Chief Executive Officer

0001615774-18-007166.txt : 20180731 0001615774-18-007166.hdr.sgml : 20180731 20180731080211 ACCESSION NUMBER: 0001615774-18-007166 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180630 FILED AS OF DATE: 20180731 DATE AS OF CHANGE: 20180731 EFFECTIVENESS DATE: 20180731 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: 18979480 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 06-30-2018 06-30-2018 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 disclaims beneficial ownership of the shares reported on this Form 13F by Newfound except to the extent of any pecuniary interest therein. Thomas B. Rosedale Chief Executive Officer 617-531-9773 /s/ Thomas B. Rosedale Boston MA 07-31-2018 5 227 176893 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 18294 798856 SH OTR 1, 2, 3, 4, 5 798856 0 0 iShares ISHARES GLOBAL ENERGY ETF 464287341 12088 323372 SH OTR 1, 2, 3, 4, 5 323372 0 0 iShares iShares Global Tech ETF 464287291 11865 72129 SH OTR 1, 2, 3, 4, 5 72129 0 0 iShares ISHARES GLOBAL CONSUMER DISC 464288745 11077 96431 SH OTR 1, 2, 3, 4, 5 96431 0 0 iShares ISHARES MORTGAGE REAL ESTATE 464288539 10504 241746 SH OTR 1, 2, 3, 4, 5 241746 0 0 iShares ISHARES IBOXX HI YD CP BD ETF 464288513 10266 120665 SH OTR 1, 2, 3, 4, 5 120665 0 0 iShares ISHARES U.S. PREFERRED STOCK ETF 464288687 8275 219430 SH OTR 1, 2, 3, 4, 5 219430 0 0 SPDR SECTOR SPDR TR SHS BEN INT EN 81369y506 8251 108648 SH OTR 1, 2, 3, 4, 5 108648 0 0 Van Eck VANECK VECTORS PREFERRED SECURITIES EX FINANCIALS ETF 92189F429 8107 413842 SH OTR 1, 2, 3, 4, 5 413842 0 0 SPDR CONSUMER DISCRETIONARY SELT 81369Y407 7934 72590 SH OTR 1, 2, 3, 4, 5 72590 0 0 SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 7905 113792 SH OTR 1, 2, 3, 4, 5 113792 0 0 iShares ISHARES GLOBAL UTILITIES ETF 464288711 7071 144403 SH OTR 1, 2, 3, 4, 5 144403 0 0 SPDR SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 6618 248904 SH OTR 1, 2, 3, 4, 5 248904 0 0 PowerShares POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 6191 286210 SH OTR 1, 2, 3, 4, 5 286210 0 0 iShares ISHARES GLOBAL INDUSTRIALS E 464288729 5958 67785 SH OTR 1, 2, 3, 4, 5 67785 0 0 iShares ISHARES GLOBAL MATERIALS ETF 464288695 5859 87132 SH OTR 1, 2, 3, 4, 5 87132 0 0 Fidelity FIDELITY MSCI FINANCIALS INDEX ETF 316092501 5568 142040 SH OTR 1, 2, 3, 4, 5 142040 0 0 Fidelity FIDELITY MSCI CONSUMER DISCRETIONARY INDEX ETF 316092204 4748 110829 SH OTR 1, 2, 3, 4, 5 110829 0 0 Fidelity FIDELITY MSCI ENERGY INDEX ETF 316092402 4471 210385 SH OTR 