0001615774-17-000193.txt : 20170120
0001615774-17-000193.hdr.sgml : 20170120
20170120104212
ACCESSION NUMBER: 0001615774-17-000193
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20160930
FILED AS OF DATE: 20170120
DATE AS OF CHANGE: 20170120
EFFECTIVENESS DATE: 20170120
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/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-17093
FILM NUMBER: 17537814
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/A
1
primary_doc.xml
13F-HR/A
LIVE
false
false
false
0001630806
XXXXXXXX
09-30-2016
09-30-2016
true
1
RESTATEMENT
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.This Amendment Number 1 amends and restates the Form 13F filed by Newfound Research LLC on November 8, 2016 (the "Prior Filing"), and is being filed to add information inadvertently omitted from Column 4 of the Information Table of the Prior Filing.
Thomas B. Rosedale
Chief Executive Officer
617-531-9773
/s/ Thomas B. Rosedale
Boston
MA
01-19-2017
5
199
104953
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
PowerShares
POWERSHARES SENIOR LOAN
73936Q769
5664
244030
SH
OTR
1, 2, 3, 4, 5
244030
0
0
iShares
ISHARES GLOBAL ENERGY ETF
464287341
5658
172125
SH
OTR
1, 2, 3, 4, 5
172125
0
0
iShares
iShares Global Tech ETF
464287291
5498
49662
SH
OTR
1, 2, 3, 4, 5
49662
0
0
iShares
ISHARES GLOBAL MATERIALS ETF
464288695
5427
101466
SH
OTR
1, 2, 3, 4, 5
101466
0
0
iShares
ISHARES GLOBAL UTILITIES ETF
464288711
5393
113494
SH
OTR
1, 2, 3, 4, 5
113494
0
0
iShares
ISHARES GLOBAL INDUSTRIALS E
464288729
5370
72772
SH
OTR
1, 2, 3, 4, 5
72772
0
0
iShares
ISHARES GLOBAL CONSUMER STAPLES ETF
464288737
5328
53652
SH
OTR
1, 2, 3, 4, 5
53652
0
0
iShares
ISHARES GLOBAL TELECOM ETF
464287275
5300
85694
SH
OTR
1, 2, 3, 4, 5
85694
0
0
iShares
ISHARES GLOBAL CONSUMER DISC
464288745
5254
58801
SH
OTR
1, 2, 3, 4, 5
58801
0
0
iShares
ISHARES GLOBAL HEALTHCARE ET
464287325
5205
51668
SH
OTR
1, 2, 3, 4, 5
51668
0
0
iShares
ISHARES U.S. PREFERRED STOCK ETF
464288687
4676
118377
SH
OTR
1, 2, 3, 4, 5
118377
0
0
iShares
ISHARES GLOBAL FINANCIALS ET
464287333
4620
90440
SH
OTR
1, 2, 3, 4, 5
90440
0
0
PowerShares
POWERSHARES EM MKT SOVR DEBT
73936T573
4175
136298
SH
OTR
1, 2, 3, 4, 5
136298
0
0
iShares
ISHARES MORTGAGE REAL ESTATE
464288539
3813
362845
SH
OTR
1, 2, 3, 4, 5
362845
0
0
iShares
ISHARES IBOXX HI YD CP BD ETF
464288513
3665
41996
SH
OTR
1, 2, 3, 4, 5
41996
0
0
iShares
ISHARES IBOXX $ INVEST GR CORP BD
464287242
3559
28890
SH
OTR
1, 2, 3, 4, 5
28890
0
0
SPDR
SPDR BARCLAYS CONV SEC ETF
78464A359
2881
62141
