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Livermore
Livermore
ZHEN

Newfound Research LLC

SEC CIK
0001630806
Latest filing
Oct 13, 2022

Holdings in Q2 2022

Holdings as of Jun 30, 2022, filed Jul 15, 2022. Long positions only; changes compare share counts with Q1 2022.

Institution overview
Positions
131
−3 vs. Q1 2022
Portfolio value
$47.2M
−$29.7M (−38.7%) vs. Q1 2022
Filed
Jul 15, 2022
SEC
Holdings of Newfound Research LLC in Q2 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
iShares Tr4642874571 3 YR TREAS BD111,112$9.20M19.5%+25,005+29.0%Added–
SPYSPDR S&P 500 ETF TrustETF9,113$3.44M7.3%−16,784−64.8%ReducedHistory
iShares MSCI USA Momentum Factor ETF46432F396ETF22,430$3.06M6.5%−4,220−15.8%Reduced–
Fidelity Covington Trust316092816MOMENTUM FACTR72,420$3.02M6.4%−15,553−17.7%Reduced–
J P Morgan Exchange Traded F46641Q779US MOMENTUM82,752$3.01M6.4%−18,765−18.5%Reduced–
Vanguard Wellington FD921935508US MOMENTUM28,130$3.00M6.4%−6,732−19.3%Reduced–
SPDR Series Trust78468R804ST STR R1K LOWV11,131$1.46M3.1%−3,983−26.4%Reduced–
iShares MSCI USA Min Vol Factor ETF46429B697ETF20,694$1.45M3.1%−7,317−26.1%Reduced–
Fidelity Covington Trust316092824LOW VOLITY ETF32,450$1.45M3.1%−10,687−24.8%Reduced–
J P Morgan Exchange Traded F46641Q761US QUALTY FCTR38,663$1.44M3.1%−11,521−23.0%Reduced–
Fidelity Covington Trust316092790QLTY FCTOR ETF32,471$1.44M3.0%−8,623−21.0%Reduced–
iShares MSCI USA Quality Factor ETF46432F339ETF12,774$1.43M3.0%−3,279−20.4%Reduced–
State Street Technology Select Sector SPDR ETF81369Y803ETF10,477$1.33M2.8%+5,086+94.3%Added–
State Street Financial Select Sector SPDR ETF81369Y605ETF22,589$710.0K1.5%+17,470+341.3%Added–
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF4,737$651.0K1.4%−626−11.7%Reduced–
State Street Real Estate Select Sector SPDR ETF81369Y860ETF13,904$568.0K1.2%−6,638−32.3%Reduced–
State Street Industrial Select Sector SPDR ETF81369Y704ETF5,877$513.0K1.1%−4,692−44.4%Reduced–
State Street Utilities Select Sector SPDR ETF81369Y886ETF6,824$479.0K1.0%−2,854−29.5%Reduced–
State Street Communication Services Select Sector SPDR ETF81369Y852ETF7,726$419.0K0.9%+3,764+95.0%Added–
State Street Materials Select Sector SPDR ETF81369Y100ETF4,251$313.0K0.7%−2,978−41.2%Reduced–
SGENSeagen Inc.COM727$129.0K0.3%−303−29.4%ReducedHistory
BF.BBrown Forman CorpStock1,594$112.0K0.2%−555−25.8%ReducedHistory
WATWaters CorpCOM339$112.0K0.2%−37−9.8%ReducedHistory
MNSTMonster Beverage CorpCOM1,183$110.0K0.2%−598−33.6%ReducedHistory
KMBKimberly Clark CorpStock803$109.0K0.2%−361−31.0%ReducedHistory
STZConstellation Brands, Inc.Stock445$104.0K0.2%−204−31.4%ReducedHistory
BRBroadridge Financial Solutions, Inc.Stock722$103.0K0.2%−209−22.4%ReducedHistory
YUMYum Brands IncStock901$102.0K0.2%−302−25.1%ReducedHistory
CTASCintas CorpStock272$102.0K0.2%−104−27.7%ReducedHistory
WCNWaste Connections, Inc.COM820$102.0K0.2%−134−14.0%ReducedHistory
BDXBecton Dickinson & CoStock408$101.0K0.2%−78−16.0%ReducedHistory
DHRDanaher CorpStock393$100.0K0.2%+136+52.9%AddedHistory
VEEVVeeva Systems IncStock503$100.0K0.2%−109−17.8%ReducedHistory
APDAir Products & Chemicals, Inc.Stock407$98.0K0.2%−142−25.9%ReducedHistory
ABTAbbott LaboratoriesStock904$98.0K0.2%−291−24.4%ReducedHistory
MCOMoodys CorpStock360$98.0K0.2%−59−14.1%ReducedHistory
AAgilent Technologies, Inc.COM829$98.0K0.2%−44−5.0%ReducedHistory
RMDResmed IncCOM467$98.0K0.2%−43−8.4%ReducedHistory
CSGPCostar Group, Inc.COM1,629$98.0K0.2%−444−21.4%ReducedHistory
SPGIS&P Global Inc.Stock289$97.0K0.2%+1+0.3%AddedHistory
ADIAnalog Devices IncStock657$96.0K0.2%−84−11.3%ReducedHistory
VVisa Inc.Stock484$95.0K0.2%−233−32.5%ReducedHistory
