Newfound Research LLC

SEC CIK
0001630806

Holdings, Q3 2022

Positions as of Sep 30, 2022, filed Oct 13, 2022.SEC

Positions
131
0 vs. Q2 2022
Total value
$40.84M
−$6.35M (−13.5%) vs. Q2 2022

Compare with Q2 2022: new, added, reduced and sold out

Positions

Long positions only. Changes compare share counts with Q2 2022.

Newfound Research LLC holdings in Q3 2022
SecurityClassSharesValue% of portfolioChange in sharesActionHistory
ISHARES TR4642874571 3 YR TREAS BD75,249$6.11M14.96%−35,863−32.3%Reduced–
VANGUARD WELLINGTON FD921935508US MOMENTUM25,961$2.75M6.72%−2,169−7.7%Reduced–
ISHARES MSCI USA MOMENTUM FACTOR ETF46432F396ETF20,468$2.69M6.58%−1,962−8.7%Reduced–
J P MORGAN EXCHANGE TRADED F46641Q779US MOMENTUM76,222$2.68M6.57%−6,530−7.9%Reduced–
FIDELITY COVINGTON TRUST316092816MOMENTUM FACTR64,783$2.66M6.52%−7,637−10.5%Reduced–
VANGUARD S&P 500 ETF922908363ETF7,847$2.58M6.31%+7,847New–
SPYSTATE STREET SPDR S&P 500 ETFETF4,672$1.67M4.09%−4,441−48.7%ReducedView
J P MORGAN EXCHANGE TRADED F46641Q761US QUALTY FCTR36,446$1.28M3.13%−2,217−5.7%Reduced–
FIDELITY COVINGTON TRUST316092790QLTY FCTOR ETF30,579$1.27M3.11%−1,892−5.8%Reduced–
ISHARES MSCI USA QUALITY FACTOR ETF46432F339ETF12,213$1.27M3.11%−561−4.4%Reduced–
ISHARES MSCI USA MIN VOL FACTOR ETF46429B697ETF19,190$1.27M3.11%−1,504−7.3%Reduced–
SPDR SERIES TRUST78468R804ST STR R1K LOWV10,261$1.27M3.10%−870−7.8%Reduced–
FIDELITY COVINGTON TRUST316092824LOW VOLITY ETF30,123$1.27M3.10%−2,327−7.2%Reduced–
STATE STREET TECHNOLOGY SELECT SECTOR SPDR ETF81369Y803ETF10,554$1.25M3.07%+77+0.7%Added–
STATE STREET CONSUMER DISCRETIONARY SELECT SECTOR SPDR ETF81369Y407ETF6,045$861K2.11%+1,308+27.6%Added–
STATE STREET INDUSTRIAL SELECT SECTOR SPDR ETF81369Y704ETF7,817$648K1.59%+1,940+33.0%Added–
STATE STREET FINANCIAL SELECT SECTOR SPDR ETF81369Y605ETF19,264$585K1.43%−3,325−14.7%Reduced–
STATE STREET UTILITIES SELECT SECTOR SPDR ETF81369Y886ETF6,010$394K0.96%−814−11.9%Reduced–
STATE STREET REAL ESTATE SELECT SECTOR SPDR ETF81369Y860ETF10,728$386K0.95%−3,176−22.8%Reduced–
STATE STREET COMMUNICATION SERVICES SELECT SECTOR SPDR ETF81369Y852ETF5,887$282K0.69%−1,839−23.8%Reduced–
STATE STREET MATERIALS SELECT SECTOR SPDR ETF81369Y100ETF1,626$111K0.27%−2,625−61.8%Reduced–
CMGCHIPOTLE MEXICAN GRILL INCCOM60$90K0.22%−12−16.7%ReducedView
RMDRESMED INCCOM410$90K0.22%−57−12.2%ReducedView
GILDGILEAD SCIENCES INC COMStock1,429$88K0.22%+40+2.9%AddedView
VEEVVEEVA SYS INC CL A COMStock528$87K0.21%+25+5.0%AddedView
AAGILENT TECHNOLOGIES INCCOM718$87K0.21%−111−13.4%ReducedView
APDAIR PRODUCTS AND CHEMICALS INC COMStock368$86K0.21%−39−9.6%ReducedView
DHRDANAHER CORP DEL COMStock333$86K0.21%−60−15.3%ReducedView
APHAMPHENOL CORP NEWCL A1,278$86K0.21%+60+4.9%AddedView
BSXBOSTON SCIENTIFIC CORP COMStock2,198$85K0.21%−353−13.8%ReducedView
AMEAMETEK INCCOM746$85K0.21%−73−8.9%ReducedView
VRSNVERISIGN INCCOM489$85K0.21%+36+7.9%AddedView
TXNTEXAS INSTRS INC COMStock544$84K0.21%−75−12.1%ReducedView
ACTIVISION BLIZZARD INC00507V109COM1,136$84K0.21%+492+76.4%Added–
HDHOME DEPOT INC COMStock299$83K0.20%+69+30.0%AddedView
SYKSTRYKER CORPORATION COMStock411$83K0.20%−31−7.0%ReducedView
LINLINDE PLCSHS307$83K0.20%−21−6.4%ReducedView
TMOTHERMO FISHER SCIENTIFIC INC COMStock162$82K0.20%+5+3.2%AddedView
VRSKVERISK ANALYTICS INCCOM483$82K0.20%+15+3.2%AddedView
CPRTCOPART INCCOM775$82K0.20%−97−11.1%ReducedView
ITWILLINOIS TOOL WKS INC COMStock449$81K0.20%−50−10.0%ReducedView
REGNREGENERON PHARMACEUTICALSCOM117$81K0.20%+3+2.6%AddedView
