0001213900-20-021093.txt : 20200810 0001213900-20-021093.hdr.sgml : 20200810 20200810125121 ACCESSION NUMBER: 0001213900-20-021093 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20200630 FILED AS OF DATE: 20200810 DATE AS OF CHANGE: 20200810 EFFECTIVENESS DATE: 20200810 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Newfound Research LLC CENTRAL INDEX KEY: 0001630806 IRS NUMBER: 263296223 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-17093 FILM NUMBER: 201088322 BUSINESS ADDRESS: STREET 1: 380 WASHINGTON STREET, 2ND FLOOR CITY: WELLESLEY HILLS STATE: MA ZIP: 02481 BUSINESS PHONE: 617-531-9773 MAIL ADDRESS: STREET 1: 380 WASHINGTON STREET, 2ND FLOOR CITY: WELLESLEY HILLS STATE: MA ZIP: 02481 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001630806 XXXXXXXX 06-30-2020 06-30-2020 false Newfound Research LLC

380 Washington Street, 2nd Floor Wellesley Hills MA 02481

13F HOLDINGS REPORT 028-17093 N Thomas B. Rosedale 617-531-9773 /s/ Thomas B. Rosedale Wellesley MA 08-06-2020 5 51 80363 1 028-17094 Thomas B. Rosedale 2 028-17095 Corey M. Hoffstein 3 028-19511 Nathan Faber 4 028-17097 Sand Hill Cove Management LLC 5 028-17098 Newfound Holdings, LLC INFORMATION TABLE 2 infotable.xml SPDR SELECT SECTOR SPDRTR MATLS 81369Y100 3415 60599 SH OTR 1, 2, 3, 4, 5 60599 0 0 SPDR SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 3388 33857 SH OTR 1, 2, 3, 4, 5 33857 0 0 SPDR CONSUMER DISCRETIONARY SELT 81369Y407 3365 26352 SH OTR 1, 2, 3, 4, 5 26352 0 0 SPDR SELECT SECTOR SPDR COMM SVCS 81369Y852 3289 60865 SH OTR 1, 2, 3, 4, 5 60865 0 0 SPDR SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 3283 141856 SH OTR 1, 2, 3, 4, 5 141856 0 0 iShares iShares Global Tech ETF 464287291 3224 13686 SH OTR 1, 2, 3, 4, 5 13686 0 0 iShares ISHARES GLOBAL MATERIALS ETF 464288695 3222 51466 SH OTR 1, 2, 3, 4, 5 51466 0 0 iShares ISHARES GLOBAL HEALTHCARE ET 464287325 3190 46378 SH OTR 1, 2, 3, 4, 5 46378 0 0 iShares ISHARES GLOBAL CONSUMER DISC 464288745 3173 26696 SH OTR 1, 2, 3, 4, 5 26696 0 0 iShares ISHARES GLOBAL TELECOM ETF 464287275 3150 51115 SH OTR 1, 2, 3, 4, 5 51115 0 0 iShares ISHARES GLOBAL INDUSTRIALS E 464288729 2967 35567 SH OTR 1, 2, 3, 4, 5 35567 0 0 iShares ISHARES GLOBAL CONSUMER STAPLES ETF 464288737 2929 56623 SH OTR 1, 2, 3, 4, 5 56623 0 0 iShares ISHARES GLOBAL UTILITIES ETF 464288711 2829 53071 SH OTR 1, 2, 3, 4, 5 53071 0 0 iShares ISHARES GLOBAL ENERGY ETF 464287341 2764 141429 SH OTR 1, 2, 3, 4, 5 141429 0 0 SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 2745 26266 SH OTR 1, 2, 3, 4, 5 26266 0 0 iShares ISHARES GLOBAL FINANCIALS ET 464287333 2638 50555 SH OTR 1, 2, 3, 4, 5 50555 0 0 SPDR INDUSTRIAL SELECT SECT SPDR 81369Y704 2619 38129 SH OTR 1, 2, 3, 4, 5 38129 0 0 SPDR SECTOR SPDR TR SHS BEN INT EN 81369y506 2570 67898 SH OTR 1, 2, 3, 4, 5 67898 0 0 SPDR CONSUMER STAPLES SPDR 81369Y308 2470 42127 