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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
-5.4%
1 Year Est. Return
-12.42%
3 Year Est. Return
+54.59%
5 Year Est. Return
+89.01%
10 Year Est. Return
–
AUM
$76.9M
AUM Growth
-$5.93M
Cap. Flow
-$850K
Cap. Flow %
-1.1%
Top 10 Hldgs %
64.91%
Holding
153
New
31
Increased
60
Reduced
42
Closed
19

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$7.28M
2
XLI icon
State Street Industrial Select Sector SPDR ETF
XLI
+$1.07M
3
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$982K
4
XLRE icon
State Street Real Estate Select Sector SPDR ETF
XLRE
+$963K
5
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$846K

Top Sells

Rank Stock Value
1
VOO icon
Vanguard S&P 500 ETF
VOO
+$7.73M
2
VFMO icon
Vanguard US Momentum Factor ETF
VFMO
+$2.11M
3
FDMO icon
Fidelity Momentum Factor ETF
FDMO
+$2.01M
4
MTUM icon
iShares MSCI USA Momentum Factor ETF
MTUM
+$1.84M
5
JMOM icon
JPMorgan US Momentum Factor ETF
JMOM
+$1.81M

Sector Composition

Rank Sector Weight
1 Miscellaneous 83.33%
2 Healthcare 4.21%
3 Technology 3.32%
4 Industrials 3.05%
5 Consumer Staples 2.72%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
State Street SPDR S&P 500 ETF Trust
SPY
$827B
$11.7M 15.21%
25,897
– –
SHY icon
2
iShares 1-3 Year Treasury Bond ETF
SHY
$25.4B
$7.18M 9.33%
+86,107
New +$7.28M
VOO icon
3
Vanguard S&P 500 ETF
VOO
$1.03T
$6.7M 8.71%
16,128
-18,872
-54% -$7.73M
FDMO icon
4
Fidelity Momentum Factor ETF
FDMO
$909M
$4.49M 5.84%
87,973
-40,415
-31% -$2.01M
MTUM icon
5
iShares MSCI USA Momentum Factor ETF
MTUM
$24.7B
$4.48M 5.83%
26,650
-11,209
-30% -$1.84M
JMOM icon
6
JPMorgan US Momentum Factor ETF
JMOM
$2.67B
$4.47M 5.81%
101,517
-41,721
-29% -$1.81M
VFMO icon
7
Vanguard US Momentum Factor ETF
VFMO
$1.91B
$4.41M 5.73%
34,862
-17,055
-33% -$2.11M
USMV icon
8
iShares MSCI USA Min Vol Factor ETF
USMV
$24.5B
$2.17M 2.83%
28,011
-505
-2% -$38.2K
LGLV icon
9
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.22B
$2.17M 2.82%
15,114
-219
-1% -$30.7K
QUAL icon
10
iShares MSCI USA Quality Factor ETF
QUAL
$48B
$2.16M 2.81%
16,053
+257
+2% +$34.1K
FDLO icon
11
Fidelity Low Volatility Factor ETF
FDLO
$1.43B
$2.16M 2.8%
43,137
-822
-2% -$40.2K
JQUA icon
12
JPMorgan US Quality Factor ETF
JQUA
$8.74B
$2.15M 2.8%
50,184
-393
-0.8% -$16.6K
FQAL icon
13
Fidelity Quality Factor ETF
FQAL
$1.46B
$2.15M 2.79%
41,094
+4
+0% +$207
XLI icon
14
State Street Industrial Select Sector SPDR ETF
XLI
$33.2B
$1.09M 1.41%
+10,569
New +$1.07M
XLRE icon
15
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.41B
$993K 1.29%
+20,542
New +$963K
XLY icon
16
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.8B
$992K 1.29%
+10,726
New +$982K
XLK icon
17
State Street Technology Select Sector SPDR ETF
XLK
$123B
$857K 1.11%
+10,782
New +$846K
XLP icon
18
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.8B
$780K 1.01%
+10,273
New +$774K
XLU icon
19
State Street Utilities Select Sector SPDR ETF
XLU
$22.2B
$721K 0.94%
+19,356
New +$671K
XLV icon
20
State Street Health Care Select Sector SPDR ETF
XLV
$44.6B
$657K 0.85%
+4,793
New +$635K
XLB icon
21
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$637K 0.83%
+14,458
New +$617K
XLE icon
22
State Street Energy Select Sector SPDR ETF
XLE
$40.9B
$517K 0.67%
+13,530
New +$469K
XLC icon
23
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
$273K 0.35%
+3,962
New +$279K
XLF icon
24
State Street Financial Select Sector SPDR ETF
XLF
$56.4B
$196K 0.25%
+5,119
New +$200K
HRL icon
25
Hormel Foods
HRL
$11.7B
$167K 0.22%
3,237
-8
-0.2% -$392
1
2 3 4 5

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Newfound Research's Q1 2022 Portfolio in Review

As of Q1 2022, Newfound Research held 153 positions worth $76.9M, down 7.2% from $82.8M the previous quarter. Its ten largest holdings account for 65% of the portfolio.

Newfound Research's Q1 2022 filing shows 31 new, 60 increased, 42 reduced and 19 closed positions. Its largest new stake was iShares 1-3 Year Treasury Bond ETF: 86,107 shares worth $7.18M. The largest sale was Vanguard S&P 500 ETF, an estimated $7.73M.

By sector, the portfolio is most concentrated in Miscellaneous at 83% of assets, up from 83% a quarter earlier, followed by Healthcare and Technology.

  • Newfound Research's largest Q1 2022 buy was iShares 1-3 Year Treasury Bond ETF: 86,107 shares worth $7.18M.
  • Newfound Research added most to Dover in Q1 2022, an estimated $76.8K increase.
  • Newfound Research's biggest Q1 2022 reduction was Vanguard S&P 500 ETF, cutting an estimated $7.73M.
  • Newfound Research fully exited Nuance Communications, Inc. in Q1 2022, selling an estimated $121K.
  • Newfound Research's ten largest holdings make up 65% of its $76.9M portfolio in Q1 2022.
  • Newfound Research opened 31 new positions and closed 19 in Q1 2022.
  • Newfound Research's portfolio value fell 7.2% quarter-over-quarter to $76.9M.

Based on Newfound Research's 13F filing for Q1 2022, filed 4 May 2022.