NR
Newfound Research Portfolio holdings
AUM
$40.8M
Turnover
15.49%
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
(-13%)
Cap. Flow
-$4.59M
Cap. Flow
% of AUM
-11.24%
Top 10 Holdings %
Top 10 Hldgs %
61.09%
Holding
142
New
11
Increased
37
Reduced
82
Closed
11
Avg Time Held
1.1
years
Top 10 Avg Time Held
1
year
Top 20 Avg Time Held
1.1
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard S&P 500 ETF
VOO
|
+$2.87M |
| 2 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$205K |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$179K |
| 4 |
Arista Networks
ANET
|
+$79.9K |
| 5 |
Apple
AAPL
|
+$76K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$2.95M |
| 2 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$1.76M |
| 3 |
Fidelity Momentum Factor ETF
FDMO
|
+$339K |
| 4 |
iShares MSCI USA Momentum Factor ETF
MTUM
|
+$275K |
| 5 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$26.8B
| $6.11M | 14.96% |
75,249
-35,863
| -32% | -$2.95M |
2022 Q1
2 quarters
|
|
2
Vanguard US Momentum Factor ETF
VFMO
$1.87B
| $2.75M | 6.72% |
25,961
-2,169
| -8% | -$245K |
2020 Q3
8 quarters
|
|
|
3
iShares MSCI USA Momentum Factor ETF
MTUM
$19.3B
| $2.69M | 6.58% |
20,468
-1,962
| -9% | -$275K |
2015 Q4
27 quarters
|
|
|
4
JPMorgan US Momentum Factor ETF
JMOM
$2.72B
| $2.68M | 6.57% |
76,222
-6,530
| -8% | -$252K |
2020 Q4
7 quarters
|
|
|
5
Fidelity Momentum Factor ETF
FDMO
$860M
| $2.66M | 6.52% |
64,783
-7,637
| -11% | -$339K |
2020 Q3
8 quarters
|
|
|
6
Vanguard S&P 500 ETF
VOO
$1.04T
| $2.58M | 6.31% |
+7,847
| New | +$2.87M |
2022 Q3
0 quarters
|
|
|
7
State Street SPDR S&P 500 ETF Trust
SPY
$813B
| $1.67M | 4.09% |
4,672
-4,441
| -49% | -$1.76M |
2020 Q3
8 quarters
|
|
8
JPMorgan US Quality Factor ETF
JQUA
$9.18B
| $1.28M | 3.13% |
36,446
-2,217
| -6% | -$85.6K |
2021 Q1
6 quarters
|
|
9
Fidelity Quality Factor ETF
FQAL
$1.44B
| $1.27M | 3.11% |
30,579
-1,892
| -6% | -$87.6K |
2021 Q1
6 quarters
|
|
10
iShares MSCI USA Quality Factor ETF
QUAL
$48.7B
| $1.27M | 3.11% |
12,213
-561
| -4% | -$65.6K |
2020 Q4
7 quarters
|
|
11
iShares MSCI USA Min Vol Factor ETF
USMV
$23.8B
| $1.27M | 3.11% |
19,190
-1,504
| -7% | -$108K |
2021 Q1
6 quarters
|
|
12
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.15B
| $1.27M | 3.1% |
10,261
-870
| -8% | -$118K |
2021 Q1
6 quarters
|
|
13
Fidelity Low Volatility Factor ETF
FDLO
$1.44B
| $1.26M | 3.1% |
30,123
-2,327
| -7% | -$107K |
2021 Q1
6 quarters
|
|
14
State Street Technology Select Sector SPDR ETF
XLK
$125B
| $1.25M | 3.07% |
21,108
+154
| +0.7% | +$10.5K |
2022 Q1
2 quarters
|
|
|
15
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
| $861K | 2.11% |
12,090
+2,616
| +28% | +$205K |
2022 Q1
2 quarters
|
|
|
16
State Street Industrial Select Sector SPDR ETF
XLI
$30.5B
| $648K | 1.59% |
7,817
+1,940
| +33% | +$179K |
2022 Q1
2 quarters
|
|
17
State Street Financial Select Sector SPDR ETF
XLF
$50.7B
| $585K | 1.43% |
19,264
-3,325
| -15% | -$110K |
2022 Q1
2 quarters
|
|
18
State Street Utilities Select Sector SPDR ETF
XLU
$24.2B
| $394K | 0.96% |
12,020
-1,628
| -12% | -$59.7K |
2022 Q1
2 quarters
|
|
19
State Street Real Estate Select Sector SPDR ETF
XLRE
$7.78B
| $386K | 0.95% |
10,728
-3,176
| -23% | -$133K |
2022 Q1
2 quarters
|
|
20
State Street Communication Services Select Sector SPDR ETF
XLC
$23.6B
| $282K | 0.69% |
5,887
-1,839
| -24% | -$101K |
2022 Q1
2 quarters
|
|
21
State Street Materials Select Sector SPDR ETF
XLB
$7.85B
| $111K | 0.27% |
3,252
-5,250
| -62% | -$197K |
2022 Q1
2 quarters
|
|
22
Chipotle Mexican Grill
CMG
$38.6B
| $90K | 0.22% |
3,000
-600
| -17% | -$18.6K |
2020 Q4
7 quarters
|
|
23
ResMed
RMD
$33.1B
| $90K | 0.22% |
410
-57
| -12% | -$13K |
2022 Q1
2 quarters
|
|
24
Gilead Sciences
GILD
$190B
| $88K | 0.22% |
1,429
+40
| +3% | +$2.52K |
2022 Q1
2 quarters
|
|
25
Agilent Technologies
A
$49.1B
| $87K | 0.21% |
718
-111
| -13% | -$14.3K |
2022 Q1
2 quarters
|
|
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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.