1, 2, 3, 4, 5 210385 0 0 Recon Capital RECON CAPITAL NASDAQ 100 COVERED CALL ETF 75623U102 4114 171144 SH OTR 1, 2, 3, 4, 5 171144 0 0 Fidelity FIDELITY MSCI INFORMATION TECH INDEX ETF 316092808 3919 70904 SH OTR 1, 2, 3, 4, 5 70904 0 0 SPDR SPDR BARCLAYS CONV SEC ETF 78464A359 3082 58132 SH OTR 1, 2, 3, 4, 5 58132 0 0 PowerShares PowerShares Variable Rate Preferred Portfolio 73937B597 1415 56944 SH OTR 1, 2, 3, 4, 5 56944 0 0 Vanguard VANGUARD REIT VIPER 922908553 1314 16129 SH OTR 1, 2, 3, 4, 5 16129 0 0 iShares ISHARES CONVERTIBLE BOND ETF 46435G102 1023 17726 SH OTR 1, 2, 3, 4, 5 17726 0 0 Fidelity FIDELITY MSCI TELECOM INDEX ETF 316092873 322 11315 SH OTR 1, 2, 3, 4, 5 11315 0 0 Van Eck MARKET VECTORS EMERGING MARK 57060U522 49 2873 SH OTR 1, 2, 3, 4, 5 2873 0 0 iShares ISHARES 20+ YEAR TREASURY BO 464287432 30 247 SH OTR 1, 2, 3, 4, 5 247 0 0 Van Eck MARKET VECTORS ETF TR 57060U878 30 953 SH OTR 1, 2, 3, 4, 5 953 0 0 iShares ISHARES TR CORE S&P SCP ETF 464287804 23 276 SH OTR 1, 2, 3, 4, 5 276 0 0 Schwab SCHWAB US LARGE-CAP ETF 808524201 21 319 SH OTR 1, 2, 3, 4, 5 319 0 0 PowerShares POWERSHARES S&P SC HEALTH CA 73937B886 20 157 SH OTR 1, 2, 3, 4, 5 157 0 0 PowerShares POWERSHARES S&P SC CONS-DISC 73937B506 19 287 SH OTR 1, 2, 3, 4, 5 287 0 0 PowerShares POWERSHARES S&P SC ENERGY 73937B704 18 1065 SH OTR 1, 2, 3, 4, 5 1065 0 0 PowerShares POWERSHARES S&P SC INDUSTRIA 73937B878 18 266 SH OTR 1, 2, 3, 4, 5 266 0 0 PowerShares POWERSHARES S&P SC FINANCIAL 73937B803 17 304 SH OTR 1, 2, 3, 4, 5 304 0 0 PowerShares POWERSHARES S&P SC INFO TECH 73937B860 17 204 SH OTR 1, 2, 3, 4, 5 204 0 0 PowerShares POWERSHARES S&P SC MATERIALS 73937B852 17 317 SH OTR 1, 2, 3, 4, 5 317 0 0 PowerShares POWERSHARES S&P SC CONS STAP 73937B605 16 196 SH OTR 1, 2, 3, 4, 5 196 0 0 JP Morgan JPMORGAN DIVERSIFIED RETURN U.S. EQUITY ETF 46641Q407 13 186 SH OTR 1, 2, 3, 4, 5 186 0 0 Vanguard VANGUARD FTSE ALL-WORLD EX-U 922042775 11 216 SH OTR 1, 2, 3, 4, 5 216 0 0 iShares ISHARES TR FLTG RATENT ETF 46429B655 11 209 SH OTR 1, 2, 3, 4, 5 209 0 0 iShares ISHARES MSCI USA MINIMUM VOL 46429B697 10 197 SH OTR 1, 2, 3, 4, 5 197 0 0 PIMCO PIMCO ETF TR 0-5 YR HIGH YIELD CORP 72201R783 10 105 SH OTR 1, 2, 3, 4, 5 105 0 0 ProShares PROSHARES S&P500 ARISTOCRATS 74348A467 9 142 SH OTR 1, 2, 3, 4, 5 142 0 0 iShares ISHAES EDGE MSCI MULTIFACTOR USA ETF 46434V282 9 273 SH OTR 1, 2, 3, 4, 5 273 0 0 ProShares PROSHARES HEDGE REPLICAT ETF 74347X294 8 187 SH OTR 1, 2, 3, 4, 5 187 0 0 PROSHARES PROSHARES LARGE CAP CORE PLUS ETF 74347R248 8 