We are live on
!
Find out more
NR
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
(-39%)
Cap. Flow
-$21.7M
Cap. Flow
% of AUM
-45.9%
Top 10 Holdings %
Top 10 Hldgs %
64.69%
Holding
157
New
23
Increased
16
Reduced
92
Closed
26
Avg Time Held
3.6
quarters
Top 10 Avg Time Held
4
quarters
Top 20 Avg Time Held
3.5
quarters
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$2.07M |
| 2 |
State Street Technology Select Sector SPDR ETF
XLK
|
+$709K |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$604K |
| 4 |
State Street Communication Services Select Sector SPDR ETF
XLC
|
+$227K |
| 5 |
Waste Management
WM
|
+$88.2K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$6.88M |
| 2 |
Vanguard S&P 500 ETF
VOO
|
+$6.7M |
| 3 |
Vanguard US Momentum Factor ETF
VFMO
|
+$785K |
| 4 |
JPMorgan US Momentum Factor ETF
JMOM
|
+$742K |
| 5 |
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 | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares 1-3 Year Treasury Bond ETF
SHY
$26.8B
| $9.2M | 19.5% |
111,112
+25,005
| +29% | +$2.07M |
2022 Q1
1 quarter
|
|
|
2
State Street SPDR S&P 500 ETF Trust
SPY
$822B
| $3.44M | 7.29% |
9,113
-16,784
| -65% | -$6.88M |
2020 Q3
7 quarters
|
|
3
iShares MSCI USA Momentum Factor ETF
MTUM
$19.9B
| $3.06M | 6.48% |
22,430
-4,220
| -16% | -$620K |
2015 Q4
26 quarters
|
|
|
4
Fidelity Momentum Factor ETF
FDMO
$878M
| $3.02M | 6.4% |
72,420
-15,553
| -18% | -$706K |
2020 Q3
7 quarters
|
|
|
5
JPMorgan US Momentum Factor ETF
JMOM
$2.79B
| $3.01M | 6.37% |
82,752
-18,765
| -18% | -$742K |
2020 Q4
6 quarters
|
|
|
6
Vanguard US Momentum Factor ETF
VFMO
$1.91B
| $3M | 6.35% |
28,130
-6,732
| -19% | -$785K |
2020 Q3
7 quarters
|
|
7
State Street SPDR US Large Cap Low Volatility Index ETF
LGLV
$1.14B
| $1.46M | 3.09% |
11,131
-3,983
| -26% | -$546K |
2021 Q1
5 quarters
|
|
8
iShares MSCI USA Min Vol Factor ETF
USMV
$23.9B
| $1.45M | 3.08% |
20,694
-7,317
| -26% | -$536K |
2021 Q1
5 quarters
|
|
9
Fidelity Low Volatility Factor ETF
FDLO
$1.44B
| $1.45M | 3.07% |
32,450
-10,687
| -25% | -$500K |
2021 Q1
5 quarters
|
|
10
JPMorgan US Quality Factor ETF
JQUA
$9.27B
| $1.44M | 3.05% |
38,663
-11,521
| -23% | -$458K |
2021 Q1
5 quarters
|
|
11
Fidelity Quality Factor ETF
FQAL
$1.45B
| $1.44M | 3.04% |
32,471
-8,623
| -21% | -$412K |
2021 Q1
5 quarters
|
|
12
iShares MSCI USA Quality Factor ETF
QUAL
$49.2B
| $1.43M | 3.02% |
12,774
-3,279
| -20% | -$400K |
2020 Q4
6 quarters
|
|
|
13
State Street Technology Select Sector SPDR ETF
XLK
$129B
| $1.33M | 2.82% |
20,954
+10,172
| +94% | +$709K |
2022 Q1
1 quarter
|
|
|
14
State Street Financial Select Sector SPDR ETF
XLF
$51.2B
| $710K | 1.5% |
22,589
+17,470
| +341% | +$604K |
2022 Q1
1 quarter
|
|
15
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22B
| $651K | 1.38% |
9,474
-1,252
| -12% | -$98.6K |
2022 Q1
1 quarter
|
|
16
State Street Real Estate Select Sector SPDR ETF
XLRE
$7.85B
| $568K | 1.2% |
13,904
-6,638
| -32% | -$296K |
2022 Q1
1 quarter
|
|
17
State Street Industrial Select Sector SPDR ETF
XLI
$30.9B
| $513K | 1.09% |
5,877
-4,692
| -44% | -$442K |
2022 Q1
1 quarter
|
|
18
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
| $479K | 1.02% |
13,648
-5,708
| -29% | -$207K |
2022 Q1
1 quarter
|
|
|
19
State Street Communication Services Select Sector SPDR ETF
XLC
$23.7B
| $419K | 0.89% |
7,726
+3,764
| +95% | +$227K |
2022 Q1
1 quarter
|
|
20
State Street Materials Select Sector SPDR ETF
XLB
$7.85B
| $313K | 0.66% |
8,502
-5,956
| -41% | -$249K |
2022 Q1
1 quarter
|
|
|
SGEN
21
DELISTED
Seagen Inc. Common Stock
SGEN
| $129K | 0.27% |
727
-303
| -29% | -$43.7K |
2021 Q1
5 quarters
|
|
22
Brown-Forman Class B
BF.B
$12.3B
| $112K | 0.24% |
1,594
-555
| -26% | -$37.2K |
2020 Q3
7 quarters
|
|
23
Waters Corp
WAT
$42.2B
| $112K | 0.24% |
339
-37
| -10% | -$11.7K |
2022 Q1
1 quarter
|
|
24
Monster Beverage
MNST
$85.7B
| $110K | 0.23% |
4,732
-2,392
| -34% | -$52K |
2020 Q3
7 quarters
|
|
25
Kimberly-Clark
KMB
$32.6B
| $109K | 0.23% |
803
-361
| -31% | -$47.6K |
2020 Q3
7 quarters
|
|
Similar funds
AM
PSCM
HLC
LCM
MCMI
OMS
SEM
PIM
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.