SH OTR 1, 2, 3, 4, 5 42127 0 0 Fidelity FIDELITY MSCI MATERIALS INDEX ETF 316092881 1846 59861 SH OTR 1, 2, 3, 4, 5 59861 0 0 Fidelity FIDELITY MSCI CONSUMER DISCRETIONARY INDEX ETF 316092204 1820 34982 SH OTR 1, 2, 3, 4, 5 34982 0 0 Fidelity FIDELITY MSCI HEALTH CARE INDEX ETF 316092600 1819 36554 SH OTR 1, 2, 3, 4, 5 36554 0 0 Fidelity FIDELITY MSCI TELECOM INDEX ETF 316092873 1779 50391 SH OTR 1, 2, 3, 4, 5 50391 0 0 Fidelity FIDELITY MSCI FINANCIALS INDEX ETF 316092501 1777 53644 SH OTR 1, 2, 3, 4, 5 53644 0 0 Van Eck MARKET VECTORS EMERGING MARK 57060U522 1654 53797 SH OTR 1, 2, 3, 4, 5 53797 0 0 Fidelity FIDELITY MSCI INFORMATION TECH INDEX ETF 316092808 1477 17954 SH OTR 1, 2, 3, 4, 5 17954 0 0 Fidelity FIDELITY MSCI INDUSTRIALS INDEX ETF 316092709 1416 39441 SH OTR 1, 2, 3, 4, 5 39441 0 0 Fidelity FIDELITY MSCI ENERGY INDEX ETF 316092402 1387 139668 SH OTR 1, 2, 3, 4, 5 139668 0 0 iShares ISHARES IBOXX HI YD CP BD ETF 464288513 1346 16488 SH OTR 1, 2, 3, 4, 5 16488 0 0 Fidelity FIDELITY MSCI CONSUMER STAPLES INDEX ETF 316092303 1331 38168 SH OTR 1, 2, 3, 4, 5 38168 0 0 iShares ISHARES IBOXX $ INVEST GR CORP BD 464287242 1188 8834 SH OTR 1, 2, 3, 4, 5 8834 0 0 PowerShares POWERSHARES SENIOR LOAN 73936Q769 1187 55595 SH OTR 1, 2, 3, 4, 5 55595 0 0 iShares ISHARES INTERNATIONAL SELECT 464288448 725 28852 SH OTR 1, 2, 3, 4, 5 28852 0 0 iShares ISHARES 20+ YEAR TREASURY BO 464287432 487 2970 SH OTR 1, 2, 3, 4, 5 2970 0 0 JPMorgan JPMORGAN CHASE & CO ALERIAN ML ETF 46625H365 448 33934 SH OTR 1, 2, 3, 4, 5 33934 0 0 Vanguard VANGUARD HIGH DVD YIELD ETF 921946406 388 4920 SH OTR 1, 2, 3, 4, 5 4920 0 0 SPDR SPDR BARCLAYS CONV SEC ETF 78464A359 323 5333 SH OTR 1, 2, 3, 4, 5 5333 0 0 Vanguard VANGUARD REIT VIPER 922908553 320 4074 SH OTR 1, 2, 3, 4, 5 4074 0 0 Global X GLOBAL X MLP ETF 37950E473 150 5493 SH OTR 1, 2, 3, 4, 5 5493 0 0 iShares ISHARES 1-3 YR TRS BD ETF 464287457 120 1381 SH OTR 1, 2, 3, 4, 5 1381 0 0 iShares ISHARES CONVERTIBLE BOND ETF 46435G102 106 1496 SH OTR 1, 2, 3, 4, 5 1496 0 0 iShares ISHAES EDGE MSCI MULTIFACTOR USA ETF 46434V282 6 194 SH OTR 1, 2, 3, 4, 5 194 0 0 PROSHARES PROSHARES LARGE CAP CORE PLUS ETF 74347R248 6 84 SH OTR 1, 2, 3, 4, 5 84 0 0 JP Morgan JPMORGAN DIVERSIFIED RETURN U.S. EQUITY ETF 46641Q407 6 84 SH OTR 1, 2, 3, 4, 5 84 0 0 iShares ISHARES MSCI USA MINIMUM VOL 46429B697 4 70 SH OTR 1, 2, 3, 4, 5 70 0 0 iShares ISHARES MSCI USA MOMENTUM 46432F396 4 30 SH OTR 1, 2, 3, 4, 5 30 0 0 ProShares PROSHARES S&P500 ARISTOCRATS 74348A467 4 55 SH OTR 1, 2, 3, 4, 5 55 0 0 PROSHARES PROSHARES UNLTRA 7-10 YR US TREASURY ETF 74347R180 4 48 SH OTR 1, 2, 3, 4, 5 48 0 0 PROSHARES PROSHARES ULTRA S&P500 ETF 74347R107 4 28 SH OTR 1, 2, 3, 4, 5 28 0 0 Guggenheim GUGGENHEIM S&P 500 EQUAL WEI 78355W106 3 32 SH OTR 1, 2, 3, 4, 5 32 0 0 Guggenheim GUGGENHEIM S&P 500 PURE VALU 78355W304 2 45 SH OTR 1, 2, 3, 4, 5 45 0 0