119 SH OTR 1, 2, 3, 4, 5 119 0 0 iShares ISHARES MSCI USA MOMENTUM 46432F396 8 70 SH OTR 1, 2, 3, 4, 5 70 0 0 Guggenheim GUGGENHEIM S&P 500 PURE VALU 78355W304 7 111 SH OTR 1, 2, 3, 4, 5 111 0 0 Valero Energy Corporation EQUITY 91913Y100 6 55 SH OTR 1, 2, 3, 4, 5 55 0 0 iShares ISHARES - LEHMAN 7-10 YR. TREA 464287440 6 58 SH OTR 1, 2, 3, 4, 5 58 0 0 Vanguard VANGUARD INT-TERM CORPORATE 92206C870 6 67 SH OTR 1, 2, 3, 4, 5 67 0 0 Guggenheim GUGGENHEIM S&P 500 EQUAL WEI 78355W106 6 55 SH OTR 1, 2, 3, 4, 5 55 0 0 Anthem, Inc. EQUITY 94973V107 5 23 SH OTR 1, 2, 3, 4, 5 23 0 0 PROSHARES PROSHARES UNLTRA 7-10 YR US TREASURY ETF 74347R180 5 99 SH OTR 1, 2, 3, 4, 5 99 0 0 PROSHARES PROSHARES ULTRA S&P500 ETF 74347R107 5 47 SH OTR 1, 2, 3, 4, 5 47 0 0 Vanguard VANGUARD LONG-TERM CORP BOND 92206C813 5 55 SH OTR 1, 2, 3, 4, 5 55 0 0 Vanguard VANGUARD INTERMEDIATE-TERM GOVERNMENT BOND ETF 92206C706 5 77 SH OTR 1, 2, 3, 4, 5 77 0 0 Tyson Foods, Inc. EQUITY 902494103 5 69 SH OTR 1, 2, 3, 4, 5 69 0 0 GlobalX GLOBALX SCIENTIFIC BETA U.S. ETF 37954Y103 5 148 SH OTR 1, 2, 3, 4, 5 148 0 0 HP Inc. EQUITY 40434L105 4 193 SH OTR 1, 2, 3, 4, 5 193 0 0 PIMCO PIMCO INCOME FUND CLASS A 78464A516 4 354 SH OTR 1, 2, 3, 4, 5 354 0 0 BlackRock BLACKROCK MULTI-ASSET INCOME PORTFOLIO CLASS A 09256H351 4 398 SH OTR 1, 2, 3, 4, 5 398 0 0 ProShares IQ MERGER ARBITRAGE ETF 45409B800 4 137 SH OTR 1, 2, 3, 4, 5 137 0 0 IndexIQ IQ HEDGE MULTI-STRAT TRACKER 45409B107 4 139 SH OTR 1, 2, 3, 4, 5 139 0 0 PowerShares POWERSHARES S&P SC UTILITIES 73937B837 4 77 SH OTR 1, 2, 3, 4, 5 77 0 0 Newfound Research NEWFOUND MULTI-ASSET INCOME FUND CLASS A 66538G825 4 434 SH OTR 1, 2, 3, 4, 5 434 0 0 Micron Technology, Inc. EQUITY 595112103 4 77 SH OTR 1, 2, 3, 4, 5 77 0 0 WisdomTree WISDOMTREE MGD FUTURES STRAT 97717W125 4 100 SH OTR 1, 2, 3, 4, 5 100 0 0 Vanguard VANGUARD FTSE ALL WO X-US SC 922042718 4 34 SH OTR 1, 2, 3, 4, 5 34 0 0 JP Morgan JPMORGAN DIVERSIFIED RETURN INTERNATIONAL EQUITY ETF 46641Q209 4 66 SH OTR 1, 2, 3, 4, 5 66 0 0 Wal-Mart Stores Inc. EQUITY 931142103 4 43 SH OTR 1, 2, 3, 4, 5 43 0 0 PowerShares POWERSHARES MULTISTRAT ETF 73935B870 4 161 SH OTR 1, 2, 3, 4, 5 161 0 0 iShares ISHARES EDGE MSCI USA VALUE ETF 46432F388 3 40 SH OTR 1, 2, 3, 4, 5 40 0 0 Exelon Corporation EQUITY 30161N101 3 76 SH OTR 1, 2, 3, 4, 5 76 0 0 WisdomTree WISDOMTREE BBG USD BULLISH 97717W471 3 120 SH OTR 1, 2, 3, 4, 5 120 0 0 Newfound Research NEWFOUND RISK MANAGED GLOBAL SECTORS FUND CLASS A 66538G700 3 272 SH OTR 1, 2, 3, 4, 5 272 0 0 ProShares PROSHARES