F-Squared Investment Management

F-Squared Investment Management as of Sept. 30, 2013

Portfolio Holdings for F-Squared Investment Management

F-Squared Investment Management holds 40 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
First Tr Exch Trd Alpha Fd I europe alpha (FEP) 7.8 $58M 1.9M 30.84
First Tr Exch Trd Alpha Fd I emerg mkt alph (FEM) 6.7 $49M 2.0M 24.31
iShares S&P 500 Index (IVV) 4.9 $36M 212k 168.90
First Trust Tech AlphaDEX Fnd (FXL) 3.8 $28M 1.0M 27.20
First Trust Energy AlphaDEX (FXN) 3.8 $28M 1.2M 22.94
First Trust Health Care AlphaDEX (FXH) 3.8 $28M 639k 43.32
First Trust Ind/Prod AlphaDEX (FXR) 3.8 $28M 1.1M 25.02
First Trust Cnsmer Disry Alpha Fnd (FXD) 3.8 $28M 932k 29.65
First Trust Financials AlphaDEX (FXO) 3.8 $28M 1.4M 19.76
First Trust Utilities AlphaDEX Fnd (FXU) 3.7 $27M 1.4M 19.90
First Trust Materials AlphaDEX Fnd (FXZ) 3.7 $27M 938k 29.03
Consumer Discretionary SPDR (XLY) 3.6 $27M 439k 60.63
Materials SPDR (XLB) 3.6 $26M 626k 42.01
Financial Select Sector SPDR (XLF) 3.5 $26M 1.3M 19.91
iShares Dow Jones US Technology (IYW) 3.1 $23M 290k 78.80
iShares Dow Jones US Utilities (IDU) 3.1 $23M 242k 93.89
iShares Dow Jones US Industrial (IYJ) 3.1 $23M 252k 90.52
iShares Dow Jones US Energy Sector (IYE) 3.1 $23M 481k 47.10
iShares Dow Jones US Healthcare (IYH) 3.1 $23M 211k 106.92
First Tr Exch Trd Alpha Fd I (FJP) 2.9 $21M 458k 46.04
iShares Lehman MBS Bond Fund (MBB) 2.8 $21M 194k 105.92
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 2.8 $21M 203k 101.39
Ishares Tr fltg rate nt (FLOT) 2.8 $21M 405k 50.68
Pimco Etf Tr 0-5 high yield (HYS) 2.8 $21M 195k 104.90
Pimco Etf Tr 7-15 yr us trs 2.8 $20M 248k 82.29
FIRST TR EXCH TRD ALPHA FD I canada alpha 2.3 $17M 465k 36.07
First Tr Exch Trd Alpha Fd I (FPA) 2.2 $17M 593k 27.76
Energy Select Sector SPDR (XLE) 0.5 $3.6M 44k 82.92
Industrial SPDR (XLI) 0.5 $3.6M 79k 46.41
Health Care SPDR (XLV) 0.5 $3.6M 72k 50.58
Technology SPDR (XLK) 0.5 $3.6M 113k 32.04
Utilities SPDR (XLU) 0.5 $3.6M 97k 37.37
Vanguard European ETF (VGK) 0.1 $847k 16k 54.51
iShares MSCI Emerging Markets Indx (EEM) 0.1 $754k 19k 40.75
Spdr S&p 500 Etf (SPY) 0.1 $412k 2.5k 168.03
iShares MSCI Japan Index 0.0 $300k 25k 11.92
iShares iBoxx $ High Yid Corp Bond (HYG) 0.0 $241k 2.6k 91.53
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.0 $229k 2.2k 102.05
iShares MSCI Pacific ex-Japan Idx (EPP) 0.0 $256k 5.4k 47.60
iShares MSCI Canada Index (EWC) 0.0 $257k 9.1k 28.33