Newfound Research

Newfound Research as of March 31, 2017

Portfolio Holdings for Newfound Research

Newfound Research holds 228 positions in its portfolio as reported in the March 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Powershares Senior Loan Portfo mf 10.9 $14M 599k 23.26
iShares iBoxx $ High Yid Corp Bond (HYG) 5.3 $6.7M 77k 87.78
iShares FTSE NAREIT Mort. Plus Capp 4.6 $5.9M 130k 45.29
iShares S&P Global Technology Sect. (IXN) 4.3 $5.5M 45k 124.25
iShares S&P Global Consumer Dis Sec (RXI) 4.3 $5.5M 57k 96.48
iShares S&P Global Industrials Sec (EXI) 4.2 $5.4M 68k 80.38
iShares S&P Global Mat. Sector Inde (MXI) 4.2 $5.4M 92k 59.21
iShares S&P Global Energy Sector (IXC) 4.2 $5.4M 162k 33.20
iShares S&P Global Financials Sect. (IXG) 4.2 $5.3M 88k 60.90
iShares IBoxx $ Invest Grade Corp Bd (LQD) 3.7 $4.8M 41k 117.92
iShares S&P Global Consumer Staple (KXI) 3.6 $4.6M 47k 99.38
iShares S&P US Pref Stock Idx Fnd (PFF) 3.5 $4.4M 115k 38.70
SPDR Barclays Capital Convertible SecETF (CWB) 3.5 $4.4M 92k 48.10
Market Vectors Emerging Mkts Local ETF 2.6 $3.4M 183k 18.51
iShares S&P Global Utilities Sector (JXI) 2.5 $3.2M 65k 48.23
iShares S&P Global Healthcare Sect. (IXJ) 2.4 $3.1M 30k 102.78
Vanguard High Dividend Yield ETF (VYM) 2.3 $2.9M 37k 77.64
PowerShares S&P 500 BuyWrite Portfol ETF 2.2 $2.8M 126k 22.05
iShares S&P Global Telecommunicat. (IXP) 2.1 $2.7M 46k 59.48
Consumer Discretionary SPDR (XLY) 2.0 $2.6M 30k 87.94
Technology SPDR (XLK) 2.0 $2.6M 49k 53.31
Materials SPDR (XLB) 2.0 $2.6M 49k 52.41
Industrial SPDR (XLI) 2.0 $2.6M 40k 65.05
Health Care SPDR (XLV) 2.0 $2.6M 35k 74.35
Consumer Staples Select Sect. SPDR (XLP) 1.9 $2.5M 46k 54.58
Financial Select Sector SPDR (XLF) 1.9 $2.5M 105k 23.73
Energy Select Sector SPDR (XLE) 1.9 $2.4M 35k 69.90
Vanguard REIT ETF (VNQ) 1.7 $2.2M 27k 82.58
Utilities SPDR (XLU) 1.5 $2.0M 38k 51.32
Jp Morgan Alerian Mlp Index (AMJ) 1.4 $1.8M 57k 32.30
Vanguard Int High Dvd Yld In exchange traded funds (VYMI) 1.3 $1.7M 27k 60.57
iShares Dow Jones EPAC Sel Div Ind (IDV) 1.1 $1.4M 45k 31.46
Global X Fds glbl x mlp etf 0.5 $692k 60k 11.62
Recon Cap Ser Tr 100 covered etf 0.5 $697k 30k 23.26
Fidelity msci energy idx (FENY) 0.3 $386k 20k 19.61
Fidelity consmr staples (FSTA) 0.3 $340k 10k 32.88
Fidelity msci utils index (FUTY) 0.2 $231k 6.9k 33.33
J P Morgan Exchange Traded F dcplnd hg yld (BBHY) 0.1 $87k 1.7k 50.97
Fidelity msci finls idx (FNCL) 0.0 $45k 1.3k 35.52
Fidelity msci matls index (FMAT) 0.0 $34k 1.1k 30.38
Market Vectors High Yield Muni. Ind 0.0 $21k 685.00 30.66
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.0 $23k 264.00 87.12
