F-Squared Investment Management Portfolio holdings

F-Squared Investment Management's Q2 2015 Portfolio in Review

As of Q2 2015, F-Squared Investment Management held 27 positions worth $1.55B, down 42% from $2.65B the previous quarter. Its ten largest holdings account for 78% of the portfolio.

F-Squared Investment Management withdrew a net $1.1B in Q2 2015, closing 2 positions and reducing 12 holdings. Its most notable exit was iShares MBS ETF, an estimated $69M position sold in full.

Against the trend, F-Squared Investment Management opened a new position in First Trust Financials AlphaDEX Fund worth $183M.

• F-Squared Investment Management's largest Q2 2015 buy was First Trust Financials AlphaDEX Fund: 7,709,499 shares worth $183M.
• F-Squared Investment Management added most to State Street Energy Select Sector SPDR ETF in Q2 2015, an estimated $1.12M increase.
• F-Squared Investment Management's biggest Q2 2015 reduction was First Trust Enhanced Short Maturity ETF, cutting an estimated $688M.
• F-Squared Investment Management fully exited iShares MBS ETF in Q2 2015, selling an estimated $69M.
• F-Squared Investment Management's ten largest holdings make up 78% of its $1.55B portfolio in Q2 2015.
• F-Squared Investment Management opened 11 new positions and closed 2 in Q2 2015.
• F-Squared Investment Management's portfolio value fell 42% quarter-over-quarter to $1.55B.

Based on F-Squared Investment Management's 13F filing for Q2 2015, filed 5 Aug 2015.