$4.19 Billion is the total value of F-Squared Investment Management, LLC's 28 reported holdings in Q4 2014. The portfolio turnover from Q3 2014 to Q4 2014 was 80.5% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| FXD | Buy | FIRST TRUST CONSUMERETF DISCRE | $358,494,000 | +35.0% | 10,013,787 | +22.2% | 8.55% | +36.1% |
| FXU | New | FIRST TRUST ETF UTILITIES | $355,319,000 | – | 14,281,304 | +100.0% | 8.47% | – |
| FXO | Buy | FIRST TRUST ETF FINANCIAL | $355,131,000 | +32.6% | 15,261,323 | +24.5% | 8.47% | +33.6% |
| FXL | Buy | FIRST TRUST TECHNLGY ETF ALPHA | $352,463,000 | +32.2% | 10,213,362 | +24.2% | 8.41% | +33.2% |
| FXG | Buy | FIRST TRUST CONSUMER ETF STAPL | $351,606,000 | +30.9% | 8,259,482 | +20.1% | 8.39% | +32.0% |
| FEUZ | New | FIRST TR EXCHANGE ETF TRADE | $324,984,000 | – | 10,466,480 | +100.0% | 7.75% | – |
| FEM | Buy | FIRST TR EMERGING ETF MARKE | $307,371,000 | +49.1% | 14,256,528 | +64.3% | 7.33% | +50.3% |
| MINT | Buy | PIMCO ETF TRUST ETF ENHANCED S | $231,500,000 | +169.6% | 2,290,714 | +170.4% | 5.52% | +171.7% |
| XLY | Buy | SELECT SECTOR SPDR FD CONSUMER | $173,245,000 | +96.7% | 2,401,184 | +81.8% | 4.13% | +98.3% |
| XLP | Buy | SELECT SECTOR SPDR TR CONSUMER | $169,769,000 | +91.3% | 3,501,105 | +77.9% | 4.05% | +92.8% |
| IYF | New | ISHARES ETF U.S. FINANCIALS | $165,438,000 | – | 1,834,123 | +100.0% | 3.95% | – |
| IDU | New | ISHARES ETF U.S. UTILI | $164,553,000 | – | 1,391,332 | +100.0% | 3.92% | – |
| IYW | Buy | ISHARES ETF U.S. TECHN | $163,861,000 | +104.4% | 1,569,552 | +97.3% | 3.91% | +106.0% |
| SHV | Buy | ISHARES ETF SHORT TREA | $109,859,000 | +223.4% | 996,451 | +223.4% | 2.62% | +225.9% |
| MBB | Sell | ISHARES MBS ETF | $108,898,000 | -9.3% | 996,138 | -10.3% | 2.60% | -8.6% |
| FTSM | New | FIRST TR ENHANCED ETF SHORT | $86,017,000 | – | 1,436,497 | +100.0% | 2.05% | – |
| FRI | New | FIRST TRUST S&P REIT ETF INDEX | $77,643,000 | – | 3,486,439 | +100.0% | 1.85% | – |
| TENZ | Sell | PIMCO TRUST ETF 7-15YR US | $77,033,000 | -10.7% | 899,917 | -12.9% | 1.84% | -10.0% |
| IVV | Sell | ISHARES CORE S&P 500 ETF S&P 5 | $63,018,000 | -55.5% | 304,626 | -57.3% | 1.50% | -55.1% |
| EEM | Buy | ISHARES MSCI ETF EMERGING M | $50,157,000 | +94.6% | 1,276,583 | +105.9% | 1.20% | +96.1% |
| EZU | Buy | ISHARES MSCI EMUETF | $48,211,000 | +81.7% | 1,327,028 | +92.6% | 1.15% | +83.1% |
| IEF | Sell | ISHARES ETF 7-10 YR TR | $32,856,000 | -3.0% | 309,990 | -5.1% | 0.78% | -2.1% |
| SPY | Sell | SPDR S&P 500 TRUST ETF | $32,370,000 | -52.3% | 157,490 | -54.3% | 0.77% | -51.9% |
| IYR | New | ISHARES ETF U.S. REAL | $20,710,000 | – | 269,516 | +100.0% | 0.49% | – |
| XLF | Sell | FINANCIAL SELECTETF SECTOR SPD | $6,175,000 | -93.0% | 249,683 | -93.5% | 0.15% | -93.0% |
| XLU | New | SELECT SECTOR SPDR TR UTILITIE | $5,954,000 | – | 126,081 | +100.0% | 0.14% | – |
| BIL | New | SPDR SERIES TRUST BRCLYS 1-3MT | $380,000 | – | 8,309 | +100.0% | 0.01% | – |
| New | ING USA ANNUITY&LIFE INS GOLDE | $0 | – | 86,196 | +100.0% | 0.00% | – | |
| IJH | Exit | ISHARES CORE S&P MIDCAP ETF | $0 | – | -2,374 | -100.0% | -0.01% | – |
| FXN | Exit | FIRST TRUST ENERGY ETF ALPHADE | $0 | – | -18,401 | -100.0% | -0.01% | – |
