F-Squared Investment Management

F-Squared Investment Management as of March 31, 2015

Portfolio Holdings for F-Squared Investment Management

F-Squared Investment Management holds 16 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
First Trust Iv Enhanced Short (FTSM) 27.2 $720M 12M 60.04
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 12.6 $333M 3.3M 101.15
iShares Lehman Short Treasury Bond (SHV) 12.1 $321M 2.9M 110.27
First Trust Cnsmer Disry Alpha Fnd (FXD) 11.6 $307M 8.2M 37.30
First Trust Energy AlphaDEX (FXN) 11.3 $299M 14M 21.10
First Tr Exch Trd Alpha Fd I emerg mkt alph (FEM) 7.9 $208M 9.4M 22.19
Consumer Discretionary SPDR (XLY) 4.3 $115M 1.5M 75.13
iShares Dow Jones US Energy Sector (IYE) 4.2 $111M 2.5M 43.60
First Tr Exch Trd Alpha Fd I (FJP) 4.0 $105M 2.1M 49.87
iShares Lehman MBS Bond Fund (MBB) 2.6 $69M 625k 110.34
iShares MSCI Emerging Markets Indx (EEM) 1.2 $32M 802k 40.13
iShares MSCI Japan Index 0.6 $16M 1.3M 12.53
Energy Select Sector SPDR (XLE) 0.1 $3.8M 50k 77.57
SPDR Barclays Capital 1-3 Month T- 0.1 $3.9M 85k 45.73
Health Care SPDR (XLV) 0.1 $3.7M 51k 72.50
iShares FTSE NAREIT Mort. Plus Capp 0.0 $121k 10k 11.70