TXNTexas Instruments IncStock619$95.0K0.2%−179−22.4%ReducedHistory
ROPRoper Technologies IncStock241$95.0K0.2%−85−26.1%ReducedHistory
BSXBoston Scientific CorpStock2,551$95.0K0.2%+919+56.3%AddedHistory
EAElectronic Arts Inc.COM784$95.0K0.2%−376−32.4%ReducedHistory
STESTERIS plcSHS USD461$95.0K0.2%−203−30.6%ReducedHistory
CPRTCopart IncCOM872$95.0K0.2%−217−19.9%ReducedHistory
MDTMedtronic plcStock1,049$94.0K0.2%−342−24.6%ReducedHistory
AMGNAmgen IncStock385$94.0K0.2%+71+22.6%AddedHistory
CMGChipotle Mexican Grill IncCOM72$94.0K0.2%−7−8.9%ReducedHistory
HEIHeico CorpCOM716$94.0K0.2%−143−16.6%ReducedHistory
GRMNGarmin LtdSHS952$94.0K0.2%−43−4.3%ReducedHistory
LINLinde PLCSHS328$94.0K0.2%−141−30.1%ReducedHistory
MAMastercard IncStock291$92.0K0.2%−147−33.6%ReducedHistory
JNJJohnson & JohnsonStock515$91.0K0.2%−415−44.6%ReducedHistory
ITWIllinois Tool Works IncStock499$91.0K0.2%−169−25.3%ReducedHistory
CSXCSX CorpStock3,141$91.0K0.2%−313−9.1%ReducedHistory
MMM3M CoStock706$91.0K0.2%−199−22.0%ReducedHistory
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF1,243$90.0K0.2%−9,030−87.9%Reduced–
CLColgate Palmolive CoStock1,118$90.0K0.2%−528−32.1%ReducedHistory
AMEAmetek IncCOM819$90.0K0.2%−282−25.6%ReducedHistory
SYKStryker CorpStock442$88.0K0.2%−135−23.4%ReducedHistory
AKAMAkamai Technologies IncCOM959$88.0K0.2%−395−29.2%ReducedHistory
GOOGLAlphabet Inc.Stock40$87.0K0.2%+14+53.8%AddedHistory
WMWaste Management IncStock563$86.0K0.2%+563NewHistory
MCDMcDonalds CorpStock350$86.0K0.2%−160−31.4%ReducedHistory
GILDGilead Sciences, Inc.Stock1,389$86.0K0.2%+288+26.2%AddedHistory
MDLZMondelez International, Inc.Stock1,366$85.0K0.2%−693−33.7%ReducedHistory
TMOThermo Fisher Scientific Inc.Stock157$85.0K0.2%+157NewHistory
PMPhilip Morris International Inc.Stock862$85.0K0.2%−500−36.7%ReducedHistory
State Street Health Care Select Sector SPDR ETF81369Y209ETF656$84.0K0.2%−4,137−86.3%Reduced–
FDSFactset Research Systems IncStock219$84.0K0.2%+219NewHistory
ISRGIntuitive Surgical IncCOM NEW418$84.0K0.2%+96+29.8%AddedHistory
ANSSAnsys IncCOM352$84.0K0.2%−72−17.0%ReducedHistory
ADBEAdobe Inc.Stock228$83.0K0.2%−50−18.0%ReducedHistory
IDXXIDEXX Laboratories IncCOM237$83.0K0.2%−22−8.5%ReducedHistory
NKENIKE, Inc.Stock800$82.0K0.2%−152−16.0%ReducedHistory
ZTSZoetis Inc.Stock478$82.0K0.2%+108+29.2%AddedHistory
HOLXHologic IncCOM1,182$82.0K0.2%+1,182NewHistory
KEYSKeysight Technologies, Inc.Stock587$81.0K0.2%+587NewHistory
ODFLOld Dominion Freight Line, Inc.COM316$81.0K0.2%+316NewHistory
VRSKVerisk Analytics, Inc.COM468$81.0K0.2%−14−2.9%ReducedHistory
CDNSCadence Design Systems IncStock535$80.0K0.2%+535NewHistory
EWEdwards Lifesciences CorpStock823$78.0K0.2%+184+28.8%AddedHistory
FASTFastenal CoStock1,556$78.0K0.2%−724−31.8%ReducedHistory
APHAmphenol CorpCL A1,218$78.0K0.2%−391−24.3%ReducedHistory
TDYTeledyne Technologies IncCOM205$77.0K0.2%+205NewHistory
MTDMettler Toledo International IncCOM67$77.0K0.2%−19−22.1%ReducedHistory
WSTWest Pharmaceutical Services IncCOM256$77.0K0.2%+256NewHistory
MSFTMicrosoft CorpStock296$76.0K0.2%+60+25.4%AddedHistory
VRSNVerisign IncCOM453$76.0K0.2%−104−18.7%ReducedHistory
MPWRMonolithic Power Systems, Inc.COM198$76.0K0.2%+37+23.0%AddedHistory
MSCIMSCI Inc.Stock180$74.0K0.2%−5−2.7%ReducedHistory
DOVDOVER CorpCOM594$72.0K0.2%−305−33.9%ReducedHistory
ROLRollins IncCOM1,997$70.0K0.1%+1,997NewHistory
PEPPepsiCo IncStock412$69.0K0.1%−73−15.1%ReducedHistory
LULUlululemon athletica inc.Stock252$69.0K0.1%+47+22.9%AddedHistory
RSGRepublic Services, Inc.COM521$68.0K0.1%+521NewHistory
LLYEli Lilly & CoStock207$67.0K0.1%−69−25.0%ReducedHistory

