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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 $4,226,345,000 across 41 holdings for the quarter ended 2014-09-30, in a 13F-HR filed 2014-11-14. Its ten largest share positions make up 57.24% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001512383-14-000009

Period
2014-09-30
Reported value
$4.23B
Holdings
41
Top 10 weight
57.24%
New
10
Sold out
15

Largest buys vs the previous quarter

SecurityShares changeApprox. value
FXDnew+8,193,660$266M
FSZnew+2,720,129$106M
FKUnew+2,669,430$104M
XLYnew+1,320,435$88.1M
MINTnew+847,235$85.9M

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
FXUexited-9,345,123-$223M
FXNreduced-7,549,619-$195M
GLDexited-789,414-$101M
FJPexited-1,803,401-$86.3M
IDUexited-628,900-$70M

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, Q3 2014

Share positions as resolved from 13F-HR 0001512383-14-000009, largest first. % of portfolio is the value over $4,226,347,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
FXGFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 3,885,948 shares; 2014Q1: not reported; 2014Q2: 5,356,576 shares; 2014Q3: 6,874,934 shares 6,874,934$269M6.36%+1,518,358Timeline
FXOFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 12,258,910 shares 12,258,910$268M6.34%+2,670,447Timeline
FXRFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,106,381 shares; 2013Q4: 5,171,881 shares; 2014Q1: not reported; 2014Q2: 6,911,689 shares; 2014Q3: 9,082,449 shares 9,082,449$267M6.31%+2,170,760Timeline
FXLFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 8,225,723 shares 8,225,723$267M6.31%+1,576,550Timeline
FXDFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 931,666 shares; 2013Q4: 4,423,451 shares; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 8,193,660 shares 8,193,660$266M6.28%newTimeline
FXZFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 8,223,888 shares 8,223,888$264M6.25%+1,957,513Timeline
FXHFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 4,711,237 shares 4,711,237$263M6.22%+660,322Timeline
FEPFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 6,792,343 shares 6,792,343$209M4.94%-827,563Timeline
FEMFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 8,678,149 shares 8,678,149$206M4.88%-1,700,133Timeline
IVVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 211,967 shares; 2013Q4: 491,901 shares; 2014Q1: 592,874 shares; 2014Q2: 337,794 shares; 2014Q3: 714,038 shares 714,038$142M3.35%+376,244Timeline
FLOTISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 2,365,366 shares 2,365,366$120M2.84%+532,955Timeline
MBBISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 194,331 shares; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 857,534 shares; 2014Q3: 1,110,363 shares 1,110,363$120M2.84%+252,829Timeline
FIRST TRUSTFIRST TRUSTQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 2,993,995 shares 2,993,995$107M2.54%+620,873
FSZFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 2,720,129 shares 2,720,129$106M2.51%newTimeline
FKUFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 2,669,430 shares 2,669,430$104M2.46%newTimeline
FPAFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 3,410,981 shares 3,410,981$103M2.44%+643,364Timeline
XLPSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 1,705,142 shares; 2014Q1: not reported; 2014Q2: 1,571,943 shares; 2014Q3: 1,967,781 shares 1,967,781$88.8M2.1%+395,838Timeline
XLFSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 3,824,357 shares 3,824,357$88.6M2.1%+699,284Timeline
XLYSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 438,919 shares; 2013Q4: 1,154,399 shares; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 1,320,435 shares 1,320,435$88.1M2.08%newTimeline
XLBSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 1,770,940 shares 1,770,940$87.8M2.08%+332,796Timeline
PIMCO ETF TRPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 248,337 shares; 2013Q4: not reported; 2014Q1: 795,123 shares; 2014Q2: 756,681 shares; 2014Q3: 1,033,613 shares 1,033,613$86.2M2.04%+276,932
MINTPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 202,970 shares; 2013Q4: 932,217 shares; 2014Q1: 2,017,799 shares; 2014Q2: not reported; 2014Q3: 847,235 shares 847,235$85.9M2.03%newTimeline
HYSPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 195,000 shares; 2013Q4: 444,787 shares; 2014Q1: 620,633 shares; 2014Q2: 594,871 shares; 2014Q3: 823,501 shares 823,501$85.4M2.02%+228,630Timeline
IYWISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 290,331 shares; 2013Q4: 819,638 shares; 2014Q1: 1,185,240 shares; 2014Q2: 700,196 shares; 2014Q3: 795,539 shares 795,539$80.2M1.9%+95,343Timeline
IYJISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 251,565 shares; 2013Q4: 710,358 shares; 2014Q1: not reported; 2014Q2: 639,846 shares; 2014Q3: 790,228 shares 790,228$79.9M1.89%+150,382Timeline
IYHISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 210,464 shares; 2013Q4: 600,643 shares; 2014Q1: 863,784 shares; 2014Q2: 530,302 shares; 2014Q3: 590,115 shares 590,115$79.3M1.88%+59,813Timeline
SPYSTATE STR SPDR S&P 500 ETF TQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,452 shares; 2013Q4: 440,780 shares; 2014Q1: 381,815 shares; 2014Q2: 185,041 shares; 2014Q3: 344,366 shares 344,366$67.8M1.61%+159,325Timeline
SHVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 636,096 shares; 2014Q1: 561,434 shares; 2014Q2: not reported; 2014Q3: 308,159 shares 308,159$34M0.8%newTimeline
IEFISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,244 shares; 2013Q4: not reported; 2014Q1: 338,110 shares; 2014Q2: 283,313 shares; 2014Q3: 326,799 shares 326,799$33.9M0.8%+43,486Timeline
HYGISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,633 shares; 2013Q4: 378,650 shares; 2014Q1: 362,131 shares; 2014Q2: 310,657 shares; 2014Q3: 362,663 shares 362,663$33.3M0.79%+52,006Timeline
EZUISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 688,975 shares 688,975$26.5M0.63%newTimeline
EEMISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 18,505 shares; 2013Q4: 964,225 shares; 2014Q1: 722,526 shares; 2014Q2: 903,736 shares; 2014Q3: 620,050 shares 620,050$25.8M0.61%-283,686Timeline
EWLISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 413,586 shares 413,586$13.4M0.32%newTimeline
ISHARESISHARESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 683,050 shares 683,050$13.2M0.31%new
EWCISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 9,071 shares; 2013Q4: 474,726 shares; 2014Q1: 433,142 shares; 2014Q2: 431,082 shares; 2014Q3: 425,097 shares 425,097$13M0.31%-5,985Timeline
EPPISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 5,378 shares; 2013Q4: 282,440 shares; 2014Q1: 132,528 shares; 2014Q2: 249,280 shares; 2014Q3: 273,073 shares 273,073$12.6M0.3%+23,793Timeline
XLVSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 71,763 shares; 2013Q4: 96,803 shares; 2014Q1: 147,562 shares; 2014Q2: 64,454 shares; 2014Q3: 136,288 shares 136,288$8.71M0.21%+71,834Timeline
XLKSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 113,013 shares; 2013Q4: 157,189 shares; 2014Q1: 238,109 shares; 2014Q2: 102,009 shares; 2014Q3: 217,079 shares 217,079$8.66M0.2%+115,070Timeline
XLISELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 78,455 shares; 2013Q4: 106,922 shares; 2014Q1: not reported; 2014Q2: 71,211 shares; 2014Q3: 85,489 shares 85,489$4.54M0.11%+14,278Timeline
FXNFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q3: 18,401 shares 18,401$476K0.01%-7,549,619Timeline
IJHISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2012Q4: restricted; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 5,568 shares; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 2,374 shares 2,374$325K0.01%newTimeline

Sold out in Q3 2014

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

SecurityShares beforeValue beforeType
FXUFIRST TR EXCHANGE-TRADED FD9,345,123$223Mshares
GLDSPDR GOLD TR789,414$101Mshares
FJPFIRST TR EXCH TRD ALPHDX FD1,803,401$86.3Mshares
IDUISHARES TR628,900$70Mshares
IYEISHARES TR1,214,241$69Mshares
CORPPIMCO ETF TR611,010$63.1Mshares
TIPZPIMCO ETF TR1,081,908$62.9Mshares
VGKVANGUARD INTL EQUITY INDEX F659,770$39.6Mshares
TIPISHARES TR256,451$29.6Mshares
LQDISHARES TR247,917$29.6Mshares
ISHARESISHARES1,074,351$12.9Mshares
XLUSELECT SECTOR SPDR TR89,930$3.98Mshares
XLESELECT SECTOR SPDR TR38,470$3.85Mshares
ISHARES TRISHARES TR10,372$131Kshares
JACKSON NATIONAL LIFE INS P…JACKSON NATIONAL LIFE INS PERS12,950$0shares

How Q3 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 0001512383-14-000009 base2014-11-14acceptance time not in the bulk data set