SH
OTR
1, 2, 3, 4, 5
62141
0
0
Van Eck
MARKET VECTORS EMERGING MARK
57060U522
2084
109235
SH
OTR
1, 2, 3, 4, 5
109235
0
0
PowerShares
POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT
73936G308
1601
76090
SH
OTR
1, 2, 3, 4, 5
76090
0
0
SPDR
SELECT SECTOR SPDRTR MATLS
81369Y100
1427
29886
SH
OTR
1, 2, 3, 4, 5
29886
0
0
SPDR
CONSUMER STAPLES SPDR
81369Y308
1396
26230
SH
OTR
1, 2, 3, 4, 5
26230
0
0
SPDR
SECTOR SPDR TR SHS BEN INT EN
81369y506
1367
19358
SH
OTR
1, 2, 3, 4, 5
19358
0
0
SPDR
SECTOR SPDR TR SHS BEN INT UTILITIES
81369Y886
1355
27656
SH
OTR
1, 2, 3, 4, 5
27656
0
0
SPDR
TECHNOLOGY SELECT SECT SPDR
81369Y803
1346
28175
SH
OTR
1, 2, 3, 4, 5
28175
0
0
iShares
ISHARES INTERNATIONAL SELECT
464288448
1346
44892
SH
OTR
1, 2, 3, 4, 5
44892
0
0
SPDR
INDUSTRIAL SELECT SECT SPDR
81369Y704
1325
22696
SH
OTR
1, 2, 3, 4, 5
22696
0
0
Vanguard
VANGUARD REIT VIPER
922908553
1302
15016
SH
OTR
1, 2, 3, 4, 5
15016
0
0
SPDR
CONSUMER DISCRETIONARY SELT
81369Y407
1295
16182
SH
OTR
1, 2, 3, 4, 5
16182
0
0
SPDR
SELECT SECTOR SPDR TR SBI HEALTHCARE
81369Y209
1280
17745
SH
OTR
1, 2, 3, 4, 5
17745
0
0
Vanguard
VANGUARD HIGH DVD YIELD ETF
921946406
1249
17314
SH
OTR
1, 2, 3, 4, 5
17314
0
0
iShares
ISHARES 20+ YEAR TREASURY BO
464287432
1137
8270
SH
OTR
1, 2, 3, 4, 5
8270
0
0
Vanguard
VANGUARD GLBL EX-US REAL EST
922042676
1006
17913
SH
OTR
1, 2, 3, 4, 5
17913
0
0
JPMorgan
JPMORGAN CHASE & CO ALERIAN ML ETF
46625H365
942
29914
SH
OTR
1, 2, 3, 4, 5
29914
0
0
SPDR
SELECT SECTOR SPDR TR SBI INT-FINL
81369Y605
825
42727
SH
OTR
1, 2, 3, 4, 5
42727
0
0
SPDR
SELECT SECTOR SPDR TR RL EST SEL SEC
81369Y860
197
6015
SH
OTR
1, 2, 3, 4, 5
6015
0
0
Van Eck
MARKET VECTORS ETF TR
57060U878
133
4123
SH
OTR
1, 2, 3, 4, 5
4123
0
0
iShares
ISHARES TR FLTG RATENT ETF
46429B655
62
1213
SH
OTR
1, 2, 3, 4, 5
1213
0
0
PIMCO
PIMCO ETF TR 0-5 YR HIGH YIELD CORP
72201R783
44
445
SH
OTR
1, 2, 3, 4, 5
445
0
0
iShares
ISHARES MSCI USA MINIMUM VOL
46429B697
41
911
SH
OTR
1, 2, 3, 4, 5
911
0
0
ProShares
PROSHARES HEDGE REPLICAT ETF
74347X294
37
873
SH
OTR
1, 2, 3, 4, 5
873
0
0
iShares
ISHARES TR CORE S&P SCP ETF
464287804
37
295
SH
OTR
1, 2, 3, 4, 5
295
0
0
Vanguard
VANGUARD INT-TERM CORPORATE
92206C870
36
403
SH
OTR
1, 2, 3, 4, 5
403
0
0
ProShares
PROSHARES S&P500 ARISTOCRATS
74348A467
36
661
SH
OTR
1, 2, 3, 4, 5
661
0
0
iShares
ISHARES MSCI USA MOMENTUM
46432F396
32
418
SH
OTR
1, 2, 3, 4, 5
418
0
0
ProShares
IQ MERGER ARBITRAGE ETF
45409B800
32
1085
SH
OTR
1, 2, 3, 4, 5
1085
0
0
WisdomTree
WISDOMTREE MGD FUTURES STRAT
97717W125
30
717
SH
OTR
1, 2, 3, 4, 5
