Newfound Research

Newfound Research as of Sept. 30, 2016

Portfolio Holdings for Newfound Research

Newfound Research holds 199 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Powershares Senior Loan Portfo mf 5.4 $5.7M 244k 23.21
iShares S&P Global Energy Sector (IXC) 5.4 $5.7M 172k 32.87
iShares S&P Global Technology Sect. (IXN) 5.2 $5.5M 50k 110.71
iShares S&P Global Mat. Sector Inde (MXI) 5.2 $5.4M 102k 53.49
iShares S&P Global Utilities Sector (JXI) 5.1 $5.4M 114k 47.52
iShares S&P Global Industrials Sec (EXI) 5.1 $5.4M 73k 73.79
iShares S&P Global Consumer Staple (KXI) 5.1 $5.3M 54k 99.31
iShares S&P Global Telecommunicat. (IXP) 5.0 $5.3M 86k 61.85
iShares S&P Global Consumer Dis Sec (RXI) 5.0 $5.3M 59k 89.35
iShares S&P Global Healthcare Sect. (IXJ) 5.0 $5.2M 52k 100.74
iShares S&P US Pref Stock Idx Fnd (PFF) 4.5 $4.7M 118k 39.50
iShares S&P Global Financials Sect. (IXG) 4.4 $4.6M 90k 51.08
PowerShares Emerging Markets Sovere 4.0 $4.2M 136k 30.63
iShares FTSE NAREIT Mort. Plus Capp 3.6 $3.8M 363k 10.51
iShares iBoxx $ High Yid Corp Bond (HYG) 3.5 $3.7M 42k 87.27
iShares IBoxx $ Invest Grade Corp Bd (LQD) 3.4 $3.6M 29k 123.19
SPDR Barclays Capital Convertible SecETF (CWB) 2.8 $2.9M 62k 46.36
Market Vectors Emerging Mkts Local ETF 2.0 $2.1M 109k 19.08
PowerShares S&P 500 BuyWrite Portfol ETF 1.5 $1.6M 76k 21.04
Materials SPDR (XLB) 1.4 $1.4M 30k 47.75
Consumer Staples Select Sect. SPDR (XLP) 1.3 $1.4M 26k 53.22
Energy Select Sector SPDR (XLE) 1.3 $1.4M 19k 70.62
Utilities SPDR (XLU) 1.3 $1.4M 28k 48.99
Technology SPDR (XLK) 1.3 $1.3M 28k 47.77
iShares Dow Jones EPAC Sel Div Ind (IDV) 1.3 $1.3M 45k 29.98
Industrial SPDR (XLI) 1.3 $1.3M 23k 58.38
Vanguard REIT ETF (VNQ) 1.2 $1.3M 15k 86.71
Consumer Discretionary SPDR (XLY) 1.2 $1.3M 16k 80.03
Health Care SPDR (XLV) 1.2 $1.3M 18k 72.13
Vanguard High Dividend Yield ETF (VYM) 1.2 $1.2M 17k 72.14
iShares Barclays 20+ Yr Treas.Bond (TLT) 1.1 $1.1M 8.3k 137.48
Vanguard Intl Equity Index F glb ex us etf (VNQI) 1.0 $1.0M 18k 56.16
Jp Morgan Alerian Mlp Index 0.9 $942k 30k 31.49
Financial Select Sector SPDR (XLF) 0.8 $825k 43k 19.31
Real Estate Select Sect Spdr (XLRE) 0.2 $197k 6.0k 32.75
Market Vectors High Yield Muni. Ind 0.1 $133k 4.1k 32.26
Ishares Tr fltg rate nt (FLOT) 0.1 $62k 1.2k 51.11
iShares S&P SmallCap 600 Index (IJR) 0.0 $37k 295.00 125.42
Pimco Etf Tr 0-5 high yield (HYS) 0.0 $44k 445.00 98.88
Proshares Tr hd replication (HDG) 0.0 $37k 873.00 42.38
Ishares Tr usa min vo (USMV) 0.0 $41k 911.00 45.01
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.0 $36k 403.00 89.33
IndexIQ IQ ARB Merger Arbitrage ETF (MNA) 0.0 $32k 1.1k 29.49
Wisdomtree Trust futre strat (WTMF) 0.0 $30k 717.00 41.84
Ishares Tr Msci Usa Momentum Factor (MTUM) 0.0 $32k 418.00 76.56
Proshares Tr S&p 500 Aristo (NOBL) 0.0 $36k 661.00 54.46
Proshares Tr rafi lg sht 0.0 $24k 616.00 38.96
Schwab Strategic Tr us lrg cap etf (SCHX) 0.0 $18k 357.00 50.42
Vanguard Long Term Corporate Bond ETF (VCLT) 0.0 $23k 243.00 94.65
Rydex Etf Trust s^p500 pur val 0.0 $17k 320.00 53.12
Wisdomtree Tr blmbg us bull (USDU) 0.0 $25k 947.00 26.40
First Tr Exch Traded Fund Ii lng/sht equity (FTLS) 0.0 $16k 487.00 32.85
Rydex S&P Equal Weight ETF 0.0 $9.0k 111.00 81.08
Vanguard FTSE All-World ex-US ETF (VEU) 0.0 $11k 232.00 47.41
Alerian Mlp Etf 0.0 $15k 1.2k 12.68
Vanguard Total Bond Market ETF (BND) 0.0 $6.0k 73.00 82.19
Clyme US Cptl Mkts Mco Trm Fxd Idx 0.0 $7.0k 146.00 47.95
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 0.0 $7.0k 71.00 98.59
PowerShares S&P SmllCp Cnsmr Disny Ptfo 0.0 $12k 246.00 48.78
PowerShares S&P SllCp Egy Ptflio 0.0 $13k 701.00 18.54
Vanguard Mortgage Bkd Sects ETF (VMBS) 0.0 $9.0k 170.00 52.94
Powershares Etf Tr Ii s^p smcp consu 0.0 $12k 180.00 66.67
Powershares Etf Tr Ii s^p smcp fin p 0.0 $12k 264.00 45.45
Powershares Etf Tr Ii s^p smcp hc po 0.0 $12k 163.00 73.62
Powershares Etf Tr Ii s^p smcp ind p 0.0 $12k 243.00 49.38
