F-Squared Investment Management, LLC — Q4 2014 13F Holdings

Name: F-Squared Investment Management, LLC — 13F Holdings, Q4 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	FXD	First Trust Consumer Discret	ETF-Other	8.55%	+0.29%	+22.21%
2	FXU	First Trust Utilities Alphad	ETF-Other	8.47%	—	—
3	FXO	First Trust Financial Alphad	ETF-Other	8.47%	+11.83%	NEW
4	FXL	First Trust Technology Alpha	ETF-Tech	8.41%	—	+24.16%
5	FXG	First Trust Consumer Staples	ETF-Other	8.39%	—	+20.14%
6	FEUZ	First Trust Eurozone Alphade	ETF-Other	7.75%	—	—
7	FEM	First Trust Emerging Markets	ETF-Emerging Markets	7.33%	+0.22%	+64.28%
8	MINT	Pimco Enhanced Short Maturit	ETF-Other	5.52%	-4.80%	+170.38%
9	XLY	Ss Consumer Disc Select Sect	ETF-Other	4.13%	-0.96%	+81.85%
10	XLP	Ss Consumer Staples Sel Sect	ETF-Other	4.05%	—	+77.92%
11	IYF	Ishares US Financials ETF	ETF-Other	3.95%	+3.03%	NEW
12	IDU	Ishares US Utilities ETF	ETF-Other	3.92%	—	—
13	IYW	Ishares Ustechnology ETF	ETF-Tech	3.91%	—	+97.29%
14	SHV	Ishares 0-1 Year Treasury Bo	ETF-Gov Bonds	2.62%	-8.93%	+223.36%
15	MBB	Ishares Mbs ETF	ETF-Other	2.60%	-2.61%	EXIT
16	FTSM	First Trust Enh Short Mat Fd	ETF-Other	2.05%	-25.12%	—
17	FRI	First Trust S&p Reit Index F	ETF-Large Cap & Growth	1.85%	—	—
18	✓	Pimco ETF Tr	ETF-Other	1.84%	—	-12.93%
19	IVV	Ishares Core S&p 500 ETF	ETF-Large Cap & Growth	1.50%	+3.17%	NEW
20	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	1.20%	+0.05%	+105.88%
21	EZU	Ishares Msci Eurozone ETF	ETF-Other	1.15%	—	+92.61%
22	IEF	Ishares 7-10 Year Treasury B	ETF-Gov Bonds	0.78%	—	-5.14%
23	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	0.77%	+1.65%	NEW
24	IYR	Ishares US Real Estate ETF	ETF-Other	0.49%	—	—
25	XLF	Ss Financial Select Sector	ETF-Other	0.15%	+0.31%	NEW
26	XLU	St Sr Utl Sl Se Spdr Etf-usd	ETF-Other	0.14%	—	—
27	✓	Spdr Bloomberg 1 3 Mnth T Bll ETF	ETF-Other	0.01%	-0.13%	—
28	✓	Golden Amern Life Ins Co - Ins Landmark Variable	Stock-Other	—	—	—

Holding changes this quarter

Position changes disclosed by F-Squared Investment Management, LLC for the quarter ending Q4 2014, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MINT	Pimco Enhanced Short Maturit	+3.5%	+170.38%	Add
2	FEM	First Trust Emerging Markets	+2.5%	+64.28%	Add
3	FXD	First Trust Consumer Discret	+2.3%	+22.21%	Add
4	FXO	First Trust Financial Alphad	+2.1%	+24.49%	Add
5	FXL	First Trust Technology Alpha	+2.1%	+24.16%	Add
6	XLY	Ss Consumer Disc Select Sect	+2.1%	+81.85%	Add
7	FXG	First Trust Consumer Staples	+2%	+20.14%	Add
8	IYW	Ishares Ustechnology ETF	+2%	+97.29%	Add
9	XLP	Ss Consumer Staples Sel Sect	+2%	+77.92%	Add
10	SHV	Ishares 0-1 Year Treasury Bo	+1.8%	+223.36%	Add
11	EEM	Ishares Msci Emerging Market	+0.6%	+105.88%	Add
12	EZU	Ishares Msci Eurozone ETF	+0.5%	+92.61%	Add
13	IEF	Ishares 7-10 Year Treasury B	0%	-5.14%	Trim
14	✓	Pimco ETF Tr	-0.2%	-12.93%	Trim
15	MBB	Ishares Mbs ETF	-0.2%	-10.29%	Trim
16	SPY	Ss Spdr S&p 500 ETF Trust-us	-0.8%	-54.27%	Trim
17	IVV	Ishares Core S&p 500 ETF	-1.9%	-57.34%	Trim
18	XLF	Ss Financial Select Sector	-2%	-93.47%	Trim
19	FXU	First Trust Utilities Alphad	—	NEW	New buy
20	FEUZ	First Trust Eurozone Alphade	—	NEW	New buy
21	FXR	First Trust Indst/producers	—	EXIT	Sold out
22	FXZ	First Trust Materials Alphad	—	EXIT	Sold out
23	FXH	First Trust Health Care Alph	—	EXIT	Sold out
24	FEP	First Trust Europe	—	EXIT	Sold out
25	IYF	Ishares US Financials ETF	—	NEW	New buy
26	IDU	Ishares US Utilities ETF	—	NEW	New buy
27	FLOT	Ishares Floating Rate Bond E	—	EXIT	Sold out
28	FCAN	First Trust Canada	—	EXIT	Sold out
29	FSZ	First Trust Switzerland	—	EXIT	Sold out
30	FKU	First Trust United Kingdom	—	EXIT	Sold out
31	FPA	First Trust Asia Pac Ex-japn	—	EXIT	Sold out
32	XLB	Ss Materials Select Sector	—	EXIT	Sold out
33	FTSM	First Trust Enh Short Mat Fd	—	NEW	New buy
34	HYS	Pimco 0-5 Year H/y CORP Bond	—	EXIT	Sold out
35	IYJ	Ishares U.s. Industrials ETF	—	EXIT	Sold out
36	IYH	Ishares U.s. Healthcare ETF	—	EXIT	Sold out
37	FRI	First Trust S&p Reit Index F	—	NEW	New buy
38	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	EXIT	Sold out
39	IYR	Ishares US Real Estate ETF	—	NEW	New buy
40	EWL	Ishares Msci Switzerland ETF	—	EXIT	Sold out
41	TLT	iShares 20+ Year Treasury Bond ETF	—	EXIT	Sold out
42	EWC	Ishares Msci Canada ETF	—	EXIT	Sold out
43	EPP	Ishares Msci Pacific Ex Japa	—	EXIT	Sold out
44	XLV	Ss Health Care Select Sector	—	EXIT	Sold out
45	XLK	Ss Technology Select Sector	—	EXIT	Sold out
46	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	NEW	New buy
47	XLI	Ss Industrial Select Sector	—	EXIT	Sold out
48	FXN	First Trust Energy Alphadex	—	EXIT	Sold out
49	✓	Spdr Bloomberg 1 3 Mnth T Bll ETF	—	NEW	New buy
50	IJH	Ishares Core S&p Midcap ETF	—	EXIT	Sold out