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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 $2,646,059,000 across 16 holdings for the quarter ended 2015-03-31, in a 13F-HR filed 2015-05-15. Its ten largest share positions make up 97.74% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001512383-15-000002

Period
2015-03-31
Reported value
$2.65B
Holdings
16
Top 10 weight
97.74%
New
7
Sold out
19

Largest buys vs the previous quarter

SecurityShares changeApprox. value
FTSMadded+10,546,415$633M
FXNnew+14,167,021$299M
SHVadded+1,913,283$211M
IYEnew+2,546,851$111M
FJPnew+2,097,436$105M

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-14,281,304-$355M
FXOexited-15,261,323-$355M
FXLexited-10,213,362-$352M
FXGexited-8,259,482-$352M
FEUZexited-10,466,480-$325M

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, Q1 2015

Share positions as resolved from 13F-HR 0001512383-15-000002, largest first. % of portfolio is the value over $2,646,058,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
FTSMFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q2: restricted; 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 11,982,912$719M27.19%+10,546,415Timeline
MINTPIMCO ETF TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 3,293,444 shares 3,293,444$333M12.59%+1,002,730Timeline
SHVISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q2: restricted; 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 2,909,734$321M12.13%+1,913,283Timeline
FXDFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 8,216,623 shares 8,216,623$306M11.58%-1,797,164Timeline
FXNFIRST TR EXCHANGE-TRADED FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2014Q4: not reported; 2015Q1: 14,167,021 shares 14,167,021$299M11.3%newTimeline
FEMFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 9,380,950 shares 9,380,950$208M7.87%-4,875,578Timeline
XLYSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 1,526,008 shares 1,526,008$115M4.33%-875,176Timeline
IYEISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q2: restricted; 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 2,546,851$111M4.2%newTimeline
FJPFIRST TR EXCH TRD ALPHDX FDQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q2: restricted; 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 2,097,436$105M3.95%newTimeline
MBBISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 625,000 shares 625,000$69M2.61%-371,138Timeline
EEMISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 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; 2015Q1: 801,956 shares 801,956$32.2M1.22%-474,627Timeline
ISHARESISHARESQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q2: restricted; 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 1,283,503$16.1M0.61%new
SPDR Series TrustSPDR Series TrustQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: 402,240 shares; 2014Q2: not reported; 2014Q3: not reported; 2014Q4: 8,309 shares; 2015Q1: 84,753 shares 84,753$3.88M0.15%+76,444
XLESELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q2: restricted; 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 49,554$3.84M0.15%newTimeline
XLVSELECT SECTOR SPDR TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q2: restricted; 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 50,896$3.69M0.14%newTimeline
ISHARES TRISHARES TRQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2013Q2: restricted; 2013Q3: not reported; 2013Q4: not reported; 2014Q1: not reported; 2014Q2: 10,372 shares; 2014Q3: not reported; 2014Q4: not reported; 2015Q1: 10,342 shares 10,342$121K<0.01%new

Sold out in Q1 2015

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

SecurityShares beforeValue beforeType
FXUFIRST TR EXCHANGE-TRADED FD14,281,304$355Mshares
FXOFIRST TR EXCHANGE-TRADED FD15,261,323$355Mshares
FXLFIRST TR EXCHANGE-TRADED FD10,213,362$352Mshares
FXGFIRST TR EXCHANGE-TRADED FD8,259,482$352Mshares
FEUZFIRST TR EXCH TRD ALPHDX FD10,466,480$325Mshares
XLPSELECT SECTOR SPDR TR3,501,105$170Mshares
IYFISHARES TR1,834,123$165Mshares
IDUISHARES TR1,391,332$165Mshares
IYWISHARES TR1,569,552$164Mshares
FRIFIRST TR EXCHANGE-TRADED FD3,486,439$77.6Mshares
PIMCO ETF TRPIMCO ETF TR899,917$77Mshares
IVVISHARES TR304,626$63Mshares
EZUISHARES INC1,327,028$48.2Mshares
IEFISHARES TR309,990$32.9Mshares
SPYSTATE STR SPDR S&P 500 ETF T157,490$32.4Mshares
IYRISHARES TR269,516$20.7Mshares
XLFSELECT SECTOR SPDR TR249,683$6.17Mshares
XLUSELECT SECTOR SPDR TR126,081$5.95Mshares
ING USA ANNUITY&LIFE INS GO…ING USA ANNUITY&LIFE INS GOLDE86,196$0shares

How Q1 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 0001512383-15-000002 base2015-05-15acceptance time not in the bulk data set