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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
-12.04%
1 Year Est. Return
-12.42%
3 Year Est. Return
+54.59%
5 Year Est. Return
+89.01%
10 Year Est. Return
–
AUM
$47.2M
AUM Growth
-$29.7M
Cap. Flow
-$21.7M
Cap. Flow %
-45.9%
Top 10 Hldgs %
64.69%
Holding
157
New
23
Increased
16
Reduced
92
Closed
26

Top Buys

Rank Stock Value
1
SHY icon
iShares 1-3 Year Treasury Bond ETF
SHY
+$2.07M
2
XLK icon
State Street Technology Select Sector SPDR ETF
XLK
+$709K
3
XLF icon
State Street Financial Select Sector SPDR ETF
XLF
+$604K
4
XLC icon
State Street Communication Services Select Sector SPDR ETF
XLC
+$227K
5
WM icon
Waste Management
WM
+$88.2K

Top Sells

Rank Stock Value
1
SPY icon
State Street SPDR S&P 500 ETF Trust
SPY
+$6.88M
2
VOO icon
Vanguard S&P 500 ETF
VOO
+$6.7M
3
VFMO icon
Vanguard US Momentum Factor ETF
VFMO
+$785K
4
JMOM icon
JPMorgan US Momentum Factor ETF
JMOM
+$742K
5
FDMO icon
Fidelity Momentum Factor ETF
FDMO
+$706K

Sector Composition

Rank Sector Weight
1 Miscellaneous 81.69%
2 Healthcare 5.39%
3 Technology 3.61%
4 Industrials 3.39%
5 Consumer Staples 2.31%
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
$9.2M 19.5%
111,112
+25,005
+29% +$2.07M
SPY icon
2
State Street SPDR S&P 500 ETF Trust
SPY
$827B
$3.44M 7.29%
9,113
-16,784
-65% -$6.88M
MTUM icon
3
iShares MSCI USA Momentum Factor ETF
MTUM
$24.7B
$3.06M 6.48%
22,430
-4,220
-16% -$620K
FDMO icon
4
Fidelity Momentum Factor ETF
FDMO
$909M
$3.02M 6.4%
72,420
-15,553
-18% -$706K
JMOM icon
5
JPMorgan US Momentum Factor ETF
JMOM
$2.67B
$3.01M 6.37%
82,752
-18,765
-18% -$742K
VFMO icon
6
Vanguard US Momentum Factor ETF
VFMO
$1.91B
$3M 6.35%
28,130
-6,732
-19% -$785K
LGLV icon
7
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.22B
$1.46M 3.09%
11,131
-3,983
-26% -$546K
USMV icon
8
iShares MSCI USA Min Vol Factor ETF
USMV
$24.5B
$1.45M 3.08%
20,694
-7,317
-26% -$536K
FDLO icon
9
Fidelity Low Volatility Factor ETF
FDLO
$1.43B
$1.45M 3.07%
32,450
-10,687
-25% -$500K
JQUA icon
10
JPMorgan US Quality Factor ETF
JQUA
$8.74B
$1.44M 3.05%
38,663
-11,521
-23% -$458K
FQAL icon
11
Fidelity Quality Factor ETF
FQAL
$1.46B
$1.44M 3.04%
32,471
-8,623
-21% -$412K
QUAL icon
12
iShares MSCI USA Quality Factor ETF
QUAL
$48B
$1.43M 3.02%
12,774
-3,279
-20% -$400K
XLK icon
13
State Street Technology Select Sector SPDR ETF
XLK
$123B
$1.33M 2.82%
20,954
+10,172
+94% +$709K
XLF icon
14
State Street Financial Select Sector SPDR ETF
XLF
$56.4B
$710K 1.5%
22,589
+17,470
+341% +$604K
XLY icon
15
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.8B
$651K 1.38%
9,474
-1,252
-12% -$98.6K
XLRE icon
16
State Street Real Estate Select Sector SPDR ETF
XLRE
$8.41B
$568K 1.2%
13,904
-6,638
-32% -$296K
XLI icon
17
State Street Industrial Select Sector SPDR ETF
XLI
$33.2B
$513K 1.09%
5,877
-4,692
-44% -$442K
XLU icon
18
State Street Utilities Select Sector SPDR ETF
XLU
$22.2B
$479K 1.02%
13,648
-5,708
-29% -$207K
XLC icon
19
State Street Communication Services Select Sector SPDR ETF
XLC
$22.5B
$419K 0.89%
7,726
+3,764
+95% +$227K
XLB icon
20
State Street Materials Select Sector SPDR ETF
XLB
$8.82B
$313K 0.66%
8,502
-5,956
-41% -$249K
SGEN
21
DELISTED
Seagen Inc. Common Stock
SGEN
$129K 0.27%
727
-303
-29% -$43.7K
BF.B icon
22
Brown-Forman Class B
BF.B
$12.5B
$112K 0.24%
1,594
-555
-26% -$37.2K
WAT icon
23
Waters Corp
WAT
$41.4B
$112K 0.24%
339
-37
-10% -$11.7K
MNST icon
24
Monster Beverage
MNST
$91.5B
$110K 0.23%
4,732
-2,392
-34% -$52K
KMB icon
25
Kimberly-Clark
KMB
$36.6B
$109K 0.23%
803
-361
-31% -$47.6K
1
2 3 4 5

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AM
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PSCM
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HLC
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LCM
LH Capital Markets New York $39.4M AUM 14.61% 1-Year Est. Return
MCMI
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OMS
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SEM
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PIM
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Newfound Research's Q2 2022 Portfolio in Review

As of Q2 2022, Newfound Research held 157 positions worth $47.2M, down 39% from $76.9M the previous quarter. Its ten largest holdings account for 65% of the portfolio.

Newfound Research withdrew a net $21.7M in Q2 2022, closing 26 positions and reducing 92 holdings. Its most notable exit was Vanguard S&P 500 ETF, an estimated $6.7M position sold in full.

By sector, the portfolio is most concentrated in Miscellaneous at 82% of assets, down from 83% a quarter earlier, followed by Healthcare and Technology.

Against the trend, Newfound Research opened a new position in Waste Management worth $86K.

  • Newfound Research's largest Q2 2022 buy was Waste Management: 563 shares worth $86K.
  • Newfound Research added most to iShares 1-3 Year Treasury Bond ETF in Q2 2022, an estimated $2.07M increase.
  • Newfound Research's biggest Q2 2022 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $6.88M.
  • Newfound Research fully exited Vanguard S&P 500 ETF in Q2 2022, selling an estimated $6.7M.
  • Newfound Research's ten largest holdings make up 65% of its $47.2M portfolio in Q2 2022.
  • Newfound Research opened 23 new positions and closed 26 in Q2 2022.
  • Newfound Research's portfolio value fell 39% quarter-over-quarter to $47.2M.

Based on Newfound Research's 13F filing for Q2 2022, filed 15 Jul 2022.