F-Squared Investment Management, LLC — Q2 2014 13F Holdings

Name: F-Squared Investment Management, LLC — 13F Holdings, Q2 2014
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	6.66%	—	+18.76%
2	FEM	First Trust Emerging Markets	ETF-Emerging Markets	6.59%	+0.22%	+54.09%
3	FXU	First Trust Utilities Alphad	ETF-Other	5.62%	—	—
4	FXN	First Trust Energy Alphadex	ETF-Other	5.59%	+0.38%	-33.46%
5	FXL	First Trust Technology Alpha	ETF-Tech	5.45%	—	-27.25%
6	FXH	First Trust Health Care Alph	ETF-Other	5.44%	+11.97%	NEW
7	FXZ	First Trust Materials Alphad	ETF-Other	5.39%	—	-28.76%
8	FXO	First Trust Financial Alphad	ETF-Other	5.38%	+11.83%	NEW
9	FXG	First Trust Consumer Staples	ETF-Other	5.38%	—	—
10	FXR	First Trust Indst/producers	ETF-Other	5.32%	—	—
11	GLD	Spdr Gold Shares	ETF-Commodities	2.55%	—	—
12	FLOT	Ishares Floating Rate Bond E	ETF-Other	2.35%	—	-8.01%
13	MBB	Ishares Mbs ETF	ETF-Other	2.34%	-2.61%	EXIT
14	FCAN	First Trust Canada	ETF-Other	2.32%	—	+19.78%
15	FJP	First Trust Japan	ETF-Other	2.18%	+0.11%	—
16	FPA	First Trust Asia Pac Ex-japn	ETF-Other	2.11%	—	+126.84%
17	XLB	Ss Materials Select Sector	ETF-Other	1.80%	—	-43.00%
18	XLF	Ss Financial Select Sector	ETF-Other	1.79%	+0.31%	NEW
19	XLP	Ss Consumer Staples Sel Sect	ETF-Other	1.77%	—	—
20	IDU	Ishares US Utilities ETF	ETF-Other	1.77%	—	—
21	IYE	Ishares U.s. Energy ETF	ETF-Other	1.74%	-1.16%	-43.99%
22	IYH	Ishares U.s. Healthcare ETF	ETF-Other	1.71%	+3.06%	NEW
23	IYW	Ishares Ustechnology ETF	ETF-Tech	1.71%	—	-40.92%
24	IVV	Ishares Core S&p 500 ETF	ETF-Large Cap & Growth	1.68%	+3.17%	NEW
25	IYJ	Ishares U.s. Industrials ETF	ETF-Other	1.67%	—	—
26	HYS	Pimco 0-5 Year H/y CORP Bond	ETF-Corp Bonds	1.60%	+1.89%	NEW
27	✓	Pimco ETF Tr	ETF-Other	1.59%	—	-4.83%
28	CORP	Pimco Inv Grade CORP Bd ETF	ETF-Other	1.59%	—	-7.06%
29	TIPZ	Pimco Broad US Tips Index	ETF-Large Cap & Growth	1.58%	—	—
30	VGK	Vanguard Ftse Europe ETF	ETF-Other	1.00%	—	-0.05%
31	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	0.98%	+0.05%	+25.08%
32	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	0.91%	+1.65%	NEW
33	TIP	Ishares Tips Bond ETF	ETF-Other	0.75%	—	—
34	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	0.75%	+0.76%	NEW
35	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	0.75%	—	-15.44%
36	IEF	Ishares 7-10 Year Treasury B	ETF-Gov Bonds	0.74%	—	-16.21%
37	EWC	Ishares Msci Canada ETF	ETF-Other	0.35%	—	-0.48%
38	ACWI	iShares MSCI ACWI ETF	ETF-Other	0.33%	+0.03%	—
39	EPP	Ishares Msci Pacific Ex Japa	ETF-Other	0.31%	—	+88.10%
40	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.10%	—	—
41	XLV	Ss Health Care Select Sector	ETF-Other	0.10%	+0.17%	-56.32%
42	XLK	Ss Technology Select Sector	ETF-Tech	0.10%	—	-57.16%
43	XLE	Ss Energy Select Sector	ETF-Other	0.10%	+0.16%	-61.46%
44	XLI	Ss Industrial Select Sector	ETF-Other	0.10%	—	—
45	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	—	—	EXIT
46	✓	Jackson National Life Ins Pers	Stock-Other	—	—	—

