Newfound Research

Newfound Research as of June 30, 2017

Portfolio Holdings for Newfound Research

Newfound Research holds 230 positions in its portfolio as reported in the June 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Powershares Senior Loan Portfo mf 10.1 $14M 624k 23.14
iShares S&P US Pref Stock Idx Fnd (PFF) 5.2 $7.5M 191k 39.17
iShares iBoxx $ High Yid Corp Bond (HYG) 4.9 $7.0M 79k 88.40
iShares S&P Global Financials Sect. (IXG) 4.0 $5.8M 91k 63.16
iShares S&P Global Mat. Sector Inde (MXI) 4.0 $5.7M 95k 59.83
iShares FTSE NAREIT Mort. Plus Capp 3.9 $5.5M 119k 46.38
iShares S&P Global Consumer Dis Sec (RXI) 3.7 $5.2M 53k 98.97
iShares S&P Global Industrials Sec (EXI) 3.7 $5.2M 62k 84.66
iShares S&P Global Technology Sect. (IXN) 3.6 $5.1M 39k 130.92
PowerShares Emerging Markets Sovere 3.5 $5.0M 171k 29.27
iShares S&P Global Healthcare Sect. (IXJ) 3.5 $5.0M 46k 109.35
iShares S&P Global Telecommunicat. (IXP) 3.5 $5.0M 85k 58.50
iShares S&P Global Utilities Sector (JXI) 3.5 $5.0M 102k 49.03
iShares S&P Global Consumer Staple (KXI) 3.5 $5.0M 49k 102.23
SPDR Barclays Capital Convertible SecETF (CWB) 3.2 $4.6M 93k 49.62
Market Vectors Emerging Mkts Local ETF 2.9 $4.1M 218k 18.89
Vanguard Intl Equity Index F glb ex us etf (VNQI) 2.8 $4.0M 70k 56.24
Vanguard High Dividend Yield ETF (VYM) 2.4 $3.5M 44k 78.16
iShares IBoxx $ Invest Grade Corp Bd (LQD) 2.1 $3.0M 25k 120.50
Materials SPDR (XLB) 1.9 $2.7M 51k 53.82
Health Care SPDR (XLV) 1.9 $2.7M 34k 79.25
Industrial SPDR (XLI) 1.9 $2.7M 40k 68.11
Financial Select Sector SPDR (XLF) 1.9 $2.7M 108k 24.67
Consumer Discretionary SPDR (XLY) 1.9 $2.7M 30k 89.62
Technology SPDR (XLK) 1.8 $2.6M 47k 54.73
Utilities SPDR (XLU) 1.7 $2.5M 48k 51.96
PowerShares S&P 500 BuyWrite Portfol ETF 1.7 $2.5M 111k 22.22
Consumer Staples Select Sect. SPDR (XLP) 1.7 $2.4M 45k 54.93
Jp Morgan Alerian Mlp Index 1.5 $2.1M 70k 29.70
iShares S&P Global Energy Sector (IXC) 1.4 $2.0M 63k 31.05
Vanguard Int High Dvd Yld In exchange traded funds (VYMI) 1.2 $1.8M 28k 62.56
Vanguard REIT ETF (VNQ) 1.2 $1.7M 21k 83.23
iShares Dow Jones EPAC Sel Div Ind (IDV) 0.7 $991k 30k 32.73
Global X Fds glbl x mlp etf 0.5 $696k 64k 10.92
Recon Cap Ser Tr 100 covered etf 0.4 $635k 27k 23.64
Fidelity msci finls idx (FNCL) 0.4 $522k 14k 36.35
Fidelity msci utils index (FUTY) 0.3 $503k 15k 33.79
Fidelity msci hlth care i (FHLC) 0.3 $489k 13k 38.26
Fidelity consmr staples (FSTA) 0.3 $443k 13k 33.05
Fidelity msci matls index (FMAT) 0.3 $385k 12k 31.20
Fidelity msci indl indx (FIDU) 0.3 $383k 11k 34.75
Fidelity Con Discret Etf (FDIS) 0.2 $356k 10k 35.50
Market Vectors Etf Tr Pfd Sec (PFXF) 0.2 $273k 14k 20.18
Fidelity msci info tech i (FTEC) 0.1 $104k 2.4k 42.55
J P Morgan Exchange Traded F dcplnd hg yld (BBHY) 0.1 $89k 1.7k 51.24
Powershares Etf Tr Ii var rate pfd por 0.1 $70k 2.7k 26.18
Vanguard Intermediate Tm Cpte Bd ETF (VCIT) 0.0 $22k 255.00 86.27
Pimco Etf Tr 0-5 high yield (HYS) 0.0 $35k 349.00 100.29
Rydex S&P Equal Weight ETF 0.0 $10k 112.00 89.29
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.0 $18k 142.00 126.76
