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Livermore
Livermore
ZHEN

Newfound Research LLC

SEC CIK
0001630806
Latest filing
Oct 13, 2022

Holdings in Q3 2022

Holdings as of Sep 30, 2022, filed Oct 13, 2022. Long positions only; changes compare share counts with Q2 2022.

Institution overview
Positions
131
0 vs. Q2 2022
Portfolio value
$40.8M
−$6.35M (−13.5%) vs. Q2 2022
Filed
Oct 13, 2022
SEC
Holdings of Newfound Research LLC in Q3 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
iShares Tr4642874571 3 YR TREAS BD75,249$6.11M15.0%−35,863−32.3%Reduced–
Vanguard Wellington FD921935508US MOMENTUM25,961$2.75M6.7%−2,169−7.7%Reduced–
iShares MSCI USA Momentum Factor ETF46432F396ETF20,468$2.69M6.6%−1,962−8.7%Reduced–
J P Morgan Exchange Traded F46641Q779US MOMENTUM76,222$2.68M6.6%−6,530−7.9%Reduced–
Fidelity Covington Trust316092816MOMENTUM FACTR64,783$2.66M6.5%−7,637−10.5%Reduced–
Vanguard S&P 500 ETF922908363ETF7,847$2.58M6.3%+7,847New–
SPYSPDR S&P 500 ETF TrustETF4,672$1.67M4.1%−4,441−48.7%ReducedHistory
J P Morgan Exchange Traded F46641Q761US QUALTY FCTR36,446$1.28M3.1%−2,217−5.7%Reduced–
Fidelity Covington Trust316092790QLTY FCTOR ETF30,579$1.27M3.1%−1,892−5.8%Reduced–
iShares MSCI USA Quality Factor ETF46432F339ETF12,213$1.27M3.1%−561−4.4%Reduced–
iShares MSCI USA Min Vol Factor ETF46429B697ETF19,190$1.27M3.1%−1,504−7.3%Reduced–
SPDR Series Trust78468R804ST STR R1K LOWV10,261$1.27M3.1%−870−7.8%Reduced–
Fidelity Covington Trust316092824LOW VOLITY ETF30,123$1.26M3.1%−2,327−7.2%Reduced–
State Street Technology Select Sector SPDR ETF81369Y803ETF10,554$1.25M3.1%+77+0.7%Added–
State Street Consumer Discretionary Select Sector SPDR ETF81369Y407ETF6,045$861.0K2.1%+1,308+27.6%Added–
State Street Industrial Select Sector SPDR ETF81369Y704ETF7,817$648.0K1.6%+1,940+33.0%Added–
State Street Financial Select Sector SPDR ETF81369Y605ETF19,264$585.0K1.4%−3,325−14.7%Reduced–
State Street Utilities Select Sector SPDR ETF81369Y886ETF6,010$394.0K1.0%−814−11.9%Reduced–
State Street Real Estate Select Sector SPDR ETF81369Y860ETF10,728$386.0K0.9%−3,176−22.8%Reduced–
State Street Communication Services Select Sector SPDR ETF81369Y852ETF5,887$282.0K0.7%−1,839−23.8%Reduced–
State Street Materials Select Sector SPDR ETF81369Y100ETF1,626$111.0K0.3%−2,625−61.8%Reduced–
CMGChipotle Mexican Grill IncCOM60$90.0K0.2%−12−16.7%ReducedHistory
RMDResmed IncCOM410$90.0K0.2%−57−12.2%ReducedHistory
GILDGilead Sciences, Inc.Stock1,429$88.0K0.2%+40+2.9%AddedHistory
VEEVVeeva Systems IncStock528$87.0K0.2%+25+5.0%AddedHistory
AAgilent Technologies, Inc.COM718$87.0K0.2%−111−13.4%ReducedHistory
APDAir Products & Chemicals, Inc.Stock368$86.0K0.2%−39−9.6%ReducedHistory
