F-Squared Investment Management

F-Squared Investment Management as of Dec. 31, 2012

Portfolio Holdings for F-Squared Investment Management

F-Squared Investment Management holds 34 positions in its portfolio as reported in the December 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Fifth Third Bancorp cnv pfd dep1/25 12.5 $15M 391k 37.54
D Pfizer 12.4 $15M 306k 47.44
HSBC Holdings 12.3 $15M 883k 16.39
PCCW 12.3 $14M 413k 34.90
China Mandarin Holdings 12.3 $14M 362k 39.88
Hongkong Electric Holdings 11.6 $14M 333k 40.84
Wharf 11.5 $14M 185k 73.33
D Pfizer 11.4 $13M 155k 86.36
Sector Spdr Tr sbi int-inds 0.9 $1.0M 27k 37.90
Sector Spdr Tr sbi int-energy 0.8 $995k 14k 71.42
Spdr Series Trust 0.8 $993k 28k 34.92
Sector Spdr Tr sbi int-tech 0.4 $509k -18k -28.85
Ishares Barclays Short Treasury Bond 0.2 $259k 2.3k 110.26
Spdr S&p 500 Etf Trust 0.1 $113k 794.00 142.42
Proshares Tr 0.0 $24k 530.00 45.73
Proshares Tr 0.0 $24k 284.00 83.81
Proshares Tr 0.0 $24k 305.00 78.43
Proshares Tr 0.0 $23k 246.00 94.09
Proshares Tr 0.0 $23k 431.00 54.02
Proshares Tr 0.0 $24k 442.00 54.59
Proshares Tr 0.0 $24k 354.00 67.82
Proshares Tr 0.0 $25k 671.00 36.69
Spdr Series Trust 0.0 $12k 264.00 45.80
First Tr Exchange Traded 0.0 $8.9k 394.00 22.59
First Tr Exchange Traded 0.0 $8.9k 350.00 25.33
First Tr Exchange Traded 0.0 $8.9k 272.00 32.57
First Tr Exchange Traded 0.0 $9.0k 453.00 19.84
First Tr Exchange Traded 0.0 $8.9k 565.00 15.68
First Tr Exchange Traded 0.0 $8.9k 459.00 19.42
First Tr Exchange Traded 0.0 $8.8k 492.00 17.98
First Tr Exchange Traded 0.0 $8.9k 346.00 25.80
Ishares Tr 0.0 $14k 233.00 60.71
Ishares Tr 0.0 $14k 169.00 83.49
Proshares Tr 0.0 $12k 326.00 36.99