F-Squared Investment Management

F-Squared Investment Management as of June 30, 2015

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 2.7M 68.85
First Trust Cnsmer Disry Alpha Fnd (FXD) 11.9 $184M 5.0M 36.51
First Trust Financials AlphaDEX (FXO) 11.8 $183M 7.7M 23.73
First Trust Energy AlphaDEX (FXN) 11.7 $181M 9.0M 19.96
First Tr Exch Trd Alpha Fd I emerg mkt alph (FEM) 8.1 $125M 5.5M 22.96
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 7.8 $121M 1.2M 101.15
First Tr Exch Trd Alpha Fd I (FJP) 4.1 $63M 1.3M 50.18
FIRST TR EXCH TRD ALPHA FD I unit king alph (FKU) 4.0 $62M 1.4M 43.49
Consumer Discretionary SPDR (XLY) 3.4 $52M 681k 76.48
iShares Lehman Short Treasury Bond (SHV) 3.2 $50M 449k 110.29
iShares S&P 500 Index (IVV) 3.2 $49M 237k 207.22
iShares Dow Jones US Healthcare (IYH) 3.1 $47M 298k 158.72
iShares Dow Jones US Energy Sector (IYE) 3.0 $47M 1.1M 42.38
iShares Dow Jones US Financial (IYF) 3.0 $47M 523k 89.74
First Trust Iv Enhanced Short (FTSM) 2.1 $32M 534k 60.01
Pimco Etf Tr 0-5 high yield (HYS) 1.9 $29M 293k 99.87
Spdr S&p 500 Etf (SPY) 1.6 $26M 124k 205.85
iShares MSCI Emerging Markets Indx (EEM) 1.3 $20M 495k 39.62
iShares iBoxx $ High Yid Corp Bond (HYG) 0.8 $12M 133k 88.80
iShares MSCI Japan Index 0.6 $9.8M 768k 12.81
Ishares msci uk 0.6 $9.4M 516k 18.25
Health Care SPDR (XLV) 0.3 $4.8M 64k 74.40
Energy Select Sector SPDR (XLE) 0.3 $4.8M 64k 75.17
Financial Select Sector SPDR (XLF) 0.3 $4.8M 195k 24.38
SPDR Barclays Capital 1-3 Month T- 0.0 $250k 5.5k 45.77