Chief Executive Officer

0001144204-16-078319.txt : 20160202 0001144204-16-078319.hdr.sgml : 20160202 20160202093334 ACCESSION NUMBER: 0001144204-16-078319 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20151231 FILED AS OF DATE: 20160202 DATE AS OF CHANGE: 20160202 EFFECTIVENESS DATE: 20160202 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: 161379447 BUSINESS ADDRESS: STREET 1: 425 BOYLSTON STREET STREET 2: 3RD FL CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 617-531-9773 MAIL ADDRESS: STREET 1: 425 BOYLSTON STREET STREET 2: 3RD FL CITY: BOSTON STATE: MA ZIP: 02116 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001630806 XXXXXXXX 12-31-2015 12-31-2015 false Newfound Research LLC

425 Boylston Street 3rd Fl Boston MA 02116

13F HOLDINGS REPORT 028-17093 Y The filing of this report shall not be deemed an admission, for purposes of Section 13(f), 13(d), 13(g), or 16(a) under the Securities Exchange Act of 1934, as amended, and the rules thereunder, or for any other purpose, that the Reporting Manager or any other person (including Other Managers or Other Included Managers named herein) is the beneficial owner of any securities. Newfound Research LLC, a Delaware limited liability company ("Newfound"), is an institutional investment manager which, for the purposes of Section 13(f) of the Securities Exchange Act of 1934 and the rules promulgated thereunder ("Section 13(f)"), exercises investment discretion with respect to certain securities positions. Thomas B. Rosedale, an individual ("Rosedale"), Corey Hoffstein, an individual ("Hoffstein"), Daniel J. Sibears, an individual ("Sibears"), Newfound Holdings, LLC, a Delaware limited liability company ("Holdings"), and Sand Hill Cove Management LLC, a Delaware limited liability company ("SandHill"), may each be deemed to exercise investment discretion over the securities reported on this Form 13F for purposes of Section 13(f). Certain of the security positions reported by Newfound are also being reported by Rosedale, Hoffstein, Sibears, Holdings and SandHill. Each of Newfound, Rosedale, Hoffstein, Sibears, Holdings and SandHill disclaim beneficial ownership of the shares reported on this Form 13F by Newfound except to the extent of any pecuniary interest therein. A limited amount of the securities listed in Column 8 include shared voting authority. As of December 31, 2015 the aggregate market value of such shares was $386,936. Thomas B. Rosedale Chief Executive Officer 617-531-9773 /s/ Thomas B. Rosedale Boston MA 02-01-2016 5 78 83754 1 0001256731 Rosedale Thomas B. 2 0001630803 Hoffstein Corey 3 0001664630 Sibears Daniel J 4 0001664645 Sand Hill Cove Management LLC 5 0001630807 Newfound Holdings, LLC INFORMATION TABLE 2 infotable.xml US Bancorp ALPHACLONE ALTERNATIVE ALPHA 26922A305 13 353 SH OTR 1, 2, 3, 4, 5 353 0 0 Invesco PowerShares POWERSHARES SENIOR LOAN 73936Q769 61 2734 SH OTR 1, 2, 3, 4, 5 2734 0 0 Vanguard VANGUARD TOTAL BOND MARKET 921937835 9 109 SH OTR 1, 2, 3, 4, 5 109 0 0 BlackRock ISHARES SELECT DIVIDEND ETF 464287168 0 1 SH OTR 1, 2, 3, 4, 5 1 0 0 Van Eck MARKET VECTORS EMERGING MARK 57060U522 9 532 SH OTR 1, 2, 3, 4, 5 532 0 0 BlackRock ISHARES GLOBAL