F-Squared Investment Management as of June 30, 2013
Portfolio Holdings for F-Squared Investment Management
F-Squared Investment Management holds 18 positions in its portfolio as reported in the June 2013 quarterly 13F filing
| Company (Ticker) | Portfolio Weight | Valued At | Change in Shares | Share Count | Share Price |
|---|---|---|---|---|---|
| Consumer Discretionary SPDR (XLY) | 11.6 | $23M | 398k | 56.40 | |
| Health Care SPDR (XLV) | 11.6 | $22M | 471k | 47.61 | |
| Financial Select Sector SPDR (XLF) | 11.6 | $22M | 1.2M | 19.44 | |
| Consumer Staples Select Sect. SPDR (XLP) | 11.2 | $22M | 546k | 39.67 | |
| iShares Dow Jones US Industrial (IYJ) | 10.0 | $19M | 234k | 82.93 | |
| Materials SPDR (XLB) | 10.0 | $19M | 504k | 38.34 | |
| iShares Dow Jones US Utilities (IDU) | 9.9 | $19M | 203k | 94.58 | |
| iShares Dow Jones US Technology (IYW) | 9.6 | $19M | 251k | 73.63 | |
| iShares Dow Jones US Energy Sector (IYE) | 9.5 | $18M | 413k | 44.53 | |
| Industrial SPDR (XLI) | 1.1 | $2.0M | 47k | 42.63 | |
| Utilities SPDR (XLU) | 1.0 | $2.0M | 52k | 37.62 | |
| Technology SPDR (XLK) | 1.0 | $1.9M | 63k | 30.58 | |
| iShares Lehman Short Treasury Bond (SHV) | 0.8 | $1.5M | 14k | 110.19 | |
| Energy Select Sector SPDR (XLE) | 0.5 | $880k | 11k | 78.30 | |
| Vanguard European ETF (VGK) | 0.3 | $574k | 12k | 48.14 | |
| Spdr S&p 500 Etf (SPY) | 0.1 | $261k | 1.6k | 160.42 | |
| iShares MSCI Japan Index | 0.1 | $224k | 20k | 11.22 | |
| iShares MSCI Canada Index (EWC) | 0.1 | $92k | 3.5k | 26.12 |
