Newfound Research LLC
- SEC CIK
- 0001630806
- Latest filing
- Oct 13, 2022
Holdings in Q1 2021
Holdings as of Mar 31, 2021, filed Apr 28, 2021. Long positions only.
- Positions
- 127
- No 13F data for Q4 2020
- Portfolio value
- $43.2M
- No 13F data for Q4 2020
Livermore's 13F data starts with Q1 2021, so this quarter has no previous quarter to compare with and changes are not shown.
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| SPYSPDR S&P 500 ETF Trust | ETF | 34,300 | $13.6M | 31.5% | – | – | History |
| iShares MSCI USA Momentum Factor ETF46432F396 | ETF | 18,143 | $2.92M | 6.8% | – | – | – |
| Vanguard Wellington FD921935508 | US MOMENTUM | 23,516 | $2.91M | 6.7% | – | – | – |
| Fidelity Covington Trust316092816 | MOMENTUM FACTR | 64,687 | $2.90M | 6.7% | – | – | – |
| J P Morgan Exchange Traded F46641Q779 | US MOMENTUM | 73,678 | $2.90M | 6.7% | – | – | – |
| iShares MSCI USA Quality Factor ETF46432F339 | ETF | 9,815 | $1.20M | 2.8% | – | – | – |
| J P Morgan Exchange Traded F46641Q761 | US QUALTY FCTR | 31,680 | $1.20M | 2.8% | – | – | – |
| Fidelity Covington Trust316092824 | LOW VOLITY ETF | 27,216 | $1.19M | 2.8% | – | – | – |
| Fidelity Covington Trust316092790 | QLTY FCTOR ETF | 26,319 | $1.19M | 2.8% | – | – | – |
| iShares MSCI USA Min Vol Factor ETF46429B697 | ETF | 17,230 | $1.19M | 2.8% | – | – | – |
| SPDR Series Trust78468R804 | ST STR R1K LOWV | 9,483 | $1.19M | 2.8% | – | – | – |
| State Street Financial Select Sector SPDR ETF81369Y605 | ETF | 34,751 | $1.18M | 2.7% | – | – | – |
| Vanguard S&P 500 ETF922908363 | ETF | 2,165 | $789.0K | 1.8% | – | – | – |
| State Street Energy Select Sector SPDR ETF81369Y506 | ETF | 8,882 | $436.0K | 1.0% | – | – | – |
| State Street Industrial Select Sector SPDR ETF81369Y704 | ETF | 3,417 | $336.0K | 0.8% | – | – | – |
| State Street Consumer Staples Select Sector SPDR ETF81369Y308 | ETF | 4,898 | $335.0K | 0.8% | – | – | – |
| State Street Real Estate Select Sector SPDR ETF81369Y860 | ETF | 7,482 | $295.0K | 0.7% | – | – | – |
| State Street Materials Select Sector SPDR ETF81369Y100 | ETF | 3,279 | $258.0K | 0.6% | – | – | – |
| EXPDExpeditors International of Washington Inc | COM | 815 | $88.0K | 0.2% | – | – | History |
| ODFLOld Dominion Freight Line, Inc. | COM | 361 | $87.0K | 0.2% | – | – | History |
| HDHome Depot, Inc. | Stock | 282 | $86.0K | 0.2% | – | – | History |
| WMWaste Management Inc | Stock | 660 | $85.0K | 0.2% | – | – | History |
| TXNTexas Instruments Inc | Stock | 443 | $84.0K | 0.2% | – | – | History |
| WATWaters Corp | COM | 297 | $84.0K | 0.2% | – | – | History |
| TFXTeleflex Inc | COM | 202 | $84.0K | 0.2% | – | – | History |
| GOOGLAlphabet Inc. | Stock | 40 | $83.0K | 0.2% | – | – | History |
| HSYHershey Co | COM | 526 | $83.0K | 0.2% | – | – | History |
| GRMNGarmin Ltd | SHS | 627 | $83.0K | 0.2% | – | – | History |
| JNJJohnson & Johnson | Stock | 500 | $82.0K | 0.2% | – | – | History |
| ITWIllinois Tool Works Inc | Stock | 369 | $82.0K | 0.2% | – | – | History |
| BAXBaxter International Inc | Stock | 978 | $82.0K | 0.2% | – | – | History |
| ACNAccenture plc | Stock | 298 | $82.0K | 0.2% | – | – | History |
| WCNWaste Connections, Inc. | COM | 756 | $82.0K | 0.2% | – | – | History |
| AMEAmetek Inc | COM | 642 | $82.0K | 0.2% | – | – | History |
| COOCooper Companies, Inc. | COM NEW | 213 | $82.0K | 0.2% | – | – | History |
| KMBKimberly Clark Corp | Stock | 579 | $81.0K | 0.2% | – | – | History |
| MCDMcDonalds Corp | Stock | 362 | $81.0K | 0.2% | – | – | History |
| INFOIHS Markit Ltd. | SHS | 837 | $81.0K | 0.2% | – | – | History |
| MAMastercard Inc | Stock | 225 | $80.0K | 0.2% | – | – | History |
| SPGIS&P Global Inc. | Stock | 228 | $80.0K | 0.2% | – | – | History |
| ABTAbbott Laboratories | Stock | 665 | $80.0K | 0.2% | – | – | History |
| ATVIActivision Blizzard, Inc. | COM | 859 | $80.0K | 0.2% | – | – | History |
| PEPPepsiCo Inc | Stock | 556 | $79.0K | 0.2% | – | – | History |
| MSFTMicrosoft Corp | Stock | 336 | $79.0K | 0.2% | – | – | History |
| FASTFastenal Co | Stock | 1,562 | $79.0K | 0.2% | – | – | History |