717
0
0
WisdomTree
WISDOMTREE BBG USD BULLISH
97717W471
25
947
SH
OTR
1, 2, 3, 4, 5
947
0
0
ProShares
PROSHARES RAFI LONG/SHORT
74347X310
24
616
SH
OTR
1, 2, 3, 4, 5
616
0
0
Vanguard
VANGUARD LONG-TERM CORP BOND
92206C813
23
243
SH
OTR
1, 2, 3, 4, 5
243
0
0
Schwab
SCHWAB US LARGE-CAP ETF
808524201
18
357
SH
OTR
1, 2, 3, 4, 5
357
0
0
Guggenheim
GUGGENHEIM S&P 500 PURE VALU
78355W304
17
320
SH
OTR
1, 2, 3, 4, 5
320
0
0
First Trust
FIRST TRUST LONG/SHORT EQUITY
33739P103
16
487
SH
OTR
1, 2, 3, 4, 5
487
0
0
ALPS
ALPS ETF TR ALERIAN MLP
00162Q866
15
1183
SH
OTR
1, 2, 3, 4, 5
1183
0
0
ALPS
ALPS EQ HIGH VOLATILITY PU
00162Q734
14
688
SH
OTR
1, 2, 3, 4, 5
688
0
0
PowerShares
POWERSHARES S&P SC ENERGY
73937B704
13
701
SH
OTR
1, 2, 3, 4, 5
701
0
0
Exchanged Traded Concepts
ALPHACLONE ALTERNATIVE ALPHA
26922A305
12
345
SH
OTR
1, 2, 3, 4, 5
345
0
0
PowerShares
POWERSHARES S&P SC MATERIALS
73937B852
12
307
SH
OTR
1, 2, 3, 4, 5
307
0
0
PowerShares
POWERSHARES S&P SC INFO TECH
73937B860
12
194
SH
OTR
1, 2, 3, 4, 5
194
0
0
PowerShares
POWERSHARES S&P SC UTILITIES
73937B837
12
267
SH
OTR
1, 2, 3, 4, 5
267
0
0
PowerShares
POWERSHARES S&P SC INDUSTRIA
73937B878
12
243
SH
OTR
1, 2, 3, 4, 5
243
0
0
PowerShares
POWERSHARES S&P SC HEALTH CA
73937B886
12
163
SH
OTR
1, 2, 3, 4, 5
163
0
0
PowerShares
POWERSHARES S&P SC CONS-DISC
73937B506
12
246
SH
OTR
1, 2, 3, 4, 5
246
0
0
PowerShares
POWERSHARES S&P SC FINANCIAL
73937B803
12
264
SH
OTR
1, 2, 3, 4, 5
264
0
0
PowerShares
POWERSHARES S&P SC CONS STAP
73937B605
12
180
SH
OTR
1, 2, 3, 4, 5
180
0
0
Vanguard
VANGUARD FTSE ALL-WORLD EX-U
922042775
11
232
SH
OTR
1, 2, 3, 4, 5
232
0
0
Guggenheim
GUGGENHEIM S&P 500 EQUAL WEI
78355W106
9
111
SH
OTR
1, 2, 3, 4, 5
111
0
0
Vanguard
VANGUARD MORTGAGE-BACKED SEC
92206C771
9
170
SH
OTR
1, 2, 3, 4, 5
170
0
0
Guggenheim
GUGGENHEIM ENHANCED SHORT DU
18383M654
7
146
SH
OTR
1, 2, 3, 4, 5
146
0
0
PIMCO
PIMCO ENHANCED SHORT MATURIT
72201R833
7
71
SH
OTR
1, 2, 3, 4, 5
71
0
0
VelocityShares
VELOCITYSHARES INV VIX SH-TM
22542D795
7
192
SH
OTR
1, 2, 3, 4, 5
192
0
0
Vanguard
VANGUARD TOTAL BOND MARKET
921937835
6
73
SH
OTR
1, 2, 3, 4, 5
73
0
0
Computer Sciences Corporation
EQUITY
205363104
5
105
SH
OTR
1, 2, 3, 4, 5
105
0
0
Van Eck
MARKET VECTORS INTERMEDIATE
57060U845
5
221
SH
OTR
1, 2, 3, 4, 5
221
0
0
Vanguard
VANGUARD S/T CORP BOND ETF
92206C409
5
63
SH
OTR
1, 2, 3, 4, 5
63
0
0
iShares
ISHARES - LEHMAN 7-10 YR. TREA
464287440
5
45
SH
OTR
1, 2, 3, 4, 5
45
0
0
Barclays
IPATH S&P 500 VIX S/T FU ETN
06742E711
5
137
SH
OTR
1, 2, 3, 4, 5
137
0
0
Assurant Inc.