RAFI LONG/SHORT 74347X310 3 81 SH OTR 1, 2, 3, 4, 5 81 0 0 Archer-Daniels-Midland Company EQUITY 039483102 3 60 SH OTR 1, 2, 3, 4, 5 60 0 0 UnitedHealth Group Incorporated EQUITY 91324P102 3 11 SH OTR 1, 2, 3, 4, 5 11 0 0 Cigna Corp. EQUITY 125509109 3 16 SH OTR 1, 2, 3, 4, 5 16 0 0 Intel Corp EQUITY 458140100 3 54 SH OTR 1, 2, 3, 4, 5 54 0 0 Bank of America EQUITY 060505104 3 89 SH OTR 1, 2, 3, 4, 5 89 0 0 PowerShares POWERSHARES EM MKT SOVR DEBT 73936T573 3 95 SH OTR 1, 2, 3, 4, 5 95 0 0 Best Buy Co., Inc. EQUITY 086516101 2 33 SH OTR 1, 2, 3, 4, 5 33 0 0 Vanguard VANGUARD TOTAL INTERNATIONAL BOND ETF 92203J407 2 44 SH OTR 1, 2, 3, 4, 5 44 0 0 The Allstate Corporation EQUITY 020002101 2 26 SH OTR 1, 2, 3, 4, 5 26 0 0 Express Scripts Holding Company EQUITY 30219G108 2 30 SH OTR 1, 2, 3, 4, 5 30 0 0 Goldman Sachs GOLDMAN SACHS ACTIVEBETA EMERGING MARKETS EQUITY ETF 381430206 2 68 SH OTR 1, 2, 3, 4, 5 68 0 0 Discover Financial Services EQUITY 254709108 2 28 SH OTR 1, 2, 3, 4, 5 28 0 0 CA TECHNOLOGIES EQUITY 204912109 2 56 SH OTR 1, 2, 3, 4, 5 56 0 0 Western Digital Corporation EQUITY 958102105 2 25 SH OTR 1, 2, 3, 4, 5 25 0 0 iShares ISHARES GOLD TRUST ETF 464285105 2 161 SH OTR 1, 2, 3, 4, 5 161 0 0 First Trust FIRST TRUST LONG/SHORT EQUITY 33739P103 2 49 SH OTR 1, 2, 3, 4, 5 49 0 0 Xerox Corporation EQUITY 984121103 2 79 SH OTR 1, 2, 3, 4, 5 79 0 0 Marathon Petroleum Corporation EQUITY 56585A102 2 27 SH OTR 1, 2, 3, 4, 5 27 0 0 Ameriprise Financial, Inc. EQUITY 03076C106 2 13 SH OTR 1, 2, 3, 4, 5 13 0 0 Quest Diagnostics Inc. EQUITY 74834L100 2 16 SH OTR 1, 2, 3, 4, 5 16 0 0 Aflac Incorporated EQUITY 001055102 2 41 SH OTR 1, 2, 3, 4, 5 41 0 0 CREDIT SUISSE CREDIT SUISSE MANAGED FUTURES STRATEGY FUND CLASS A 22540S737 2 177 SH OTR 1, 2, 3, 4, 5 177 0 0 PowerShares POWERSHARES OPTIMUM YIELD DIVERSIFIED COMMODITY INDEX ETF 73937V106 2 91 SH OTR 1, 2, 3, 4, 5 91 0 0 J.P. MORGAN CHASE CO EQUITY 46625H100 2 16 SH OTR 1, 2, 3, 4, 5 16 0 0 HCA HEALTHCARE INC EQUITY 40412C101 2 16 SH OTR 1, 2, 3, 4, 5 16 0 0 Cummins Inc. EQUITY 231021106 2 12 SH OTR 1, 2, 3, 4, 5 12 0 0 Target Corp. EQUITY 87612E106 2 21 SH OTR 1, 2, 3, 4, 5 21 0 0 Exchanged Traded Concepts ALPHACLONE ALTERNATIVE ALPHA 26922A305 2 33 SH OTR 1, 2, 3, 4, 5 33 0 0 iShares ISHARES CORE US AGGREGATE BOND ETF 464287226 2 15 SH OTR 1, 2, 3, 4, 5 15 0 0 LyondellBasell Industries EQUITY N57345100 2 14 SH OTR 1, 2, 3, 4, 5 14 0 0 Kohl's Corp. EQUITY 500255104 2 21 SH OTR 1, 2, 3, 4, 5 21 0 0 DARDEN RESTAURANTS INC EQUITY 237194105 2 14 SH OTR 1, 