| XLI | Exit | INDUSTRIAL SELECT ETF SECTOR S | $0 | – | -85,489 | -100.0% | -0.11% | – |
| XLK | Exit | SECTOR SPDR TR ETF TECHNOLOGY | $0 | – | -217,079 | -100.0% | -0.20% | – |
| XLV | Exit | SELECT SECTOR SPDR FD HEALTH C | $0 | – | -136,288 | -100.0% | -0.21% | – |
| EPP | Exit | ISHARES MSCI PACIFIC ETF EX-JA | $0 | – | -273,073 | -100.0% | -0.30% | – |
| EWC | Exit | ISHARES MSCI CANADA ETF INDEX | $0 | – | -425,097 | -100.0% | -0.31% | – |
| EWU | Exit | ISHARES MSCI UNITED ETF KINGD | $0 | – | -683,050 | -100.0% | -0.31% | – |
| EWL | Exit | ISHARES MSCI ETF SWITZERLAND C | $0 | – | -413,586 | -100.0% | -0.32% | – |
| HYG | Exit | ISHARES IBOXX $ ETF HIGH YIELD | $0 | – | -362,663 | -100.0% | -0.79% | – |
| IYH | Exit | ISHARES ETF U.S. HEALTHCARE | $0 | – | -590,115 | -100.0% | -1.88% | – |
| IYJ | Exit | ISHARES ETF U.S. INDUSTRIALS | $0 | – | -790,228 | -100.0% | -1.89% | – |
| HYS | Exit | PIMCO 0-5 YEAR HIGH ETF YIELD | $0 | – | -823,501 | -100.0% | -2.02% | – |
| XLB | Exit | SELECT SECTOR SPDR FD MATERIAL | $0 | – | -1,770,940 | -100.0% | -2.08% | – |
| FPA | Exit | FIRST TR ASIA ETF PACIFIC EX-J | $0 | – | -3,410,981 | -100.0% | -2.44% | – |
| FKU | Exit | FIRST TR UNITED ETF KINGDOM AL | $0 | – | -2,669,430 | -100.0% | -2.46% | – |
| FSZ | Exit | FIRST TR SWITZERLAND ETF ALPHA | $0 | – | -2,720,129 | -100.0% | -2.51% | – |
| FCAN | Exit | FIRST TR CANADA ETF ALPHADEX F | $0 | – | -2,993,995 | -100.0% | -2.54% | – |
| FLOT | Exit | ISHARES ETF FLOATING RATE BOND | $0 | – | -2,365,366 | -100.0% | -2.84% | – |
| FEP | Exit | FIRST TR EUROPE ETF ALPHADEX F | $0 | – | -6,792,343 | -100.0% | -4.94% | – |
| FXH | Exit | FIRST TRST HLTH CAREETF ALPHAD | $0 | – | -4,711,237 | -100.0% | -6.22% | – |
| FXZ | Exit | FIRST TRUST MATERIAL ETF ALPHA | $0 | – | -8,223,888 | -100.0% | -6.25% | – |
| FXR | Exit | FIRST TRUST ETF INDUSTRIALS/PR | $0 | – | -9,082,449 | -100.0% | -6.31% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-02-13
Signatures
The EDGAR filing(s) were signed by:
Top long-term holdings
| Name | Quarters owned | Latest quarter owned | Max weighting |
|---|---|---|---|
| FIRST TRUST EMERGING ETF MARKE | 8 | Q2 2015 | 8.1% |
| SELECT SECTOR SPDR TR | 8 | Q2 2015 | 11.6% |
| SELECT SECTOR SPDR TR | 8 | Q2 2015 | 11.6% |
| SPDR S&P 500 TRUST ETF | 8 | Q2 2015 | 2.7% |
| ISHARES MSCI ETF EMERGING MARK | 8 | Q2 2015 | 1.4% |
| FIRST TRUST ETF FINANCIAL ALPH | 7 | Q2 2015 | 11.8% |
| FIRST TRUST ENERGY ETF ALPHADE | 7 | Q2 2015 | 11.7% |
| PIMCO ETF TRUST ETF ENHANCED S | 7 | Q2 2015 | 12.6% |
| SELECT SECTOR SPDR TR | 7 | Q2 2015 | 11.6% |
| ISHARES TR | 7 | Q2 2015 | 9.5% |
View F-Squared Investment Management, LLC's complete holdings history.
Latest filings
| Type | Filed |
|---|---|
| 13F-HR | 2015-08-05 |
| 13F-HR | 2015-05-15 |
| 13F-HR | 2015-02-13 |
| 13F-HR | 2014-11-14 |
| 13F-HR | 2014-08-15 |
| 13F-HR | 2014-05-16 |
| 13F-HR | 2014-02-18 |
| 13F-HR | 2013-11-04 |
| 13F-HR | 2013-08-13 |
| 13F-HR | 2013-05-15 |
View F-Squared Investment Management, LLC's complete filings history.
All filings
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.