Chief Executive Officer

0001615774-18-003283.txt : 20180503 0001615774-18-003283.hdr.sgml : 20180503 20180503163825 ACCESSION NUMBER: 0001615774-18-003283 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180331 FILED AS OF DATE: 20180503 DATE AS OF CHANGE: 20180503 EFFECTIVENESS DATE: 20180503 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: 18804428 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 03-31-2018 03-31-2018 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. Column 8 of the attached Information Table includes a limited amount of securities for which Newfound exercises shared voting authority. As of March 31, 2018, the aggregate market value of such shares was $249,204.00. Thomas B. Rosedale Chief Executive Officer 617-531-9773 /s/ Thomas B. Rosedale Boston MA 05-03-2018 5 236 175783 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 18859 815341 SH OTR 1, 2, 3, 4, 5 815341 0 0 Van Eck MARKET VECTORS EMERGING MARK 57060U522 15212 776118 SH OTR 1, 2, 3, 4, 5 776118 0 0 iShares iShares Global Tech ETF 464287291 10406 65721 SH OTR 1, 2, 3, 4, 5 65721 0 0 iShares ISHARES GLOBAL CONSUMER DISC 464288745 9080 81453 SH OTR 1, 2, 3, 4, 5 81453 0 0 Van Eck VANECK VECTORS PREFERRED SECURITIES EX FINANCIALS ETF 92189F429 8943 465287 SH OTR 1, 2, 3, 4, 5 465287 0 0 iShares ISHARES GLOBAL INDUSTRIALS E 464288729 8784 96114 SH OTR 1, 2, 3, 4, 5 96114 0 0 iShares ISHARES GLOBAL FINANCIALS ET 464287333 8762 126643 SH OTR 1, 2, 3, 4, 5 126643 0 0 iShares ISHARES U.S. PREFERRED STOCK ETF 464288687 8222 218912 SH OTR 1, 2, 3, 4, 5 218912 0 0 iShares ISHARES 1-3 YR TRS BD ETF 464287457 7769 92970 SH OTR 1, 2, 3, 4, 5 92970 0 0 PowerShares POWERSHARES GLOBAL ETF FD S&P 500 BUYWRT 73936G308 6586 312413 SH OTR 1, 2, 3, 4, 5 312413 0 0 SPDR SPDR BARCLAYS CONV SEC ETF 78464A359 6042 116954 SH OTR 1, 2, 3, 4, 5 116954 0 0 Fidelity FIDELITY MSCI FINANCIALS INDEX ETF 316092501 5794 143460 SH OTR 1, 2, 3, 4, 5 143460 0 0 SPDR CONSUMER DISCRETIONARY SELT 81369Y407 5785 57112 SH OTR 1, 2, 3, 4, 5 57112 0 0 SPDR TECHNOLOGY SELECT SECT SPDR 81369Y803 5450 83311 SH OTR 1, 2, 3, 4, 5 83311 0 0 iShares ISHARES GLOBAL ENERGY ETF 464287341 5179 152409 SH OTR 1, 2, 3, 4, 5 152409 0 0 SPDR INDUSTRIAL SELECT SECT SPDR 81369Y704 5035 67777 SH OTR 1, 2, 3, 4, 5 67777 0 0 Fidelity FIDELITY MSCI CONSUMER DISCRETIONARY INDEX ETF 316092204 4939 