F-Squared Investment Management

F-Squared Investment Management as of Dec. 31, 2014

Portfolio Holdings for F-Squared Investment Management

F-Squared Investment Management holds 28 positions in its portfolio as reported in the December 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
First Trust Cnsmer Disry Alpha Fnd (FXD) 8.6 $359M 10M 35.80
First Trust Financials AlphaDEX (FXO) 8.5 $355M 15M 23.27
First Trust Utilities AlphaDEX Fnd (FXU) 8.5 $355M 14M 24.88
First Trust Tech AlphaDEX Fnd (FXL) 8.4 $353M 10M 34.51
First Trust Cnsumer Stapl Alpha (FXG) 8.4 $352M 8.3M 42.57
First Tr Exch Trd Alpha Fd I euro alphadex (FEUZ) 7.8 $325M 11M 31.05
First Tr Exch Trd Alpha Fd I emerg mkt alph (FEM) 7.3 $307M 14M 21.56
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 5.5 $232M 2.3M 101.06
Consumer Discretionary SPDR (XLY) 4.1 $173M 2.4M 72.15
Consumer Staples Select Sect. SPDR (XLP) 4.0 $170M 3.5M 48.49
iShares Dow Jones US Financial (IYF) 4.0 $165M 1.8M 90.20
iShares Dow Jones US Utilities (IDU) 3.9 $165M 1.4M 118.27
iShares Dow Jones US Technology (IYW) 3.9 $164M 1.6M 104.40
iShares Lehman Short Treasury Bond (SHV) 2.6 $110M 997k 110.25
iShares Lehman MBS Bond Fund (MBB) 2.6 $109M 996k 109.32
First Trust Iv Enhanced Short (FTSM) 2.0 $86M 1.4M 59.88
First Trust S&P REIT Index Fund (FRI) 1.9 $78M 3.5M 22.27
Pimco Etf Tr 7-15 yr us trs 1.8 $77M 900k 85.60
iShares S&P 500 Index (IVV) 1.5 $63M 305k 206.87
iShares MSCI Emerging Markets Indx (EEM) 1.2 $50M 1.3M 39.29
iShares MSCI EMU Index (EZU) 1.1 $48M 1.3M 36.33
iShares Lehman 7-10 Yr Treas. Bond (IEF) 0.8 $33M 310k 105.99
Spdr S&p 500 Etf (SPY) 0.8 $32M 158k 205.54
iShares Dow Jones US Real Estate (IYR) 0.5 $21M 270k 76.84
Financial Select Sector SPDR (XLF) 0.1 $6.2M 250k 24.73
Utilities SPDR (XLU) 0.1 $6.0M 126k 47.22
SPDR Barclays Capital 1-3 Month T- 0.0 $380k 8.3k 45.73
Golden Amern Life Ins Co - Ins Landmark Variable b 0.0 $0 86k 0.00