F-Squared Investment Management, LLC — Q3 2014 13F Holdings

Name: F-Squared Investment Management, LLC — 13F Holdings, Q3 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	FXG	First Trust Consumer Staples	ETF-Other	6.36%	—	+28.35%
2	FXO	First Trust Financial Alphad	ETF-Other	6.34%	+11.83%	NEW
3	FXR	First Trust Indst/producers	ETF-Other	6.31%	—	+31.41%
4	FXL	First Trust Technology Alpha	ETF-Tech	6.31%	—	+23.71%
5	FXD	First Trust Consumer Discret	ETF-Other	6.28%	+0.29%	—
6	FXZ	First Trust Materials Alphad	ETF-Other	6.25%	—	+31.24%
7	FXH	First Trust Health Care Alph	ETF-Other	6.22%	+11.97%	NEW
8	FEP	First Trust Europe	ETF-Other	4.94%	—	-10.86%
9	FEM	First Trust Emerging Markets	ETF-Emerging Markets	4.88%	+0.22%	-16.38%
10	IVV	Ishares Core S&p 500 ETF	ETF-Large Cap & Growth	3.35%	+3.17%	NEW
11	FLOT	Ishares Floating Rate Bond E	ETF-Other	2.84%	—	+29.08%
12	MBB	Ishares Mbs ETF	ETF-Other	2.84%	-2.61%	EXIT
13	FCAN	First Trust Canada	ETF-Other	2.54%	—	+26.16%
14	FSZ	First Trust Switzerland	ETF-Other	2.51%	—	—
15	FKU	First Trust United Kingdom	ETF-Other	2.46%	+4.01%	NEW
16	FPA	First Trust Asia Pac Ex-japn	ETF-Other	2.44%	—	+23.25%
17	XLP	Ss Consumer Staples Sel Sect	ETF-Other	2.10%	—	+25.18%
18	XLF	Ss Financial Select Sector	ETF-Other	2.10%	+0.31%	NEW
19	XLY	Ss Consumer Disc Select Sect	ETF-Other	2.08%	-0.96%	—
20	XLB	Ss Materials Select Sector	ETF-Other	2.08%	—	+23.14%
21	✓	Pimco ETF Tr	ETF-Other	2.04%	—	+36.60%
22	MINT	Pimco Enhanced Short Maturit	ETF-Other	2.03%	-4.80%	—
23	HYS	Pimco 0-5 Year H/y CORP Bond	ETF-Corp Bonds	2.02%	+1.89%	NEW
24	IYW	Ishares Ustechnology ETF	ETF-Tech	1.90%	—	+13.62%
25	IYJ	Ishares U.s. Industrials ETF	ETF-Other	1.89%	—	+23.50%
26	IYH	Ishares U.s. Healthcare ETF	ETF-Other	1.88%	+3.06%	NEW
27	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	1.61%	+1.65%	NEW
28	SHV	Ishares 0-1 Year Treasury Bo	ETF-Gov Bonds	0.80%	-8.93%	—
29	IEF	Ishares 7-10 Year Treasury B	ETF-Gov Bonds	0.80%	—	+15.35%
30	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	0.79%	+0.76%	NEW
31	EZU	Ishares Msci Eurozone ETF	ETF-Other	0.63%	—	—
32	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	0.61%	+0.05%	-31.39%
33	EWL	Ishares Msci Switzerland ETF	ETF-Other	0.32%	—	—
34	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	0.31%	+0.61%	NEW
35	EWC	Ishares Msci Canada ETF	ETF-Other	0.31%	—	-1.39%
36	EPP	Ishares Msci Pacific Ex Japa	ETF-Other	0.30%	—	+9.54%
37	XLV	Ss Health Care Select Sector	ETF-Other	0.21%	+0.17%	+111.45%
38	XLK	Ss Technology Select Sector	ETF-Tech	0.20%	—	+112.80%
39	XLI	Ss Industrial Select Sector	ETF-Other	0.11%	—	+20.05%
40	FXN	First Trust Energy Alphadex	ETF-Other	0.01%	+0.38%	-99.76%
41	IJH	Ishares Core S&p Midcap ETF	ETF-Other	0.01%	—	—