EQUITY
04621X108
4
45
SH
OTR
1, 2, 3, 4, 5
45
0
0
Tyson Foods, Inc.
EQUITY
902494103
4
49
SH
OTR
1, 2, 3, 4, 5
49
0
0
PowerShares
POWERSHARES MULTISTRAT ETF
73935B870
4
158
SH
OTR
1, 2, 3, 4, 5
158
0
0
IndexIQ
IQ HEDGE MULTI-STRAT TRACKER
45409B107
4
123
SH
OTR
1, 2, 3, 4, 5
123
0
0
Vanguard
VANGUARD FTSE ALL WO X-US SC
922042718
3
35
SH
OTR
1, 2, 3, 4, 5
35
0
0
Anthem, Inc.
EQUITY
94973V107
3
23
SH
OTR
1, 2, 3, 4, 5
23
0
0
Aetna Inc.
EQUITY
00817Y108
3
23
SH
OTR
1, 2, 3, 4, 5
23
0
0
Exelon Corporation
EQUITY
30161N101
2
71
SH
OTR
1, 2, 3, 4, 5
71
0
0
Valero Energy Corporation
EQUITY
91913Y100
2
44
SH
OTR
1, 2, 3, 4, 5
44
0
0
Unum Group
EQUITY
91529Y106
2
65
SH
OTR
1, 2, 3, 4, 5
65
0
0
L-3 Communications Holdings Inc.
EQUITY
502424104
2
15
SH
OTR
1, 2, 3, 4, 5
15
0
0
Prudential Financial, Inc.
EQUITY
744320102
2
24
SH
OTR
1, 2, 3, 4, 5
24
0
0
Wal-Mart Stores Inc.
EQUITY
931142103
2
27
SH
OTR
1, 2, 3, 4, 5
27
0
0
FirstEnergy Corp.
EQUITY
337932107
2
58
SH
OTR
1, 2, 3, 4, 5
58
0
0
Archer-Daniels-Midland Company
EQUITY
039483102
2
45
SH
OTR
1, 2, 3, 4, 5
45
0
0
The Allstate Corporation
EQUITY
020002101
2
27
SH
OTR
1, 2, 3, 4, 5
27
0
0
The Travelers Companies, Inc.
EQUITY
89417E109
2
16
SH
OTR
1, 2, 3, 4, 5
16
0
0
GameStop Corp.
EQUITY
36467W109
2
65
SH
OTR
1, 2, 3, 4, 5
65
0
0
Lincoln National Corporation
EQUITY
534187109
2
37
SH
OTR
1, 2, 3, 4, 5
37
0
0
Kohl's Corp.
EQUITY
500255104
2
40
SH
OTR
1, 2, 3, 4, 5
40
0
0
Entergy Corporation
EQUITY
29364G103
2
22
SH
OTR
1, 2, 3, 4, 5
22
0
0
XL Group plc
EQUITY
G98290102
2
51
SH
OTR
1, 2, 3, 4, 5
51
0
0
Tesoro Corporation
EQUITY
881609101
2
21
SH
OTR
1, 2, 3, 4, 5
21
0
0
The Hartford Financial Services Group, Inc.