ELECTRONIC ARTS INC285512109COM703$81K0.20%−81−10.3%Reduced–
HOLOGIC INC436440101COM1,257$81K0.20%+75+6.3%Added–
ODFLOLD DOMINION FREIGHT LINE INCOM321$80K0.20%+5+1.6%AddedView
CSGPCOSTAR GROUP INCCOM1,143$80K0.20%−486−29.8%ReducedView
YUMYUM BRANDS INC COMStock745$79K0.19%−156−17.3%ReducedView
BDXBECTON DICKINSON & CO COMStock353$79K0.19%−55−13.5%ReducedView
ACNACCENTURE PLC IRELAND SHS CLASS AStock307$79K0.19%+92+42.8%AddedView
FASTFASTENAL CO COMStock1,712$79K0.19%+156+10.0%AddedView
KEYSKEYSIGHT TECHNOLOGIES INC COMStock504$79K0.19%−83−14.1%ReducedView
INCYINCYTE CORPCOM1,187$79K0.19%+311+35.5%AddedView
HONHoneywell TechnologiesCOM476$79K0.19%+125+35.6%AddedView
MDTMEDTRONIC PLC SHSStock961$78K0.19%−88−8.4%ReducedView
MSFTMICROSOFT CORP COMStock337$78K0.19%+41+13.9%AddedView
VVISA INC COM CL AStock437$78K0.19%−47−9.7%ReducedView
SPGIS&P GLOBAL INC COMStock256$78K0.19%−33−11.4%ReducedView
ZTSZOETIS INC CL AStock527$78K0.19%+49+10.3%AddedView
ABTABBOTT LABORATORIES COMStock804$78K0.19%−100−11.1%ReducedView
MTDMETTLER TOLEDO INTERNATIONALCOM72$78K0.19%+5+7.5%AddedView
IDXXIDEXX LABS INCCOM238$78K0.19%+1+0.4%AddedView
ISRGINTUITIVE SURGICAL INCCOM NEW417$78K0.19%−1−0.2%ReducedView
ANSYS INC03662Q105COM351$78K0.19%−1−0.3%Reduced–
ANETARISTA NETWORKS INCCOM693$78K0.19%+693NewView
EWEDWARDS LIFESCIENCES CORP COMStock936$77K0.19%+113+13.7%AddedView
MDLZMONDELEZ INTL INC CL AStock1,402$77K0.19%+36+2.6%AddedView
ROPROPER TECHNOLOGIES INC COMStock214$77K0.19%−27−11.2%ReducedView
CLCOLGATE PALMOLIVE CO COMStock1,096$77K0.19%−22−2.0%ReducedView
MCOMOODYS CORP COMStock316$77K0.19%−44−12.2%ReducedView
WCNWASTE CONNECTIONS INCCOM570$77K0.19%−250−30.5%ReducedView
PGPROCTER & GAMBLE CO COMStock601$76K0.19%+266+79.4%AddedView
MAMASTERCARD INCORPORATED CL AStock266$76K0.19%−25−8.6%ReducedView
GOOGLALPHABET INC CAP STK CL AStock797$76K0.19%+757+1,892.5%AddedView
AKAMAKAMAI TECHNOLOGIES INCCOM940$76K0.19%−19−2.0%ReducedView
KMBKIMBERLY-CLARK CORP COMStock670$75K0.18%−133−16.6%ReducedView
CSXCSX CORP COMStock2,834$75K0.18%−307−9.8%ReducedView
WATWATERS CORPCOM280$75K0.18%−59−17.4%ReducedView
IEPICAHN ENTERPRISES LPDEPOSITARY UNIT1,515$75K0.18%+141+10.3%AddedView
WMWASTE MGMT INC DEL COMStock465$74K0.18%−98−17.4%ReducedView
FDSFACTSET RESH SYS INC COMStock184$74K0.18%−35−16.0%ReducedView
GRMNGARMIN LTDSHS920$74K0.18%−32−3.4%ReducedView
WSTWEST PHARMACEUTICAL SVSC INCCOM295$73K0.18%+39+15.2%AddedView
CHDCHURCH & DWIGHT CO INCCOM1,002$72K0.18%+452+82.2%AddedView
STESTERIS PLCSHS USD435$72K0.18%−26−5.6%ReducedView
ROLROLLINS INCCOM2,061$71K0.17%+64+3.2%AddedView
MSCIMSCI INC COMStock166$70K0.17%−14−7.8%ReducedView
KDPKEURIG DR PEPPER INCCOM1,968$70K0.17%+136+7.4%AddedView
LULULULULEMON ATHLETICA INC COMStock248$69K0.17%−4−1.6%ReducedView
JNJJOHNSON & JOHNSON COMStock418$68K0.17%−97−18.8%ReducedView
NKENIKE INC CL BStock816$68K0.17%+16+2.0%AddedView
ADIANALOG DEVICES INC COMStock488$68K0.17%−169−25.7%ReducedView
DGXQUEST DIAGNOSTICS INCCOM552$68K0.17%+552NewView
MCDMCDONALDS CORP COMStock289$67K0.16%−61−17.4%ReducedView
AAPLAPPLE INC COMStock484$67K0.16%+484NewView
DOVDOVER CORPCOM571$67K0.16%−23−3.9%ReducedView
LHXL3HARRIS TECHNOLOGIES INC COMStock315$65K0.16%+315NewView
UNPUNION PAC CORP COMStock336$65K0.16%+110+48.7%AddedView
CTSHCOGNIZANT TECHNOLOGY SOLUTIOCL A1,110$64K0.16%+443+66.4%AddedView
MKCMCCORMICK & CO INC COM NON VTGStock863$62K0.15%+311+56.3%AddedView
PMPHILIP MORRIS INTL INC COMStock751$62K0.15%−111−12.9%ReducedView

