F-Squared Investment Management

F-Squared Investment Management as of Sept. 30, 2014

Portfolio Holdings for F-Squared Investment Management

F-Squared Investment Management holds 41 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
First Trust Cnsumer Stapl Alpha (FXG) 6.4 $269M 6.9M 39.07
First Trust Financials AlphaDEX (FXO) 6.3 $268M 12M 21.85
First Trust Tech AlphaDEX Fnd (FXL) 6.3 $267M 8.2M 32.42
First Trust Ind/Prod AlphaDEX (FXR) 6.3 $267M 9.1M 29.37
First Trust Cnsmer Disry Alpha Fnd (FXD) 6.3 $266M 8.2M 32.41
First Trust Materials AlphaDEX Fnd (FXZ) 6.2 $264M 8.2M 32.12
First Trust Health Care AlphaDEX (FXH) 6.2 $263M 4.7M 55.79
First Tr Exch Trd Alpha Fd I europe alpha (FEP) 4.9 $209M 6.8M 30.76
First Tr Exch Trd Alpha Fd I emerg mkt alph (FEM) 4.9 $206M 8.7M 23.76
iShares S&P 500 Index (IVV) 3.4 $142M 714k 198.26
iShares Lehman MBS Bond Fund (MBB) 2.8 $120M 1.1M 108.11
Ishares Tr fltg rate nt (FLOT) 2.8 $120M 2.4M 50.83
FIRST TR EXCH TRD ALPHA FD I canada alpha 2.5 $107M 3.0M 35.82
FIRST TR EXCH TRD ALPHA FD I switzlnd alpha (FSZ) 2.5 $106M 2.7M 39.02
FIRST TR EXCH TRD ALPHA FD I unit king alph (FKU) 2.5 $104M 2.7M 38.93
First Tr Exch Trd Alpha Fd I (FPA) 2.4 $103M 3.4M 30.26
Consumer Staples Select Sect. SPDR (XLP) 2.1 $89M 2.0M 45.11
Financial Select Sector SPDR (XLF) 2.1 $89M 3.8M 23.17
Materials SPDR (XLB) 2.1 $88M 1.8M 49.59
Consumer Discretionary SPDR (XLY) 2.1 $88M 1.3M 66.69
Pimco Etf Tr 7-15 yr us trs 2.0 $86M 1.0M 83.43
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 2.0 $86M 847k 101.35
Pimco Etf Tr 0-5 high yield (HYS) 2.0 $85M 824k 103.65
iShares Dow Jones US Technology (IYW) 1.9 $80M 796k 100.76
iShares Dow Jones US Industrial (IYJ) 1.9 $80M 790k 101.13
iShares Dow Jones US Healthcare (IYH) 1.9 $79M 590k 134.35
Spdr S&p 500 Etf (SPY) 1.6 $68M 344k 197.02
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.8 $34M 327k 103.62
iShares Lehman Short Treasury Bond (SHV) 0.8 $34M 308k 110.25
iShares iBoxx $ High Yid Corp Bond (HYG) 0.8 $33M 363k 91.95
iShares MSCI EMU Index (EZU) 0.6 $27M 689k 38.50
iShares MSCI Emerging Markets Indx (EEM) 0.6 $26M 620k 41.56
iShares MSCI Switzerland Index Fund (EWL) 0.3 $13M 414k 32.51
iShares MSCI Canada Index (EWC) 0.3 $13M 425k 30.69
Ishares msci uk 0.3 $13M 683k 19.38
iShares MSCI Pacific ex-Japan Idx (EPP) 0.3 $13M 273k 46.07
Health Care SPDR (XLV) 0.2 $8.7M 136k 63.91
Technology SPDR (XLK) 0.2 $8.7M 217k 39.90
Industrial SPDR (XLI) 0.1 $4.5M 86k 53.15
iShares S&P MidCap 400 Index (IJH) 0.0 $325k 2.4k 136.90
First Trust Energy AlphaDEX (FXN) 0.0 $476k 18k 25.87