2, 3, 4, 5 14 0 0 FIFTH THIRD BANCORP EQUITY 316773100 1 52 SH OTR 1, 2, 3, 4, 5 52 0 0 Lam Research Corporation EQUITY 512807108 1 8 SH OTR 1, 2, 3, 4, 5 8 0 0 WisdomTree WISDOMTREE CARCLAYS YIELD ENHANCED US AGGREGATE BOND ETF 97717X511 1 28 SH OTR 1, 2, 3, 4, 5 28 0 0 JP Morgan JP MORGAN SYSTEMATIC ALPHA FUND CLASS A 46637K620 1 95 SH OTR 1, 2, 3, 4, 5 95 0 0 TERADATA CORPORATION EQUITY 88076W103 1 32 SH OTR 1, 2, 3, 4, 5 32 0 0 L-3 Communications Holdings Inc. EQUITY 502424104 1 6 SH OTR 1, 2, 3, 4, 5 6 0 0 Eastman Chemical Co. EQUITY 277432100 1 12 SH OTR 1, 2, 3, 4, 5 12 0 0 Citigroup Inc. EQUITY 172967424 1 18 SH OTR 1, 2, 3, 4, 5 18 0 0 SUNTRUST BANKS INC EQUITY 867914889 1 18 SH OTR 1, 2, 3, 4, 5 18 0 0 Michael Kors Holdings Ltd EQUITY G60754101 1 18 SH OTR 1, 2, 3, 4, 5 18 0 0 WisdomTree WISDOMTREE CBOE S&P 500 PUTWRITE STRATEGY FUND 97717X560 1 40 SH OTR 1, 2, 3, 4, 5 40 0 0 Robert Half Intl, Inc. EQUITY 770323103 1 18 SH OTR 1, 2, 3, 4, 5 18 0 0 GRAHAM HOLDINGS CO EQUITY 384637104 1 2 SH OTR 1, 2, 3, 4, 5 2 0 0 Jacobs Engineering Group Inc. EQUITY 469814107 1 18 SH OTR 1, 2, 3, 4, 5 18 0 0 The Goldman Sachs Group, Inc. EQUITY 38141G104 1 5 SH OTR 1, 2, 3, 4, 5 5 0 0 Southwest Airlines Co. EQUITY 844741108 1 22 SH OTR 1, 2, 3, 4, 5 22 0 0 EBAY INC EQUITY 278642103 1 31 SH OTR 1, 2, 3, 4, 5 31 0 0 Centene Corp. EQUITY 15135B101 1 9 SH OTR 1, 2, 3, 4, 5 9 0 0 Delta Air Lines, Inc. EQUITY 247361702 1 22 SH OTR 1, 2, 3, 4, 5 22 0 0 GILEAD SCIENCES INC EQUITY 375558103 1 15 SH OTR 1, 2, 3, 4, 5 15 0 0 Foot Locker, Inc. EQUITY 344849104 1 20 SH OTR 1, 2, 3, 4, 5 20 0 0 Capital One Financial Corporation EQUITY 14040H105 1 11 SH OTR 1, 2, 3, 4, 5 11 0 0 FirstEnergy Corp. EQUITY 337932107 1 29 SH OTR 1, 2, 3, 4, 5 29 0 0 REPUBLIC SERVICES INC EQUITY 760759100 1 15 SH OTR 1, 2, 3, 4, 5 15 0 0 CVS Health Corporation EQUITY 126650100 1 16 SH OTR 1, 2, 3, 4, 5 16 0 0 SPDR SPDR BLOOMBERG BARCLAYS INTL TREASURY BOND ETF 78464A516 1 36 SH OTR 1, 2, 3, 4, 5 36 0 0 FIRST SOLAR INC EQUITY 336433107 1 18 SH OTR 1, 2, 3, 4, 5 18 0 0 MYLAN NV EQUITY N59465109 1 26 SH OTR 1, 2, 3, 4, 5 26 0 0 FlexShares FLEXSHARES CREDIT-SCORED US CORPORATE BOND INDEX ETF 33939L761 1 19 SH OTR 1, 2, 3, 4, 5 19 0 0 Eaton Corporation plc EQUITY G29183103 1 12 SH OTR 1, 2, 3, 4, 5 12 0 0 EDISON INTERNATIONAL EQUITY 281020107 1 13 SH OTR 1, 2, 3, 4, 5 13 0 0 Longboard LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS A 66538A430 1 76 SH OTR 1, 2, 3, 4, 5 76 0 0 TRANSOCEAN LTD EQUITY H8817H100 1 59 SH OTR 1, 2, 3, 4, 5 59 