F-Squared Investment Management, LLC

Q1 2014 13F-HR Holdings

Location
Wellesley, MA
Holdings as of
3/31/2014
Date filed
5/16/2014
Form type
13F-HR
Num holdings
33
Total value ($000)
$3,492,744
Net value change ($000)
+529,906 (17.9%)
New positions
3
Sold out positions
12
Turnover %
24.4%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/18/2014 Next filing: — SEC filing

Snapshot: Change Analysis

Compared to Q4 2013
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)
FXN 158,006 112.8%
FXO 151,904 106.8%
FXZ 148,950 103.5%
FXL 138,940 95.2%
FXH 131,330 90.1%
MINT 110,092 116.6%
PIMCO ETF TR 65,118 NEW
FEP 45,910 25.0%
XLF 44,524 58.8%
XLB 43,217 56.8%
Top Reduces (Value $000, Stocks/ETFs)
FXR -146,830 -100.0%
FXD -142,656 -100.0%
FXG -138,573 -100.0%
XLY -77,148 -100.0%
XLP -73,287 -100.0%
IYJ -72,016 -100.0%
FJP -62,120 -100.0%
iShares, Inc. -15,931 -100.0%
FPA -13,991 -28.6%
EEM -10,669 -26.5%
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.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type