Holding changes this quarter

Position changes disclosed by F-Squared Investment Management, LLC for the quarter ending Q3 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	IVV	Ishares Core S&p 500 ETF	+1.7%	+111.38%	Add
2	FXR	First Trust Indst/producers	+1%	+31.41%	Add
3	FXG	First Trust Consumer Staples	+1%	+28.35%	Add
4	FXO	First Trust Financial Alphad	+1%	+27.85%	Add
5	FXL	First Trust Technology Alpha	+0.9%	+23.71%	Add
6	FXZ	First Trust Materials Alphad	+0.9%	+31.24%	Add
7	FXH	First Trust Health Care Alph	+0.8%	+16.30%	Add
8	SPY	Ss Spdr S&p 500 ETF Trust-us	+0.7%	+86.10%	Add
9	MBB	Ishares Mbs ETF	+0.5%	+29.48%	Add
10	FLOT	Ishares Floating Rate Bond E	+0.5%	+29.08%	Add
11	✓	Pimco ETF Tr	+0.5%	+36.60%	Add
12	HYS	Pimco 0-5 Year H/y CORP Bond	+0.4%	+38.43%	Add
13	FPA	First Trust Asia Pac Ex-japn	+0.3%	+23.25%	Add
14	XLP	Ss Consumer Staples Sel Sect	+0.3%	+25.18%	Add
15	XLF	Ss Financial Select Sector	+0.3%	+22.38%	Add
16	XLB	Ss Materials Select Sector	+0.3%	+23.14%	Add
17	FCAN	First Trust Canada	+0.2%	+26.16%	Add
18	IYJ	Ishares U.s. Industrials ETF	+0.2%	+23.50%	Add
19	IYW	Ishares Ustechnology ETF	+0.2%	+13.62%	Add
20	IYH	Ishares U.s. Healthcare ETF	+0.2%	+11.28%	Add
21	XLV	Ss Health Care Select Sector	+0.1%	+111.45%	Add
22	XLK	Ss Technology Select Sector	+0.1%	+112.80%	Add
23	IEF	Ishares 7-10 Year Treasury B	+0.1%	+15.35%	Add
24	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	0%	+16.74%	Add
25	EEM	Ishares Msci Emerging Market	-0.4%	-31.39%	Trim
26	FEM	First Trust Emerging Markets	-1.7%	-16.38%	Trim
27	FEP	First Trust Europe	-1.7%	-10.86%	Trim
28	FXN	First Trust Energy Alphadex	-5.6%	-99.76%	Trim
29	FXD	First Trust Consumer Discret	—	NEW	New buy
30	FXU	First Trust Utilities Alphad	—	EXIT	Sold out
31	FSZ	First Trust Switzerland	—	NEW	New buy
32	FKU	First Trust United Kingdom	—	NEW	New buy
33	GLD	Spdr Gold Shares	—	EXIT	Sold out
34	XLY	Ss Consumer Disc Select Sect	—	NEW	New buy
35	FJP	First Trust Japan	—	EXIT	Sold out
36	MINT	Pimco Enhanced Short Maturit	—	NEW	New buy
37	IDU	Ishares US Utilities ETF	—	EXIT	Sold out
38	IYE	Ishares U.s. Energy ETF	—	EXIT	Sold out
39	CORP	Pimco Inv Grade CORP Bd ETF	—	EXIT	Sold out
40	TIPZ	Pimco Broad US Tips Index	—	EXIT	Sold out
41	VGK	Vanguard Ftse Europe ETF	—	EXIT	Sold out
42	SHV	Ishares 0-1 Year Treasury Bo	—	NEW	New buy
43	TIP	Ishares Tips Bond ETF	—	EXIT	Sold out
44	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	—	EXIT	Sold out
45	EZU	Ishares Msci Eurozone ETF	—	NEW	New buy
46	EWL	Ishares Msci Switzerland ETF	—	NEW	New buy
47	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	New buy
48	ACWI	iShares MSCI ACWI ETF	—	EXIT	Sold out
49	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
50	XLE	Ss Energy Select Sector	—	EXIT	Sold out