Schwab Strategic Tr us lrg cap etf (SCHX) 0.0 $20k 362.00 55.25
Rydex Etf Trust s^p500 pur val 0.0 $20k 347.00 57.64
Pimco Etf Tr 0-5 high yield (HYS) 0.0 $22k 222.00 99.10
Fidelity msci hlth care i (FHLC) 0.0 $30k 852.00 35.21
Fidelity msci indl indx (FIDU) 0.0 $29k 860.00 33.72
Fidelity msci info tech i (FTEC) 0.0 $27k 666.00 40.54
Fidelity Con Discret Etf (FDIS) 0.0 $28k 810.00 34.57
Rydex S&P Equal Weight ETF 0.0 $10k 112.00 89.29
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.0 $7.0k 70.00 100.00
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.0 $17k 141.00 120.57
iShares S&P SmallCap 600 Index (IJR) 0.0 $19k 282.00 67.38
Vanguard FTSE All-World ex-US ETF (VEU) 0.0 $12k 248.00 48.39
PowerShares Emerging Markets Sovere 0.0 $10k 355.00 28.17
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 0.0 $8.0k 79.00 101.27
PowerShares S&P SmllCp Cnsmr Disny Ptfo 0.0 $13k 248.00 52.42
PowerShares S&P SllCp Egy Ptflio 0.0 $13k 702.00 18.52
Powershares Etf Tr Ii s^p smcp consu 0.0 $13k 182.00 71.43
Powershares Etf Tr Ii s^p smcp fin p 0.0 $14k 270.00 51.85
Powershares Etf Tr Ii s^p smcp hc po 0.0 $13k 163.00 79.75
Powershares Etf Tr Ii s^p smcp ind p 0.0 $14k 244.00 57.38
Powershares Etf Tr Ii s^p smcp it po 0.0 $14k 195.00 71.79
Powershares Etf Tr Ii s^p smcp mat p 0.0 $14k 308.00 45.45
Powershares Etf Tr Ii s^p smcp uti p 0.0 $14k 285.00 49.12
Ishares Tr fltg rate nt (FLOT) 0.0 $10k 192.00 52.08
Proshares Tr hd replication (HDG) 0.0 $7.0k 169.00 41.42
Ishares Tr usa min vo (USMV) 0.0 $17k 361.00 47.09
Ishares Tr Msci Usa Momentum Factor (MTUM) 0.0 $14k 164.00 85.37
Proshares Tr S&p 500 Aristo (NOBL) 0.0 $15k 262.00 57.25
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 5.00 200.00
Hartford Financial Services (HIG) 0.0 $2.0k 36.00 55.56
Progressive Corporation (PGR) 0.0 $0 4.00 0.00
Assurant (AIZ) 0.0 $4.0k 43.00 93.02
Principal Financial (PFG) 0.0 $999.940000 17.00 58.82
Lincoln National Corporation (LNC) 0.0 $2.0k 34.00 58.82
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 34.00 58.82
Via 0.0 $0 2.00 0.00
Archer Daniels Midland Company (ADM) 0.0 $2.0k 48.00 41.67
AES Corporation (AES) 0.0 $1.0k 112.00 8.93
Lennar Corporation (LEN) 0.0 $0 7.00 0.00
Pulte (PHM) 0.0 $999.920000 29.00 34.48
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 $999.960000 12.00 83.33
Bed Bath & Beyond 0.0 $1.0k 27.00 37.04
Cummins (CMI) 0.0 $0 1.00 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 20.00 100.00
Travelers Companies (TRV) 0.0 $2.0k 19.00 105.26
AFLAC Incorporated (AFL) 0.0 $1.0k 16.00 62.50
Best Buy (BBY) 0.0 $2.0k 41.00 48.78
Dow Chemical Company 0.0 $0 6.00 0.00
Morgan Stanley (MS) 0.0 $1.0k 27.00 37.04