Holding changes this quarter

Position changes disclosed by F-Squared Investment Management, LLC for the quarter ending Q2 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	FEM	First Trust Emerging Markets	+2%	+54.09%	Add
2	FPA	First Trust Asia Pac Ex-japn	+1.1%	+126.84%	Add
3	FCAN	First Trust Canada	+0.3%	+19.78%	Add
4	EEM	Ishares Msci Emerging Market	+0.1%	+25.08%	Add
5	EPP	Ishares Msci Pacific Ex Japa	+0.1%	+88.10%	Add
6	FEP	First Trust Europe	+0.1%	+18.76%	Add
7	EWC	Ishares Msci Canada ETF	0%	-0.48%	Trim
8	VGK	Vanguard Ftse Europe ETF	-0.1%	-0.05%	Trim
9	XLE	Ss Energy Select Sector	-0.2%	-61.46%	Trim
10	XLK	Ss Technology Select Sector	-0.2%	-57.16%	Trim
11	XLV	Ss Health Care Select Sector	-0.2%	-56.32%	Trim
12	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	-0.2%	-15.44%	Trim
13	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-0.2%	-14.21%	Trim
14	IEF	Ishares 7-10 Year Treasury B	-0.2%	-16.21%	Trim
15	✓	Pimco ETF Tr	-0.3%	-4.83%	Trim
16	HYS	Pimco 0-5 Year H/y CORP Bond	-0.3%	-4.15%	Trim
17	CORP	Pimco Inv Grade CORP Bd ETF	-0.3%	-7.06%	Trim
18	FLOT	Ishares Floating Rate Bond E	-0.5%	-8.01%	Trim
19	SPY	Ss Spdr S&p 500 ETF Trust-us	-1.1%	-51.54%	Trim
20	IYH	Ishares U.s. Healthcare ETF	-1.3%	-38.61%	Trim
21	IYW	Ishares Ustechnology ETF	-1.4%	-40.92%	Trim
22	IYE	Ishares U.s. Energy ETF	-1.4%	-43.99%	Trim
23	IVV	Ishares Core S&p 500 ETF	-1.5%	-43.02%	Trim
24	XLB	Ss Materials Select Sector	-1.6%	-43.00%	Trim
25	XLF	Ss Financial Select Sector	-1.7%	-41.93%	Trim
26	FXH	First Trust Health Care Alph	-2.5%	-25.52%	Trim
27	FXL	First Trust Technology Alpha	-2.7%	-27.25%	Trim
28	FXN	First Trust Energy Alphadex	-3%	-33.46%	Trim
29	FXZ	First Trust Materials Alphad	-3%	-28.76%	Trim
30	FXO	First Trust Financial Alphad	-3%	-28.84%	Trim
31	FXU	First Trust Utilities Alphad	—	NEW	New buy
32	FXG	First Trust Consumer Staples	—	NEW	New buy
33	FXR	First Trust Indst/producers	—	NEW	New buy
34	MINT	Pimco Enhanced Short Maturit	—	EXIT	Sold out
35	GLD	Spdr Gold Shares	—	NEW	New buy
36	MBB	Ishares Mbs ETF	—	NEW	New buy
37	FJP	First Trust Japan	—	NEW	New buy
38	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
39	IDU	Ishares US Utilities ETF	—	NEW	New buy
40	IYJ	Ishares U.s. Industrials ETF	—	NEW	New buy
41	TIPZ	Pimco Broad US Tips Index	—	NEW	New buy
42	SHV	Ishares 0-1 Year Treasury Bo	—	EXIT	Sold out
43	TIP	Ishares Tips Bond ETF	—	NEW	New buy
44	✓	Spdr Bloomberg 1 3 Mnth T Bll ETF	—	EXIT	Sold out
45	ACWI	iShares MSCI ACWI ETF	—	NEW	New buy
46	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
47	XLI	Ss Industrial Select Sector	—	NEW	New buy
48	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	New buy
49	✓	Jackson National Life Ins Pers	—	NEW	New buy