Sold out since Q2 2022 (11)

Positions held at the end of Q2 2022 that are no longer in this filing.

Newfound Research LLC positions sold out since Q2 2022
SecurityClassShares, Q2 2022Value, Q2 2022% of portfolio, Q2 2022
STATE STREET CONSUMER STAPLES SELECT SECTOR SPDR ETF81369Y308ETF1,243$90K0.19%
STATE STREET HEALTH CARE SELECT SECTOR SPDR ETF81369Y209ETF656$84K0.18%
LLYELI LILLY & CO COMStock207$67K0.14%
WMTWALMART INC COMStock512$62K0.13%
TECHBIO-TECHNE CORPCOM178$62K0.13%
LIBERTY BROADBAND CORP530307107COM SER A547$62K0.13%
COOCOOPER COS INCCOM NEW180$56K0.12%
ROKROCKWELL AUTOMATION INC COMStock262$52K0.11%
EXPDEXPEDITORS INTL WASH INCCOM519$51K0.11%
SNPSSYNOPSYS INCCOM159$48K0.10%
BMYBRISTOL-MYERS SQUIBB CO COMStock555$43K0.09%

13F filings by quarter

Newfound Research LLC 13F filings by quarter
QuarterFiledPositionsTotal valueChangesFiling
Q3 2022Oct 13, 2022131$40.84Mvs. Q2 2022SEC
Q2 2022Jul 15, 2022131$47.18Mvs. Q1 2022SEC
Q1 2022May 4, 2022134$76.92Mvs. Q4 2021SEC
Q4 2021Jan 19, 2022122$82.85Mvs. Q3 2021SEC
Q3 2021Oct 14, 2021121$61.76Mvs. Q2 2021SEC
Q2 2021Jul 19, 2021120$50.46Mvs. Q1 2021SEC
Q1 2021Apr 28, 2021127$43.2M–SEC