124211 SH OTR 1, 2, 3, 4, 5 124211 0 0 SPDR SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 4915 178287 SH OTR 1, 2, 3, 4, 5 178287 0 0 Recon Capital RECON CAPITAL NASDAQ 100 COVERED CALL ETF 75623U102 4351 182824 SH OTR 1, 2, 3, 4, 5 182824 0 0 iShares ISHARES GLOBAL MATERIALS ETF 464288695 4107 60743 SH OTR 1, 2, 3, 4, 5 60743 0 0 iShares ISHARES GLOBAL TELECOM ETF 464287275 3848 67118 SH OTR 1, 2, 3, 4, 5 67118 0 0 SPDR SELECT SECTOR SPDRTR MATLS 81369Y100 3116 54716 SH OTR 1, 2, 3, 4, 5 54716 0 0 Fidelity FIDELITY MSCI INFORMATION TECH INDEX ETF 316092808 2722 52482 SH OTR 1, 2, 3, 4, 5 52482 0 0 Fidelity FIDELITY MSCI INDUSTRIALS INDEX ETF 316092709 2712 71698 SH OTR 1, 2, 3, 4, 5 71698 0 0 SPDR SPDR BLOOMBERG BARCLAYS INTL TREASURY BOND ETF 78464A516 2344 79416 SH OTR 1, 2, 3, 4, 5 79416 0 0 iShares ISHARES CONVERTIBLE BOND ETF 46435G102 2000 35505 SH OTR 1, 2, 3, 4, 5 35505 0 0 PowerShares PowerShares Variable Rate Preferred Portfolio 73937B597 1783 70825 SH OTR 1, 2, 3, 4, 5 70825 0 0 Fidelity FIDELITY MSCI MATERIALS INDEX ETF 316092881 1674 50794 SH OTR 1, 2, 3, 4, 5 50794 0 0 JPMorgan JPMORGAN CHASE & CO ALERIAN ML ETF 46625H365 440 18344 SH OTR 1, 2, 3, 4, 5 18344 0 0 Fidelity FIDELITY MSCI TELECOM INDEX ETF 316092873 214 7517 SH OTR 1, 2, 3, 4, 5 7517 0 0 Global X GLOBAL X MLP ETF 37950E473 106 12503 SH OTR 1, 2, 3, 4, 5 12503 0 0 iShares ISHARES 20+ YEAR TREASURY BO 464287432 30 245 SH OTR 1, 2, 3, 4, 5 245 0 0 iShares ISHARES IBOXX HI YD CP BD ETF 464288513 27 319 SH OTR 1, 2, 3, 4, 5 319 0 0 Van Eck MARKET VECTORS ETF TR 57060U878 22 717 SH OTR 1, 2, 3, 4, 5 717 0 0 iShares ISHARES TR CORE S&P SCP ETF 464287804 21 276 SH OTR 1, 2, 3, 4, 5 276 0 0 Schwab SCHWAB US LARGE-CAP ETF 808524201 20 319 SH OTR 1, 2, 3, 4, 5 319 0 0 PIMCO PIMCO ETF TR 0-5 YR HIGH YIELD CORP 72201R783 18 179 SH OTR 1, 2, 3, 4, 5 179 0 0 PowerShares POWERSHARES S&P SC HEALTH CA 73937B886 17 157 SH OTR 1, 2, 3, 4, 5 157 0 0 iShares ISHARES MSCI USA MINIMUM VOL 46429B697 17 331 SH OTR 1, 2, 3, 4, 5 331 0 0 PowerShares POWERSHARES S&P SC INDUSTRIA 73937B878 17 266 SH OTR 1, 2, 3, 4, 5 266 0 0 PowerShares POWERSHARES S&P SC CONS-DISC 73937B506 17 287 SH OTR 1, 2, 3, 4, 5 287 0 0 PowerShares POWERSHARES S&P SC FINANCIAL 73937B803 16 304 SH OTR 1, 2, 3, 4, 5 304 0 0 PowerShares POWERSHARES S&P SC MATERIALS 73937B852 16 317 SH OTR 1, 2, 3, 4, 5 317 