F-Squared Investment Management, LLC — Q4 2013 13F Holdings

Name: F-Squared Investment Management, LLC — 13F Holdings, Q4 2013
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001512383

Total reported value

$1.5B

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	FEP	First Trust Europe	ETF-Other	6.21%	—	+194.13%
2	FEM	First Trust Emerging Markets	ETF-Emerging Markets	4.96%	+0.22%	+191.36%
3	FXR	First Trust Indst/producers	ETF-Other	4.96%	—	+367.46%
4	FXL	First Trust Technology Alpha	ETF-Tech	4.93%	—	+379.50%
5	FXH	First Trust Health Care Alph	ETF-Other	4.92%	+11.97%	NEW
6	FXZ	First Trust Materials Alphad	ETF-Other	4.86%	—	+373.53%
7	FXD	First Trust Consumer Discret	ETF-Other	4.81%	+0.29%	+374.79%
8	FXO	First Trust Financial Alphad	ETF-Other	4.80%	+11.83%	NEW
9	FXN	First Trust Energy Alphadex	ETF-Other	4.73%	+0.38%	+358.29%
10	FXG	First Trust Consumer Staples	ETF-Other	4.68%	—	—
11	MINT	Pimco Enhanced Short Maturit	ETF-Other	3.19%	-4.80%	+359.29%
12	IVV	Ishares Core S&p 500 ETF	ETF-Large Cap & Growth	3.08%	+3.17%	NEW
13	FLOT	Ishares Floating Rate Bond E	ETF-Other	2.79%	—	+302.09%
14	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	2.75%	+1.65%	NEW
15	XLY	Ss Consumer Disc Select Sect	ETF-Other	2.60%	-0.96%	+163.01%
16	XLB	Ss Materials Select Sector	ETF-Other	2.57%	—	+162.91%
17	XLF	Ss Financial Select Sector	ETF-Other	2.56%	+0.31%	NEW
18	XLP	Ss Consumer Staples Sel Sect	ETF-Other	2.47%	—	—
19	IYW	Ishares Ustechnology ETF	ETF-Tech	2.45%	—	+182.31%
20	IYJ	Ishares U.s. Industrials ETF	ETF-Other	2.43%	—	+182.38%
21	SHV	Ishares 0-1 Year Treasury Bo	ETF-Gov Bonds	2.37%	-8.93%	—
22	IYH	Ishares U.s. Healthcare ETF	ETF-Other	2.36%	+3.06%	NEW
23	IYE	Ishares U.s. Energy ETF	ETF-Other	2.34%	-1.16%	+185.69%
24	FJP	First Trust Japan	ETF-Other	2.10%	+0.11%	+190.76%
25	FCAN	First Trust Canada	ETF-Other	1.67%	—	+193.66%
26	FPA	First Trust Asia Pac Ex-japn	ETF-Other	1.65%	—	+191.86%
27	VGK	Vanguard Ftse Europe ETF	ETF-Other	1.62%	—	+5154.69%
28	HYS	Pimco 0-5 Year H/y CORP Bond	ETF-Corp Bonds	1.60%	+1.89%	NEW
29	CORP	Pimco Inv Grade CORP Bd ETF	ETF-Other	1.59%	—	—
30	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	1.36%	+0.05%	+5110.62%
31	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	1.19%	—	—
32	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	1.19%	+0.76%	NEW
33	ACWI	iShares MSCI ACWI ETF	ETF-Other	0.54%	+0.03%	+5115.63%
34	EWC	Ishares Msci Canada ETF	ETF-Other	0.47%	—	+5133.45%
35	EPP	Ishares Msci Pacific Ex Japa	ETF-Other	0.45%	—	+5151.77%
36	XLK	Ss Technology Select Sector	ETF-Tech	0.19%	—	+39.09%
37	XLI	Ss Industrial Select Sector	ETF-Other	0.19%	—	+36.28%
38	XLE	Ss Energy Select Sector	ETF-Other	0.18%	+0.16%	+39.83%
39	XLV	Ss Health Care Select Sector	ETF-Other	0.18%	+0.17%	+34.89%
40	IJH	Ishares Core S&p Midcap ETF	ETF-Other	0.03%	—	—
41	SSO	Proshares Ultra S&p500	ETF-Other	0.01%	—	—
42	MVV	Proshares Ultra Midcap400	ETF-Other	0.01%	—	—

