Skip to content
Disclosery

F-Squared Investment Management, LLC

Follow

13F filer, CIK 1512383, WELLESLEY, MA

F-Squared Investment Management, LLC reported $3,967,282,000 across 46 holdings for the quarter ended 2014-06-30, in a 13F-HR filed 2014-08-15. Its ten largest share positions make up 56.81% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001512383-14-000006

Period
2014-06-30
Reported value
$3.97B
Holdings
46
Top 10 weight
56.81%
New
16
Sold out
3

Largest buys vs the previous quarter

SecurityShares changeApprox. value
FXUnew+9,345,123$223M
FXGnew+5,356,576$213M
FXRnew+6,911,689$211M
GLDnew+789,414$101M
MBBnew+857,534$92.8M

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
MINTexited-2,017,799-$205M
FXNreduced-3,805,865-$112M
FXOreduced-3,886,574-$86.5M
FXZreduced-2,529,678-$86.4M
FXLreduced-2,490,937-$81M

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, Q2 2014

Share positions as resolved from 13F-HR 0001512383-14-000006, largest first. % of portfolio is the value over $3,967,283,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
FEPFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,869,267 shares; 2013Q4: 5,498,036 shares; 2014Q1: 6,416,187 shares; 2014Q2: 7,619,906 shares 7,619,906$264M6.66%+1,203,719Timeline
FEMFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,031,718 shares; 2013Q4: 5,919,648 shares; 2014Q1: 6,735,193 shares; 2014Q2: 10,378,282 shares 10,378,282$261M6.59%+3,643,089Timeline
FXUFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,379,032 shares; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 9,345,123 shares 9,345,123$223M5.62%newTimeline
FXNFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,210,240 shares; 2013Q4: 5,546,457 shares; 2014Q1: 11,373,885 shares; 2014Q2: 7,568,020 shares 7,568,020$222M5.59%-3,805,865Timeline
FXLFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,019,748 shares; 2013Q4: 4,889,698 shares; 2014Q1: 9,140,110 shares; 2014Q2: 6,649,173 shares 6,649,173$216M5.45%-2,490,937Timeline
FXHFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 639,117 shares; 2013Q4: 3,031,256 shares; 2014Q1: 5,438,595 shares; 2014Q2: 4,050,915 shares 4,050,915$216M5.44%-1,387,680Timeline
FXZFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 937,874 shares; 2013Q4: 4,441,109 shares; 2014Q1: 8,796,053 shares; 2014Q2: 6,266,375 shares 6,266,375$214M5.39%-2,529,678Timeline
FXOFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,396,739 shares; 2013Q4: 6,543,536 shares; 2014Q1: 13,475,037 shares; 2014Q2: 9,588,463 shares 9,588,463$213M5.38%-3,886,574Timeline
FXGFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 3,885,948 shares; 2014Q1: not reported; 2014Q2: 5,356,576 shares 5,356,576$213M5.38%newTimeline
FXRFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,106,381 shares; 2013Q4: 5,171,881 shares; 2014Q1: not reported; 2014Q2: 6,911,689 shares 6,911,689$211M5.32%newTimeline
GLDSPDR GOLD TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 789,414 shares 789,414$101M2.55%newTimeline
FLOTISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 405,147 shares; 2013Q4: 1,629,065 shares; 2014Q1: 1,992,074 shares; 2014Q2: 1,832,411 shares 1,832,411$93.1M2.35%-159,663Timeline
MBBISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 194,331 shares; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 857,534 shares 857,534$92.8M2.34%newTimeline
FIRST TRUSTFIRST TRUSTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 464,459 shares; 2013Q4: 1,363,911 shares; 2014Q1: 1,981,175 shares; 2014Q2: 2,373,122 shares 2,373,122$92M2.32%+391,947
FJPFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 457,878 shares; 2013Q4: 1,331,336 shares; 2014Q1: not reported; 2014Q2: 1,803,401 shares 1,803,401$86.3M2.18%newTimeline
FPAFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 592,927 shares; 2013Q4: 1,730,517 shares; 2014Q1: 1,220,083 shares; 2014Q2: 2,767,617 shares 2,767,617$83.6M2.11%+1,547,534Timeline
XLBSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 626,032 shares; 2013Q4: 1,645,874 shares; 2014Q1: 2,523,033 shares; 2014Q2: 1,438,144 shares 1,438,144$71.4M1.8%-1,084,889Timeline
XLFSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,306,079 shares; 2013Q4: 3,463,407 shares; 2014Q1: 5,382,009 shares; 2014Q2: 3,125,073 shares 3,125,073$71.1M1.79%-2,256,936Timeline
XLPSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 1,705,142 shares; 2014Q1: not reported; 2014Q2: 1,571,943 shares 1,571,943$70.1M1.77%newTimeline
IDUISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 242,157 shares; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 628,900 shares 628,900$70M1.77%newTimeline
IYEISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 480,452 shares; 2013Q4: 1,372,586 shares; 2014Q1: 2,167,775 shares; 2014Q2: 1,214,241 shares 1,214,241$69M1.74%-953,534Timeline
IYHISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 210,464 shares; 2013Q4: 600,643 shares; 2014Q1: 863,784 shares; 2014Q2: 530,302 shares 530,302$68M1.71%-333,482Timeline
IYWISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 290,331 shares; 2013Q4: 819,638 shares; 2014Q1: 1,185,240 shares; 2014Q2: 700,196 shares 700,196$67.8M1.71%-485,044Timeline
IVVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 211,967 shares; 2013Q4: 491,901 shares; 2014Q1: 592,874 shares; 2014Q2: 337,794 shares 337,794$66.5M1.68%-255,080Timeline
IYJISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 251,565 shares; 2013Q4: 710,358 shares; 2014Q1: not reported; 2014Q2: 639,846 shares 639,846$66.3M1.67%newTimeline
HYSPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 195,000 shares; 2013Q4: 444,787 shares; 2014Q1: 620,633 shares; 2014Q2: 594,871 shares 594,871$63.6M1.6%-25,762Timeline
PIMCO ETF TRPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 248,337 shares; 2013Q4: not reported; 2014Q1: 795,123 shares; 2014Q2: 756,681 shares 756,681$63.1M1.59%-38,442
CORPPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 474,703 shares; 2014Q1: 657,457 shares; 2014Q2: 611,010 shares 611,010$63.1M1.59%-46,447Timeline
TIPZPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 1,081,908 shares 1,081,908$62.9M1.58%newTimeline
VGKVANGUARD INTL EQUITY INDEX FQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 15,538 shares; 2013Q4: 816,473 shares; 2014Q1: 660,101 shares; 2014Q2: 659,770 shares 659,770$39.6M1%-331Timeline
EEMISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 18,505 shares; 2013Q4: 964,225 shares; 2014Q1: 722,526 shares; 2014Q2: 903,736 shares 903,736$39.1M0.98%+181,210Timeline
SPYSTATE STR SPDR S&P 500 ETF TQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,452 shares; 2013Q4: 440,780 shares; 2014Q1: 381,815 shares; 2014Q2: 185,041 shares 185,041$36.2M0.91%-196,774Timeline
TIPISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 256,451 shares 256,451$29.6M0.75%newTimeline
HYGISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,633 shares; 2013Q4: 378,650 shares; 2014Q1: 362,131 shares; 2014Q2: 310,657 shares 310,657$29.6M0.75%-51,474Timeline
LQDISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 308,788 shares; 2014Q1: 293,199 shares; 2014Q2: 247,917 shares 247,917$29.6M0.75%-45,282Timeline
IEFISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,244 shares; 2013Q4: not reported; 2014Q1: 338,110 shares; 2014Q2: 283,313 shares 283,313$29.3M0.74%-54,797Timeline
EWCISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 9,071 shares; 2013Q4: 474,726 shares; 2014Q1: 433,142 shares; 2014Q2: 431,082 shares 431,082$13.9M0.35%-2,060Timeline
ISHARESISHARESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 25,162 shares; 2013Q4: 1,312,357 shares; 2014Q1: not reported; 2014Q2: 1,074,351 shares 1,074,351$12.9M0.33%new
EPPISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 5,378 shares; 2013Q4: 282,440 shares; 2014Q1: 132,528 shares; 2014Q2: 249,280 shares 249,280$12.3M0.31%+116,752Timeline
XLUSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 96,707 shares; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 89,930 shares 89,930$3.98M0.1%newTimeline
XLVSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 71,763 shares; 2013Q4: 96,803 shares; 2014Q1: 147,562 shares; 2014Q2: 64,454 shares 64,454$3.92M0.1%-83,108Timeline
XLKSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 113,013 shares; 2013Q4: 157,189 shares; 2014Q1: 238,109 shares; 2014Q2: 102,009 shares 102,009$3.91M0.1%-136,100Timeline
XLESELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 43,924 shares; 2013Q4: 61,421 shares; 2014Q1: 99,830 shares; 2014Q2: 38,470 shares 38,470$3.85M0.1%-61,360Timeline
XLISELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 78,455 shares; 2013Q4: 106,922 shares; 2014Q1: not reported; 2014Q2: 71,211 shares 71,211$3.85M0.1%newTimeline
ISHARES TRISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 10,372 shares 10,372$131K<0.01%new
JACKSON NATIONAL LIFE INS P…JACKSON NATIONAL LIFE INS PERSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q3: restricted; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 12,950 shares 12,950$00%newValue filed as zero, left out of ratios.

Sold out in Q2 2014

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

SecurityShares beforeValue beforeType
MINTPIMCO ETF TR2,017,799$205Mshares
SHVISHARES TR561,434$61.9Mshares
SPDR Series TrustSPDR Series Trust402,240$18.4Mshares

How Q2 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 0001512383-14-000006 base2014-08-15acceptance time not in the bulk data set