Chief Executive Officer

0001615774-16-005325.txt : 20160511 0001615774-16-005325.hdr.sgml : 20160511 20160511162939 ACCESSION NUMBER: 0001615774-16-005325 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160331 FILED AS OF DATE: 20160511 DATE AS OF CHANGE: 20160511 EFFECTIVENESS DATE: 20160511 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: 161640258 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 03-31-2016 03-31-2016 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 M. 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 of the attached Information Table include shared voting authority. As of March 31, 2016 the aggregate market value of such shares was $383,142.06. Thomas B. Rosedale Chief Executive Officer 617-531-9773 /s/ Thomas B. Rosedale Boston MA 05-10-2016 5 63 92446 1 0001256731 028-17094 Rosedale Thomas B. 2 0001630803 028-17095 Hoffstein Corey 3 0001664630 028-17096 Sibears Daniel J 4 0001664645 028-17097 Sand Hill Cove Management LLC 5 0001630807 028-17098 Newfound Holdings, LLC INFORMATION TABLE 2 infotable.xml iShares ISHARES GLOBAL CONSUMER STAPLES ETF 464288737 11851 121715 SH OTR 1, 2, 3, 4, 5 121715 0 0 iShares ISHARES GLOBAL TELECOM ETF 464287275 11783 189218 SH OTR 1, 2, 3, 4, 5 189218 0 0 iShares ISHARES GLOBAL UTILITIES ETF 464288711 9858 205113 SH OTR 1, 2, 3, 4, 5 205113 0 0 iShares ISHARES GLOBAL INDUSTRIALS E 464288729 8390 119130 SH OTR 1, 2, 3, 4, 5 119130 0 0 iShares ISHARES GLOBAL MATERIALS ETF 464288695 8387 176452 SH OTR 1, 2, 3, 4, 5 176452 0 0 iShares ISHARES 1-3 YR TRS BD ETF 464287457 6671 78449 SH OTR 1, 2, 3, 4, 5 78449 0 0 iShares ISHARES GLOBAL CONSUMER DISC 464288745 3947 44532 SH OTR 1, 2, 3, 4, 5 44532 0 0 iShares iShares Global Tech ETF 464287291 3927 39331 SH OTR 1, 2, 3, 4, 5 39331 0 0 iShares ISHARES GLOBAL ENERGY ETF 464287341 3879 131443 SH OTR 1, 2, 3, 4, 5 131443 0 0 PowerShares POWERSHARES EM MKT SOVR DEBT 73936T573 3690 130403 SH OTR 1, 2, 3, 4, 5 130403 0 0 SPDR SECTOR SPDR TR SHS BEN INT UTILITIES 81369Y886 3245 65400 SH OTR 1, 2, 3, 4, 5 65400 0 0 SPDR CONSUMER STAPLES SPDR 81369Y308 3204 60380 SH OTR 1, 2, 3, 4, 5 60380 0 0 iShares ISHARES U.S. PREFERRED STOCK ETF 464288687 2413 61827 SH OTR 1, 2, 3, 4, 5 61827 0 0 Van Eck MARKET VECTORS EMERGING MARK 57060U522 2005 107831 SH OTR 1, 2, 3, 4, 5 107831 0 0 Vanguard VANGUARD REIT VIPER 922908553 1753 20917 SH OTR 1, 2, 3, 4, 5 20917 0 0 iShares ISHARES 20+ YEAR TREASURY BO 464287432 1690 12941 SH OTR 1, 2, 3, 4, 5 12941 0 0 Vanguard VANGUARD HIGH DVD YIELD ETF 921946406 1685 24402 SH OTR 1, 2, 3, 4, 5 24402 0 0 iShares ISHARES IBOXX $ INVEST GR CORP BD 464287242 1411 11873 SH OTR 1, 2, 3, 4, 5 11873 0 0 SPDR INDUSTRIAL SELECT SECT SPDR 81369Y704 1403 25288 SH OTR 1, 2, 3, 4, 5 25288 0 0 Vanguard VANGUARD GLBL EX-US REAL EST 922042676 327 6108 SH OTR 1, 2, 3, 4, 5 6108 0 0 PowerShares POWERSHARES SENIOR LOAN 73936Q769 77 3408 SH OTR 1, 2, 3, 4, 5 3408 0 0 Van Eck MARKET VECTORS ETF TR 57060U878 69 2195 SH OTR 1, 2, 3, 4, 5 2195 0 0 iShares ISHARES TR FLTG RATENT ETF 46429B655 68 1344 SH OTR 1, 2, 3, 4, 5 1344 0 0 PIMCO PIMCO ETF TR 0-5 YR HIGH YIELD CORP 72201R783 59 635 SH OTR 1, 2, 3, 4, 5 635 0 0 ProShares PROSHARES HEDGE REPLICAT ETF 74347X294 45 