F-Squared Investment Management

F-Squared Investment Management as of Dec. 31, 2013

Portfolio Holdings for F-Squared Investment Management

F-Squared Investment Management holds 42 positions in its portfolio as reported in the December 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) 6.2 $184M 5.5M 33.44
First Tr Exch Trd Alpha Fd I emerg mkt alph (FEM) 5.0 $147M 5.9M 24.83
First Trust Ind/Prod AlphaDEX (FXR) 5.0 $147M 5.2M 28.39
First Trust Tech AlphaDEX Fnd (FXL) 4.9 $146M 4.9M 29.85
First Trust Health Care AlphaDEX (FXH) 4.9 $146M 3.0M 48.07
First Trust Materials AlphaDEX Fnd (FXZ) 4.9 $144M 4.4M 32.42
First Trust Cnsmer Disry Alpha Fnd (FXD) 4.8 $143M 4.4M 32.25
First Trust Financials AlphaDEX (FXO) 4.8 $142M 6.5M 21.74
First Trust Energy AlphaDEX (FXN) 4.7 $140M 5.5M 25.26
First Trust Cnsumer Stapl Alpha (FXG) 4.7 $139M 3.9M 35.66
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 3.2 $95M 932k 101.32
iShares S&P 500 Index (IVV) 3.1 $91M 492k 185.65
Ishares Tr fltg rate nt (FLOT) 2.8 $83M 1.6M 50.72
Spdr S&p 500 Etf (SPY) 2.7 $81M 441k 184.69
Consumer Discretionary SPDR (XLY) 2.6 $77M 1.2M 66.83
Materials SPDR (XLB) 2.6 $76M 1.6M 46.22
Financial Select Sector SPDR (XLF) 2.6 $76M 3.5M 21.86
Consumer Staples Select Sect. SPDR (XLP) 2.5 $73M 1.7M 42.98
iShares Dow Jones US Technology (IYW) 2.4 $73M 820k 88.44
iShares Dow Jones US Industrial (IYJ) 2.4 $72M 710k 101.38
iShares Lehman Short Treasury Bond (SHV) 2.4 $70M 636k 110.25
iShares Dow Jones US Healthcare (IYH) 2.4 $70M 601k 116.49
iShares Dow Jones US Energy Sector (IYE) 2.3 $69M 1.4M 50.49
First Tr Exch Trd Alpha Fd I (FJP) 2.1 $62M 1.3M 46.66
FIRST TR EXCH TRD ALPHA FD I canada alpha 1.7 $49M 1.4M 36.20
First Tr Exch Trd Alpha Fd I (FPA) 1.6 $49M 1.7M 28.25
Vanguard European ETF (VGK) 1.6 $48M 817k 58.80
Pimco Etf Tr 0-5 high yield (HYS) 1.6 $47M 445k 106.36
inv grd crp bd (CORP) 1.6 $47M 475k 99.00
iShares MSCI Emerging Markets Indx (EEM) 1.4 $40M 964k 41.80
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.2 $35M 309k 114.19
iShares iBoxx $ High Yid Corp Bond (HYG) 1.2 $35M 379k 92.88
iShares MSCI Japan Index 0.5 $16M 1.3M 12.14
iShares MSCI Canada Index (EWC) 0.5 $14M 475k 29.16
iShares MSCI Pacific ex-Japan Idx (EPP) 0.4 $13M 282k 46.73
Technology SPDR (XLK) 0.2 $5.6M 157k 35.74
Industrial SPDR (XLI) 0.2 $5.6M 107k 52.26
Energy Select Sector SPDR (XLE) 0.2 $5.4M 61k 88.50
Health Care SPDR (XLV) 0.2 $5.4M 97k 55.44
iShares S&P MidCap 400 Index (IJH) 0.0 $745k 5.6k 133.80
ProShares Ultra S&P500 (SSO) 0.0 $442k 4.3k 102.60
ProShares Ultra MidCap400 (MVV) 0.0 $433k 3.4k 126.83