Newfound Research

Newfound Research as of Dec. 31, 2017

Portfolio Holdings for Newfound Research

Newfound Research holds 237 positions in its portfolio as reported in the December 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Powershares Senior Loan Portfo mf 8.3 $16M 676k 23.04
iShares iBoxx $ High Yid Corp Bond (HYG) 5.7 $11M 123k 87.26
PowerShares Emerging Markets Sovere 4.0 $7.5M 255k 29.54
iShares S&P US Pref Stock Idx Fnd (PFF) 3.8 $7.2M 190k 38.07
iShares S&P Global Consumer Dis Sec (RXI) 3.3 $6.2M 57k 109.39
iShares S&P Global Industrials Sec (EXI) 3.3 $6.1M 66k 92.87
iShares S&P Global Mat. Sector Inde (MXI) 3.1 $5.8M 83k 70.08
iShares S&P Global Technology Sect. (IXN) 3.1 $5.8M 38k 153.66
iShares IBoxx $ Invest Grade Corp Bd (LQD) 3.1 $5.8M 47k 121.56
iShares S&P Global Financials Sect. (IXG) 3.1 $5.8M 83k 69.93
iShares S&P Global Consumer Staple (KXI) 3.0 $5.7M 54k 105.94
iShares S&P Global Telecommunicat. (IXP) 2.9 $5.5M 92k 60.53
iShares S&P Global Healthcare Sect. (IXJ) 2.9 $5.5M 49k 112.52
iShares S&P Global Utilities Sector (JXI) 2.9 $5.4M 110k 49.53
PowerShares S&P 500 BuyWrite Portfol ETF 2.9 $5.4M 251k 21.45
iShares S&P Global Energy Sector (IXC) 2.8 $5.2M 146k 35.55
Market Vectors Emerging Mkts Local ETF 2.8 $5.2M 274k 18.98
Market Vectors Etf Tr Pfd Sec (PFXF) 2.6 $4.9M 249k 19.66
Vanguard Intl Equity Index F glb ex us etf (VNQI) 2.2 $4.2M 69k 60.50
SPDR Barclays Capital Convertible SecETF (CWB) 2.1 $4.1M 80k 50.60
Vanguard High Dividend Yield ETF (VYM) 1.9 $3.7M 43k 85.63
Vanguard REIT ETF (VNQ) 1.6 $3.1M 37k 82.99
Technology SPDR (XLK) 1.6 $3.0M 47k 63.96
Health Care SPDR (XLV) 1.5 $2.8M 34k 82.68
Consumer Staples Select Sect. SPDR (XLP) 1.3 $2.5M 45k 56.89
Utilities SPDR (XLU) 1.3 $2.5M 48k 52.67
Fidelity msci finls idx (FNCL) 1.3 $2.5M 61k 40.78
Fidelity msci utils index (FUTY) 1.3 $2.5M 72k 34.50
Vanguard Int High Dvd Yld In exchange traded funds (VYMI) 1.3 $2.5M 37k 66.99
Industrial SPDR (XLI) 1.3 $2.4M 32k 75.67
Materials SPDR (XLB) 1.3 $2.4M 40k 60.53
Financial Select Sector SPDR (XLF) 1.3 $2.4M 87k 27.91
Consumer Discretionary SPDR (XLY) 1.3 $2.4M 25k 98.68
Fidelity msci hlth care i (FHLC) 1.3 $2.4M 61k 39.99
Fidelity msci indl indx (FIDU) 1.3 $2.4M 63k 38.69
Fidelity consmr staples (FSTA) 1.3 $2.4M 70k 34.32
Recon Cap Ser Tr 100 covered etf 1.3 $2.4M 98k 24.54
Fidelity Con Discret Etf (FDIS) 1.3 $2.4M 61k 39.12
Fidelity msci matls index (FMAT) 1.2 $2.3M 66k 35.04
Fidelity msci energy idx (FENY) 1.1 $2.1M 105k 20.05
Energy Select Sector SPDR (XLE) 1.1 $2.1M 29k 72.25
Fidelity msci info tech i (FTEC) 1.0 $2.0M 39k 49.96
iShares Barclays 20+ Yr Treas.Bond (TLT) 1.0 $1.8M 14k 126.86
Powershares Etf Tr Ii var rate pfd por 0.7 $1.3M 49k 25.67
