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Newfound Research Portfolio holdings

AUM $40.8M
1-Year Est. Return 12.42%
This Fund
S&P 500
This Quarter Est. Return
-3.91%
1 Year Est. Return
-12.42%
3 Year Est. Return
+54.59%
5 Year Est. Return
+89.01%
10 Year Est. Return
–
AUM
$40.8M
AUM Growth
-$6.35M
Cap. Flow
-$4.59M
Cap. Flow %
-11.24%
Top 10 Hldgs %
61.09%
Holding
142
New
11
Increased
37
Reduced
82
Closed
11

Top Buys

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$2.87M
2
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$205K
3
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$179K
4
ANET icon
Arista Networks
ANET
+$79.9K
5
AAPL icon
Apple
AAPL
+$76K

Top Sells

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$2.95M
2
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$1.76M
3
FDMO icon
Fidelity Momentum Factor ETF
FDMO
+$339K
4
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$275K
5
JMOM icon
JPMorgan US Momentum Factor ETF
JMOM
+$252K

Sector Composition

Rank Sector Weight
1 Miscellaneous 81.47%
2 Healthcare 5.14%
3 Technology 3.95%
4 Industrials 3.66%
5 Consumer Staples 2.12%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SHY icon
1
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$6.11M 14.96%
75,249
-35,863
-32% -$2.95M
VFMO icon
2
Vanguard US Momentum Factor ETF
VFMO
$1.87B
$2.75M 6.72%
25,961
-2,169
-8% -$245K
MTUM icon
3
iShares MSCI USA Momentum Factor ETF
MTUM
$24.4B
$2.69M 6.58%
20,468
-1,962
-9% -$275K
JMOM icon
4
JPMorgan US Momentum Factor ETF
JMOM
$2.64B
$2.68M 6.57%
76,222
-6,530
-8% -$252K
FDMO icon
5
Fidelity Momentum Factor ETF
FDMO
$901M
$2.66M 6.52%
64,783
-7,637
-11% -$339K
VOO icon
6
Vanguard S&P 500 ETF
VOO
$1.03T
$2.58M 6.31%
+7,847
New +$2.87M
SPY icon
7
State Street SPDR S&P 500 ETF Trust
SPY
$825B
$1.67M 4.09%
4,672
-4,441
-49% -$1.76M
JQUA icon
8
JPMorgan US Quality Factor ETF
JQUA
$8.7B
$1.28M 3.13%
36,446
-2,217
-6% -$85.6K
FQAL icon
9
Fidelity Quality Factor ETF
FQAL
$1.46B
$1.27M 3.11%
30,579
-1,892
-6% -$87.6K
QUAL icon
10
iShares MSCI USA Quality Factor ETF
QUAL
$47.8B
$1.27M 3.11%
12,213
-561
-4% -$65.6K
USMV icon
11
iShares MSCI USA Min Vol Factor ETF
USMV
$24.4B
$1.27M 3.11%
19,190
-1,504
-7% -$108K
LGLV icon
12
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.22B
$1.27M 3.1%
10,261
-870
-8% -$118K
FDLO icon
13
Fidelity Low Volatility Factor ETF
FDLO
$1.44B
$1.26M 3.1%
30,123
-2,327
-7% -$107K
XLK icon
14
State Street Technology Select Sector SPDR ETF
XLK
$121B
$1.25M 3.07%
21,108
+154
+0.7% +$10.5K
XLY icon
15
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23.1B
$861K 2.11%
12,090
+2,616
+28% +$205K
XLI icon
16
State Street Industrial Select Sector SPDR ETF
XLI
$32.9B
$648K 1.59%
7,817
+1,940
+33% +$179K
XLF icon
17
State Street Financial Select Sector SPDR ETF
XLF
$56.7B
$585K 1.43%
19,264
-3,325
-15% -$110K
XLU icon
18
State Street Utilities Select Sector SPDR ETF
XLU
$21.9B
$394K 0.96%
12,020
-1,628
-12% -$59.7K
XLRE icon
19
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.38B
$386K 0.95%
10,728
-3,176
-23% -$133K
XLC icon
20
State Street Communication Services Select Sector SPDR ETF
XLC
$22.8B
$282K 0.69%
5,887
-1,839
-24% -$101K
XLB icon
21
State Street Materials Select Sector SPDR ETF
XLB
$8.81B
$111K 0.27%
3,252
-5,250
-62% -$197K
CMG icon
22
Chipotle Mexican Grill
CMG
$48.1B
$90K 0.22%
3,000
-600
-17% -$18.6K
RMD icon
23
ResMed
RMD
$34.7B
$90K 0.22%
410
-57
-12% -$13K
GILD icon
24
Gilead Sciences
GILD
$181B
$88K 0.22%
1,429
+40
+3% +$2.52K
A icon
25
Agilent Technologies
A
$43.4B
$87K 0.21%
718
-111
-13% -$14.3K
1
2 3 4 5

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HLC
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LCM
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MCMI
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OMS
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SEM
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PIM
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Newfound Research's Q3 2022 Portfolio in Review

As of Q3 2022, Newfound Research held 142 positions worth $40.8M, down 13% from $47.2M the previous quarter. Its ten largest holdings account for 61% of the portfolio.

Newfound Research withdrew a net $4.59M in Q3 2022, closing 11 positions and reducing 82 holdings. Its most notable exit was State Street Consumer Staples Select Sector SPDR ETF, an estimated $90K position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 81% of assets, down from 82% a quarter earlier, followed by Healthcare and Technology.

Against the trend, Newfound Research opened a new position in Vanguard S&P 500 ETF worth $2.58M.

  • Newfound Research's largest Q3 2022 buy was Vanguard S&P 500 ETF: 7,847 shares worth $2.58M.
  • Newfound Research added most to State Street Consumer Discretionary Select Sector SPDR ETF in Q3 2022, an estimated $205K increase.
  • Newfound Research's biggest Q3 2022 reduction was iShares 1-3 Year Treasury Bond ETF, cutting an estimated $2.95M.
  • Newfound Research fully exited State Street Consumer Staples Select Sector SPDR ETF in Q3 2022, selling an estimated $90K.
  • Newfound Research's ten largest holdings make up 61% of its $40.8M portfolio in Q3 2022.
  • Newfound Research opened 11 new positions and closed 11 in Q3 2022.
  • Newfound Research's portfolio value fell 13% quarter-over-quarter to $40.8M.

Based on Newfound Research's 13F filing for Q3 2022, filed 13 Oct 2022.