iShares S&P SmallCap 600 Index (IJR) 0.0 $20k 282.00 70.92
Vanguard FTSE All-World ex-US ETF (VEU) 0.0 $13k 250.00 52.00
Market Vectors High Yield Muni. Ind 0.0 $18k 583.00 30.87
PowerShares S&P SmllCp Cnsmr Disny Ptfo 0.0 $16k 290.00 55.17
Schwab Strategic Tr us lrg cap etf (SCHX) 0.0 $21k 363.00 57.85
Rydex Etf Trust s^p500 pur val 0.0 $20k 343.00 58.31
Powershares Etf Tr Ii s^p smcp consu 0.0 $13k 201.00 64.68
Powershares Etf Tr Ii s^p smcp fin p 0.0 $16k 313.00 51.12
Powershares Etf Tr Ii s^p smcp hc po 0.0 $16k 183.00 87.43
Powershares Etf Tr Ii s^p smcp ind p 0.0 $16k 284.00 56.34
Powershares Etf Tr Ii s^p smcp it po 0.0 $14k 193.00 72.54
Powershares Etf Tr Ii s^p smcp mat p 0.0 $16k 345.00 46.38
Powershares Etf Tr Ii s^p smcp uti p 0.0 $15k 282.00 53.19
Ishares Tr fltg rate nt (FLOT) 0.0 $10k 192.00 52.08
Ishares Tr usa min vo (USMV) 0.0 $18k 361.00 49.86
Ishares Tr Msci Usa Momentum Factor (MTUM) 0.0 $15k 164.00 91.46
Proshares Tr S&p 500 Aristo (NOBL) 0.0 $15k 263.00 57.03
Fidelity cmn (FCOM) 0.0 $12k 387.00 31.01
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 34.00 58.82
Leucadia National 0.0 $0 1.00 0.00
Progressive Corporation (PGR) 0.0 $0 4.00 0.00
Assurant (AIZ) 0.0 $4.0k 42.00 95.24
Principal Financial (PFG) 0.0 $1.0k 18.00 55.56
Lincoln National Corporation (LNC) 0.0 $2.0k 33.00 60.61
Discover Financial Services 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 $3.0k 36.00 83.33
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 $999.900000 110.00 9.09
Lennar Corporation (LEN) 0.0 $0 8.00 0.00
Pulte (PHM) 0.0 $999.940000 34.00 29.41
Spdr S&p 500 Etf (SPY) 0.0 $0 0 0.00
FirstEnergy (FE) 0.0 $2.0k 59.00 33.90
Cardinal Health (CAH) 0.0 $0 5.00 0.00
At&t (T) 0.0 $1.0k 18.00 55.56
Bed Bath & Beyond 0.0 $999.920000 29.00 34.48
Cummins (CMI) 0.0 $0 1.00 0.00
Kohl's Corporation (KSS) 0.0 $2.0k 42.00 47.62
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 $1.0k 21.00 47.62
Travelers Companies (TRV) 0.0 $3.0k 21.00 142.86
AFLAC Incorporated (AFL) 0.0 $2.0k 19.00 105.26
Best Buy (BBY) 0.0 $2.0k 41.00 48.78
Dow Chemical Company 0.0 $0 7.00 0.00
Morgan Stanley (MS) 0.0 $999.960000 26.00 38.46
International Paper Company (IP) 0.0 $0 8.00 0.00
Western Digital (WDC) 0.0 $2.0k 19.00 105.26
Laboratory Corp. of America Holdings 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 2.00 0.00
Foot Locker 0.0 $0 6.00 0.00
Unum (UNM) 0.0 $3.0k 63.00 47.62
Tyson Foods (TSN) 0.0 $3.0k 46.00 65.22
Fossil 0.0 $0 3.00 0.00
Eastman Chemical Company (EMN) 0.0 $1.0k 7.00 142.86
Valero Energy Corporation (VLO) 0.0 $2.0k 36.00 55.56
CVS Caremark Corporation (CVS) 0.0 $1.0k 16.00 62.50
CenturyLink 0.0 $2.0k 71.00 28.17
Kroger (KR) 0.0 $999.960000 39.00 25.64
Aetna 0.0 $3.0k 21.00 142.86
McKesson Corporation (MCK) 0.0 $0 3.00 0.00
Goodyear Tire & Rubber Company (GT) 0.0 $1.0k 43.00 23.26
Allstate Corporation (ALL) 0.0 $3.0k 37.00 81.08
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 $999.900000 33.00 30.30
Target Corporation (TGT) 0.0 $999.940000 17.00 58.82
UnitedHealth (UNH) 0.0 $1.0k 4.00 250.00
WellPoint 0.0 $4.0k 22.00 181.82
Xerox Corporation 0.0 $1.0k 50.00 20.00