iShares Dow Jones EPAC Sel Div Ind (IDV) 0.5 $1.0M 30k 33.79
Ishares Tr conv bd etf (ICVT) 0.2 $409k 7.4k 55.07
Fidelity cmn (FCOM) 0.1 $209k 6.7k 30.98
J P Morgan Exchange Traded F dcplnd hg yld (BBHY) 0.1 $89k 1.7k 51.24
Pimco Etf Tr 0-5 high yield (HYS) 0.0 $31k 306.00 101.31
Rydex S&P Equal Weight ETF 0.0 $11k 113.00 97.35
iShares S&P SmallCap 600 Index (IJR) 0.0 $22k 285.00 77.19
Vanguard FTSE All-World ex-US ETF (VEU) 0.0 $13k 231.00 56.28
Market Vectors High Yield Muni. Ind 0.0 $12k 387.00 31.01
PowerShares S&P SmllCp Cnsmr Disny Ptfo 0.0 $17k 286.00 59.44
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.0 $13k 149.00 87.25
Schwab Strategic Tr us lrg cap etf (SCHX) 0.0 $22k 349.00 63.04
Rydex Etf Trust s^p500 pur val 0.0 $26k 397.00 65.49
Powershares Etf Tr Ii s^p smcp consu 0.0 $18k 235.00 76.60
Powershares Etf Tr Ii s^p smcp fin p 0.0 $16k 299.00 53.51
Powershares Etf Tr Ii s^p smcp hc po 0.0 $17k 175.00 97.14
Powershares Etf Tr Ii s^p smcp ind p 0.0 $17k 265.00 64.15
Powershares Etf Tr Ii s^p smcp it po 0.0 $16k 204.00 78.43
Powershares Etf Tr Ii s^p smcp mat p 0.0 $17k 316.00 53.80
Powershares Etf Tr Ii s^p smcp uti p 0.0 $16k 294.00 54.42
Ishares Tr fltg rate nt (FLOT) 0.0 $12k 231.00 51.95
Ishares Tr usa min vo (USMV) 0.0 $19k 366.00 51.91
Ishares Tr Msci Usa Momentum Factor (MTUM) 0.0 $17k 165.00 103.03
Proshares Tr S&p 500 Aristo (NOBL) 0.0 $17k 264.00 64.39
Loews Corporation (L) 0.0 $999.970000 19.00 52.63
Genworth Financial (GNW) 0.0 $0 157.00 0.00
Goldman Sachs (GS) 0.0 $2.0k 6.00 333.33
Hartford Financial Services (HIG) 0.0 $2.0k 32.00 62.50
Leucadia National 0.0 $0 7.00 0.00
Progressive Corporation (PGR) 0.0 $0 4.00 0.00
Assurant (AIZ) 0.0 $4.0k 39.00 102.56
Berkshire Hathaway Inc. Class B 0.0 $0 2.00 0.00
Principal Financial (PFG) 0.0 $999.940000 17.00 58.82
Bank of America Corporation (BAC) 0.0 $0 1.00 0.00
Lincoln National Corporation (LNC) 0.0 $2.0k 31.00 64.52
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 $2.0k 6.00 333.33
Wal-Mart Stores (WMT) 0.0 $4.0k 40.00 100.00
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 $999.600000 105.00 9.52
Lennar Corporation (LEN) 0.0 $1.0k 10.00 100.00
Pulte (PHM) 0.0 $1.0k 44.00 22.73
Spdr S&p 500 Etf (SPY) 0.0 $0 0 0.00
FirstEnergy (FE) 0.0 $2.0k 61.00 32.79
Cardinal Health (CAH) 0.0 $0 5.00 0.00
At&t (T) 0.0 $999.920000 29.00 34.48
Bed Bath & Beyond 0.0 $999.900000 30.00 33.33
Cummins (CMI) 0.0 $0 1.00 0.00
H&R Block (HRB) 0.0 $0 6.00 0.00
Kohl's Corporation (KSS) 0.0 $2.0k 40.00 50.00
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 19.00 105.26
Travelers Companies (TRV) 0.0 $3.0k 24.00 125.00
AFLAC Incorporated (AFL) 0.0 $2.0k 25.00 80.00
Best Buy (BBY) 0.0 $3.0k 43.00 69.77
