F-Squared Investment Management
Latest statistics and disclosures from F-Squared Investment Management's latest quarterly 13F-HR filing:
- Top 5 stock holdings are FXH, FXD, FXO, FXN, FEM, and represent 55.44% of F-Squared Investment Management's stock portfolio.
- Added to shares of these 10 stocks: FXH (+$185M), FXO (+$183M), FKU (+$62M), IVV (+$49M), IYH (+$47M), IYF (+$47M), HYS (+$29M), SPY (+$26M), HYG (+$12M), Ishares msci uk (+$9.4M).
- Started 11 new stock positions in XLF, IYH, IYF, FKU, IVV, HYS, FXH, FXO, HYG, SPY. Ishares msci uk.
- Reduced shares in these 10 stocks: FTSM (-$687M), SHV (-$271M), MINT (-$213M), FXD (-$116M), FXN (-$102M), FEM (-$90M), MBB (-$69M), XLY (-$65M), IYE (-$61M), FJP (-$43M).
- Sold out of its positions in iShares FTSE NAREIT Mort. Plus Capp, MBB.
- F-Squared Investment Management was a net seller of stock by $-1.1B.
- F-Squared Investment Management has $1.5B in assets under management (AUM), dropping by -41.55%.
- Central Index Key (CIK): 0001512383
Portfolio Holdings for F-Squared Investment Management
F-Squared Investment Management holds 25 positions in its portfolio as reported in the June 2015 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price | |
|---|---|---|---|---|---|---|
| First Trust Health Care AlphaDEX (FXH) | 12.0 | $185M | NEW | 2.7M | 68.85 |
|
| First Trust Cnsmer Disry Alpha Fnd (FXD) | 11.9 | $184M | -38% | 5.0M | 36.51 |
|
| First Trust Financials AlphaDEX (FXO) | 11.8 | $183M | NEW | 7.7M | 23.73 |
|
| First Trust Energy AlphaDEX (FXN) | 11.7 | $181M | -36% | 9.0M | 19.96 |
|
| First Tr Exch Trd Alpha Fd I emerg mkt alph (FEM) | 8.1 | $125M | -41% | 5.5M | 22.96 |
|
| PIMCO Enhanced Short Mat Str Fund ETF (MINT) | 7.8 | $121M | -63% | 1.2M | 101.15 |
|
| First Tr Exch Trd Alpha Fd I (FJP) | 4.1 | $63M | -40% | 1.3M | 50.18 |
|
| FIRST TR EXCH TRD ALPHA FD I unit king alph (FKU) | 4.0 | $62M | NEW | 1.4M | 43.49 |
|
| Consumer Discretionary SPDR (XLY) | 3.4 | $52M | -55% | 681k | 76.48 |
|
| iShares Lehman Short Treasury Bond (SHV) | 3.2 | $50M | -84% | 449k | 110.29 |
|
| iShares S&P 500 Index (IVV) | 3.2 | $49M | NEW | 237k | 207.22 |
|
| iShares Dow Jones US Healthcare (IYH) | 3.1 | $47M | NEW | 298k | 158.72 |
|
| iShares Dow Jones US Energy Sector (IYE) | 3.0 | $47M | -56% | 1.1M | 42.38 |
|
| iShares Dow Jones US Financial (IYF) | 3.0 | $47M | NEW | 523k | 89.74 |
|
| First Trust Iv Enhanced Short (FTSM) | 2.1 | $32M | -95% | 534k | 60.01 |
|
| Pimco Etf Tr 0-5 high yield (HYS) | 1.9 | $29M | NEW | 293k | 99.87 |
|
| Spdr S&p 500 Etf (SPY) | 1.6 | $26M | NEW | 124k | 205.85 |
|
| iShares MSCI Emerging Markets Indx (EEM) | 1.3 | $20M | -38% | 495k | 39.62 |
|
| iShares iBoxx $ High Yid Corp Bond (HYG) | 0.8 | $12M | NEW | 133k | 88.80 |
|
| iShares MSCI Japan Index | 0.6 | $9.8M | -40% | 768k | 12.81 |
|
| Ishares msci uk | 0.6 | $9.4M | NEW | 516k | 18.25 |
|
| Health Care SPDR (XLV) | 0.3 | $4.8M | +25% | 64k | 74.40 |
|
| Energy Select Sector SPDR (XLE) | 0.3 | $4.8M | +28% | 64k | 75.17 |
|
| Financial Select Sector SPDR (XLF) | 0.3 | $4.8M | NEW | 195k | 24.38 |
|
| SPDR Barclays Capital 1-3 Month T- | 0.0 | $250k | -93% | 5.5k | 45.77 |
|
Past Filings by F-Squared Investment Management
SEC 13F filings are viewable for F-Squared Investment Management going back to 2012
- F-Squared Investment Management 2015 Q2 filed Aug. 5, 2015
- F-Squared Investment Management 2015 Q1 filed May 15, 2015
- F-Squared Investment Management 2014 Q4 filed Feb. 13, 2015
- F-Squared Investment Management 2014 Q3 filed Nov. 14, 2014
- F-Squared Investment Management 2014 Q2 filed Aug. 15, 2014
- F-Squared Investment Management 2014 Q1 filed May 16, 2014
- F-Squared Investment Management 2013 Q4 filed Feb. 18, 2014
- F-Squared Investment Management 2013 Q3 filed Nov. 4, 2013
- F-Squared Investment Management 2013 Q2 filed Aug. 13, 2013
- F-Squared Investment Management 2013 Q1 filed May 15, 2013
- F-Squared Investment Management 2012 Q4 filed Feb. 14, 2013