International Paper Company (IP) 0.0 $0 8.00 0.00
Western Digital (WDC) 0.0 $2.0k 21.00 95.24
Laboratory Corp. of America Holdings (LH) 0.0 $0 3.00 0.00
Whirlpool Corporation (WHR) 0.0 $1.0k 8.00 125.00
United Rentals (URI) 0.0 $0 2.00 0.00
Foot Locker (FL) 0.0 $0 4.00 0.00
Unum (UNM) 0.0 $3.0k 62.00 48.39
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 6.00 0.00
DeVry 0.0 $0 9.00 0.00
Valero Energy Corporation (VLO) 0.0 $3.0k 39.00 76.92
CVS Caremark Corporation (CVS) 0.0 $1.0k 16.00 62.50
CenturyLink 0.0 $2.0k 69.00 28.99
Kroger (KR) 0.0 $999.960000 39.00 25.64
Aetna 0.0 $3.0k 22.00 136.36
McKesson Corporation (MCK) 0.0 $0 3.00 0.00
Goodyear Tire & Rubber Company (GT) 0.0 $2.0k 43.00 46.51
Allstate Corporation (ALL) 0.0 $3.0k 33.00 90.91
Capital One Financial (COF) 0.0 $1.0k 10.00 100.00
Fluor Corporation (FLR) 0.0 $0 1.00 0.00
Macy's (M) 0.0 $999.900000 33.00 30.30
Target Corporation (TGT) 0.0 $1.0k 15.00 66.67
UnitedHealth (UNH) 0.0 $1.0k 5.00 200.00
WellPoint 0.0 $4.0k 21.00 190.48
Xerox Corporation 0.0 $1.0k 201.00 4.98
Gap (GPS) 0.0 $0 1.00 0.00
Torchmark Corporation 0.0 $0 6.00 0.00
Ford Motor Company (F) 0.0 $1.0k 126.00 7.94
Exelon Corporation (EXC) 0.0 $3.0k 78.00 38.46
Staples 0.0 $1.0k 160.00 6.25
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 $0 12.00 0.00
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 20.00 50.00
Tesoro Corporation 0.0 $2.0k 19.00 105.26
Quanta Services (PWR) 0.0 $1.0k 14.00 71.43
Entergy Corporation (ETR) 0.0 $2.0k 23.00 86.96
Humana (HUM) 0.0 $1.0k 5.00 200.00
Seagate Technology Com Stk 0.0 $0 7.00 0.00
Western Alliance Bancorporation (WAL) 0.0 $1.0k 10.00 100.00
Alaska Air (ALK) 0.0 $0 2.00 0.00
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 $1.0k 62.00 16.13
Jabil Circuit (JBL) 0.0 $999.840000 48.00 20.83
L-3 Communications Holdings 0.0 $2.0k 13.00 153.85
Southwest Airlines (LUV) 0.0 $1.0k 15.00 66.67
MetLife (MET) 0.0 $2.0k 32.00 62.50
Textron (TXT) 0.0 $1.0k 11.00 90.91
BorgWarner (BWA) 0.0 $0 1.00 0.00
Centene Corporation (CNC) 0.0 $0 5.00 0.00
Urban Outfitters (URBN) 0.0 $0 2.00 0.00
iShares Gold Trust 0.0 $2.0k 138.00 14.49
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 15.00 133.33
Signet Jewelers (SIG) 0.0 $0 4.00 0.00
Xl Group 0.0 $2.0k 55.00 36.36
Hldgs (UAL) 0.0 $1.0k 10.00 100.00
iShares Barclays TIPS Bond Fund (TIP) 0.0 $1.0k 11.00 90.91
Vanguard Total Bond Market ETF (BND) 0.0 $3.0k 38.00 78.95
General Motors Company (GM) 0.0 $1.0k 31.00 32.26
iShares Lehman 1-3 Year Treas.Bond (SHY) 0.0 $0 0 0.00
EDGAR Online 0.0 $0 12.00 0.00
IQ Hedge Multi-Strategy Tracker (QAI) 0.0 $4.0k 121.00 33.06
Market Vectors-Inter. Muni. Index 0.0 $0 0 0.00