INDUSTRIALS ETF 464288729 7312 108140 SH OTR 1, 2, 3, 4, 5 108140 0 0 BlackRock ISHARES TR FLTG RATENT ETF 46429B655 55 1095 SH OTR 1, 2, 3, 4, 5 1095 0 0 First Trust FIRST TRUST LONG/SHORT EQUITY 33739P103 14 414 SH OTR 1, 2, 3, 4, 5 414 0 0 Guggenheim GUGGENHEIM ENHANCED SHORT DU 18383M654 9 176 SH OTR 1, 2, 3, 4, 5 176 0 0 ProShares PROSHARES HEDGE REPLICAT ETF 74347X294 36 856 SH OTR 1, 2, 3, 4, 5 856 0 0 ALPS ALPS EQ HIGH VOLATILITY PU 00162Q734 11 548 SH OTR 1, 2, 3, 4, 5 548 0 0 Van Eck MARKET VECTORS ETF TR 57060U878 54 1733 SH OTR 1, 2, 3, 4, 5 1733 0 0 BlackRock ISHARES IBOXX HI YD CP BD ETF 464288513 10 123 SH OTR 1, 2, 3, 4, 5 123 0 0 PIMCO PIMCO ETF TR 0-5 YR HIGH YIELD CORP 72201R783 77 835 SH OTR 1, 2, 3, 4, 5 835 0 0 BlackRock ISHARES - LEHMAN 7-10 YR. TREA 464287440 5 47 SH OTR 1, 2, 3, 4, 5 47 0 0 BlackRock ISHARES TR CORE S&P SCP ETF 464287804 14 125 SH OTR 1, 2, 3, 4, 5 125 0 0 Van Eck MARKET VECTORS INTERMEDIATE 57060U845 13 541 SH OTR 1, 2, 3, 4, 5 541 0 0 BlackRock iShares Global Tech ETF 464287291 14761 151367 SH OTR 1, 2, 3, 4, 5 151367 0 0 BlackRock ISHARES GLOBAL UTILITIES ETF 464288711 7433 168854 SH OTR 1, 2, 3, 4, 5 168854 0 0 BlackRock ISHARES GLOBAL CONSUMER STAPLES ETF 464288737 15098 162287 SH OTR 1, 2, 3, 4, 5 162287 0 0 Invesco PowerShares POWERSHARES MULTISTRAT ETF 73935B870 4 165 SH OTR 1, 2, 3, 4, 5 165 0 0 BlackRock ISHARES IBOXX $ INVEST GR CORP BD 464287242 1 7 SH OTR 1, 2, 3, 4, 5 7 0 0 PIMCO PIMCO ENHANCED SHORT MATURIT 72201R833 5 49 SH OTR 1, 2, 3, 4, 5 49 0 0 IndexIQ IQ MERGER ARBITRAGE ETF 45409B800 28 1005 SH OTR 1, 2, 3, 4, 5 1005 0 0 BlackRock ISHARES MSCI USA MOMENTUM 46432F396 25 339 SH OTR 1, 2, 3, 4, 5 339 0 0 ProShares PROSHARES S&P500 ARISTOCRATS 74348A467 29 597 SH OTR 1, 2, 3, 4, 5 597 0 0 Invesco PowerShares POWERSHARES EM MKT SOVR DEBT 73936T573 3312 121291 SH OTR 1, 2, 3, 4, 5 121291 0 0 BlackRock ISHARES U.S. PREFERRED STOCK ETF 464288687 1740 44784 SH OTR 1, 2, 3, 4, 5 44784 0 0 Invesco PowerShares POWERSHARES S&P SC CONS STAP 73937B605 31 562 SH OTR 1, 2, 3, 4, 5 562 0 0 Invesco PowerShares POWERSHARES S&P SC FINANCIAL 73937B803 36 892 SH OTR 1, 2, 3, 4, 5 892 0 0 Invesco PowerShares POWERSHARES S&P SC HEALTH CA 73937B886 14 194 SH OTR 1, 2, 3, 4, 5 194 0 0 Invesco PowerShares POWERSHARES S&P SC INDUSTRIA 73937B878 30 704 SH OTR 1, 2, 3, 4, 5 704 0 0 Invesco PowerShares POWERSHARES S&P SC MATERIALS 73937B852 13 402 SH OTR 1, 2, 3, 4, 5 402 0 0 Invesco PowerShares POWERSHARES S&P SC INFO TECH 73937B860 36 696 SH OTR 1, 2, 3, 4, 5 696 0 0 Invesco PowerShares POWERSHARES S&P SC UTILITIES 73937B837 38 912 SH OTR 1, 2, 3, 4, 5 912 0 0 IndexIQ IQ HEDGE MULTI-STRAT TRACKER 45409B107 4 128 SH OTR 1, 2, 3, 4, 5 128 0 0 ProShares PROSHARES RAFI LONG/SHORT 74347X310 20 518 SH OTR 1, 2, 3, 4, 5 518 0 0 Guggenheim GUGGENHEIM S&P 500 EW CON DI 78355W882 10 123 SH OTR 1, 2, 3, 4, 5 123 0 0 Guggenheim GUGGENHEIM S&P 500 EQUAL WEI 78355W833 5 57 SH OTR 1, 2, 3, 4, 5 57 0 0 Guggenheim GUGGENHEIM S&P 500 EQUAL WEI 78355W874 10 90 SH OTR 1, 2, 3, 4, 5 90 0 0 Guggenheim GUGGENHEIM S&P 500 PURE VALU 78355W304 19 394 SH OTR 1, 2, 3, 4, 5 394 0 0 Guggenheim GUGGENHEIM S&P 500 EQUAL WEI 78355W106 