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 9.00 0.00
Newell Rubbermaid (NWL) 0.0 $0 1.00 0.00
Western Digital (WDC) 0.0 $1.0k 18.00 55.56
Laboratory Corp. of America Holdings 0.0 $1.0k 4.00 250.00
DaVita (DVA) 0.0 $0 1.00 0.00
Whirlpool Corporation (WHR) 0.0 $1.0k 6.00 166.67
United Rentals (URI) 0.0 $999.990000 3.00 333.33
Everest Re Group (EG) 0.0 $0 1.00 0.00
Foot Locker (FL) 0.0 $999.960000 13.00 76.92
Unum (UNM) 0.0 $3.0k 61.00 49.18
Tyson Foods (TSN) 0.0 $3.0k 37.00 81.08
Fossil 0.0 $0 3.00 0.00
Eastman Chemical Company (EMN) 0.0 $999.990000 9.00 111.11
Valero Energy Corporation (VLO) 0.0 $3.0k 36.00 83.33
CVS Caremark Corporation (CVS) 0.0 $999.940000 17.00 58.82
CenturyLink 0.0 $999.750000 75.00 13.33
Kroger (KR) 0.0 $999.960000 39.00 25.64
Aetna 0.0 $4.0k 19.00 210.53
McKesson Corporation (MCK) 0.0 $1.0k 5.00 200.00
Goodyear Tire & Rubber Company (GT) 0.0 $1.0k 37.00 27.03
Allstate Corporation (ALL) 0.0 $4.0k 41.00 97.56
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 $999.950000 35.00 28.57
Target Corporation (TGT) 0.0 $1.0k 21.00 47.62
UnitedHealth (UNH) 0.0 $999.990000 3.00 333.33
WellPoint 0.0 $5.0k 21.00 238.10
Xerox Corporation 0.0 $1.0k 51.00 19.61
Gap (GAP) 0.0 $1.0k 15.00 66.67
Torchmark Corporation 0.0 $1.0k 6.00 166.67
Ford Motor Company (F) 0.0 $1.0k 111.00 9.01
Exelon Corporation (EXC) 0.0 $3.0k 81.00 37.04
Freeport-McMoRan Copper & Gold (FCX) 0.0 $999.950000 35.00 28.57
PG&E Corporation (PCG) 0.0 $0 2.00 0.00
Jacobs Engineering 0.0 $999.960000 12.00 83.33
Prudential Financial (PRU) 0.0 $3.0k 23.00 130.43
D.R. Horton (DHI) 0.0 $999.970000 19.00 52.63
Discovery Communications 0.0 $0 1.00 0.00
Big Lots (BIGGQ) 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 4.00 0.00
Quanta Services (PWR) 0.0 $999.900000 22.00 45.45
Juniper Networks (JNPR) 0.0 $0 5.00 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 7.00 142.86
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 50.00 20.00
Jabil Circuit (JBL) 0.0 $999.960000 39.00 25.64
L-3 Communications Holdings 0.0 $2.0k 10.00 200.00
Southwest Airlines (LUV) 0.0 $1.0k 16.00 62.50
MetLife (MET) 0.0 $2.0k 30.00 66.67
Raymond James Financial (RJF) 0.0 $0 1.00 0.00
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 10.00 100.00
Urban Outfitters (URBN) 0.0 $0 3.00 0.00
iShares Gold Trust 0.0 $2.0k 153.00 13.07
Invesco Plc- 0.0 $0 1.00 0.00
American International (AIG) 0.0 $1.0k 20.00 50.00
iShares Lehman Aggregate Bond (AGG) 0.0 $2.0k 19.00 105.26
Signet Jewelers (SIG) 0.0 $0 7.00 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 64.00 31.25
Hldgs (UAL) 0.0 $999.960000 12.00 83.33
iShares Barclays TIPS Bond Fund (TIP) 0.0 $1.0k 8.00 125.00
