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Livermore
Livermore
ZHEN

Newfound Research LLC

SEC CIK
0001630806
Latest filing
Oct 13, 2022

Holdings in Q2 2021

Holdings as of Jun 30, 2021, filed Jul 19, 2021. Long positions only; changes compare share counts with Q1 2021.

Institution overview
Positions
120
−7 vs. Q1 2021
Portfolio value
$50.5M
+$7.26M (+16.8%) vs. Q1 2021
Filed
Jul 19, 2021
SEC
Holdings of Newfound Research LLC in Q2 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
SPYSPDR S&P 500 ETF TrustETF27,159$11.6M23.0%−7,141−20.8%ReducedHistory
Vanguard S&P 500 ETF922908363ETF13,237$5.21M10.3%+11,072+511.4%Added–
Vanguard Wellington FD921935508US MOMENTUM32,103$4.22M8.4%+8,587+36.5%Added–
iShares MSCI USA Momentum Factor ETF46432F396ETF24,298$4.21M8.4%+6,155+33.9%Added–
Fidelity Covington Trust316092816MOMENTUM FACTR86,487$4.21M8.3%+21,800+33.7%Added–
J P Morgan Exchange Traded F46641Q779US MOMENTUM96,181$4.19M8.3%+22,503+30.5%Added–
Fidelity Covington Trust316092824LOW VOLITY ETF29,747$1.40M2.8%+2,531+9.3%Added–
J P Morgan Exchange Traded F46641Q761US QUALTY FCTR34,271$1.40M2.8%+2,591+8.2%Added–
Fidelity Covington Trust316092790QLTY FCTOR ETF28,387$1.40M2.8%+2,068+7.9%Added–
iShares MSCI USA Min Vol Factor ETF46429B697ETF19,026$1.40M2.8%+1,796+10.4%Added–
iShares MSCI USA Quality Factor ETF46432F339ETF10,538$1.40M2.8%+723+7.4%Added–
SPDR Series Trust78468R804ST STR R1K LOWV10,518$1.40M2.8%+1,035+10.9%Added–
NVDANVIDIA CorpStock132$106.0K0.2%+59+80.8%AddedHistory
ADBEAdobe Inc.Stock167$98.0K0.2%+32+23.7%AddedHistory
INTUIntuit Inc.Stock199$98.0K0.2%−5−2.5%ReducedHistory
MCOMoodys CorpStock270$98.0K0.2%+44+19.5%AddedHistory
RMDResmed IncCOM396$98.0K0.2%+18+4.8%AddedHistory
EWEdwards Lifesciences CorpStock936$97.0K0.2%+10+1.1%AddedHistory
METAMeta Platforms, Inc.Stock273$95.0K0.2%+39+16.7%AddedHistory
SPGIS&P Global Inc.Stock232$95.0K0.2%+4+1.8%AddedHistory
CPRTCopart IncCOM721$95.0K0.2%+151+26.5%AddedHistory
INFOIHS Markit Ltd.SHS843$95.0K0.2%+6+0.7%AddedHistory
LULUlululemon athletica inc.Stock257$94.0K0.2%+67+35.3%AddedHistory
AAgilent Technologies, Inc.COM633$94.0K0.2%+100+18.8%AddedHistory
REGNRegeneron Pharmaceuticals, Inc.COM168$94.0K0.2%+16+10.5%AddedHistory
ISRGIntuitive Surgical IncCOM NEW102$94.0K0.2%00.0%UnchangedHistory
DHRDanaher CorpStock345$93.0K0.2%+122+54.7%AddedHistory
HSYHershey CoCOM535$93.0K0.2%+9+1.7%AddedHistory
ZTSZoetis Inc.Stock492$92.0K0.2%+14+2.9%AddedHistory
MRKMerck & Co., Inc.Stock1,157$90.0K0.2%+150+14.9%AddedHistory
MSFTMicrosoft CorpStock333$90.0K0.2%−3−0.9%ReducedHistory
VVisa Inc.Stock385$90.0K0.2%+17+4.6%AddedHistory
ACNAccenture plcStock306$90.0K0.2%+8+2.7%AddedHistory
TMOThermo Fisher Scientific Inc.Stock178$90.0K0.2%+97+119.8%AddedHistory
VEEVVeeva Systems IncStock289$90.0K0.2%+105+57.1%AddedHistory
CMGChipotle Mexican Grill IncCOM58$90.0K0.2%+23+65.7%AddedHistory
STESTERIS plcSHS USD434$90.0K0.2%+26+6.4%AddedHistory
MTDMettler Toledo International IncCOM65$90.0K0.2%+32+97.0%AddedHistory
VRSNVerisign IncCOM396$90.0K0.2%+8+2.1%AddedHistory
GRMNGarmin LtdSHS623$90.0K0.2%−4−0.6%ReducedHistory
AMZNAmazon Com IncStock26$89.0K0.2%+10+62.5%AddedHistory
COSTCostco Wholesale CorpStock226$89.0K0.2%+79+53.7%AddedHistory
MAMastercard IncStock243$89.0K0.2%+18+8.0%AddedHistory
HDHome Depot, Inc.Stock278$89.0K0.2%−4−1.4%ReducedHistory
SHWSherwin Williams CoCOM327$89.0K0.2%+9+2.8%AddedConverted for a 3-for-1 splitHistory