DHRDanaher CorpStock333$86.0K0.2%−60−15.3%ReducedHistory
APHAmphenol CorpCL A1,278$86.0K0.2%+60+4.9%AddedHistory
BSXBoston Scientific CorpStock2,198$85.0K0.2%−353−13.8%ReducedHistory
AMEAmetek IncCOM746$85.0K0.2%−73−8.9%ReducedHistory
VRSNVerisign IncCOM489$85.0K0.2%+36+7.9%AddedHistory
TXNTexas Instruments IncStock544$84.0K0.2%−75−12.1%ReducedHistory
ATVIActivision Blizzard, Inc.COM1,136$84.0K0.2%+492+76.4%AddedHistory
HDHome Depot, Inc.Stock299$83.0K0.2%+69+30.0%AddedHistory
SYKStryker CorpStock411$83.0K0.2%−31−7.0%ReducedHistory
LINLinde PLCSHS307$83.0K0.2%−21−6.4%ReducedHistory
TMOThermo Fisher Scientific Inc.Stock162$82.0K0.2%+5+3.2%AddedHistory
VRSKVerisk Analytics, Inc.COM483$82.0K0.2%+15+3.2%AddedHistory
CPRTCopart IncCOM775$82.0K0.2%−97−11.1%ReducedHistory
ITWIllinois Tool Works IncStock449$81.0K0.2%−50−10.0%ReducedHistory
REGNRegeneron Pharmaceuticals, Inc.COM117$81.0K0.2%+3+2.6%AddedHistory
EAElectronic Arts Inc.COM703$81.0K0.2%−81−10.3%ReducedHistory
HOLXHologic IncCOM1,257$81.0K0.2%+75+6.3%AddedHistory
ODFLOld Dominion Freight Line, Inc.COM321$80.0K0.2%+5+1.6%AddedHistory
CSGPCostar Group, Inc.COM1,143$80.0K0.2%−486−29.8%ReducedHistory
YUMYum Brands IncStock745$79.0K0.2%−156−17.3%ReducedHistory
BDXBecton Dickinson & CoStock353$79.0K0.2%−55−13.5%ReducedHistory
ACNAccenture plcStock307$79.0K0.2%+92+42.8%AddedHistory
FASTFastenal CoStock1,712$79.0K0.2%+156+10.0%AddedHistory
KEYSKeysight Technologies, Inc.Stock504$79.0K0.2%−83−14.1%ReducedHistory
INCYIncyte CorpCOM1,187$79.0K0.2%+311+35.5%AddedHistory
HONHoneywell International IncCOM476$79.0K0.2%+125+35.6%AddedHistory
MDTMedtronic plcStock961$78.0K0.2%−88−8.4%ReducedHistory
MSFTMicrosoft CorpStock337$78.0K0.2%+41+13.9%AddedHistory
VVisa Inc.Stock437$78.0K0.2%−47−9.7%ReducedHistory
SPGIS&P Global Inc.Stock256$78.0K0.2%−33−11.4%ReducedHistory
ZTSZoetis Inc.Stock527$78.0K0.2%+49+10.3%AddedHistory
ABTAbbott LaboratoriesStock804$78.0K0.2%−100−11.1%ReducedHistory
MTDMettler Toledo International IncCOM72$78.0K0.2%+5+7.5%AddedHistory
IDXXIDEXX Laboratories IncCOM238$78.0K0.2%+1+0.4%AddedHistory
ISRGIntuitive Surgical IncCOM NEW417$78.0K0.2%−1−0.2%ReducedHistory
ANSSAnsys IncCOM351$78.0K0.2%−1−0.3%ReducedHistory
ANETArista Networks, Inc.COM693$78.0K0.2%+693NewHistory
EWEdwards Lifesciences CorpStock936$77.0K0.2%+113+13.7%AddedHistory
MDLZMondelez International, Inc.Stock1,402$77.0K0.2%+36+2.6%AddedHistory
ROPRoper Technologies IncStock214$77.0K0.2%−27−11.2%ReducedHistory
CLColgate Palmolive CoStock1,096$77.0K0.2%−22−2.0%ReducedHistory
MCOMoodys CorpStock316$77.0K0.2%−44−12.2%ReducedHistory
WCNWaste Connections, Inc.COM570$77.0K0.2%−250−30.5%ReducedHistory
PGProcter & Gamble CoStock601$76.0K0.2%+266+79.4%AddedHistory