Holding changes this quarter

Position changes disclosed by F-Squared Investment Management, LLC for the quarter ending Q4 2013, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	SPY	Ss Spdr S&p 500 ETF Trust-us	+2.7%	+17876.35%	Add
2	VGK	Vanguard Ftse Europe ETF	+1.5%	+5154.69%	Add
3	EEM	Ishares Msci Emerging Market	+1.3%	+5110.62%	Add
4	FXR	First Trust Indst/producers	+1.2%	+367.46%	Add
5	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	+1.2%	+14280.93%	Add
6	FXL	First Trust Technology Alpha	+1.2%	+379.50%	Add
7	FXH	First Trust Health Care Alph	+1.2%	+374.29%	Add
8	FXZ	First Trust Materials Alphad	+1.2%	+373.53%	Add
9	FXD	First Trust Consumer Discret	+1.1%	+374.79%	Add
10	FXO	First Trust Financial Alphad	+1%	+368.49%	Add
11	FXN	First Trust Energy Alphadex	+1%	+358.29%	Add
12	ACWI	iShares MSCI ACWI ETF	+0.5%	+5115.63%	Add
13	EWC	Ishares Msci Canada ETF	+0.4%	+5133.45%	Add
14	EPP	Ishares Msci Pacific Ex Japa	+0.4%	+5151.77%	Add
15	MINT	Pimco Enhanced Short Maturit	+0.4%	+359.29%	Add
16	FLOT	Ishares Floating Rate Bond E	0%	+302.09%	Add
17	XLK	Ss Technology Select Sector	-0.3%	+39.09%	Add
18	XLI	Ss Industrial Select Sector	-0.3%	+36.28%	Add
19	XLV	Ss Health Care Select Sector	-0.3%	+34.89%	Add
20	XLE	Ss Energy Select Sector	-0.3%	+39.83%	Add
21	FPA	First Trust Asia Pac Ex-japn	-0.6%	+191.86%	Add
22	FCAN	First Trust Canada	-0.6%	+193.66%	Add
23	IYW	Ishares Ustechnology ETF	-0.7%	+182.31%	Add
24	IYJ	Ishares U.s. Industrials ETF	-0.7%	+182.38%	Add
25	IYH	Ishares U.s. Healthcare ETF	-0.7%	+185.39%	Add
26	IYE	Ishares U.s. Energy ETF	-0.7%	+185.69%	Add
27	FJP	First Trust Japan	-0.8%	+190.76%	Add
28	XLF	Ss Financial Select Sector	-1%	+165.18%	Add
29	XLB	Ss Materials Select Sector	-1%	+162.91%	Add
30	XLY	Ss Consumer Disc Select Sect	-1%	+163.01%	Add
31	HYS	Pimco 0-5 Year H/y CORP Bond	-1.2%	+128.10%	Add
32	FEP	First Trust Europe	-1.6%	+194.13%	Add
33	FEM	First Trust Emerging Markets	-1.8%	+191.36%	Add
34	IVV	Ishares Core S&p 500 ETF	-1.8%	+132.06%	Add
35	FXG	First Trust Consumer Staples	—	NEW	New buy
36	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
37	SHV	Ishares 0-1 Year Treasury Bo	—	NEW	New buy
38	CORP	Pimco Inv Grade CORP Bd ETF	—	NEW	New buy
39	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	—	NEW	New buy
40	FXU	First Trust Utilities Alphad	—	EXIT	Sold out
41	IDU	Ishares US Utilities ETF	—	EXIT	Sold out
42	MBB	Ishares Mbs ETF	—	EXIT	Sold out
43	✓	Pimco ETF Tr	—	EXIT	Sold out
44	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
45	IJH	Ishares Core S&p Midcap ETF	—	NEW	New buy
46	SSO	Proshares Ultra S&p500	—	NEW	New buy
47	MVV	Proshares Ultra Midcap400	—	NEW	New buy
48	IEF	Ishares 7-10 Year Treasury B	—	EXIT	Sold out