0 0 PowerShares POWERSHARES S&P SC INFO TECH 73937B860 16 204 SH OTR 1, 2, 3, 4, 5 204 0 0 ProShares PROSHARES S&P500 ARISTOCRATS 74348A467 15 238 SH OTR 1, 2, 3, 4, 5 238 0 0 PowerShares POWERSHARES S&P SC ENERGY 73937B704 15 1065 SH OTR 1, 2, 3, 4, 5 1065 0 0 PowerShares POWERSHARES S&P SC CONS STAP 73937B605 14 196 SH OTR 1, 2, 3, 4, 5 196 0 0 iShares ISHARES MSCI USA MOMENTUM 46432F396 13 119 SH OTR 1, 2, 3, 4, 5 119 0 0 Guggenheim GUGGENHEIM S&P 500 PURE VALU 78355W304 13 194 SH OTR 1, 2, 3, 4, 5 194 0 0 Vanguard VANGUARD FTSE ALL-WORLD EX-U 922042775 12 213 SH OTR 1, 2, 3, 4, 5 213 0 0 Guggenheim GUGGENHEIM S&P 500 EQUAL WEI 78355W106 11 113 SH OTR 1, 2, 3, 4, 5 113 0 0 iShares ISHARES TR FLTG RATENT ETF 46429B655 11 208 SH OTR 1, 2, 3, 4, 5 208 0 0 Vanguard VANGUARD INT-TERM CORPORATE 92206C870 9 103 SH OTR 1, 2, 3, 4, 5 103 0 0 ProShares PROSHARES HEDGE REPLICAT ETF 74347X294 8 187 SH OTR 1, 2, 3, 4, 5 187 0 0 iShares ISHARES - LEHMAN 7-10 YR. TREA 464287440 6 58 SH OTR 1, 2, 3, 4, 5 58 0 0 Vanguard VANGUARD TOTAL INTERNATIONAL BOND ETF 92203J407 5 97 SH OTR 1, 2, 3, 4, 5 97 0 0 Anthem, Inc. EQUITY 94973V107 5 24 SH OTR 1, 2, 3, 4, 5 24 0 0 Valero Energy Corporation EQUITY 91913Y100 5 55 SH OTR 1, 2, 3, 4, 5 55 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 5 147 SH OTR 1, 2, 3, 4, 5 147 0 0 PIMCO PIMCO INCOME FUND CLASS A 78464A516 4 350 SH OTR 1, 2, 3, 4, 5 350 0 0 BlackRock BLACKROCK MULTI-ASSET INCOME PORTFOLIO CLASS A 09256H351 4 393 SH OTR 1, 2, 3, 4, 5 393 0 0 IndexIQ IQ HEDGE MULTI-STRAT TRACKER 45409B107 4 139 SH OTR 1, 2, 3, 4, 5 139 0 0 ProShares IQ MERGER ARBITRAGE ETF 45409B800 4 137 SH OTR 1, 2, 3, 4, 5 137 0 0 HP Inc. EQUITY 40434L105 4 191 SH OTR 1, 2, 3, 4, 5 191 0 0 Newfound Research NEWFOUND MULTI-ASSET INCOME FUND CLASS A 66538G825 4 430 SH OTR 1, 2, 3, 4, 5 430 0 0 iShares ISHARES EDGE MSCI USA VALUE ETF 46432F388 4 50 SH OTR 1, 2, 3, 4, 5 50 0 0 Vanguard VANGUARD FTSE ALL WO X-US SC 922042718 4 34 SH OTR 1, 2, 3, 4, 5 34 0 0 Micron Technology, Inc. EQUITY 595112103 4 76 SH OTR 1, 2, 3, 4, 5 76 0 0 WisdomTree WISDOMTREE MGD FUTURES STRAT 97717W125 4 100 SH OTR 1, 2, 3, 4, 5 100 0 0 Vanguard VANGUARD INTERMEDIATE-TERM GOVERNMENT BOND ETF 92206C706 4 62 SH OTR 1, 2, 3, 4, 5 62 0 0 PowerShares POWERSHARES S&P SC UTILITIES 73937B837 4 77 SH OTR 1, 2, 3, 4, 5 77 0 0 Wal-Mart Stores Inc. EQUITY 931142103 