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

Name: F-Squared Investment Management, LLC — 13F Holdings, Q4 2014
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001512383

申報總市值

US$15.5億

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

本季持股變動

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