EQUITY
416515104
2
39
SH
OTR
1, 2, 3, 4, 5
39
0
0
CenturyLink, Inc.
EQUITY
156700106
2
59
SH
OTR
1, 2, 3, 4, 5
59
0
0
Xerox Corporation
EQUITY
984121103
2
160
SH
OTR
1, 2, 3, 4, 5
160
0
0
MetLife, Inc.
EQUITY
59156R108
2
35
SH
OTR
1, 2, 3, 4, 5
35
0
0
CVS Health Corporation
EQUITY
126650100
2
17
SH
OTR
1, 2, 3, 4, 5
17
0
0
Ford Motor Co.
EQUITY
345370860
2
125
SH
OTR
1, 2, 3, 4, 5
125
0
0
The AES Corporation
EQUITY
00130H105
1
116
SH
OTR
1, 2, 3, 4, 5
116
0
0
Express Scripts Holding Company
EQUITY
30219G108
1
21
SH
OTR
1, 2, 3, 4, 5
21
0
0
Best Buy Co., Inc.
EQUITY
086516101
1
38
SH
OTR
1, 2, 3, 4, 5
38
0
0
The Goodyear Tire & Rubber Company
EQUITY
382550101
1
43
SH
OTR
1, 2, 3, 4, 5
43
0
0
American International Group, Inc.
EQUITY
026874784
1
23
SH
OTR
1, 2, 3, 4, 5
23
0
0
Ryder System, Inc.
EQUITY
783549108
1
20
SH
OTR
1, 2, 3, 4, 5
20
0
0
Staples, Inc.
EQUITY
855030102
1
156
SH
OTR
1, 2, 3, 4, 5
156
0
0
Alcoa Inc.
EQUITY
013817101
1
43
SH
OTR
1, 2, 3, 4, 5
43
0
0
Whirlpool Corp.
EQUITY
963320106
1
8
SH
OTR
1, 2, 3, 4, 5
8
0
0
Macy's, Inc.
EQUITY
55616P104
1
32
SH
OTR
1, 2, 3, 4, 5
32
0
0
The Kroger Co.
EQUITY
501044101
1
40
SH
OTR
1, 2, 3, 4, 5
40
0
0
Western Digital Corporation
EQUITY
958102105
1
20
SH
OTR
1, 2, 3, 4, 5
20
0
0
Leidos Holdings, Inc.
EQUITY
525327102
1
27
SH
OTR
1, 2, 3, 4, 5
27
0
0
Jabil Circuit Inc.
EQUITY
466313103
1
52
SH
OTR
1, 2, 3, 4, 5
52
0
0
UnitedHealth Group Incorporated
EQUITY
91324P102
1
8
SH
OTR
1, 2, 3, 4, 5
8
0
0
Humana Inc.
EQUITY
444859102
1
6
SH
OTR
1, 2, 3, 4, 5
6
0
0
FedEx Corporation
EQUITY
31428X106
1
6
SH
OTR
1, 2, 3, 4, 5
6
0
0
Cigna Corp.
EQUITY
125509109
1
8
SH
OTR
1, 2, 3, 4, 5
8
0
0
Bed Bath & Beyond Inc.
EQUITY
075896100
1
23
SH
OTR
1, 2, 3, 4, 5
23
0
0
General Motors Company
EQUITY
37045V100
1
31
SH
OTR
1, 2, 3, 4, 5
31
0
0
Morgan Stanley
EQUITY
617446448
1
30
SH
OTR
1, 2, 3, 4, 5
30
0
0
Principal Financial Group Inc.
EQUITY
74251V102
1
18
SH
OTR
1, 2, 3, 4, 5
18
0
0
Walgreens Boots Alliance, Inc.
EQUITY
957638109
1
10
SH
OTR
1, 2, 3, 4, 5
10
0
0
The Goldman Sachs Group, Inc.
