13F-HR filed by F-Squared Investment Management, LLC
F-Squared Investment Management, LLC filed this 13F-HR for the quarter ended 2014-06-30, filed 2014-08-15, with 46 holding rows worth $3,967,282,000.
- Accession
- 0001512383-14-000006
- Filer
- CIK 1512383
- Filed
- 2014-08-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2014
A holdings report, 46 entries on the cover page, a total value of $3,967,282,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $3,967,283,000 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 EXCH TRD ALPHDX FD | 33737J117 | EUROPE ALPHADEX | 7,619,906 | $264,335,000 | thousands by filing date | |
| FIRST TR EXCH TRD ALPHDX FD | 33737J182 | EMERG MKT ALPH | 10,378,282 | $261,325,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33734X184 | UTILITIES ALPH | 9,345,123 | $222,975,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33734X127 | ENERGY ALPHADX | 7,568,020 | $221,720,000 | thousands by filing date | |
| FIRST TR EXCHANGE TRADED FD | 33734X176 | TECH ALPHADEX | 6,649,173 | $216,231,000 | thousands by filing date | |
| FIRST TR EXCHANGE TRADED FD | 33734X143 | HLTH CARE ALPH | 4,050,915 | $215,792,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33734X168 | MATERIALS ALPH | 6,266,375 | $213,997,000 | thousands by filing date | |
| FIRST TR EXCHANGE TRADED FD | 33734X135 | FINLS ALPHADEX | 9,588,463 | $213,439,000 | thousands by filing date | |
| FIRST TR EXCHANGE-TRADED FD | 33734X119 | CONSUMR STAPLE | 5,356,576 | $213,245,000 | thousands by filing date | |
| FIRST TR EXCHANGE TRADED FD | 33734X150 | INDLS PROD DUR | 6,911,689 | $210,876,000 | thousands by filing date | |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 789,414 | $101,077,000 | thousands by filing date | |
| iShares Floating Rate Bond ETF | 46429B655 | SHS | 1,832,411 | $93,086,000 | thousands by filing date | |
| iShares MBS ETF | 464288588 | SHS | 857,534 | $92,802,000 | thousands by filing date | |
| FIRST TRUST | 33737J208 | CANADA ALPHA | 2,373,122 | $91,961,000 | thousands by filing date | |
| FIRST TR EXCH TRD ALPHDX FD | 33737J158 | JAPAN ALPHADEX | 1,803,401 | $86,311,000 | thousands by filing date | |
| FIRST TR EXCH TRD ALPHDX FD | 33737J109 | ASIA EX JAPAN | 2,767,617 | $83,585,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y100 | SBI MATERIALS | 1,438,144 | $71,389,000 | thousands by filing date | |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 3,125,073 | $71,064,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y308 | STATE STREET CON | 1,571,943 | $70,140,000 | thousands by filing date | |
| ISHARES TR | 464287697 | U.S. UTILITS ETF | 628,900 | $70,041,000 | thousands by filing date | |
| ISHARES TR | 464287796 | U.S. ENERGY ETF | 1,214,241 | $68,969,000 | thousands by filing date | |
| ISHARES TR | 464287762 | US HLTHCARE ETF | 530,302 | $67,990,000 | thousands by filing date | |
| iShares U.S. Technology ETF | 464287721 | SHS | 700,196 | $67,835,000 | thousands by filing date | |
| ISHARES TR CORE S&P 500 ETF | 464287200 | SHS | 337,794 | $66,545,000 | thousands by filing date | |
| ISHARES TR | 464287754 | US INDUSTRIALS | 639,846 | $66,288,000 | thousands by filing date | |
| PIMCO ETF TR | 72201R783 | 0-5 HIGH YIELD | 594,871 | $63,574,000 | thousands by filing date | |
| PIMCO ETF TR | 72201R700 | 7-15 YR US TRS | 756,681 | $63,092,000 | thousands by filing date | |
| PIMCO Investment Grade Co | 72201R817 | INV GRD CRP BD | 611,010 | $63,067,000 | thousands by filing date | |
| PIMCO ETF TR | 72201R403 | BROAD US TIPS | 1,081,908 | $62,880,000 | thousands by filing date | |
| Vanguard FTSE Europe ETF | 922042874 | SHS | 659,770 | $39,553,000 | thousands by filing date | |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 903,736 | $39,069,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 185,041 | $36,216,000 | thousands by filing date | |
| iShares TIPS Bond ETF | 464287176 | SHS | 256,451 | $29,584,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 310,657 | $29,575,000 | thousands by filing date | |
| iShares iBoxx Inv Grade Corporate Bond ETF | 464287242 | SHS | 247,917 | $29,567,000 | thousands by filing date | |
| ISHARES TR | 464287440 | 7-10 YR TRSY BD | 283,313 | $29,346,000 | thousands by filing date | |
| ISHARES INC | 464286509 | MSCI CDA ETF | 431,082 | $13,885,000 | thousands by filing date | |
| ISHARES | 464286848 | EXCHANGE TRADED | 1,074,351 | $12,935,000 | thousands by filing date | |
| ISHARES INC | 464286665 | MSCI PAC JP ETF | 249,280 | $12,277,000 | thousands by filing date | |
| Utilities Select Sector SPDR Fund | 81369Y886 | SHS | 89,930 | $3,980,000 | thousands by filing date | |
| Health Care Select Sector SPDR Fund | 81369Y209 | SHS | 64,454 | $3,921,000 | thousands by filing date | |
| Technology Select Sector SPDR Fund | 81369Y803 | SHS | 102,009 | $3,912,000 | thousands by filing date | |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 38,470 | $3,851,000 | thousands by filing date | |
| SELECT SECTOR SPDR TR | 81369Y704 | INDL | 71,211 | $3,850,000 | thousands by filing date | |
| ISHARES TR | 464288539 | MRTG PLS CAP IDX | 10,372 | $131,000 | thousands by filing date | |
| JACKSON NATIONAL LIFE INS PERS | 468495635 | COM | 12,950 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001512383-14-000006 | this filing | 2014-08-15 | acceptance time not in the bulk data set |