F-Squared Investment Management, LLC — Q1 2014 13F 持股

Name: F-Squared Investment Management, LLC — 13F Holdings, Q1 2014
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001512383

申報總市值

US$15.5億

← 回到最新季度

本季完整持股清單

#	代號	標的名稱	資產子類別	佔比	佔比變動	持倉量變化
1	FXN	First Trust Energy Alphadex	ETF-其他	8.54%	+0.38%	+105.07%
2	FXO	First Trust Financial Alphad	ETF-其他	8.42%	+11.83%	NEW
3	FXZ	First Trust Materials Alphad	ETF-其他	8.39%	—	+98.06%
4	FXL	First Trust Technology Alpha	ETF-科技型	8.16%	—	+86.93%
5	FXH	First Trust Health Care Alph	ETF-其他	7.93%	+11.97%	NEW
6	FEP	First Trust Europe	ETF-其他	6.58%	—	+16.70%
7	MINT	Pimco Enhanced Short Maturit	ETF-其他	5.86%	-4.80%	+116.45%
8	FEM	First Trust Emerging Markets	ETF-新興市場	4.62%	+0.22%	+13.78%
9	XLF	Ss Financial Select Sector	ETF-其他	3.44%	+0.31%	NEW
10	XLB	Ss Materials Select Sector	ETF-其他	3.42%	—	+53.29%
11	IVV	Ishares Core S&p 500 ETF	ETF-大型股與成長	3.19%	+3.17%	NEW
12	IYE	Ishares U.s. Energy ETF	ETF-其他	3.16%	-1.16%	+57.93%
13	IYW	Ishares Ustechnology ETF	ETF-科技型	3.09%	—	+44.61%
14	IYH	Ishares U.s. Healthcare ETF	ETF-其他	3.04%	+3.06%	NEW
15	FLOT	Ishares Floating Rate Bond E	ETF-其他	2.89%	—	+22.28%
16	FCAN	First Trust Canada	ETF-其他	2.06%	—	+45.26%
17	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-大型股與成長	2.04%	+1.65%	NEW
18	CORP	Pimco Inv Grade CORP Bd ETF	ETF-其他	1.91%	—	+38.50%
19	HYS	Pimco 0-5 Year H/y CORP Bond	ETF-投資等級公司債	1.89%	+1.89%	NEW
20	✓	Pimco ETF Tr	ETF-其他	1.86%	—	—
21	SHV	Ishares 0-1 Year Treasury Bo	ETF-政府公債	1.77%	-8.93%	-11.74%
22	VGK	Vanguard Ftse Europe ETF	ETF-其他	1.11%	—	-19.15%
23	FPA	First Trust Asia Pac Ex-japn	ETF-其他	1.00%	—	-29.50%
24	IEF	Ishares 7-10 Year Treasury B	ETF-政府公債	0.98%	—	—
25	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-投資等級公司債	0.98%	—	-5.05%
26	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-非投資等級債	0.98%	+0.76%	NEW
27	EEM	Ishares Msci Emerging Market	ETF-新興市場	0.85%	+0.05%	-25.07%
28	✓	Spdr Bloomberg 1 3 Mnth T Bll ETF	ETF-其他	0.53%	-0.13%	—
29	EWC	Ishares Msci Canada ETF	ETF-其他	0.37%	—	-8.76%
30	XLE	Ss Energy Select Sector	ETF-其他	0.25%	+0.16%	+62.53%
31	XLK	Ss Technology Select Sector	ETF-科技型	0.25%	—	+51.48%
32	XLV	Ss Health Care Select Sector	ETF-其他	0.25%	+0.17%	+52.44%
33	EPP	Ishares Msci Pacific Ex Japa	ETF-其他	0.18%	—	-53.08%