1075 SH OTR 1, 2, 3, 4, 5 1075 0 0 PowerShares POWERSHARES S&P SC UTILITIES 73937B837 44 970 SH OTR 1, 2, 3, 4, 5 970 0 0 Vanguard VANGUARD INT-TERM CORPORATE 92206C870 39 445 SH OTR 1, 2, 3, 4, 5 445 0 0 IndexIQ IQ MERGER ARBITRAGE ETF 45409B800 38 1319 SH OTR 1, 2, 3, 4, 5 1319 0 0 PowerShares POWERSHARES S&P SC INFO TECH 73937B860 38 690 SH OTR 1, 2, 3, 4, 5 690 0 0 PowerShares POWERSHARES S&P SC CONS STAP 73937B605 38 636 SH OTR 1, 2, 3, 4, 5 636 0 0 WisdomTree WISDOMTREE MGD FUTURES STRAT 97717W125 38 898 SH OTR 1, 2, 3, 4, 5 898 0 0 PowerShares POWERSHARES S&P SC INDUSTRIA 73937B878 32 705 SH OTR 1, 2, 3, 4, 5 705 0 0 WisdomTree WISDOMTREE BBG USD BULLISH 97717W471 28 1051 SH OTR 1, 2, 3, 4, 5 1051 0 0 ProShares PROSHARES RAFI LONG/SHORT 74347X310 27 689 SH OTR 1, 2, 3, 4, 5 689 0 0 iShares ISHARES TR CORE S&P SCP ETF 464287804 23 209 SH OTR 1, 2, 3, 4, 5 209 0 0 PowerShares POWERSHARES S&P SC CONS-DISC 73937B506 22 448 SH OTR 1, 2, 3, 4, 5 448 0 0 iShares ISHARES MSCI USA MINIMUM VOL 46429B697 21 468 SH OTR 1, 2, 3, 4, 5 468 0 0 ProShares PROSHARES S&P500 ARISTOCRATS 74348A467 19 369 SH OTR 1, 2, 3, 4, 5 369 0 0 First Trust FIRST TRUST LONG/SHORT EQUITY 33739P103 17 543 SH OTR 1, 2, 3, 4, 5 543 0 0 Exchange Traded Concepts ALPHACLONE ALTERNATIVE ALPHA 26922A305 16 483 SH OTR 1, 2, 3, 4, 5 483 0 0 iShares ISHARES MSCI USA MOMENTUM 46432F396 16 214 SH OTR 1, 2, 3, 4, 5 214 0 0 Schwab SCHWAB US LARGE-CAP ETF 808524201 15 316 SH OTR 1, 2, 3, 4, 5 316 0 0 ALPS ALPS EQ HIGH VOLATILITY PU 00162Q734 14 726 SH OTR 1, 2, 3, 4, 5 726 0 0 Vanguard VANGUARD LONG-TERM CORP BOND 92206C813 12 138 SH OTR 1, 2, 3, 4, 5 138 0 0 Guggenheim GUGGENHEIM S&P 500 PURE VALU 78355W304 12 233 SH OTR 1, 2, 3, 4, 5 233 0 0 Guggenheim GUGGENHEIM ENHANCED SHORT DU 18383M654 10 206 SH OTR 1, 2, 3, 4, 5 206 0 0 iShares ISHARES IBOXX HI YD CP BD ETF 464288513 10 126 SH OTR 1, 2, 3, 4, 5 126 0 0 Vanguard VANGUARD FTSE ALL-WORLD EX-U 922042775 10 230 SH OTR 1, 2, 3, 4, 5 230 0 0 PowerShares POWERSHARES S&P SC MATERIALS 73937B852 10 304 SH OTR 1, 2, 3, 4, 5 304 0 0 Vanguard VANGUARD TOTAL BOND MARKET 921937835 9 110 SH OTR 1, 2, 3, 4, 5 110 0 0 VelocityShares VELOCITYSHARES INV VIX SH-TM 22542D795 8 328 SH OTR 1, 2, 3, 4, 5 328 0 0 Van Eck MARKET VECTORS INTERMEDIATE 57060U845 8 326 SH OTR 1, 2, 3, 4, 5 326 0 0 Barclays Capital IPATH S&P 500 VIX S/T FU ETN 06742E711 7 375 SH OTR 1, 2, 3, 4, 5 375 0 0 Guggenheim GUGGENHEIM S&P 500 EQUAL WEI 78355W106 5 63 SH OTR 1, 2, 3, 4, 5 63 0 0 PIMCO PIMCO ENHANCED SHORT MATURIT 72201R833 5 49 SH OTR 1, 2, 3, 4, 5 49 0 0 iShares ISHARES - LEHMAN 7-10 YR. TREA 464287440 5 44 SH OTR 1, 2, 3, 4, 5 44 0 0 IndexIQ IQ HEDGE MULTI-STRAT TRACKER 45409B107 4 146 SH OTR 1, 2, 3, 4, 5 146 0 0 PowerShares POWERSHARES MULTISTRAT ETF 73935B870 4 185 SH OTR 1, 2, 3, 4, 5 185 0 0 Vanguard VANGUARD S/T CORP BOND ETF 92206C409 4 46 SH OTR 1, 2, 3, 4, 5 46 0 0 Vanguard VANGUARD FTSE ALL WO X-US SC 922042718 3 34 SH OTR 1, 2, 3, 4, 5 34 0 0 iShares ISHARES SELECT DIVIDEND ETF 464287168 0 1 SH OTR 1, 2, 3, 4, 5 1 0 0 SPDR SPDR S&P 500 ETF TR UNIT SER 1 S&P 78462F103 0 0 SH OTR 1, 2, 3, 4, 5 0 0 0 PowerShares POWERSHARES EXCH TRADED FD TST II S&P 500 73937B779 0 0 SH OTR 1, 2, 3, 4, 5 0 0 0