F-Squared Investment Management, LLC

Q4 2013 13F-HR Holdings

Location
Wellesley, MA
Holdings as of
12/31/2013
Date filed
2/18/2014
Form type
13F-HR
Num holdings
42
Total value ($000)
$2,962,838
Net value change ($000)
—
New positions
42
Sold out positions
0
Turnover %
100.0%
Sector allocation + QoQ delta (equities-only)
Prev filing: — Next filing: 5/16/2014 SEC filing

Snapshot: Change Analysis

Compared to previous filing: —
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
FEP 183,854 —
FEM 146,985 —
FXR 146,830 —
FXL 145,957 —
FXH 145,712 —
FXZ 143,959 —
FXD 142,656 —
FXO 142,256 —
FXN 140,104 —
FXG 138,573 —
Top Reduces (Value $000, Stocks/ETFs)
—
Instrument mix + QoQ Δ (ex-options)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
Filter:
Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type