Clyme US Cptl Mkts Mco Trm Fxd Idx 0.0 $3.0k 66.00 45.45
Vanguard Short Term Corporate Bond ETF (VCSH) 0.0 $5.0k 67.00 74.63
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
IndexIQ IQ ARB Merger Arbitrage ETF (MNA) 0.0 $3.0k 112.00 26.79
Vanguard Long Term Corporate Bond ETF (VCLT) 0.0 $4.0k 43.00 93.02
Wisdomtree Trust futre strat (WTMF) 0.0 $3.0k 78.00 38.46
Citigroup (C) 0.0 $1.0k 10.00 100.00
Credit Suisse Nassau Brh invrs vix sterm 0.0 $1.0k 10.00 100.00
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 $1.0k 6.00 166.67
Pimco Fundamental semne 0.0 $0 45.00 0.00
Ralph Lauren Corp (RL) 0.0 $0 1.00 0.00
Cbre Group Inc Cl A (CBRE) 0.0 $0 2.00 0.00
Michael Kors Holdings 0.0 $0 2.00 0.00
Jpmorgan Income Builder -a (JNBAX) 0.0 $1.0k 77.00 12.99
Express Scripts Holding 0.0 $999.900000 22.00 45.45
Phillips 66 (PSX) 0.0 $0 6.00 0.00
Etf Ser Solutions alpclone alter 0.0 $999.900000 33.00 30.30
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
Alps Etf Tr us eqthivolpt wr 0.0 $1.0k 72.00 13.89
Flexshares Tr qualt divd idx (QDF) 0.0 $0 5.00 0.00
Vanguard Charlotte Fds intl bd idx etf (BNDX) 0.0 $2.0k 40.00 50.00
Twenty-first Century Fox 0.0 $0 4.00 0.00
Flexshares Tr intl qltdv idx (IQDF) 0.0 $0 6.00 0.00
Leidos Holdings (LDOS) 0.0 $1.0k 21.00 47.62
Ipath S&p 500 Vix S/t Fu Etn 0.0 $1.0k 32.00 31.25
American Airls (AAL) 0.0 $0 4.00 0.00
Fidelity cmn (FCOM) 0.0 $3.0k 103.00 29.13
Wisdomtree Tr blmbg us bull (USDU) 0.0 $3.0k 96.00 31.25
Pimco Fds Income Fd Cl D cs 0.0 $5.0k 412.00 12.14
Powershares Actively Managed Etf Powershares Alternative Multi Strategy Port 0.0 $4.0k 160.00 25.00
Blackrock Multi-asset Income Investor A balanced (BAICX) 0.0 $5.0k 464.00 10.78
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 $999.810000 63.00 15.87
J P Morgan Exchange Traded F div rtn int eq (JPIN) 0.0 $3.0k 50.00 60.00
Flexshares Tr cr scd us bd (SKOR) 0.0 $1.0k 21.00 47.62
Tegna (TGNA) 0.0 $0 3.00 0.00
Global X Fds scien beta us 0.0 $4.0k 152.00 26.32
Goldman Sachs Etf Tr (GSLC) 0.0 $3.0k 74.00 40.54
Goldman Sachs Etf Tr activebeta eme (GEM) 0.0 $2.0k 61.00 32.79
Wisdomtree Tr brclys us aggr (AGGY) 0.0 $1.0k 21.00 47.62
Flexshares Tr undefind (LKOR) 0.0 $0 5.00 0.00
361 Global Long Short Equity Inv Cl mutual fund 0.0 $0 39.00 0.00
American Century Eqty Mkt Neutr Ivestor mutual fund 0.0 $0 40.00 0.00
Alphacentric alphacentric income opportunities fund class a (IOFAX) 0.0 $1.0k 92.00 10.87
Jp Morgan jp morgan systematic alpha fund class a 0.0 $1.0k 70.00 14.29
Catalyst catalyst/millburn hedge strategy fund class a 0.0 $1.0k 27.00 37.04
Longboard longboard managed futures strategy fund class a 0.0 $999.750000 75.00 13.33