F-Squared Investment Management

F-Squared Investment Management as of June 30, 2014

Portfolio Holdings for F-Squared Investment Management

F-Squared Investment Management holds 46 positions in its portfolio as reported in the June 2014 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) 6.7 $264M 7.6M 34.69
First Tr Exch Trd Alpha Fd I emerg mkt alph (FEM) 6.6 $261M 10M 25.18
First Trust Utilities AlphaDEX Fnd (FXU) 5.6 $223M 9.3M 23.86
First Trust Energy AlphaDEX (FXN) 5.6 $222M 7.6M 29.30
First Trust Tech AlphaDEX Fnd (FXL) 5.5 $216M 6.6M 32.52
First Trust Health Care AlphaDEX (FXH) 5.4 $216M 4.1M 53.27
First Trust Materials AlphaDEX Fnd (FXZ) 5.4 $214M 6.3M 34.15
First Trust Financials AlphaDEX (FXO) 5.4 $213M 9.6M 22.26
First Trust Cnsumer Stapl Alpha (FXG) 5.4 $213M 5.4M 39.81
First Trust Ind/Prod AlphaDEX (FXR) 5.3 $211M 6.9M 30.51
SPDR Gold Trust (GLD) 2.5 $101M 789k 128.04
Ishares Tr fltg rate nt (FLOT) 2.4 $93M 1.8M 50.80
iShares Lehman MBS Bond Fund (MBB) 2.3 $93M 858k 108.22
FIRST TR EXCH TRD ALPHA FD I canada alpha 2.3 $92M 2.4M 38.75
First Tr Exch Trd Alpha Fd I (FJP) 2.2 $86M 1.8M 47.86
First Tr Exch Trd Alpha Fd I (FPA) 2.1 $84M 2.8M 30.20
Materials SPDR (XLB) 1.8 $71M 1.4M 49.64
Financial Select Sector SPDR (XLF) 1.8 $71M 3.1M 22.74
Consumer Staples Select Sect. SPDR (XLP) 1.8 $70M 1.6M 44.62
iShares Dow Jones US Utilities (IDU) 1.8 $70M 629k 111.37
iShares Dow Jones US Energy Sector (IYE) 1.7 $69M 1.2M 56.80
iShares Dow Jones US Healthcare (IYH) 1.7 $68M 530k 128.21
iShares Dow Jones US Technology (IYW) 1.7 $68M 700k 96.88
iShares S&P 500 Index (IVV) 1.7 $67M 338k 197.00
iShares Dow Jones US Industrial (IYJ) 1.7 $66M 640k 103.60
Pimco Etf Tr 0-5 high yield (HYS) 1.6 $64M 595k 106.87
inv grd crp bd (CORP) 1.6 $63M 611k 103.22
Pimco Etf Tr 7-15 yr us trs 1.6 $63M 757k 83.38
PIMCO Broad US TIPS Index Fund (TIPZ) 1.6 $63M 1.1M 58.12
Vanguard European ETF (VGK) 1.0 $40M 660k 59.95
iShares MSCI Emerging Markets Indx (EEM) 1.0 $39M 904k 43.23
Spdr S&p 500 Etf (SPY) 0.9 $36M 185k 195.72
iShares IBoxx $ Invest Grade Corp Bd (LQD) 0.8 $30M 248k 119.26
iShares iBoxx $ High Yid Corp Bond (HYG) 0.8 $30M 311k 95.20
iShares Barclays TIPS Bond Fund (TIP) 0.8 $30M 257k 115.36
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.7 $29M 283k 103.58
iShares MSCI Canada Index (EWC) 0.3 $14M 431k 32.21
iShares MSCI Japan Index 0.3 $13M 1.1M 12.04
iShares MSCI Pacific ex-Japan Idx (EPP) 0.3 $12M 249k 49.25
Health Care SPDR (XLV) 0.1 $3.9M 65k 60.83
Energy Select Sector SPDR (XLE) 0.1 $3.9M 39k 100.10
Industrial SPDR (XLI) 0.1 $3.8M 71k 54.06
Technology SPDR (XLK) 0.1 $3.9M 102k 38.35
Utilities SPDR (XLU) 0.1 $4.0M 90k 44.26
iShares FTSE NAREIT Mort. Plus Capp 0.0 $131k 10k 12.63
Jackson National Life Ins Pers 0.0 $0 13k 0.00