MAMastercard IncStock266$76.0K0.2%−25−8.6%ReducedHistory
GOOGLAlphabet Inc.Stock797$76.0K0.2%00.0%UnchangedConverted for a 20-for-1 splitHistory
AKAMAkamai Technologies IncCOM940$76.0K0.2%−19−2.0%ReducedHistory
KMBKimberly Clark CorpStock670$75.0K0.2%−133−16.6%ReducedHistory
CSXCSX CorpStock2,834$75.0K0.2%−307−9.8%ReducedHistory
WATWaters CorpCOM280$75.0K0.2%−59−17.4%ReducedHistory
IEPIcahn Enterprises L.P.DEPOSITARY UNIT1,515$75.0K0.2%+141+10.3%AddedHistory
WMWaste Management IncStock465$74.0K0.2%−98−17.4%ReducedHistory
FDSFactset Research Systems IncStock184$74.0K0.2%−35−16.0%ReducedHistory
GRMNGarmin LtdSHS920$74.0K0.2%−32−3.4%ReducedHistory
WSTWest Pharmaceutical Services IncCOM295$73.0K0.2%+39+15.2%AddedHistory
CHDChurch & Dwight Co IncCOM1,002$72.0K0.2%+452+82.2%AddedHistory
STESTERIS plcSHS USD435$72.0K0.2%−26−5.6%ReducedHistory
ROLRollins IncCOM2,061$71.0K0.2%+64+3.2%AddedHistory
MSCIMSCI Inc.Stock166$70.0K0.2%−14−7.8%ReducedHistory
KDPKeurig Dr Pepper Inc.COM1,968$70.0K0.2%+136+7.4%AddedHistory
LULUlululemon athletica inc.Stock248$69.0K0.2%−4−1.6%ReducedHistory
JNJJohnson & JohnsonStock418$68.0K0.2%−97−18.8%ReducedHistory
NKENIKE, Inc.Stock816$68.0K0.2%+16+2.0%AddedHistory
ADIAnalog Devices IncStock488$68.0K0.2%−169−25.7%ReducedHistory
DGXQuest Diagnostics IncCOM552$68.0K0.2%+552NewHistory
MCDMcDonalds CorpStock289$67.0K0.2%−61−17.4%ReducedHistory
AAPLApple Inc.Stock484$67.0K0.2%+484NewHistory
DOVDOVER CorpCOM571$67.0K0.2%−23−3.9%ReducedHistory
LHXL3HARRIS Technologies, Inc.Stock315$65.0K0.2%+315NewHistory
UNPUnion Pacific CorpStock336$65.0K0.2%+110+48.7%AddedHistory
CTSHCognizant Technology Solutions CorpCL A1,110$64.0K0.2%+443+66.4%AddedHistory
MKCMcCormick & Co IncStock863$62.0K0.2%+311+56.3%AddedHistory
PMPhilip Morris International Inc.Stock751$62.0K0.2%−111−12.9%ReducedHistory

Sold out since Q2 2022 (11)

Positions held at the end of Q2 2022 that are gone from this filing.

Positions of Newfound Research LLC sold out since Q2 2022
SecurityClassShares in Q2 2022Value in Q2 2022% of portfolio in Q2 2022History
State Street Consumer Staples Select Sector SPDR ETF81369Y308ETF1,243$90.0K0.2%–
State Street Health Care Select Sector SPDR ETF81369Y209ETF656$84.0K0.2%–
LLYEli Lilly & CoStock207$67.0K0.1%History
WMTWalmart Inc.Stock512$62.0K0.1%History
TECHBIO-TECHNE CorpCOM178$62.0K0.1%History
LBRDALiberty Broadband CorpCOM SER A547$62.0K0.1%History
COOCooper Companies, Inc.COM NEW180$56.0K0.1%History
ROKRockwell Automation, IncStock262$52.0K0.1%History
EXPDExpeditors International of Washington IncCOM519$51.0K0.1%History
SNPSSynopsys IncCOM159$48.0K0.1%History
BMYBristol Myers Squibb CoStock555$43.0K0.1%History