EQUITY
38141G104
1
5
SH
OTR
1, 2, 3, 4, 5
5
0
0
Capital One Financial Corporation
EQUITY
14040H105
1
11
SH
OTR
1, 2, 3, 4, 5
11
0
0
Genworth Financial, Inc.
EQUITY
37247D106
1
160
SH
OTR
1, 2, 3, 4, 5
160
0
0
Loews Corporation
EQUITY
540424108
1
19
SH
OTR
1, 2, 3, 4, 5
19
0
0
Target Corp.
EQUITY
87612E106
1
11
SH
OTR
1, 2, 3, 4, 5
11
0
0
Aflac Incorporated
EQUITY
001055102
1
10
SH
OTR
1, 2, 3, 4, 5
10
0
0
Jacobs Engineering Group Inc.
EQUITY
469814107
1
12
SH
OTR
1, 2, 3, 4, 5
12
0
0
Delta Air Lines, Inc.
EQUITY
247361702
1
15
SH
OTR
1, 2, 3, 4, 5
15
0
0
Quest Diagnostics Inc.
EQUITY
74834L100
1
7
SH
OTR
1, 2, 3, 4, 5
7
0
0
Johnson Controls Inc.
EQUITY
478366107
1
12
SH
OTR
1, 2, 3, 4, 5
12
0
0
Southwest Airlines Co.
EQUITY
844741108
1
14
SH
OTR
1, 2, 3, 4, 5
14
0
0
Owens-Illinois, Inc.
EQUITY
690768403
1
29
SH
OTR
1, 2, 3, 4, 5
29
0
0
Citigroup Inc.
EQUITY
172967424
1
11
SH
OTR
1, 2, 3, 4, 5
11
0
0
PulteGroup, Inc.
EQUITY
745867101
0
23
SH
OTR
1, 2, 3, 4, 5
23
0
0
Textron Inc.
EQUITY
883203101
0
11
SH
OTR
1, 2, 3, 4, 5
11
0
0
Laboratory Corp. of America Holdings
EQUITY
50540R409
0
3
SH
OTR
1, 2, 3, 4, 5
3
0
0
Phillips 66
EQUITY
718546104
0
5
SH
OTR
1, 2, 3, 4, 5
5
0
0
Lexmark International Inc.
EQUITY
529771107
0
10
SH
OTR
1, 2, 3, 4, 5
10
0
0
International Paper Company
EQUITY
460146103
0
8
SH
OTR
1, 2, 3, 4, 5
8
0
0
Cardinal Health, Inc.
EQUITY
14149Y108
0
5
SH
OTR
1, 2, 3, 4, 5
5
0
0
Torchmark Corporation
EQUITY
891027104
0
6
SH
OTR
1, 2, 3, 4, 5
6
0
0
Freeport-McMoRan Inc.
EQUITY
35671D857
0
35
SH
OTR
1, 2, 3, 4, 5
35
0
0
R.R. Donnelley & Sons Company
EQUITY
279765101
0
24
SH
OTR
1, 2, 3, 4, 5
24
0
0
Marathon Petroleum Corporation
EQUITY
56585A102
0
9
SH
OTR
1, 2, 3, 4, 5
9
0
0
United Continental Holdings, Inc.
EQUITY
910047109
0
7
SH
OTR
1, 2, 3, 4, 5
7
0
0
CF Industries Holdings, Inc.
EQUITY
125269100
0
14
SH
OTR
1, 2, 3, 4, 5
14
0
0
Quanta Services, Inc.
EQUITY
74762E102
0
12
SH
OTR
1, 2, 3, 4, 5
12
0
0
PVH Corp.
EQUITY
693656100
0
3
SH
OTR
1, 2, 3, 4, 5
3
0
0
Seagate Technology Public Limited Company
EQUITY
G7945M107
0
7
SH
OTR
1, 2, 3, 4, 5
7
0
0
Tenet Healthcare Corp.
