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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 $4,193,013,000 across 28 holdings for the quarter ended 2014-12-31, in a 13F-HR filed 2015-02-13. Its ten largest share positions make up 71.07% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001512383-15-000001

Period
2014-12-31
Reported value
$4.19B
Holdings
28
Top 10 weight
71.07%
New
10
Sold out
23

Largest buys vs the previous quarter

SecurityShares changeApprox. value
FXUnew+14,281,304$355M
FEUZnew+10,466,480$325M
IYFnew+1,834,123$165M
IDUnew+1,391,332$165M
MINTadded+1,443,479$146M

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-9,082,449-$267M
FXZexited-8,223,888-$264M
FXHexited-4,711,237-$263M
FEPexited-6,792,343-$209M
FLOTexited-2,365,366-$120M

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, Q4 2014

Share positions as resolved from 13F-HR 0001512383-15-000001, largest first. % of portfolio is the value over $4,193,015,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
FXDFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 931,666 shares; 2013Q4: 4,423,451 shares; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 8,193,660 shares; 2014Q4: 10,013,787 shares 10,013,787$358M8.55%+1,820,127Timeline
FXUFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 1,379,032 shares; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 9,345,123 shares; 2014Q3: not reported; 2014Q4: 14,281,304 shares 14,281,304$355M8.47%newTimeline
FXOFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q4: 15,261,323 shares 15,261,323$355M8.47%+3,002,413Timeline
FXLFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q4: 10,213,362 shares 10,213,362$352M8.41%+1,987,639Timeline
FXGFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q4: 8,259,482 shares 8,259,482$352M8.39%+1,384,548Timeline
FEUZFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 10,466,480 shares 10,466,480$325M7.75%newTimeline
FEMFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q4: 14,256,528 shares 14,256,528$307M7.33%+5,578,379Timeline
MINTPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 202,970 shares; 2013Q4: 932,217 shares; 2014Q1: 2,017,799 shares; 2014Q2: not reported; 2014Q3: 847,235 shares; 2014Q4: 2,290,714 shares 2,290,714$232M5.52%+1,443,479Timeline
XLYSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 438,919 shares; 2013Q4: 1,154,399 shares; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 1,320,435 shares; 2014Q4: 2,401,184 shares 2,401,184$173M4.13%+1,080,749Timeline
XLPSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q4: 3,501,105 shares 3,501,105$170M4.05%+1,533,324Timeline
IYFISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 1,834,123 shares 1,834,123$165M3.95%newTimeline
IDUISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 242,157 shares; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 628,900 shares; 2014Q3: not reported; 2014Q4: 1,391,332 shares 1,391,332$165M3.92%newTimeline
IYWISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q4: 1,569,552 shares 1,569,552$164M3.91%+774,013Timeline
SHVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: 636,096 shares; 2014Q1: 561,434 shares; 2014Q2: not reported; 2014Q3: 308,159 shares; 2014Q4: 996,451 shares 996,451$110M2.62%+688,292Timeline
MBBISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 194,331 shares; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 857,534 shares; 2014Q3: 1,110,363 shares; 2014Q4: 996,138 shares 996,138$109M2.6%-114,225Timeline
FTSMFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 1,436,497 shares 1,436,497$86M2.05%newTimeline
FRIFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 3,486,439 shares 3,486,439$77.6M1.85%newTimeline
PIMCO ETF TRPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 248,337 shares; 2013Q4: not reported; 2014Q1: 795,123 shares; 2014Q2: 756,681 shares; 2014Q3: 1,033,613 shares; 2014Q4: 899,917 shares 899,917$77M1.84%-133,696
IVVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 211,967 shares; 2013Q4: 491,901 shares; 2014Q1: 592,874 shares; 2014Q2: 337,794 shares; 2014Q3: 714,038 shares; 2014Q4: 304,626 shares 304,626$63M1.5%-409,412Timeline
EEMISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 18,505 shares; 2013Q4: 964,225 shares; 2014Q1: 722,526 shares; 2014Q2: 903,736 shares; 2014Q3: 620,050 shares; 2014Q4: 1,276,583 shares 1,276,583$50.2M1.2%+656,533Timeline
EZUISHARES INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 688,975 shares; 2014Q4: 1,327,028 shares 1,327,028$48.2M1.15%+638,053Timeline
IEFISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,244 shares; 2013Q4: not reported; 2014Q1: 338,110 shares; 2014Q2: 283,313 shares; 2014Q3: 326,799 shares; 2014Q4: 309,990 shares 309,990$32.9M0.78%-16,809Timeline
SPYSTATE STR SPDR S&P 500 ETF TQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 2,452 shares; 2013Q4: 440,780 shares; 2014Q1: 381,815 shares; 2014Q2: 185,041 shares; 2014Q3: 344,366 shares; 2014Q4: 157,490 shares 157,490$32.4M0.77%-186,876Timeline
IYRISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 269,516 shares 269,516$20.7M0.49%newTimeline
XLFSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q4: 249,683 shares 249,683$6.17M0.15%-3,574,674Timeline
XLUSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: 96,707 shares; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 89,930 shares; 2014Q3: not reported; 2014Q4: 126,081 shares 126,081$5.95M0.14%newTimeline
SPDR Series TrustSPDR Series TrustQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: 402,240 shares; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 8,309 shares 8,309$380K0.01%new
ING USA ANNUITY&LIFE INS GO…ING USA ANNUITY&LIFE INS GOLDEQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q1: restricted; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 86,196 shares 86,196$00%newValue filed as zero, left out of ratios.

Sold out in Q4 2014

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

SecurityShares beforeValue beforeType
FXRFIRST TR EXCHANGE-TRADED FD9,082,449$267Mshares
FXZFIRST TR EXCHANGE-TRADED FD8,223,888$264Mshares
FXHFIRST TR EXCHANGE-TRADED FD4,711,237$263Mshares
FEPFIRST TR EXCH TRD ALPHDX FD6,792,343$209Mshares
FLOTISHARES TR2,365,366$120Mshares
FIRST TRUSTFIRST TRUST2,993,995$107Mshares
FSZFIRST TR EXCH TRD ALPHDX FD2,720,129$106Mshares
FKUFIRST TR EXCH TRD ALPHDX FD2,669,430$104Mshares
FPAFIRST TR EXCH TRD ALPHDX FD3,410,981$103Mshares
XLBSELECT SECTOR SPDR TR1,770,940$87.8Mshares
HYSPIMCO ETF TR823,501$85.4Mshares
IYJISHARES TR790,228$79.9Mshares
IYHISHARES TR590,115$79.3Mshares
HYGISHARES TR362,663$33.3Mshares
EWLISHARES INC413,586$13.4Mshares
ISHARESISHARES683,050$13.2Mshares
EWCISHARES INC425,097$13Mshares
EPPISHARES INC273,073$12.6Mshares
XLVSELECT SECTOR SPDR TR136,288$8.71Mshares
XLKSELECT SECTOR SPDR TR217,079$8.66Mshares
XLISELECT SECTOR SPDR TR85,489$4.54Mshares
FXNFIRST TR EXCHANGE-TRADED FD18,401$476Kshares
IJHISHARES TR2,374$325Kshares

How Q4 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 0001512383-15-000001 base2015-02-13acceptance time not in the bulk data set