YUMCYum China Holdings, Inc.COM1,350$89.0K0.2%+25+1.9%AddedHistory
AMEAmetek IncCOM664$89.0K0.2%+22+3.4%AddedHistory
HEIHeico CorpCOM638$89.0K0.2%+32+5.3%AddedHistory
PGProcter & Gamble CoStock650$88.0K0.2%+75+13.0%AddedHistory
PEPPepsiCo IncStock595$88.0K0.2%+39+7.0%AddedHistory
BRBroadridge Financial Solutions, Inc.Stock544$88.0K0.2%+36+7.1%AddedHistory
FASTFastenal CoStock1,683$88.0K0.2%+121+7.7%AddedHistory
MCDMcDonalds CorpStock382$88.0K0.2%+20+5.5%AddedHistory
SGENSeagen Inc.COM555$88.0K0.2%+219+65.2%AddedHistory
GWWW.W. Grainger, Inc.Stock199$87.0K0.2%+6+3.1%AddedHistory
TXNTexas Instruments IncStock455$87.0K0.2%+12+2.7%AddedHistory
CLColgate Palmolive CoStock1,073$87.0K0.2%+116+12.1%AddedHistory
APHAmphenol CorpCL A1,271$87.0K0.2%+287+29.2%AddedHistory
CERNCERNER CorpCOM1,108$87.0K0.2%+80+7.8%AddedHistory
JNJJohnson & JohnsonStock525$86.0K0.2%+25+5.0%AddedHistory
ITWIllinois Tool Works IncStock384$86.0K0.2%+15+4.1%AddedHistory
KMBKimberly Clark CorpStock641$86.0K0.2%+62+10.7%AddedHistory
HRLHormel Foods CorpCOM1,792$86.0K0.2%+143+8.7%AddedHistory
INCYIncyte CorpCOM1,020$86.0K0.2%+115+12.7%AddedHistory
TFXTeleflex IncCOM215$86.0K0.2%+13+6.4%AddedHistory
SWKSSkyworks Solutions, Inc.Stock441$85.0K0.2%+82+22.8%AddedHistory
ABTAbbott LaboratoriesStock736$85.0K0.2%+71+10.7%AddedHistory
CHDChurch & Dwight Co IncCOM993$85.0K0.2%+215+27.6%AddedHistory
TYLTyler Technologies IncCOM187$85.0K0.2%+10+5.6%AddedHistory
COOCooper Companies, Inc.COM NEW215$85.0K0.2%+2+0.9%AddedHistory
MNSTMonster Beverage CorpCOM922$84.0K0.2%+192+26.3%AddedHistory
CSGPCostar Group, Inc.COM1,017$84.0K0.2%+267+35.6%AddedConverted for a 10-for-1 splitHistory
BAXBaxter International IncStock1,033$83.0K0.2%+55+5.6%AddedHistory
BF.BBrown Forman CorpStock1,103$83.0K0.2%+68+6.6%AddedHistory
EAElectronic Arts Inc.COM574$83.0K0.2%+11+2.0%AddedHistory
VRSKVerisk Analytics, Inc.COM477$83.0K0.2%+65+15.8%AddedHistory
ROLRollins IncCOM2,401$82.0K0.2%+1,293+116.7%AddedHistory
ATVIActivision Blizzard, Inc.COM863$82.0K0.2%+4+0.5%AddedHistory
ANSSAnsys IncCOM235$82.0K0.2%+17+7.8%AddedHistory
CLXClorox CoStock453$81.0K0.2%+61+15.6%AddedHistory
WSTWest Pharmaceutical Services IncCOM226$81.0K0.2%+44+24.2%AddedHistory
NKENIKE, Inc.Stock515$80.0K0.2%+515NewHistory
ANETArista Networks, Inc.COM217$79.0K0.2%−6−2.7%ReducedHistory
VRTXVertex Pharmaceuticals IncStock389$78.0K0.2%+37+10.5%AddedHistory
WMWaste Management IncStock539$76.0K0.2%−121−18.3%ReducedHistory
WCNWaste Connections, Inc.COM635$76.0K0.2%−121−16.0%ReducedHistory
ILMNIllumina, Inc.COM161$76.0K0.2%−5−3.0%ReducedHistory
SNPSSynopsys IncCOM269$74.0K0.1%+117+77.0%AddedHistory
KOCoca Cola CoStock1,346$73.0K0.1%+91+7.3%AddedHistory
IEXIdex CorpCOM333$73.0K0.1%+5+1.5%AddedHistory
EPAMEPAM Systems, Inc.COM137$70.0K0.1%−2−1.4%ReducedHistory
EXPDExpeditors International of Washington IncCOM546$69.0K0.1%−269−33.0%ReducedHistory
WATWaters CorpCOM191$66.0K0.1%−106−35.7%ReducedHistory
GOOGLAlphabet Inc.Stock26$63.0K0.1%−14−35.0%ReducedHistory
KEYSKeysight Technologies, Inc.Stock393$61.0K0.1%−7−1.8%ReducedHistory
POOLPool CorpCOM132$61.0K0.1%+132NewHistory
LBRDALiberty Broadband CorpCOM SER A364$61.0K0.1%−72−16.5%ReducedHistory
MXIMMaxim Integrated Products IncCOM576$61.0K0.1%+133+30.0%AddedHistory
CTASCintas CorpStock157$60.0K0.1%+14+9.8%AddedHistory
ODFLOld Dominion Freight Line, Inc.COM234$59.0K0.1%−127−35.2%ReducedHistory

