQDF) 0.0 $0 9.00 0.00
Leidos Holdings (LDOS) 0.0 $1.0k 14.00 71.43
Ipath S&p 500 Vix S/t Fu Etn 0.0 $1.0k 14.00 71.43
American Airls (AAL) 0.0 $0 6.00 0.00
Wisdomtree Tr blmbg us bull (USDU) 0.0 $2.0k 96.00 20.83
Pimco Fds Income Fd Cl D cs 0.0 $4.0k 329.00 12.16
Powershares Actively Managed Etf Powershares Alternative Multi Strategy Port 0.0 $3.0k 160.00 18.75
Blackrock Multi-asset Income Investor A balanced (BAICX) 0.0 $4.0k 367.00 10.90
First Tr Exch Traded Fund Ii lng/sht equity (FTLS) 0.0 $2.0k 49.00 40.82
Powershares Act Mang Comm Fd db opt yld div 0.0 $2.0k 94.00 21.28
J P Morgan Exchange Traded F div rtn int eq (JPIN) 0.0 $4.0k 63.00 63.49
Flexshares Tr cr scd us bd (SKOR) 0.0 $1.0k 21.00 47.62
Global X Fds scien beta us 0.0 $4.0k 136.00 29.41
Goldman Sachs Etf Tr activebeta eme (GEM) 0.0 $2.0k 68.00 29.41
J P Morgan Exchange Traded F jpmorgan diver (JPUS) 0.0 $3.0k 49.00 61.22
Wisdomtree Tr brclys us aggr (AGGY) 0.0 $1.0k 25.00 40.00
Chubb (CB) 0.0 $0 1.00 0.00
Newfound Risk Managed Global Sectors a share class 0.0 $3.0k 274.00 10.95
Newfound Multi-asset Income a share class 0.0 $4.0k 405.00 9.88
Flexshares Tr undefind (LKOR) 0.0 $0 5.00 0.00
Wisdomtree Cboe S&p 500 Putwri (PUTW) 0.0 $999.960000 39.00 25.64
Alphacentric alphacentric income opportunities fund class a (IOFAX) 0.0 $1.0k 80.00 12.50
Jp Morgan jp morgan systematic alpha fund class a 0.0 $2.0k 144.00 13.89
Catalyst catalyst/millburn hedge strategy fund class a 0.0 $999.990000 41.00 24.39
Longboard longboard managed futures strategy fund class a 0.0 $1.0k 115.00 8.70
Andeavor 0.0 $2.0k 15.00 133.33
Lyondellbasell Industries equity 0.0 $0 1.00 0.00