EQUITY
88033G407
0
11
SH
OTR
1, 2, 3, 4, 5
11
0
0
Dean Foods Company
EQUITY
242370203
0
15
SH
OTR
1, 2, 3, 4, 5
15
0
0
DR Horton Inc.
EQUITY
23331A109
0
8
SH
OTR
1, 2, 3, 4, 5
8
0
0
DeVry Education Group Inc.
EQUITY
251893103
0
10
SH
OTR
1, 2, 3, 4, 5
10
0
0
Eastman Chemical Co.
EQUITY
277432100
0
3
SH
OTR
1, 2, 3, 4, 5
3
0
0
AutoNation, Inc.
EQUITY
05329W102
0
4
SH
OTR
1, 2, 3, 4, 5
4
0
0
Lennar Corporation
EQUITY
526057104
0
4
SH
OTR
1, 2, 3, 4, 5
4
0
0
McKesson Corporation
EQUITY
58155Q103
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
United Rentals, Inc.
EQUITY
911363109
0
2
SH
OTR
1, 2, 3, 4, 5
2
0
0
NetApp, Inc.
EQUITY
64110D104
0
4
SH
OTR
1, 2, 3, 4, 5
4
0
0
Big Lots Inc.
EQUITY
089302103
0
3
SH
OTR
1, 2, 3, 4, 5
3
0
0
Foot Locker, Inc.
EQUITY
344849104
0
2
SH
OTR
1, 2, 3, 4, 5
2
0
0
Eaton Corporation plc
EQUITY
G29183103
0
2
SH
OTR
1, 2, 3, 4, 5
2
0
0
Cummins Inc.
EQUITY
231021106
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Ameriprise Financial, Inc.
EQUITY
03076C106
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Legg Mason Inc.
EQUITY
524901105
0
3
SH
OTR
1, 2, 3, 4, 5
3
0
0
Lam Research Corporation
EQUITY
512807108
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Progressive Corp Ohio
EQUITY
743315103
0
3
SH
OTR
1, 2, 3, 4, 5
3
0
0
Harman International Industries, Incorporated
EQUITY
413086109
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Fossil Group, Inc.
EQUITY
349882100
0
3
SH
OTR
1, 2, 3, 4, 5
3
0
0
Viacom, Inc.
EQUITY
92553P201
0
2
SH
OTR
1, 2, 3, 4, 5
2
0
0
The Mosaic Company
EQUITY
61945C103
0
3
SH
OTR
1, 2, 3, 4, 5
3
0
0
Signet Jewelers Limited
EQUITY
G81276100
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Centene Corp.
EQUITY
15135B101
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
TEGNA Inc.
EQUITY
87901J105
0
3
SH
OTR
1, 2, 3, 4, 5
3
0
0
Pentair plc
EQUITY
H6169Q108
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Discover Financial Services
EQUITY
254709108
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
CBRE Group, Inc.
EQUITY
12504L109
0
2
SH
OTR
1, 2, 3, 4, 5
2
0
0
The Dow Chemical Company
EQUITY
260543103
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Fluor Corporation
EQUITY
343412102
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Nucor Corporation
EQUITY
670346105
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
American Airlines Group Inc.
EQUITY
02376R102
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
BorgWarner Inc.
EQUITY
099724106
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Abercrombie & Fitch Co.
EQUITY
002896207
0
2
SH
OTR
1, 2, 3, 4, 5
2
0
0
Invesco Ltd.
EQUITY
46127U104
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Discovery Communications, Inc.
EQUITY
25470F104
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
Twenty-First Century Fox, Inc.
EQUITY
90130A101
0
1
SH
OTR
1, 2, 3, 4, 5
1
0
0
The Gap, Inc.
EQUITY
364760108
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
J. C. Penney Company, Inc.
EQUITY
708160106
0
2
SH
OTR
1, 2, 3, 4, 5
2
0
0
iShares
ISHARES 1-3 YR TRS BD ETF
464287457
0
0
SH
OTR
1, 2, 3, 4, 5
0
0
0