F-Squared Investment Management

F-Squared Investment Management as of March 31, 2014

Portfolio Holdings for F-Squared Investment Management

F-Squared Investment Management holds 33 positions in its portfolio as reported in the March 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
First Trust Energy AlphaDEX (FXN) 8.5 $298M 11M 26.21
First Trust Financials AlphaDEX (FXO) 8.4 $294M 14M 21.83
First Trust Materials AlphaDEX Fnd (FXZ) 8.4 $293M 8.8M 33.30
First Trust Tech AlphaDEX Fnd (FXL) 8.2 $285M 9.1M 31.17
First Trust Health Care AlphaDEX (FXH) 7.9 $277M 5.4M 50.94
First Tr Exch Trd Alpha Fd I europe alpha (FEP) 6.6 $230M 6.4M 35.81
PIMCO Enhanced Short Mat Str Fund ETF (MINT) 5.9 $205M 2.0M 101.37
First Tr Exch Trd Alpha Fd I emerg mkt alph (FEM) 4.6 $161M 6.7M 23.94
Financial Select Sector SPDR (XLF) 3.4 $120M 5.4M 22.34
Materials SPDR (XLB) 3.4 $119M 2.5M 47.28
iShares S&P 500 Index (IVV) 3.2 $112M 593k 188.14
iShares Dow Jones US Energy Sector (IYE) 3.2 $111M 2.2M 50.98
iShares Dow Jones US Technology (IYW) 3.1 $108M 1.2M 91.06
iShares Dow Jones US Healthcare (IYH) 3.0 $106M 864k 123.03
Ishares Tr fltg rate nt (FLOT) 2.9 $101M 2.0M 50.71
FIRST TR EXCH TRD ALPHA FD I canada alpha 2.1 $72M 2.0M 36.32
Spdr S&p 500 Etf (SPY) 2.0 $71M 382k 187.01
inv grd crp bd (CORP) 1.9 $67M 658k 101.40
Pimco Etf Tr 0-5 high yield (HYS) 1.9 $66M 621k 106.61
Pimco Etf Tr 7-15 yr us trs 1.9 $65M 795k 81.90
iShares Lehman Short Treasury Bond (SHV) 1.8 $62M 561k 110.27
Vanguard European ETF (VGK) 1.1 $39M 660k 58.95
First Tr Exch Trd Alpha Fd I (FPA) 1.0 $35M 1.2M 28.60
iShares IBoxx $ Invest Grade Corp Bd (LQD) 1.0 $34M 293k 116.94
iShares iBoxx $ High Yid Corp Bond (HYG) 1.0 $34M 362k 94.39
iShares Lehman 7-10 Yr Treas. Bond (IEF) 1.0 $34M 338k 101.73
iShares MSCI Emerging Markets Indx (EEM) 0.8 $30M 723k 41.01
SPDR Barclays Capital 1-3 Month T- 0.5 $18M 402k 45.77
iShares MSCI Canada Index (EWC) 0.4 $13M 433k 29.55
Health Care SPDR (XLV) 0.2 $8.6M 148k 58.49
Energy Select Sector SPDR (XLE) 0.2 $8.9M 100k 89.06
Technology SPDR (XLK) 0.2 $8.7M 238k 36.35
iShares MSCI Pacific ex-Japan Idx (EPP) 0.2 $6.4M 133k 48.09