0 0 Unum Group EQUITY 91529Y106 1 21 SH OTR 1, 2, 3, 4, 5 21 0 0 JP Morgan JP MORGAN INCOME BUILDER CLASS A 4812A3288 1 76 SH OTR 1, 2, 3, 4, 5 76 0 0 The Kroger Co. EQUITY 501044101 1 27 SH OTR 1, 2, 3, 4, 5 27 0 0 INTERNATIONAL BUSINESS MACHINES EQUITY 459200101 1 5 SH OTR 1, 2, 3, 4, 5 5 0 0 iShares ISHARES BARCLAYS TIPS BOND ETF 464287176 1 6 SH OTR 1, 2, 3, 4, 5 6 0 0 H&R Block EQUITY 093671105 1 30 SH OTR 1, 2, 3, 4, 5 30 0 0 PUBLIC SERVICES ENTERPRISE GROUP EQUITY 744573106 1 12 SH OTR 1, 2, 3, 4, 5 12 0 0 ST JUDE MEDICAL INC EQUITY 832696405 1 6 SH OTR 1, 2, 3, 4, 5 6 0 0 Ford Motor Co. EQUITY 345370860 1 58 SH OTR 1, 2, 3, 4, 5 58 0 0 Juniper Networks Inc EQUITY 48203R104 1 23 SH OTR 1, 2, 3, 4, 5 23 0 0 Nucor Corporation EQUITY 670346105 1 10 SH OTR 1, 2, 3, 4, 5 10 0 0 Humana Inc. EQUITY 444859102 1 2 SH OTR 1, 2, 3, 4, 5 2 0 0 KEYCORP EQUITY 493267108 1 30 SH OTR 1, 2, 3, 4, 5 30 0 0 DR Horton Inc. EQUITY 23331A109 1 14 SH OTR 1, 2, 3, 4, 5 14 0 0 The Travelers Companies, Inc. EQUITY 89417E109 1 5 SH OTR 1, 2, 3, 4, 5 5 0 0 Macy's, Inc. EQUITY 55616P104 1 15 SH OTR 1, 2, 3, 4, 5 15 0 0 AlphaCentric ALPHACENTRIC INCOME OPPORTUNITIES FUND CLASS A 62827M169 1 46 SH OTR 1, 2, 3, 4, 5 46 0 0 The Gap, Inc. EQUITY 364760108 1 17 SH OTR 1, 2, 3, 4, 5 17 0 0 Arbitrage Funds THE ARBITRAGE FUND CLASS R 03875R106 1 43 SH OTR 1, 2, 3, 4, 5 43 0 0 The Goodyear Tire & Rubber Company EQUITY 382550101 1 23 SH OTR 1, 2, 3, 4, 5 23 0 0 General Motors Company EQUITY 37045V100 1 14 SH OTR 1, 2, 3, 4, 5 14 0 0 Whirlpool Corp. EQUITY 963320106 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 Urban Outfitters, Inc. EQUITY 917047102 0 11 SH OTR 1, 2, 3, 4, 5 11 0 0 SNAP ON INC EQUITY 833034101 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 PVH Corp. EQUITY 693656100 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 International Paper Company EQUITY 460146103 0 9 SH OTR 1, 2, 3, 4, 5 9 0 0 United Rentals, Inc. EQUITY 911363109 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 BANK OF NEW YORK MELLON EQUITY 064058100 0 8 SH OTR 1, 2, 3, 4, 5 8 0 0 EXXON MOBIL CORP EQUITY 30231G102 0 5 SH OTR 1, 2, 3, 4, 5 5 0 0 Entergy Corporation EQUITY 29364G103 0 5 SH OTR 1, 2, 3, 4, 5 5 0 0 PFIZER INC EQUITY 717081103 0 11 SH OTR 1, 2, 3, 4, 5 11 0 0 JEFFERIES GROUP INC EQUITY 472319102 0 17 SH OTR 1, 2, 3, 4, 5 17 0 0 GameStop Corp. EQUITY 36467W109 0 26 SH OTR 1, 2, 3, 4, 5 26 0 0 INGERSOLL-RAND PLC EQUITY G47791101 0 4 SH OTR 1, 2, 3, 4, 5 4 0 0 Bed Bath & Beyond Inc. EQUITY 075896100 0 18 SH OTR 1, 