| HRLHormel Foods Corp | COM | 1,649 | $79.0K | 0.2% | – | – | History |
| IEPIcahn Enterprises L.P. | DEPOSITARY UNIT | 1,478 | $79.0K | 0.2% | – | – | History |
| PGProcter & Gamble Co | Stock | 575 | $78.0K | 0.2% | – | – | History |
| MRKMerck & Co., Inc. | Stock | 1,007 | $78.0K | 0.2% | – | – | History |
| BRBroadridge Financial Solutions, Inc. | Stock | 508 | $78.0K | 0.2% | – | – | History |
| VVisa Inc. | Stock | 368 | $78.0K | 0.2% | – | – | History |
| INTUIntuit Inc. | Stock | 204 | $78.0K | 0.2% | – | – | History |
| SHWSherwin Williams Co | COM | 106 | $78.0K | 0.2% | – | – | History |
| YUMCYum China Holdings, Inc. | COM | 1,325 | $78.0K | 0.2% | – | – | History |
| STESTERIS plc | SHS USD | 408 | $78.0K | 0.2% | – | – | History |
| EWEdwards Lifesciences Corp | Stock | 926 | $77.0K | 0.2% | – | – | History |
| GWWW.W. Grainger, Inc. | Stock | 193 | $77.0K | 0.2% | – | – | History |
| VRSNVerisign Inc | COM | 388 | $77.0K | 0.2% | – | – | History |
| CLXClorox Co | Stock | 392 | $76.0K | 0.2% | – | – | History |
| VRTXVertex Pharmaceuticals Inc | Stock | 352 | $76.0K | 0.2% | – | – | History |
| EAElectronic Arts Inc. | COM | 563 | $76.0K | 0.2% | – | – | History |
| HEIHeico Corp | COM | 606 | $76.0K | 0.2% | – | – | History |
| ZTSZoetis Inc. | Stock | 478 | $75.0K | 0.2% | – | – | History |
| CLColgate Palmolive Co | Stock | 957 | $75.0K | 0.2% | – | – | History |
| TYLTyler Technologies Inc | COM | 177 | $75.0K | 0.2% | – | – | History |
| ISRGIntuitive Surgical Inc | COM NEW | 102 | $75.0K | 0.2% | – | – | History |
| INCYIncyte Corp | COM | 905 | $74.0K | 0.2% | – | – | History |
| ANSSAnsys Inc | COM | 218 | $74.0K | 0.2% | – | – | History |
| CERNCERNER Corp | COM | 1,028 | $74.0K | 0.2% | – | – | History |
| RMDResmed Inc | COM | 378 | $73.0K | 0.2% | – | – | History |
| VRSKVerisk Analytics, Inc. | COM | 412 | $73.0K | 0.2% | – | – | History |
| REGNRegeneron Pharmaceuticals, Inc. | COM | 152 | $72.0K | 0.2% | – | – | History |
| BF.BBrown Forman Corp | Stock | 1,035 | $71.0K | 0.2% | – | – | History |
| METAMeta Platforms, Inc. | Stock | 234 | $69.0K | 0.2% | – | – | History |
| ELEstee Lauder Companies Inc | CL A | 238 | $69.0K | 0.2% | – | – | History |
| IEXIdex Corp | COM | 328 | $69.0K | 0.2% | – | – | History |
| ABMDAbiomed Inc | COM | 217 | $69.0K | 0.2% | – | – | History |
| AAgilent Technologies, Inc. | COM | 533 | $68.0K | 0.2% | – | – | History |
| CHDChurch & Dwight Co Inc | COM | 778 | $68.0K | 0.2% | – | – | History |
| MCOMoodys Corp | Stock | 226 | $67.0K | 0.2% | – | – | History |
| ANETArista Networks, Inc. | COM | 223 | $67.0K | 0.2% | – | – | History |
| KOCoca Cola Co | Stock | 1,255 | $66.0K | 0.2% | – | – | History |
| SWKSSkyworks Solutions, Inc. | Stock | 359 | $66.0K | 0.2% | – | – | History |
| MNSTMonster Beverage Corp | COM | 730 | $66.0K | 0.2% | – | – | History |
| PODDInsulet Corp | Stock | 248 | $65.0K | 0.2% | – | – | History |
| APHAmphenol Corp | CL A | 984 | $65.0K | 0.2% | – | – | History |
| ADBEAdobe Inc. | Stock | 135 | $64.0K | 0.1% | – | – | History |
| ILMNIllumina, Inc. | COM | 166 | $64.0K | 0.1% | – | – | History |
| LBRDALiberty Broadband Corp | COM SER A | 436 | $63.0K | 0.1% | – | – | History |
| CSGPCostar Group, Inc. | COM | 75 | $62.0K | 0.1% | – | – | History |
| CPRTCopart Inc | COM | 570 | $62.0K | 0.1% | – | – | History |
| ADSKAutodesk, Inc. | COM | 221 | $61.0K | 0.1% | – | – | History |
| LULUlululemon athletica inc. | Stock | 190 | $58.0K | 0.1% | – | – | History |
| JBHTHunt J B Transport Services Inc | COM | 348 | $58.0K | 0.1% | – | – | History |
| KEYSKeysight Technologies, Inc. | Stock | 400 | $57.0K | 0.1% | – | – | History |
| EPAMEPAM Systems, Inc. | COM | 139 | $55.0K | 0.1% | – | – | History |
| RSGRepublic Services, Inc. | COM | 532 | $53.0K | 0.1% | – | – | History |
| COSTCostco Wholesale Corp | Stock | 147 | $52.0K | 0.1% | – | – | History |
| DGDollar General Corp | COM | 255 | $52.0K | 0.1% | – | – | History |
| WSTWest Pharmaceutical Services Inc | COM | 182 | $51.0K | 0.1% | – | – | History |