4 42 SH OTR 1, 2, 3, 4, 5 42 0 0 JP Morgan JPMORGAN DIVERSIFIED RETURN INTERNATIONAL EQUITY ETF 46641Q209 4 63 SH OTR 1, 2, 3, 4, 5 63 0 0 JP Morgan JPMORGAN DIVERSIFIED RETURN U.S. EQUITY ETF 46641Q407 4 53 SH OTR 1, 2, 3, 4, 5 53 0 0 PowerShares POWERSHARES MULTISTRAT ETF 73935B870 4 161 SH OTR 1, 2, 3, 4, 5 161 0 0 Vanguard VANGUARD LONG-TERM CORP BOND 92206C813 3 35 SH OTR 1, 2, 3, 4, 5 35 0 0 Guggenheim GUGGENHEIM ENHANCED SHORT DU 18383M654 3 61 SH OTR 1, 2, 3, 4, 5 61 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 80 SH OTR 1, 2, 3, 4, 5 80 0 0 Intel Corp EQUITY 458140100 3 55 SH OTR 1, 2, 3, 4, 5 55 0 0 UnitedHealth Group Incorporated EQUITY 91324P102 3 13 SH OTR 1, 2, 3, 4, 5 13 0 0 Exelon Corporation EQUITY 30161N101 3 69 SH OTR 1, 2, 3, 4, 5 69 0 0 Goldman Sachs GOLDMAN SACHS ACTIVEBETA EMERGING MARKETS EQUITY ETF 381430206 3 73 SH OTR 1, 2, 3, 4, 5 73 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 93 SH OTR 1, 2, 3, 4, 5 93 0 0 Cigna Corp. EQUITY 125509109 3 15 SH OTR 1, 2, 3, 4, 5 15 0 0 Archer-Daniels-Midland Company EQUITY 039483102 2 57 SH OTR 1, 2, 3, 4, 5 57 0 0 Western Digital Corporation EQUITY 958102105 2 25 SH OTR 1, 2, 3, 4, 5 25 0 0 Best Buy Co., Inc. EQUITY 086516101 2 33 SH OTR 1, 2, 3, 4, 5 33 0 0 The Allstate Corporation EQUITY 020002101 2 24 SH OTR 1, 2, 3, 4, 5 24 0 0 Xerox Corporation EQUITY 984121103 2 78 SH OTR 1, 2, 3, 4, 5 78 0 0 iShares ISHARES CORE US AGGREGATE BOND ETF 464287226 2 19 SH OTR 1, 2, 3, 4, 5 19 0 0 Discover Financial Services EQUITY 254709108 2 28 SH OTR 1, 2, 3, 4, 5 28 0 0 J.P. MORGAN CHASE CO EQUITY 46625H100 2 18 SH OTR 1, 2, 3, 4, 5 18 0 0 Cummins Inc. EQUITY 231021106 2 12 SH OTR 1, 2, 3, 4, 5 12 0 0 iShares ISHARES GOLD TRUST ETF 464285105 2 153 SH OTR 1, 2, 3, 4, 5 153 0 0 Ameriprise Financial, Inc. EQUITY 03076C106 2 13 SH OTR 1, 2, 3, 4, 5 13 0 0 Express Scripts Holding Company EQUITY 30219G108 2 28 SH OTR 1, 2, 3, 4, 5 28 0 0 First Trust FIRST TRUST LONG/SHORT EQUITY 33739P103 2 49 SH OTR 1, 2, 3, 4, 5 49 0 0 CA TECHNOLOGIES EQUITY 204912109 2 55 SH OTR 1, 2, 3, 4, 5 55 0 0 Marathon Petroleum Corporation EQUITY 56585A102 2 25 SH OTR 1, 2, 3, 4, 5 25 0 0 L-3 Communications Holdings Inc. EQUITY 502424104 2 8 SH OTR 1, 2, 3, 4, 5 8 0 0 Quest Diagnostics Inc. EQUITY 74834L100 2 17 SH OTR 1, 2, 3, 4, 5 17 0 0 Aflac Incorporated EQUITY 001055102 2 39 SH OTR 1, 