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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 $1,546,565,000 across 25 holdings for the quarter ended 2015-06-30, in a 13F-HR filed 2015-08-05. Its ten largest share positions make up 77.87% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001512383-15-000003

Period
2015-06-30
Reported value
$1.55B
Holdings
25
Top 10 weight
77.87%
New
11
Sold out
2

Largest buys vs the previous quarter

SecurityShares changeApprox. value
FXHnew+2,687,703$185M
FXOnew+7,709,499$183M
FKUnew+1,425,261$62M
IVVnew+236,747$49.1M
IYHnew+298,159$47.3M

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
FTSMreduced-11,448,844-$687M
SHVreduced-2,460,521-$271M
MINTreduced-2,102,077-$213M
FXDreduced-3,187,889-$116M
FXNreduced-5,117,730-$102M

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 2015

Share positions as resolved from 13F-HR 0001512383-15-000003, largest first. % of portfolio is the value over $1,546,567,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
FXHFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 639,117 shares; 2013Q4: 3,031,256 shares; 2014Q1: 5,438,595 shares; 2014Q2: 4,050,915 shares; 2014Q3: 4,711,237 shares; 2014Q4: not reported; 2015Q1: not reported; 2015Q2: 2,687,703 shares 2,687,703$185M11.97%newTimeline
FXDFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 8,216,623 shares; 2015Q2: 5,028,734 shares 5,028,734$184M11.87%-3,187,889Timeline
FXOFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: not reported; 2015Q2: 7,709,499 shares 7,709,499$183M11.83%newTimeline
FXNFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 1,210,240 shares; 2013Q4: 5,546,457 shares; 2014Q1: 11,373,885 shares; 2014Q2: 7,568,020 shares; 2014Q3: 18,401 shares; 2014Q4: not reported; 2015Q1: 14,167,021 shares; 2015Q2: 9,049,291 shares 9,049,291$181M11.68%-5,117,730Timeline
FEMFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 9,380,950 shares; 2015Q2: 5,451,603 shares 5,451,603$125M8.09%-3,929,347Timeline
MINTPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 3,293,444 shares; 2015Q2: 1,191,367 shares 1,191,367$121M7.79%-2,102,077Timeline
FJPFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 457,878 shares; 2013Q4: 1,331,336 shares; 2014Q1: not reported; 2014Q2: 1,803,401 shares; 2014Q3: not reported; 2014Q4: not reported; 2015Q1: 2,097,436 shares; 2015Q2: 1,250,365 shares 1,250,365$62.7M4.06%-847,071Timeline
FKUFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 2,669,430 shares; 2014Q4: not reported; 2015Q1: not reported; 2015Q2: 1,425,261 shares 1,425,261$62M4.01%newTimeline
XLYSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 1,526,008 shares; 2015Q2: 681,307 shares 681,307$52.1M3.37%-844,701Timeline
SHVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: not reported; 2013Q4: 636,096 shares; 2014Q1: 561,434 shares; 2014Q2: not reported; 2014Q3: 308,159 shares; 2014Q4: 996,451 shares; 2015Q1: 2,909,734 shares; 2015Q2: 449,213 shares 449,213$49.5M3.2%-2,460,521Timeline
IVVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 211,967 shares; 2013Q4: 491,901 shares; 2014Q1: 592,874 shares; 2014Q2: 337,794 shares; 2014Q3: 714,038 shares; 2014Q4: 304,626 shares; 2015Q1: not reported; 2015Q2: 236,747 shares 236,747$49.1M3.17%newTimeline
IYHISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 210,464 shares; 2013Q4: 600,643 shares; 2014Q1: 863,784 shares; 2014Q2: 530,302 shares; 2014Q3: 590,115 shares; 2014Q4: not reported; 2015Q1: not reported; 2015Q2: 298,159 shares 298,159$47.3M3.06%newTimeline
IYEISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 480,452 shares; 2013Q4: 1,372,586 shares; 2014Q1: 2,167,775 shares; 2014Q2: 1,214,241 shares; 2014Q3: not reported; 2014Q4: not reported; 2015Q1: 2,546,851 shares; 2015Q2: 1,109,432 shares 1,109,432$47M3.04%-1,437,419Timeline
IYFISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 1,834,123 shares; 2015Q1: not reported; 2015Q2: 522,574 shares 522,574$46.9M3.03%newTimeline
FTSMFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 1,436,497 shares; 2015Q1: 11,982,912 shares; 2015Q2: 534,068 shares 534,068$32M2.07%-11,448,844Timeline
HYSPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 195,000 shares; 2013Q4: 444,787 shares; 2014Q1: 620,633 shares; 2014Q2: 594,871 shares; 2014Q3: 823,501 shares; 2014Q4: not reported; 2015Q1: not reported; 2015Q2: 293,147 shares 293,147$29.3M1.89%newTimeline
SPYSTATE STR SPDR S&P 500 ETF TQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 2,452 shares; 2013Q4: 440,780 shares; 2014Q1: 381,815 shares; 2014Q2: 185,041 shares; 2014Q3: 344,366 shares; 2014Q4: 157,490 shares; 2015Q1: not reported; 2015Q2: 123,683 shares 123,683$25.5M1.65%newTimeline
EEMISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 801,956 shares; 2015Q2: 494,547 shares 494,547$19.6M1.27%-307,409Timeline
HYGISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 2,633 shares; 2013Q4: 378,650 shares; 2014Q1: 362,131 shares; 2014Q2: 310,657 shares; 2014Q3: 362,663 shares; 2014Q4: not reported; 2015Q1: not reported; 2015Q2: 132,945 shares 132,945$11.8M0.76%newTimeline
ISHARESISHARESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 25,162 shares; 2013Q4: 1,312,357 shares; 2014Q1: not reported; 2014Q2: 1,074,351 shares; 2014Q3: not reported; 2014Q4: not reported; 2015Q1: 1,283,503 shares; 2015Q2: 767,469 shares 767,469$9.83M0.64%-516,034
ISHARESISHARESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: not reported; 2014Q3: 683,050 shares; 2014Q4: not reported; 2015Q1: not reported; 2015Q2: 515,950 shares 515,950$9.42M0.61%new
XLESELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 43,924 shares; 2013Q4: 61,421 shares; 2014Q1: 99,830 shares; 2014Q2: 38,470 shares; 2014Q3: not reported; 2014Q4: not reported; 2015Q1: 49,554 shares; 2015Q2: 63,645 shares 63,645$4.78M0.31%+14,091Timeline
XLVSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: 71,763 shares; 2013Q4: 96,803 shares; 2014Q1: 147,562 shares; 2014Q2: 64,454 shares; 2014Q3: 136,288 shares; 2014Q4: not reported; 2015Q1: 50,896 shares; 2015Q2: 64,102 shares 64,102$4.77M0.31%+13,206Timeline
XLFSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: not reported; 2015Q2: 195,348 shares 195,348$4.76M0.31%newTimeline
SPDR Series TrustSPDR Series TrustQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: 402,240 shares; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 8,309 shares; 2015Q1: 84,753 shares; 2015Q2: 5,462 shares 5,462$250K0.02%-79,291