Vanguard Total Bond Market ETF (BND) 0.0 $3.0k 35.00 85.71
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 0.0 $1.0k 27.00 37.04
Vanguard Intmdte Tm Govt Bd ETF (VGIT) 0.0 $4.0k 61.00 65.57
iShares FTSE NAREIT Mort. Plus Capp 0.0 $3.0k 59.00 50.85
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
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 0.0 $2.0k 19.00 105.26
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 37.00 108.11
Proshares Tr rafi lg sht 0.0 $3.0k 80.00 37.50
IndexIQ IQ ARB Merger Arbitrage ETF (MNA) 0.0 $4.0k 137.00 29.20
Vanguard Long Term Corporate Bond ETF (VCLT) 0.0 $2.0k 22.00 90.91
Wisdomtree Trust futre strat (WTMF) 0.0 $4.0k 100.00 40.00
Arbitrage Fund 0.0 $1.0k 43.00 23.26
Citigroup (C) 0.0 $999.990000 9.00 111.11
Credit Suisse Nassau Brh invrs vix sterm 0.0 $1.0k 5.00 200.00
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 187.00 42.78
Michael Kors Holdings 0.0 $999.960000 12.00 83.33
Jpmorgan Income Builder -a (JNBAX) 0.0 $999.740000 74.00 13.51
Express Scripts Holding 0.0 $2.0k 28.00 71.43
Etf Ser Solutions alpclone alter 0.0 $999.900000 33.00 30.30
Eaton (ETN) 0.0 $0 2.00 0.00
Flexshares Tr qualt divd idx (QDF) 0.0 $0 7.00 0.00
Vanguard Charlotte Fds intl bd idx etf (BNDX) 0.0 $3.0k 48.00 62.50
Twenty-first Century Fox 0.0 $0 5.00 0.00
Flexshares Tr intl qltdv idx (IQDF) 0.0 $0 7.00 0.00
Leidos Holdings (LDOS) 0.0 $1.0k 10.00 100.00
Ipath S&p 500 Vix S/t Fu Etn 0.0 $1.0k 20.00 50.00
American Airls (AAL) 0.0 $0 6.00 0.00
Wisdomtree Tr blmbg us bull (USDU) 0.0 $3.0k 120.00 25.00
Pimco Fds Income Fd Cl D cs 0.0 $4.0k 345.00 11.59
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 389.00 10.28
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 86.00 23.26
J P Morgan Exchange Traded F div rtn int eq (JPIN) 0.0 $4.0k 62.00 64.52
Flexshares Tr cr scd us bd (SKOR) 0.0 $1.0k 20.00 50.00
Global X Fds scien beta us 0.0 $4.0k 145.00 27.59
Hp (HPQ) 0.0 $0 3.00 0.00
Goldman Sachs Etf Tr activebeta eme (GEM) 0.0 $3.0k 73.00 41.10
J P Morgan Exchange Traded F jpmorgan diver (JPUS) 0.0 $4.0k 53.00 75.47
Wisdomtree Tr brclys us aggr (AGGY) 0.0 $1.0k 27.00 37.04
Chubb (CB) 0.0 $0 1.00 0.00
Newfound Risk Managed Global Sectors a share class 0.0 $3.0k 272.00 11.03
Newfound Multi-asset Income a share class 0.0 $4.0k 427.00 9.37
Flexshares Tr undefind (LKOR) 0.0 $0 4.00 0.00
Wisdomtree Cboe S&p 500 Putwri (PUTW) 0.0 $1.0k 40.00 25.00
Alphacentric alphacentric income opportunities fund class a (IOFAX) 0.0 $999.900000 45.00 22.22
Jp Morgan jp morgan systematic alpha fund class a 0.0 $1.0k 95.00 10.53
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 $1.0k 76.00 13.16
Andeavor 0.0 $2.0k 14.00 142.86
Lyondellbasell Industries equity 0.0 $0 1.00 0.00