Sold out since Q1 2022 (26)

Positions held at the end of Q1 2022 that are gone from this filing.

Positions of Newfound Research LLC sold out since Q1 2022
SecurityClassShares in Q1 2022Value in Q1 2022% of portfolio in Q1 2022History
Vanguard S&P 500 ETF922908363ETF16,128$6.70M8.7%–
State Street Energy Select Sector SPDR ETF81369Y506ETF6,765$517.0K0.7%–
VRTXVertex Pharmaceuticals IncStock489$128.0K0.2%History
HSYHershey CoCOM564$122.0K0.2%History
BAXBaxter International IncStock1,557$121.0K0.2%History
KOCoca Cola CoStock1,838$114.0K0.1%History
ECLEcolab Inc.Stock618$109.0K0.1%History
ELEstee Lauder Companies IncCL A389$106.0K0.1%History
DGDollar General CorpCOM460$102.0K0.1%History
AMZNAmazon Com IncStock31$101.0K0.1%History
TRUTransUnionCOM922$95.0K0.1%History
CERNCERNER CorpCOM1,006$94.0K0.1%History
WDAYWorkday, Inc.CL A380$91.0K0.1%History
TYLTyler Technologies IncCOM201$89.0K0.1%History
POOLPool CorpCOM208$88.0K0.1%History
SBUXStarbucks CorpStock960$87.0K0.1%History
TELTE Connectivity plcREG SHS662$87.0K0.1%History
SHWSherwin Williams CoCOM339$85.0K0.1%History
AAPLApple Inc.Stock473$83.0K0.1%History
ZBRAZebra Technologies CorpCL A193$80.0K0.1%History
JBHTHunt J B Transport Services IncCOM382$77.0K0.1%History
XYLXylem Inc.COM903$77.0K0.1%History
UIUbiquiti Inc.COM251$73.0K0.1%History
ILMNIllumina, Inc.COM206$72.0K0.1%History
METAMeta Platforms, Inc.Stock311$69.0K0.1%History
ANETArista Networks, Inc.COM448$62.0K0.1%History