13F-HR filed by F-Squared Investment Management, LLC
F-Squared Investment Management, LLC filed this 13F-HR for the quarter ended 2014-12-31, filed 2015-02-13, with 28 holding rows worth $4,193,013,000.
- Accession
- 0001512383-15-000001
- Filer
- CIK 1512383
- Filed
- 2015-02-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2014
A holdings report, 28 entries on the cover page, a total value of $4,193,013,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $4,193,015,000 with VALUE read as thousands by filing date, 13F file number 028-15329. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| FIRST TR EXCHANGE-TRADED FD | 33734X101 | CONSUMR DISCRE | 10,013,787 | $358,494,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33734X184 | UTILITIES ALPH | 14,281,304 | $355,319,000 | thousands by filing date | |
| FIRST TR EXCHANGE TRADED FD | 33734X135 | FINLS ALPHADEX | 15,261,323 | $355,131,000 | thousands by filing date | |
| FIRST TR EXCHANGE TRADED FD | 33734X176 | TECH ALPHADEX | 10,213,362 | $352,463,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33734X119 | CONSUMR STAPLE | 8,259,482 | $351,606,000 | thousands by filing date | |
| FIRST TR EXCH TRD ALPHDX FD | 33737J505 | EURO ALPHADEX | 10,466,480 | $324,984,000 | thousands by filing date | |
| FIRST TR EXCH TRD ALPHDX FD | 33737J182 | EMERG MKT ALPH | 14,256,528 | $307,371,000 | thousands by filing date | |
| PIMCO ETF TR | 72201R833 | ENHAN SHRT MA AC | 2,290,714 | $231,500,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y407 | SBI CONS DISCR | 2,401,184 | $173,245,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 3,501,105 | $169,769,000 | thousands by filing date | |
| iShares U.S. Financials ETF | 464287788 | SHS | 1,834,123 | $165,438,000 | thousands by filing date | |
| ISHARES TR | 464287697 | U.S. UTILITS ETF | 1,391,332 | $164,553,000 | thousands by filing date | |
| iShares U.S. Technology ETF | 464287721 | SHS | 1,569,552 | $163,861,000 | thousands by filing date | |
| iShares Short Treasury Bond ETF | 464288679 | SHS | 996,451 | $109,859,000 | thousands by filing date | |
| iShares MBS ETF | 464288588 | SHS | 996,138 | $108,898,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33739Q408 | FIRST TR ENH NEW | 1,436,497 | $86,017,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33734G108 | CMN | 3,486,439 | $77,643,000 | thousands by filing date | |
| PIMCO ETF TR | 72201R700 | 7-15 YR US TRS | 899,917 | $77,033,000 | thousands by filing date | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 304,626 | $63,018,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 1,276,583 | $50,157,000 | thousands by filing date | |
| ISHARES INC MSCI EURZONE ETF | 464286608 | MSCI EURZONE ETF | 1,327,028 | $48,211,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 309,990 | $32,856,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 157,490 | $32,370,000 | thousands by filing date | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 269,516 | $20,710,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 249,683 | $6,175,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 126,081 | $5,954,000 | thousands by filing date | |
| SPDR Series Trust | 78464A680 | SPDR Bloomberg 1-3 Month T-Bill ETF | 8,309 | $380,000 | thousands by filing date | |
| ING USA ANNUITY&LIFE INS GOLDE | 380789818 | COM | 86,196 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001512383-15-000001 | this filing | 2015-02-13 | acceptance time not in the bulk data set |