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F-Squared Investment Management, LLC

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13F filer, CIK 1512383, WELLESLEY, MA

F-Squared Investment Management, LLC reported $3,492,744,000 across 33 holdings for the quarter ended 2014-03-31, in a 13F-HR filed 2014-05-16. Its ten largest share positions make up 65.34% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001512383-14-000004

Period
2014-03-31
Reported value
$3.49B
Holdings
33
Top 10 weight
65.34%
New
3
Sold out
12

Largest buys vs the previous quarter

SecurityShares changeApprox. value
FXNadded+5,827,428$153M
FXOadded+6,931,501$151M
FXZadded+4,354,944$145M
FXLadded+4,250,412$132M
FXHadded+2,407,339$123M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
FXRexited-5,171,881-$147M
FXDexited-4,423,451-$143M
FXGexited-3,885,948-$139M
XLYexited-1,154,399-$77.1M
XLPexited-1,705,142-$73.3M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q1 2014

Share positions as resolved from 13F-HR 0001512383-14-000004, largest first. % of portfolio is the value over $3,492,744,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
FXNFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,210,240 shares; 2013Q4: 5,546,457 shares; 2014Q1: 11,373,885 shares 11,373,885$298M8.54%+5,827,428Timeline
FXOFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,396,739 shares; 2013Q4: 6,543,536 shares; 2014Q1: 13,475,037 shares 13,475,037$294M8.42%+6,931,501Timeline
FXZFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 937,874 shares; 2013Q4: 4,441,109 shares; 2014Q1: 8,796,053 shares 8,796,053$293M8.39%+4,354,944Timeline
FXLFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,019,748 shares; 2013Q4: 4,889,698 shares; 2014Q1: 9,140,110 shares 9,140,110$285M8.16%+4,250,412Timeline
FXHFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 639,117 shares; 2013Q4: 3,031,256 shares; 2014Q1: 5,438,595 shares 5,438,595$277M7.93%+2,407,339Timeline
FEPFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,869,267 shares; 2013Q4: 5,498,036 shares; 2014Q1: 6,416,187 shares 6,416,187$230M6.58%+918,151Timeline
MINTPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 202,970 shares; 2013Q4: 932,217 shares; 2014Q1: 2,017,799 shares 2,017,799$205M5.86%+1,085,582Timeline
FEMFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,031,718 shares; 2013Q4: 5,919,648 shares; 2014Q1: 6,735,193 shares 6,735,193$161M4.62%+815,545Timeline
XLFSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,306,079 shares; 2013Q4: 3,463,407 shares; 2014Q1: 5,382,009 shares 5,382,009$120M3.44%+1,918,602Timeline
XLBSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 626,032 shares; 2013Q4: 1,645,874 shares; 2014Q1: 2,523,033 shares 2,523,033$119M3.42%+877,159Timeline
IVVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 211,967 shares; 2013Q4: 491,901 shares; 2014Q1: 592,874 shares 592,874$112M3.19%+100,973Timeline
IYEISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 480,452 shares; 2013Q4: 1,372,586 shares; 2014Q1: 2,167,775 shares 2,167,775$111M3.16%+795,189Timeline
IYWISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 290,331 shares; 2013Q4: 819,638 shares; 2014Q1: 1,185,240 shares 1,185,240$108M3.09%+365,602Timeline
IYHISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 210,464 shares; 2013Q4: 600,643 shares; 2014Q1: 863,784 shares 863,784$106M3.04%+263,141Timeline
FLOTISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 405,147 shares; 2013Q4: 1,629,065 shares; 2014Q1: 1,992,074 shares 1,992,074$101M2.89%+363,009Timeline
FIRST TRUSTFIRST TRUSTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 464,459 shares; 2013Q4: 1,363,911 shares; 2014Q1: 1,981,175 shares 1,981,175$72M2.06%+617,264
SPYSTATE STR SPDR S&P 500 ETF TQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,452 shares; 2013Q4: 440,780 shares; 2014Q1: 381,815 shares 381,815$71.4M2.04%-58,965Timeline
CORPPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 474,703 shares; 2014Q1: 657,457 shares 657,457$66.7M1.91%+182,754Timeline
HYSPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 195,000 shares; 2013Q4: 444,787 shares; 2014Q1: 620,633 shares 620,633$66.2M1.89%+175,846Timeline
PIMCO ETF TRPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 248,337 shares; 2013Q4: not reported; 2014Q1: 795,123 shares 795,123$65.1M1.86%new
SHVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 636,096 shares; 2014Q1: 561,434 shares 561,434$61.9M1.77%-74,662Timeline
VGKVANGUARD INTL EQUITY INDEX FQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 15,538 shares; 2013Q4: 816,473 shares; 2014Q1: 660,101 shares 660,101$38.9M1.11%-156,372Timeline
FPAFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 592,927 shares; 2013Q4: 1,730,517 shares; 2014Q1: 1,220,083 shares 1,220,083$34.9M1%-510,434Timeline
IEFISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,244 shares; 2013Q4: not reported; 2014Q1: 338,110 shares 338,110$34.4M0.98%newTimeline
LQDISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 308,788 shares; 2014Q1: 293,199 shares 293,199$34.3M0.98%-15,589Timeline
HYGISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,633 shares; 2013Q4: 378,650 shares; 2014Q1: 362,131 shares 362,131$34.2M0.98%-16,519Timeline
EEMISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 18,505 shares; 2013Q4: 964,225 shares; 2014Q1: 722,526 shares 722,526$29.6M0.85%-241,699Timeline
SPDR Series TrustSPDR Series TrustQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: 402,240 shares 402,240$18.4M0.53%new
EWCISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 9,071 shares; 2013Q4: 474,726 shares; 2014Q1: 433,142 shares 433,142$12.8M0.37%-41,584Timeline
XLESELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 43,924 shares; 2013Q4: 61,421 shares; 2014Q1: 99,830 shares 99,830$8.89M0.25%+38,409Timeline
XLKSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 113,013 shares; 2013Q4: 157,189 shares; 2014Q1: 238,109 shares 238,109$8.65M0.25%+80,920Timeline
XLVSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 71,763 shares; 2013Q4: 96,803 shares; 2014Q1: 147,562 shares 147,562$8.63M0.25%+50,759Timeline
EPPISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q2: restricted; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 5,378 shares; 2013Q4: 282,440 shares; 2014Q1: 132,528 shares 132,528$6.37M0.18%-149,912Timeline

Sold out in Q1 2014

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
FXRFIRST TR EXCHANGE-TRADED FD5,171,881$147Mshares
FXDFIRST TR EXCHANGE-TRADED FD4,423,451$143Mshares
FXGFIRST TR EXCHANGE-TRADED FD3,885,948$139Mshares
XLYSELECT SECTOR SPDR TR1,154,399$77.1Mshares
XLPSELECT SECTOR SPDR TR1,705,142$73.3Mshares
IYJISHARES TR710,358$72Mshares
FJPFIRST TR EXCH TRD ALPHDX FD1,331,336$62.1Mshares
ISHARESISHARES1,312,357$15.9Mshares
XLISELECT SECTOR SPDR TR106,922$5.59Mshares
IJHISHARES TR5,568$745Kshares
SSOPROSHARES TR4,308$442Kshares
MVVPROSHARES TR3,414$433Kshares

How Q1 2014 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001512383-14-000004 base2014-05-16acceptance time not in the bulk data set