2, 3, 4, 5 18 0 0 CARNIVAL CORP EQUITY 143658300 0 6 SH OTR 1, 2, 3, 4, 5 6 0 0 Leidos Holdings, Inc. EQUITY 525327102 0 6 SH OTR 1, 2, 3, 4, 5 6 0 0 FlexShares FLEXSHARES QUALITY DIVIDEND INDEX ETF 33939L860 0 7 SH OTR 1, 2, 3, 4, 5 7 0 0 Lincoln National Corporation EQUITY 534187109 0 5 SH OTR 1, 2, 3, 4, 5 5 0 0 CONSOLIDATED EDISON INC EQUITY 209115104 0 4 SH OTR 1, 2, 3, 4, 5 4 0 0 Prudential Financial, Inc. EQUITY 744320102 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 AMERICAN EXPRESS CO EQUITY 025816109 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 United Continental Holdings, Inc. EQUITY 910047109 0 4 SH OTR 1, 2, 3, 4, 5 4 0 0 McKesson Corporation EQUITY 58155Q103 0 2 SH OTR 1, 2, 3, 4, 5 2 0 0 Vanguard VANGUARD HIGH DVD YIELD ETF 921946406 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 Cardinal Health, Inc. EQUITY 14149Y108 0 5 SH OTR 1, 2, 3, 4, 5 5 0 0 COGNIZANT TECH SOLUTIONS EQUITY 192446102 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 ALLIANCE DATA SYSTEMS CORP EQUITY 018581108 0 1 SH OTR 1, 2, 3, 4, 5 1 0 0 The AES Corporation EQUITY 00130H105 0 17 SH OTR 1, 2, 3, 4, 5 17 0 0 PulteGroup, Inc. EQUITY 745867101 0 8 SH OTR 1, 2, 3, 4, 5 8 0 0 FMC TECHNOLOGIES INC EQUITY 30249U101 0 7 SH OTR 1, 2, 3, 4, 5 7 0 0 FlexShares FLEXSHARES CREDIT-SCORED US LONG CORPORATE BOND INDEX ETF 33939L753 0 4 SH OTR 1, 2, 3, 4, 5 4 0 0 Textron Inc. EQUITY 883203101 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 Vanguard VANGUARD INTERNATIONAL HIGH DIVIDEND YIELD ETF 921946794 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 American Airlines Group Inc. EQUITY 02376R102 0 5 SH OTR 1, 2, 3, 4, 5 5 0 0 Laboratory Corp. of America Holdings EQUITY 50540R409 0 1 SH OTR 1, 2, 3, 4, 5 1 0 0 Raymond James Financial EQUITY 754730109 0 2 SH OTR 1, 2, 3, 4, 5 2 0 0 QUALCOMM INC EQUITY 747525103 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 BEMIS INC EQUITY 081437105 0 4 SH OTR 1, 2, 3, 4, 5 4 0 0 Quanta Services, Inc. EQUITY 74762E102 0 5 SH OTR 1, 2, 3, 4, 5 5 0 0 WESTERN UNION COMPANY EQUITY 959802109 0 8 SH OTR 1, 2, 3, 4, 5 8 0 0 Principal Financial Group Inc. EQUITY 74251V102 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 FlexShares FLEXSHARES INTERNATIONAL QUALITY DIVIDEND INDEX ETF 33939L837 0 6 SH OTR 1, 2, 3, 4, 5 6 0 0 Fluor Corporation EQUITY 343412102 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 Ryder System, Inc. EQUITY 783549108 0 2 SH OTR 1, 2, 3, 4, 5 2 0 0 Alask Air Group Inc. 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