F-Squared Investment Management, LLC — Q1 2015 13F Holdings

Name: F-Squared Investment Management, LLC — 13F Holdings, Q1 2015
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	FTSM	First Trust Enh Short Mat Fd	ETF-Other	27.19%	-25.12%	+734.18%
2	MINT	Pimco Enhanced Short Maturit	ETF-Other	12.59%	-4.80%	+43.77%
3	SHV	Ishares 0-1 Year Treasury Bo	ETF-Gov Bonds	12.13%	-8.93%	+192.01%
4	FXD	First Trust Consumer Discret	ETF-Other	11.58%	+0.29%	-17.95%
5	FXN	First Trust Energy Alphadex	ETF-Other	11.30%	+0.38%	—
6	FEM	First Trust Emerging Markets	ETF-Emerging Markets	7.87%	+0.22%	-34.20%
7	XLY	Ss Consumer Disc Select Sect	ETF-Other	4.33%	-0.96%	-36.45%
8	IYE	Ishares U.s. Energy ETF	ETF-Other	4.20%	-1.16%	—
9	FJP	First Trust Japan	ETF-Other	3.95%	+0.11%	—
10	MBB	Ishares Mbs ETF	ETF-Other	2.61%	-2.61%	EXIT
11	EEM	Ishares Msci Emerging Market	ETF-Emerging Markets	1.22%	+0.05%	-37.18%
12	ACWI	iShares MSCI ACWI ETF	ETF-Other	0.61%	+0.03%	—
13	✓	Spdr Bloomberg 1 3 Mnth T Bll ETF	ETF-Other	0.15%	-0.13%	+920.01%
14	XLE	Ss Energy Select Sector	ETF-Other	0.15%	+0.16%	—
15	XLV	Ss Health Care Select Sector	ETF-Other	0.14%	+0.17%	—
16	TLT	iShares 20+ Year Treasury Bond ETF	ETF-Gov Bonds	—	—	EXIT

Holding changes this quarter

Position changes disclosed by F-Squared Investment Management, LLC for the quarter ending Q1 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	FTSM	First Trust Enh Short Mat Fd	+25.1%	+734.18%	Add
2	SHV	Ishares 0-1 Year Treasury Bo	+9.5%	+192.01%	Add
3	MINT	Pimco Enhanced Short Maturit	+7.1%	+43.77%	Add
4	FXD	First Trust Consumer Discret	+3%	-17.95%	Trim
5	FEM	First Trust Emerging Markets	+0.5%	-34.20%	Trim
6	XLY	Ss Consumer Disc Select Sect	+0.2%	-36.45%	Trim
7	✓	Spdr Bloomberg 1 3 Mnth T Bll ETF	+0.1%	+920.01%	Add
8	EEM	Ishares Msci Emerging Market	0%	-37.18%	Trim
9	MBB	Ishares Mbs ETF	0%	-37.26%	Trim
10	FXU	First Trust Utilities Alphad	—	EXIT	Sold out
11	FXO	First Trust Financial Alphad	—	EXIT	Sold out
12	FXL	First Trust Technology Alpha	—	EXIT	Sold out
13	FXG	First Trust Consumer Staples	—	EXIT	Sold out
14	FEUZ	First Trust Eurozone Alphade	—	EXIT	Sold out
15	FXN	First Trust Energy Alphadex	—	NEW	New buy
16	XLP	Ss Consumer Staples Sel Sect	—	EXIT	Sold out
17	IYF	Ishares US Financials ETF	—	EXIT	Sold out
18	IDU	Ishares US Utilities ETF	—	EXIT	Sold out
19	IYW	Ishares Ustechnology ETF	—	EXIT	Sold out
20	IYE	Ishares U.s. Energy ETF	—	NEW	New buy
21	FJP	First Trust Japan	—	NEW	New buy
22	FRI	First Trust S&p Reit Index F	—	EXIT	Sold out
23	✓	Pimco ETF Tr	—	EXIT	Sold out
24	IVV	Ishares Core S&p 500 ETF	—	EXIT	Sold out
25	EZU	Ishares Msci Eurozone ETF	—	EXIT	Sold out
26	IEF	Ishares 7-10 Year Treasury B	—	EXIT	Sold out
27	SPY	Ss Spdr S&p 500 ETF Trust-us	—	EXIT	Sold out
28	IYR	Ishares US Real Estate ETF	—	EXIT	Sold out
29	ACWI	iShares MSCI ACWI ETF	—	NEW	New buy
30	XLF	Ss Financial Select Sector	—	EXIT	Sold out
31	XLU	St Sr Utl Sl Se Spdr Etf-usd	—	EXIT	Sold out
32	XLE	Ss Energy Select Sector	—	NEW	New buy
33	XLV	Ss Health Care Select Sector	—	NEW	New buy
34	TLT	iShares 20+ Year Treasury Bond ETF	—	NEW	New buy
35	✓	Golden Amern Life Ins Co - Ins Landmark Variable	—	EXIT	Sold out