Powershares Etf Tr Ii s^p smcp it po 0.0 $12k 194.00 61.86
Powershares Etf Tr Ii s^p smcp mat p 0.0 $12k 307.00 39.09
Powershares Etf Tr Ii s^p smcp uti p 0.0 $12k 267.00 44.94
Credit Suisse Nassau Brh invrs vix sterm 0.0 $7.0k 192.00 36.46
Etf Ser Solutions alpclone alter 0.0 $12k 345.00 34.78
Alps Etf Tr us eqthivolpt wr 0.0 $14k 688.00 20.35
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 39.00 51.28
Progressive Corporation (PGR) 0.0 $0 3.00 0.00
Assurant (AIZ) 0.0 $4.0k 45.00 88.89
Principal Financial (PFG) 0.0 $1.0k 18.00 55.56
Lincoln National Corporation (LNC) 0.0 $2.0k 37.00 54.05
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
Archer Daniels Midland Company (ADM) 0.0 $2.0k 45.00 44.44
AES Corporation (AES) 0.0 $999.920000 116.00 8.62
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
Bed Bath & Beyond 0.0 $1.0k 23.00 43.48
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 $2.0k 40.00 50.00
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
Travelers Companies (TRV) 0.0 $2.0k 16.00 125.00
AFLAC Incorporated (AFL) 0.0 $1.0k 10.00 100.00
Best Buy (BBY) 0.0 $1.0k 38.00 26.32
Dow Chemical Company 0.0 $0 1.00 0.00
Johnson Controls 0.0 $999.960000 12.00 83.33
Morgan Stanley (MS) 0.0 $999.900000 30.00 33.33
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 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 2.00 0.00
Unum (UNM) 0.0 $2.0k 65.00 30.77
Tyson Foods (TSN) 0.0 $4.0k 49.00 81.63
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 44.00 45.45
CVS Caremark Corporation (CVS) 0.0 $2.0k 17.00 117.65
CenturyLink 0.0 $2.0k 59.00 33.90
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 1.00 0.00
Goodyear Tire & Rubber Company (GT) 0.0 $1.0k 43.00 23.26
Alcoa 0.0 $1.0k 43.00 23.26
Allstate Corporation (ALL) 0.0 $2.0k 27.00 74.07
Capital One Financial (COF) 0.0 $1.0k 11.00 90.91
CIGNA Corporation 0.0 $1.0k 8.00 125.00
Computer Sciences Corporation 0.0 $5.0k 105.00 47.62
Fluor Corporation (FLR) 0.0 $0 1.00 0.00
Macy's (M) 0.0 $1.0k 32.00 31.25
Target Corporation (TGT) 0.0 $1.0k 11.00 90.91
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 160.00 12.50
Gap (GAP) 0.0 $0 1.00 0.00
Torchmark Corporation 0.0 $0 6.00 0.00
Ford Motor Company (F) 0.0 $2.0k 125.00 16.00
Exelon Corporation (EXC) 0.0 $2.0k 71.00 28.17
Staples 0.0 $999.960000 156.00 6.41
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
Abercrombie & Fitch (ANF) 0.0 $0 2.00 0.00
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
Big Lots (BIGGQ) 0.0 $0 3.00 0.00
Delta Air Lines (DAL) 0.0 $1.0k 15.00 66.67
Tesoro Corporation 0.0 $2.0k 21.00 95.24
Quanta Services (PWR) 0.0 $0 12.00 0.00
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 65.00 30.77
Jabil Circuit (JBL) 0.0 $999.960000 52.00 19.23
L-3 Communications Holdings 0.0 $2.0k 15.00 133.33
Southwest Airlines (LUV) 0.0 $1.0k 14.00 71.43
MetLife (MET) 0.0 $2.0k 35.00 57.14
Textron (TXT) 0.0 $0 11.00 0.00
BorgWarner (BWA) 0.0 $0 1.00 0.00
Centene Corporation (CNC) 0.0 $0 1.00 0.00
Invesco Plc- 0.0 $0 1.00 0.00
American International (AIG) 0.0 $1.0k 23.00 43.48
Signet Jewelers (SIG) 0.0 $0 1.00 0.00
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.0 $5.0k 45.00 111.11
Xl Group 0.0 $2.0k 51.00 39.22
Hldgs (UAL) 0.0 $0 7.00 0.00
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 24.00 0.00
IQ Hedge Multi-Strategy Tracker (QAI) 0.0 $4.0k 123.00 32.52
Market Vectors-Inter. Muni. Index 0.0 $5.0k 221.00 22.62
Vanguard Short Term Corporate Bond ETF (VCSH) 0.0 $5.0k 63.00 79.37
Vanguard FTSE All Wld Ex USSml Cap (VSS) 0.0 $3.0k 35.00 85.71
Citigroup (C) 0.0 $1.0k 11.00 90.91
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 3.00 0.00
Cbre Group Inc Cl A (CBRE) 0.0 $0 2.00 0.00
Express Scripts Holding 0.0 $1.0k 21.00 47.62
Phillips 66 (PSX) 0.0 $0 5.00 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 27.00 37.04
Ipath S&p 500 Vix S/t Fu Etn 0.0 $5.0k 137.00 36.50
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
Tegna (TGNA) 0.0 $0 3.00 0.00