2, 3, 4, 5 39 0 0 FIFTH THIRD BANCORP EQUITY 000316773 2 52 SH OTR 1, 2, 3, 4, 5 52 0 0 Lam Research Corporation EQUITY 512807108 2 8 SH OTR 1, 2, 3, 4, 5 8 0 0 PowerShares POWERSHARES OPTIMUM YIELD DIVERSIFIED COMMODITY INDEX ETF 73937V106 2 89 SH OTR 1, 2, 3, 4, 5 89 0 0 Target Corp. EQUITY 87612E106 1 21 SH OTR 1, 2, 3, 4, 5 21 0 0 HCA HEALTHCARE INC EQUITY 40412C101 1 15 SH OTR 1, 2, 3, 4, 5 15 0 0 Exchanged Traded Concepts ALPHACLONE ALTERNATIVE ALPHA 26922A305 1 33 SH OTR 1, 2, 3, 4, 5 33 0 0 LyondellBasell Industries EQUITY N57345100 1 13 SH OTR 1, 2, 3, 4, 5 13 0 0 JP Morgan JP MORGAN SYSTEMATIC ALPHA FUND CLASS A 46637K620 1 95 SH OTR 1, 2, 3, 4, 5 95 0 0 SUNTRUST BANKS INC EQUITY 867914889 1 20 SH OTR 1, 2, 3, 4, 5 20 0 0 FIRST SOLAR INC EQUITY 336433107 1 19 SH OTR 1, 2, 3, 4, 5 19 0 0 WisdomTree WISDOMTREE CARCLAYS YIELD ENHANCED US AGGREGATE BOND ETF 97717X511 1 27 SH OTR 1, 2, 3, 4, 5 27 0 0 The Goldman Sachs Group, Inc. EQUITY 38141G104 1 5 SH OTR 1, 2, 3, 4, 5 5 0 0 Kohl's Corp. EQUITY 500255104 1 20 SH OTR 1, 2, 3, 4, 5 20 0 0 Southwest Airlines Co. EQUITY 844741108 1 22 SH OTR 1, 2, 3, 4, 5 22 0 0 TERADATA CORPORATION EQUITY 88076W103 1 32 SH OTR 1, 2, 3, 4, 5 32 0 0 EBAY INC EQUITY 278642103 1 31 SH OTR 1, 2, 3, 4, 5 31 0 0 Citigroup Inc. EQUITY 172967424 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 DARDEN RESTAURANTS INC EQUITY 237194105 1 14 SH OTR 1, 2, 3, 4, 5 14 0 0 Eastman Chemical Co. EQUITY 277432100 1 11 SH OTR 1, 2, 3, 4, 5 11 0 0 WisdomTree WISDOMTREE CBOE S&P 500 PUTWRITE STRATEGY FUND 97717X560 1 40 SH OTR 1, 2, 3, 4, 5 40 0 0 Delta Air Lines, Inc. EQUITY 247361702 1 21 SH OTR 1, 2, 3, 4, 5 21 0 0 Michael Kors Holdings Ltd EQUITY G60754101 1 18 SH OTR 1, 2, 3, 4, 5 18 0 0 Capital One Financial Corporation EQUITY 14040H105 1 11 SH OTR 1, 2, 3, 4, 5 11 0 0 Jacobs Engineering Group Inc. EQUITY 469814107 1 18 SH OTR 1, 2, 3, 4, 5 18 0 0 Unum Group EQUITY 91529Y106 1 22 SH OTR 1, 2, 3, 4, 5 22 0 0 GILEAD SCIENCES INC EQUITY 375558103 1 14 SH OTR 1, 2, 3, 4, 5 14 0 0 Robert Half Intl, Inc. EQUITY 770323103 1 18 SH OTR 1, 2, 3, 4, 5 18 0 0 FirstEnergy Corp. EQUITY 337932107 1 30 SH OTR 1, 2, 3, 4, 5 30 0 0 EDISON INTERNATIONAL EQUITY 281020107 1 16 SH OTR 1, 2, 3, 4, 5 16 0 0 FlexShares FLEXSHARES CREDIT-SCORED US CORPORATE BOND INDEX ETF 33939L761 1 21 SH OTR 1, 2, 3, 4, 5 21 0 0 REPUBLIC SERVICES