本季持股變動

F-Squared Investment Management, LLC 於截至 Q1 2014 該季申報之持倉異動，含代號、發行人、權重變化、股數變化與操作類型
#	代號	標的名稱	佔比變動	持倉量變化	異動類型
1	FXN	First Trust Energy Alphadex	+3.8%	+105.07%	加碼
2	FXO	First Trust Financial Alphad	+3.6%	+105.93%	加碼
3	FXZ	First Trust Materials Alphad	+3.5%	+98.06%	加碼
4	FXL	First Trust Technology Alpha	+3.2%	+86.93%	加碼
5	FXH	First Trust Health Care Alph	+3%	+79.42%	加碼
6	MINT	Pimco Enhanced Short Maturit	+2.7%	+116.45%	加碼
7	XLF	Ss Financial Select Sector	+0.9%	+55.40%	加碼
8	XLB	Ss Materials Select Sector	+0.9%	+53.29%	加碼
9	IYE	Ishares U.s. Energy ETF	+0.8%	+57.93%	加碼
10	IYH	Ishares U.s. Healthcare ETF	+0.7%	+43.81%	加碼
11	IYW	Ishares Ustechnology ETF	+0.6%	+44.61%	加碼
12	FCAN	First Trust Canada	+0.4%	+45.26%	加碼
13	FEP	First Trust Europe	+0.4%	+16.70%	加碼
14	CORP	Pimco Inv Grade CORP Bd ETF	+0.3%	+38.50%	加碼
15	HYS	Pimco 0-5 Year H/y CORP Bond	+0.3%	+39.53%	加碼
16	IVV	Ishares Core S&p 500 ETF	+0.1%	+20.53%	加碼
17	FLOT	Ishares Floating Rate Bond E	+0.1%	+22.28%	加碼
18	XLE	Ss Energy Select Sector	+0.1%	+62.53%	加碼
19	XLV	Ss Health Care Select Sector	+0.1%	+52.44%	加碼
20	XLK	Ss Technology Select Sector	+0.1%	+51.48%	加碼
21	EWC	Ishares Msci Canada ETF	-0.1%	-8.76%	減碼
22	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	-0.2%	-4.36%	減碼
23	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	-0.2%	-5.05%	減碼
24	EPP	Ishares Msci Pacific Ex Japa	-0.3%	-53.08%	減碼
25	FEM	First Trust Emerging Markets	-0.3%	+13.78%	加碼
26	EEM	Ishares Msci Emerging Market	-0.5%	-25.07%	減碼
27	VGK	Vanguard Ftse Europe ETF	-0.5%	-19.15%	減碼
28	SHV	Ishares 0-1 Year Treasury Bo	-0.6%	-11.74%	減碼
29	FPA	First Trust Asia Pac Ex-japn	-0.7%	-29.50%	減碼
30	SPY	Ss Spdr S&p 500 ETF Trust-us	-0.7%	-13.38%	減碼
31	FXR	First Trust Indst/producers	—	EXIT	清倉
32	FXD	First Trust Consumer Discret	—	EXIT	清倉
33	FXG	First Trust Consumer Staples	—	EXIT	清倉
34	XLY	Ss Consumer Disc Select Sect	—	EXIT	清倉
35	XLP	Ss Consumer Staples Sel Sect	—	EXIT	清倉
36	IYJ	Ishares U.s. Industrials ETF	—	EXIT	清倉
37	✓	Pimco ETF Tr	—	NEW	新建倉
38	FJP	First Trust Japan	—	EXIT	清倉
39	IEF	Ishares 7-10 Year Treasury B	—	NEW	新建倉
40	✓	Spdr Bloomberg 1 3 Mnth T Bll ETF	—	NEW	新建倉
41	ACWI	iShares MSCI ACWI ETF	—	EXIT	清倉
42	XLI	Ss Industrial Select Sector	—	EXIT	清倉
43	IJH	Ishares Core S&p Midcap ETF	—	EXIT	清倉
44	SSO	Proshares Ultra S&p500	—	EXIT	清倉
45	MVV	Proshares Ultra Midcap400	—	EXIT	清倉