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F-Squared Investment Management, LLC

Q3 2013 Holdings

Filed 2013-11-04 | 40 holdings | $734.4K | 13F-HR | View on SEC ↗ · Holdings Table ↗

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IssuerClassCUSIPValue ↓Shares% Portfolio
First Trust Europe ETF Alphade(FEP)COM33737J117$57.6K1,869,2677.9%
First Trust Emerging ETF Marke(FEM)COM33737J182$49.4K2,031,7186.7%
Ishares Core S&P 500 ETF S&P 5(IVV)COM464287200$35.8K211,9674.9%
First Trust Energy ETF Alpha(FXN)COM33734X127$27.8K1,210,2403.8%
First Trust Technlgy ETF Alpha(FXL)COM33734X176$27.7K1,019,7483.8%
First Trust Health Care ETF AL(FXH)COM33734X143$27.7K639,1173.8%
First Trust ETF Industrials(FXR)COM33734X150$27.7K1,106,3813.8%
First Trust Consumeretf Discre(FXD)COM33734X101$27.6K931,6663.8%
First Trust ETF Financial Alph(FXO)COM33734X135$27.6K1,396,7393.8%
First Trust ETF Utilities Alph(FXU)COM33734X184$27.4K1,379,0323.7%
First Trust Material ETF Alpha(FXZ)COM33734X168$27.2K937,8743.7%
Select Sector Spdr FD Consumer(XLY)COM81369Y407$26.6K438,9193.6%
Select Sector Spdr FD Material(XLB)COM81369Y100$26.3K626,0323.6%
Financial Selectetf Sector SPD(XLF)COM81369Y605$26.0K1,306,0793.5%
Ishares ETF U.S. Technology(IYW)COM464287721$22.9K290,3313.1%
Ishares ETF U.S. Industrials(IYJ)COM464287754$22.8K251,5653.1%
Ishares ETF U.S. Utilities(IDU)COM464287697$22.7K242,1573.1%
Ishares ETF U.S. Energy(IYE)COM464287796$22.6K480,4523.1%
Ishares ETF U.S. Healthcare(IYH)COM464287762$22.5K210,4643.1%
First Trust Exch TRD Alpha FD(FJP)COM33737J158$21.1K457,8782.9%
Ishares MBS ETF(MBB)COM464288588$20.6K194,3312.8%
Pimco ETF Trust ETF Enhanced S(MINT)COM72201R833$20.6K202,9702.8%
Ishares ETF Floating Rate Bond(FLOT)COM46429B655$20.5K405,1472.8%
Pimco 0-5 Year High ETF Yield(HYS)COM72201R783$20.5K195,0002.8%
Pimco Trust ETF 7-15YR USCOM72201R700$20.4K248,3372.8%
First Trust Canada ETF Alphade(FCAN)COM33737J208$16.8K464,4592.3%
First Trust Asia ETF Pacific E(FPA)COM33737J109$16.5K592,9272.2%
Energy Select ETF Sector Spdr(XLE)COM81369Y506$3.6K43,9240.5%
Industrial Select ETF Sector S(XLI)COM81369Y704$3.6K78,4550.5%
Select Sector Spdr FD Health C(XLV)COM81369Y209$3.6K71,7630.5%
Sector Spdr TR ETF Technology(XLK)COM81369Y803$3.6K113,0130.5%
Select Sector Spdr TR SBI Int-(XLU)COM81369Y886$3.6K96,7070.5%
Vanguard Ftse ETF European(VGK)COM922042874$84715,5380.1%
Ishares Msci Emerging Market(EEM)COM464287234$75418,5050.1%
Spdr S&P 500 Trust ETF(SPY)COM78462F103$4122,4520.1%
Ishares Msci Japan ETFCOM464286848$30025,1620.0%
Ishares Msci CDA ETF(EWC)COM464286509$2579,0710.0%
Ishares Msci Pacific EX Japa(EPP)COM464286665$2565,3780.0%
Ishares Iboxx $ ETF High Yield(HYG)COM464288513$2412,6330.0%
Ishares ETF 7-10 YR Treasury B(IEF)COM464287440$2292,2440.0%