Sold out since Q1 2021 (18)

Positions held at the end of Q1 2021 that are gone from this filing.

Positions of Newfound Research LLC sold out since Q1 2021
SecurityClassShares in Q1 2021Value in Q1 2021% of portfolio in Q1 2021History
State Street Financial Select Sector SPDR ETF81369Y605ETF34,751$1.18M2.7%–
State Street Energy Select Sector SPDR ETF81369Y506ETF8,882$436.0K1.0%–
State Street Industrial Select Sector SPDR ETF81369Y704ETF3,417$336.0K0.8%–
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF4,898$335.0K0.8%–
State Street Real Estate Select Sector SPDR ETF81369Y860ETF7,482$295.0K0.7%–
State Street Materials Select Sector SPDR ETF81369Y100ETF3,279$258.0K0.6%–
ABMDAbiomed IncCOM217$69.0K0.2%History
PODDInsulet CorpStock248$65.0K0.2%History
ADSKAutodesk, Inc.COM221$61.0K0.1%History
DGDollar General CorpCOM255$52.0K0.1%History
WMTWalmart Inc.Stock359$49.0K0.1%History
MASIMasimo CorpCOM198$45.0K0.1%History
BKIBlack Knight, Inc.COM572$42.0K0.1%History
TDYTeledyne Technologies IncCOM99$41.0K0.1%History
VZVerizon Communications IncStock668$39.0K0.1%History
MSCIMSCI Inc.Stock92$39.0K0.1%History
ADIAnalog Devices IncStock254$39.0K0.1%History
Varian Med Sys Inc92220P105COM220$39.0K0.1%–