INC EQUITY 760759100 1 15 SH OTR 1, 2, 3, 4, 5 15 0 0 MYLAN NV EQUITY N59465109 1 24 SH OTR 1, 2, 3, 4, 5 24 0 0 CVS Health Corporation EQUITY 126650100 1 16 SH OTR 1, 2, 3, 4, 5 16 0 0 CREDIT SUISSE CREDIT SUISSE MANAGED FUTURES STRATEGY FUND CLASS A 22540S737 1 96 SH OTR 1, 2, 3, 4, 5 96 0 0 iShares ISHARES BARCLAYS TIPS BOND ETF 464287176 1 8 SH OTR 1, 2, 3, 4, 5 8 0 0 Eaton Corporation plc EQUITY G29183103 1 11 SH OTR 1, 2, 3, 4, 5 11 0 0 Longboard LONGBOARD MANAGED FUTURES STRATEGY FUND CLASS A 66538A430 1 76 SH OTR 1, 2, 3, 4, 5 76 0 0 Catalyst CATALYST/MILLBURN HEDGE STRATEGY FUND CLASS A 62827P832 1 27 SH OTR 1, 2, 3, 4, 5 27 0 0 JP Morgan JP MORGAN INCOME BUILDER CLASS A 4812A3288 1 75 SH OTR 1, 2, 3, 4, 5 75 0 0 Centene Corp. EQUITY 15135B101 1 7 SH OTR 1, 2, 3, 4, 5 7 0 0 Ford Motor Co. EQUITY 345370860 1 63 SH OTR 1, 2, 3, 4, 5 63 0 0 Whirlpool Corp. EQUITY 963320106 1 4 SH OTR 1, 2, 3, 4, 5 4 0 0 The Travelers Companies, Inc. EQUITY 89417E109 1 5 SH OTR 1, 2, 3, 4, 5 5 0 0 Foot Locker, Inc. EQUITY 344849104 1 14 SH OTR 1, 2, 3, 4, 5 14 0 0 Leidos Holdings, Inc. EQUITY 525327102 1 10 SH OTR 1, 2, 3, 4, 5 10 0 0 H&R Block EQUITY 093671105 1 25 SH OTR 1, 2, 3, 4, 5 25 0 0 DR Horton Inc. EQUITY 23331A109 1 14 SH OTR 1, 2, 3, 4, 5 14 0 0 INTERNATIONAL BUSINESS MACHINES EQUITY 459200101 1 4 SH OTR 1, 2, 3, 4, 5 4 0 0 Nucor Corporation EQUITY 670346105 1 10 SH OTR 1, 2, 3, 4, 5 10 0 0 The Goodyear Tire & Rubber Company EQUITY 382550101 1 23 SH OTR 1, 2, 3, 4, 5 23 0 0 PUBLIC SERVICES ENTERPRISE GROUP EQUITY 744573106 1 12 SH OTR 1, 2, 3, 4, 5 12 0 0 TRANSOCEAN LTD EQUITY H8817H100 1 59 SH OTR 1, 2, 3, 4, 5 59 0 0 AlphaCentric ALPHACENTRIC INCOME OPPORTUNITIES FUND CLASS A 62827M169 1 45 SH OTR 1, 2, 3, 4, 5 45 0 0 Humana Inc. EQUITY 444859102 1 2 SH OTR 1, 2, 3, 4, 5 2 0 0 KEYCORP EQUITY 493267108 1 28 SH OTR 1, 2, 3, 4, 5 28 0 0 Arbitrage Funds THE ARBITRAGE FUND CLASS R 03875R106 1 43 SH OTR 1, 2, 3, 4, 5 43 0 0 The Gap, Inc. EQUITY 364760108 1 17 SH OTR 1, 2, 3, 4, 5 17 0 0 United Rentals, Inc. EQUITY 911363109 1 3 SH OTR 1, 2, 3, 4, 5 3 0 0 General Motors Company EQUITY 37045V100 0 14 SH OTR 1, 2, 3, 4, 5 14 0 0 Macy's, Inc. EQUITY 55616P104 0 16 SH OTR 1, 2, 3, 4, 5 16 0 0 International Paper Company EQUITY 460146103 0 9 SH OTR 1, 2, 3, 4, 5 9 0 0 PVH Corp. EQUITY 693656100 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 