F-Squared Investment Management, LLC 13F Holdings

CIK 0001512383 · Newton, MA

As of Jun 30, 2015, F-Squared Investment Management, LLC reported 25 positions worth .5M in its SEC Form 13F filing.

Top 25 holdings

SecurityTickerSectorSharesValue% of portfolio
FIRST TRUST HEALTH CARE ALPHADEX FUNDFXH—2,687,703 85.0K11.97%
FIRST TR EXCHANGE TRADED FD——5,028,734 83.6K11.87%
FIRST TRUST FINANCIALS ALPHADEX FUNDFXO—7,709,499 82.9K11.83%
FIRST TRUST ENERGY ALPHADEX FUNDFXN—9,049,291 80.6K11.68%
FIRST TRUST EMERGING MARKETS ALPHADEX FUNDFEM—5,451,603 25.2K8.09%
PIMCO ENHANCED SHORT MATURITY ACTIVE EXCHANGE-TRADED FUNDMINT—1,191,367 20.5K7.79%
FIRST TRUST JAPAN ALPHADEX FUNDFJP—1,250,365$62.7K4.06%
FIRST TR EXCH TRD ALPHDX FD——1,425,261$62.0K4.01%
STATE STREET(R) CONSUMER DISCRETIONARY SELECT SECTOR SPDR(R) ETFXLY—681,307$52.1K3.37%
ISHARES SHORT TREASURY BOND ETFSHV—449,213$49.5K3.20%
ISHARES CORE S&P 500 ETFIVV—236,747$49.1K3.17%
ISHARES US HEALTHCARE ETFIYH—298,159$47.3K3.06%
ISHARES US ENERGY ETFIYE—1,109,432$47.0K3.04%
ISHARES US FINANCIALS ETFIYF—522,574$46.9K3.03%
FIRST TRUST ENHANCED SHORT MATURITY ETFFTSM—534,068$32.0K2.07%
PIMCO 0-5 YEAR HIGH YIELD CORPORATE BOND INDEX EXCHANGE-TRADED FUNDHYS—293,147$29.3K1.89%
SPDR S&P 500 ETF TRUSTSPY—123,683$25.5K1.65%
ISHARES MSCI EMERGING MARKETS ETFEEM—494,547 9.6K1.27%
ISHARES IBOXX $ HIGH YIELD CORPORATE BOND ETFHYG—132,945 1.8K0.76%
ISHARESEWJ—767,469$9.8K0.64%
ISHARESEWU—515,950$9.4K0.61%
STATE STREET(R) ENERGY SELECT SECTOR SPDR(R) ETFXLEEquity63,645$4.8K0.31%
THE HEALTH CARE SELECT SECTOR SPDR FUNDXLVEquity64,102$4.8K0.31%
THE FINANCIAL SELECT SECTOR SPDR FUNDXLFEquity195,348$4.8K0.31%
SPDR BLOOMBERG 1 3 MNTH T BLL ETF——5,462$250.00.02%