Newfound Research

Newfound Research as of Dec. 31, 2015

Portfolio Holdings for Newfound Research

Newfound Research holds 78 positions in its portfolio as reported in the December 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
iShares Lehman 1-3 Year Treas.Bond (SHY) 19.8 $17M 197k 84.36
iShares S&P Global Consumer Staple (KXI) 18.0 $15M 162k 93.03
iShares S&P Global Technology Sect. (IXN) 17.6 $15M 151k 97.52
iShares S&P Global Utilities Sector (JXI) 8.9 $7.4M 169k 44.02
iShares S&P Global Consumer Dis Sec (RXI) 8.8 $7.3M 83k 89.02
iShares S&P Global Industrials Sec (EXI) 8.7 $7.3M 108k 67.62
PowerShares Emerging Markets Sovere 4.0 $3.3M 121k 27.31
Newfound Multi-asset Income i share class 2.4 $2.0M 214k 9.35
Consumer Staples Select Sect. SPDR (XLP) 2.1 $1.8M 35k 50.48
Technology SPDR (XLK) 2.1 $1.8M 41k 42.83
Consumer Discretionary SPDR (XLY) 2.1 $1.7M 22k 78.18
iShares S&P US Pref Stock Idx Fnd (PFF) 2.1 $1.7M 45k 38.85
Industrial SPDR (XLI) 0.9 $786k 15k 53.01
Materials SPDR (XLB) 0.9 $788k 18k 43.42
Newfound Risk Managed Global Sectors i share class 0.1 $94k 10k 9.28
Newfound Total Return i share class 0.1 $96k 10k 9.44
Pimco Etf Tr 0-5 high yield (HYS) 0.1 $77k 835.00 92.22
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.1 $57k 473.00 120.51
Powershares Senior Loan Portfo mf 0.1 $61k 2.7k 22.31
Ishares Tr fltg rate nt (FLOT) 0.1 $55k 1.1k 50.23
Market Vectors High Yield Muni. Ind 0.1 $54k 1.7k 31.16
Powershares Etf Tr Ii s^p smcp uti p 0.1 $38k 912.00 41.67
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.0 $37k 441.00 83.90
Powershares Etf Tr Ii s^p smcp consu 0.0 $31k 562.00 55.16
Powershares Etf Tr Ii s^p smcp fin p 0.0 $36k 892.00 40.36
Powershares Etf Tr Ii s^p smcp ind p 0.0 $30k 704.00 42.61
Powershares Etf Tr Ii s^p smcp it po 0.0 $36k 696.00 51.72
Proshares Tr hd replication (HDG) 0.0 $36k 856.00 42.06
Ishares Tr usa min vo (USMV) 0.0 $33k 778.00 42.42
IndexIQ IQ ARB Merger Arbitrage ETF (MNA) 0.0 $28k 1.0k 27.86
Schwab U S Small Cap ETF (SCHA) 0.0 $21k 394.00 53.30
Schwab Strategic Tr us lrg cap etf (SCHX) 0.0 $21k 425.00 49.41
Wisdomtree Trust futre strat (WTMF) 0.0 $27k 642.00 42.06
Ishares Tr Msci Usa Momentum Factor (MTUM) 0.0 $25k 339.00 73.75
Proshares Tr S&p 500 Aristo (NOBL) 0.0 $29k 597.00 48.58
Wisdomtree Tr blmbg us bull (USDU) 0.0 $21k 767.00 27.38
Newfound Risk Managed U.s. Sectors i share class 0.0 $27k 3.0k 8.99
iShares S&P SmallCap 600 Index (IJR) 0.0 $14k 125.00 112.00
Vanguard FTSE All-World ex-US ETF (VEU) 0.0 $13k 290.00 44.83
Market Vectors-Inter. Muni. Index 0.0 $13k 541.00 24.03
Proshares Tr rafi lg sht 0.0 $20k 518.00 38.61
Rydex Etf Trust s^p500 pur val 0.0 $19k 394.00 48.22
Powershares Etf Tr Ii s^p smcp hc po 0.0 $14k 194.00 72.16
Powershares Etf Tr Ii s^p smcp mat p 0.0 $13k 402.00 32.34
Etf Ser Solutions alpclone alter 0.0 $13k 353.00 36.83
First Tr Exch Traded Fund Ii lng/sht equity (FTLS) 0.0 $14k 414.00 33.82
Rydex S&P Equal Weight ETF 0.0 $9.0k 116.00 77.59
iShares iBoxx $ High Yid Corp Bond (HYG) 0.0 $10k 123.00 81.30
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.0 $5.0k 47.00 106.38
Vanguard Total Bond Market ETF (BND) 0.0 $9.0k 109.00 82.57
Market Vectors Emerging Mkts Local ETF 0.0 $9.0k 532.00 16.92
Clyme US Cptl Mkts Mco Trm Fxd Idx 0.0 $9.0k 176.00 51.14
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 0.0 $5.0k 49.00 102.04
Rydex S&P Equal Weight Technology 0.0 $10k 113.00 88.50
Rydex S&P Equal Weight Materials 0.0 $5.0k 61.00 81.97
Rydex S&P Equal Weight Consumer Dis ETF 0.0 $10k 123.00 81.30
Vanguard Short Term Corporate Bond ETF (VCSH) 0.0 $7.0k 94.00 74.47
Vanguard Long Term Corporate Bond ETF (VCLT) 0.0 $11k 134.00 82.09
Rydex Etf Trust consumr staple 0.0 $10k 90.00 111.11
Rydex Etf Trust indls etf 0.0 $5.0k 57.00 87.72
Credit Suisse Nassau Brh invrs vix sterm 0.0 $5.0k 200.00 25.00
Alps Etf Tr us eqthivolpt wr 0.0 $11k 548.00 20.07
Ipath S&p 500 Vix S/t Fu Etn 0.0 $6.0k 314.00 19.11
Newfound Risk Managed Global Sectors a share class 0.0 $9.0k 1.0k 8.91
Newfound Risk Managed Global Sectors c share class 0.0 $9.0k 1.0k 8.95
Newfound Multi-asset Income a share class 0.0 $10k 1.0k 9.74
Newfound Multi-asset Income c share class 0.0 $9.0k 1.0k 8.82
Newfound Total Return a share class 0.0 $10k 1.0k 9.85
Newfound Total Return c share class 0.0 $9.0k 1.0k 8.90
Spdr S&p 500 Etf (SPY) 0.0 $0 0 0.00
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.0 $1.0k 7.00 142.86
iShares Dow Jones Select Dividend (DVY) 0.0 $0 1.00 0.00
IQ Hedge Multi-Strategy Tracker (QAI) 0.0 $4.0k 128.00 31.25
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.0 $4.0k 44.00 90.91
Powershares Etf Tr Ii s^p500 low vol 0.0 $0 0 0.00
Powershares Actively Managed Etf Powershares Alternative Multi Strategy Port 0.0 $4.0k 165.00 24.24
Newfound Risk Managed U.s. Sectors a share class 0.0 $0 1.00 0.00
Newfound Risk Managed U.s. Sectors c share class 0.0 $0 1.00 0.00