Gap (GAP) 0.0 $0 5.00 0.00
Torchmark Corporation 0.0 $0 6.00 0.00
Ford Motor Company (F) 0.0 $999.990000 123.00 8.13
Exelon Corporation (EXC) 0.0 $3.0k 79.00 37.97
Staples 0.0 $2.0k 156.00 12.82
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 15.00 66.67
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 24.00 41.67
Tesoro Corporation 0.0 $2.0k 17.00 117.65
Quanta Services (PWR) 0.0 $1.0k 18.00 55.56
Entergy Corporation (ETR) 0.0 $2.0k 21.00 95.24
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 10.00 100.00
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 $999.920000 58.00 17.24
Jabil Circuit (JBL) 0.0 $999.900000 45.00 22.22
L-3 Communications Holdings 0.0 $2.0k 12.00 166.67
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 $0 6.00 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 $999.900000 22.00 45.45
iShares Lehman Aggregate Bond (AGG) 0.0 $2.0k 15.00 133.33
Signet Jewelers (SIG) 0.0 $0 6.00 0.00
Dollar General (DG) 0.0 $0 1.00 0.00
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.0 $7.0k 70.00 100.00
Xl Group 0.0 $3.0k 59.00 50.85
Hldgs (UAL) 0.0 $1.0k 11.00 90.91
iShares Barclays TIPS Bond Fund (TIP) 0.0 $1.0k 11.00 90.91
Vanguard Total Bond Market ETF (BND) 0.0 $3.0k 31.00 96.77
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
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 $2.0k 46.00 43.48
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 0.0 $5.0k 44.00 113.64
Vanguard Short Term Corporate Bond ETF (VCSH) 0.0 $4.0k 49.00 81.63
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 44.00 90.91
Wisdomtree Trust futre strat (WTMF) 0.0 $3.0k 78.00 38.46
Citigroup (C) 0.0 $999.990000 9.00 111.11
Credit Suisse Nassau Brh invrs vix sterm 0.0 $1.0k 7.00 142.86
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 7.00 142.86
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 4.00 0.00
Proshares Tr hd replication (HDG) 0.0 $7.0k 169.00 41.42
Michael Kors Holdings 0.0 $0 6.00 0.00
Jpmorgan Income Builder -a (JNBAX) 0.0 $999.960000 78.00 12.82
Express Scripts Holding 0.0 $1.0k 23.00 43.48
Phillips 66 (PSX) 0.0 $1.0k 6.00 166.67
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
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 5.00 0.00
Flexshares Tr intl qltdv idx (IQDF) 0.0 $0 6.00 0.00
Leidos Holdings (LDOS) 0.0 $999.940000 17.00 58.82
Ipath S&p 500 Vix S/t Fu Etn 0.0 $1.0k 47.00 21.28
American Airls (AAL) 0.0 $0 5.00 0.00
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 417.00 11.99
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 470.00 10.64
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
Global X Fds scien beta us 0.0 $4.0k 152.00 26.32
Goldman Sachs Etf Tr (GSLC) 0.0 $4.0k 74.00 54.05
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
Chubb (CB) 0.0 $0 1.00 0.00
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
Wisdomtree Cboe S&p 500 Putwri (WTPI) 0.0 $999.960000 39.00 25.64
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 $999.750000 93.00 10.75
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
Adtalem Global Ed (ATGE) 0.0 $0 5.00 0.00