Juniper Networks Inc EQUITY 48203R104 0 18 SH OTR 1, 2, 3, 4, 5 18 0 0 BANK OF NEW YORK MELLON EQUITY 064058100 0 8 SH OTR 1, 2, 3, 4, 5 8 0 0 Urban Outfitters, Inc. EQUITY 917047102 0 11 SH OTR 1, 2, 3, 4, 5 11 0 0 PACCAR INC EQUITY 693718108 0 6 SH OTR 1, 2, 3, 4, 5 6 0 0 CARNIVAL CORP EQUITY 143658300 0 6 SH OTR 1, 2, 3, 4, 5 6 0 0 PG&E Corporation EQUITY 69331C108 0 9 SH OTR 1, 2, 3, 4, 5 9 0 0 PFIZER INC EQUITY 717081103 0 11 SH OTR 1, 2, 3, 4, 5 11 0 0 Leucadia National Corp EQUITY 527288104 0 17 SH OTR 1, 2, 3, 4, 5 17 0 0 Lincoln National Corporation EQUITY 534187109 0 5 SH OTR 1, 2, 3, 4, 5 5 0 0 Bed Bath & Beyond Inc. EQUITY 075896100 0 18 SH OTR 1, 2, 3, 4, 5 18 0 0 VELOCITYSHARES VELOCITYSHARES VIX VARIABLE LONG/SHORT ETN 90274D176 0 22 SH OTR 1, 2, 3, 4, 5 22 0 0 INGERSOLL-RAND PLC EQUITY G47791101 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 Cardinal Health, Inc. EQUITY 14149Y108 0 5 SH OTR 1, 2, 3, 4, 5 5 0 0 GameStop Corp. EQUITY 36467W109 0 25 SH OTR 1, 2, 3, 4, 5 25 0 0 FlexShares FLEXSHARES QUALITY DIVIDEND INDEX ETF 33939L860 0 7 SH OTR 1, 2, 3, 4, 5 7 0 0 CONSOLIDATED EDISON INC EQUITY 209115104 0 4 SH OTR 1, 2, 3, 4, 5 4 0 0 VELOCITYSHARES VELOCITYSHARES TAIL RISK ETN 90274D168 0 24 SH OTR 1, 2, 3, 4, 5 24 0 0 McKesson Corporation EQUITY 58155Q103 0 2 SH OTR 1, 2, 3, 4, 5 2 0 0 GRAINGER WW INC EQUITY 384802104 0 1 SH OTR 1, 2, 3, 4, 5 1 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 American Airlines Group Inc. EQUITY 02376R102 0 5 SH OTR 1, 2, 3, 4, 5 5 0 0 FedEx Corporation EQUITY 31428X106 0 1 SH OTR 1, 2, 3, 4, 5 1 0 0 Vanguard VANGUARD HIGH DVD YIELD ETF 921946406 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 COGNIZANT TECH SOLUTIONS EQUITY 192446102 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 Seagate Technology Public Limited Company EQUITY G7945M107 0 4 SH OTR 1, 2, 3, 4, 5 4 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 ALLIANCE DATA SYSTEMS CORP EQUITY 018581108 0 1 SH OTR 1, 2, 3, 4, 5 1 0 0 The AES Corporation EQUITY 00130H105 0 18 SH OTR 1, 2, 3, 4, 5 18 0 0 FMC TECHNOLOGIES INC EQUITY 30249U101 0 7 SH OTR 1, 2, 3, 4, 5 7 0 0 Vanguard VANGUARD INTERNATIONAL HIGH DIVIDEND YIELD ETF 921946794 0 3 SH OTR 1, 2, 3, 4, 5 3 0 0 PulteGroup, Inc. EQUITY 745867101 0 7 SH OTR 1, 2, 3, 4, 5 7 0 0 The Kroger Co. 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