Sold out in Q2 2015

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

SecurityShares beforeValue beforeType
MBBISHARES TR625,000$69Mshares
ISHARES TRISHARES TR10,342$121Kshares

How Q2 2015 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 0001512383-15-000003 base2015-08-05acceptance time not in the bulk data set

Filings

Every filing of this filer: 13F reports and notices, the 13D and 13G it filed or is a reporting person of, and Forms 3, 4 and 5 it reported as an owner.

FilingSubjectFiledAcceptedIngested
13F-HR 0001512383-15-000003 Quarter ended 2015-06-302015-08-05acceptance time not in the bulk data set
13F-HR 0001512383-15-000002 Quarter ended 2015-03-312015-05-15acceptance time not in the bulk data set
13F-HR 0001512383-15-000001 Quarter ended 2014-12-312015-02-13acceptance time not in the bulk data set
13F-HR 0001512383-14-000009 Quarter ended 2014-09-302014-11-14acceptance time not in the bulk data set
13F-HR 0001512383-14-000006 Quarter ended 2014-06-302014-08-15acceptance time not in the bulk data set
13F-HR 0001512383-14-000004 Quarter ended 2014-03-312014-05-16acceptance time not in the bulk data set
13F-HR 0001512383-14-000002 Quarter ended 2013-12-312014-02-18acceptance time not in the bulk data set
13F-HR 0001512383-13-000006 Quarter ended 2013-09-302013-11-04acceptance time not in the bulk data set
13F-HR 0001546927-13-000151 Quarter ended 2013-06-302013-08-13acceptance time not in the bulk data set