9 116 SH OTR 1, 2, 3, 4, 5 116 0 0 Guggenheim GUGGENHEIM S&P 500 EQUAL WEI 78355W825 5 61 SH OTR 1, 2, 3, 4, 5 61 0 0 BlackRock ISHARES GLOBAL CONSUMER DISC 464288745 7348 82539 SH OTR 1, 2, 3, 4, 5 82539 0 0 Guggenheim GUGGENHEIM S&P 500 EQUAL WEI 78355W817 10 113 SH OTR 1, 2, 3, 4, 5 113 0 0 Charles Schwab SCHWAB US SMALL-CAP ETF 808524607 21 394 SH OTR 1, 2, 3, 4, 5 394 0 0 Charles Schwab SCHWAB US LARGE-CAP ETF 808524201 21 425 SH OTR 1, 2, 3, 4, 5 425 0 0 BlackRock ISHARES 1-3 YR TRS BD ETF 464287457 16601 196785 SH OTR 1, 2, 3, 4, 5 196785 0 0 Invesco PowerShares POWERSHARES EXCH TRADED FD TST II S&P 500 73937B779 0 0 SH OTR 1, 2, 3, 4, 5 0 0 0 SSgA SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 0 0 SH OTR 1, 2, 3, 4, 5 0 0 0 BlackRock ISHARES 20+ YEAR TREASURY BO 464287432 57 473 SH OTR 1, 2, 3, 4, 5 473 0 0 WisdomTree WISDOMTREE BBG USD BULLISH 97717W471 21 767 SH OTR 1, 2, 3, 4, 5 767 0 0 BlackRock ISHARES MSCI USA MINIMUM VOL 46429B697 33 778 SH OTR 1, 2, 3, 4, 5 778 0 0 Vanguard VANGUARD INT-TERM CORPORATE 92206C870 37 441 SH OTR 1, 2, 3, 4, 5 441 0 0 Vanguard VANGUARD LONG-TERM CORP BOND 92206C813 11 134 SH OTR 1, 2, 3, 4, 5 134 0 0 Vanguard VANGUARD S/T CORP BOND ETF 92206C409 7 94 SH OTR 1, 2, 3, 4, 5 94 0 0 Vanguard VANGUARD FTSE ALL-WORLD EX-U 922042775 13 290 SH OTR 1, 2, 3, 4, 5 290 0 0 Vanguard VANGUARD FTSE ALL WO X-US SC 922042718 4 44 SH OTR 1, 2, 3, 4, 5 44 0 0 Barclays Capital IPATH S&P 500 VIX S/T FU ETN 06742E711 6 314 SH OTR 1, 2, 3, 4, 5 314 0 0 WisdomTree WISDOMTREE MGD FUTURES STRAT 97717W125 27 642 SH OTR 1, 2, 3, 4, 5 642 0 0 VelocityShares VELOCITYSHARES INV VIX SH-TM 22542D795 5 200 SH OTR 1, 2, 3, 4, 5 200 0 0 SSgA SELECT SECTOR SPDRTR MATLS 81369Y100 788 18149 SH OTR 1, 2, 3, 4, 5 18149 0 0 SSgA INDUSTRIAL SELECT SECT SPDR 81369Y704 786 14827 SH OTR 1, 2, 3, 4, 5 14827 0 0 SSgA TECHNOLOGY SELECT SECT SPDR 81369Y803 1753 40931 SH OTR 1, 2, 3, 4, 5 40931 0 0 SSgA CONSUMER STAPLES SPDR 81369Y308 1766 34983 SH OTR 1, 2, 3, 4, 5 34983 0 0 SSgA CONSUMER DISCRETIONARY SELT 81369Y407 1745 22321 SH OTR 1, 2, 3, 4, 5 22321 0 0 Newfound Risk Managed U.S. Sectors A Share Class 66538G585 0 1 SH OTR 1, 2, 3, 4, 5 1 0 0 Newfound Risk Managed U.S. Sectors C Share Class 66538G577 0 1 SH OTR 1, 2, 3, 4, 5 1 0 0 Newfound Risk Managed U.S. Sectors I Share Class 66538G569 27 3004 SH OTR 1, 2, 3, 4, 5 3004 0 0 Newfound Risk Managed Global Sectors A Share Class 66538G700 9 1010 SH OTR 1, 2, 3, 4, 5 1010 0 0 Newfound Risk Managed Global Sectors C Share Class 66538G809 9 1006 SH OTR 1, 2, 3, 4, 5 1006 0 0 Newfound Risk Managed Global Sectors I Share Class 66538G882 94 10133 SH OTR 1, 2, 3, 4, 5 10133 0 0 Newfound Multi-Asset Income A Share Class 66538G825 10 1027 SH OTR 1, 2, 3, 4, 5 1027 0 0 Newfound Multi-Asset Income C Share Class 66538G817 9 1020 SH OTR 1, 2, 3, 4, 5 1020 0 0 Newfound Multi-Asset Income I Share Class 66538G791 2003 214215 SH OTR 1, 2, 3, 4, 5 214215 0 0 Newfound Total Return A Share Class 66538G783 10 1015 SH OTR 1, 2, 3, 4, 5 1015 0 0 Newfound Total Return C Share Class 66538G775 9 1011 SH OTR 1, 2, 3, 4, 5 1011 0 0 Newfound Total Return I Share Class 66538G767 96 10166 SH OTR 1, 2, 3, 4, 5 10166 0 0