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F-Squared Investment Management, LLC

Q3 2014 Holdings

Filed 2014-11-14 | 41 holdings | $4.2M | 13F-HR | View on SEC ↗ · Holdings Table ↗

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IssuerClassCUSIPValue ↓Shares% Portfolio
First Trust Consumer ETF Stapl(FXG)COM33734X119$268.6K6,874,9346.4%
First Trust ETF Financial Alph(FXO)COM33734X135$267.9K12,258,9106.3%
First Trust ETF Industrials(FXR)COM33734X150$266.8K9,082,4496.3%
First Trust Technlgy ETF Alpha(FXL)COM33734X176$266.7K8,225,7236.3%
First Trust Consumer ETF Discr(FXD)COM33734X101$265.6K8,193,6606.3%
First Trust Material ETF Alpha(FXZ)COM33734X168$264.2K8,223,8886.3%
First Trst Hlth Careetf Alphad(FXH)COM33734X143$262.8K4,711,2376.2%
First TR Europe ETF Alphadex F(FEP)COM33737J117$208.9K6,792,3434.9%
First TR Emerging ETF Markets(FEM)COM33737J182$206.2K8,678,1494.9%
Ishares Core S&P 500 ETF S&P 5(IVV)COM464287200$141.6K714,0383.3%
Ishares ETF Floating Rate Bond(FLOT)COM46429B655$120.2K2,365,3662.8%
Ishares MBS ETF(MBB)COM464288588$120.0K1,110,3632.8%
First TR Canada ETF Alphadex F(FCAN)COM33737J208$107.2K2,993,9952.5%
First TR Switzerland ETF Alpha(FSZ)COM33737J232$106.1K2,720,1292.5%
First TR United ETF Kingdom AL(FKU)COM33737J224$103.9K2,669,4302.5%
First TR Asia ETF Pacific EX(FPA)COM33737J109$103.2K3,410,9812.4%
Select Sector Spdr TR Consumer(XLP)COM81369Y308$88.8K1,967,7812.1%
Financial Selectetf Sector SPD(XLF)COM81369Y605$88.6K3,824,3572.1%
Select Sector Spdr FD Consumer(XLY)COM81369Y407$88.1K1,320,4352.1%
Select Sector Spdr FD Material(XLB)COM81369Y100$87.8K1,770,9402.1%
Pimco Trust ETF 7-15 YR US TRECOM72201R700$86.2K1,033,6132.0%
Pimco ETF Trust ETF Enhanced S(MINT)COM72201R833$85.9K847,2352.0%
Pimco 0-5 Year High ETF Yield(HYS)COM72201R783$85.4K823,5012.0%
Ishares ETF U.S. Technology(IYW)COM464287721$80.2K795,5391.9%
Ishares ETF U.S. Industrials(IYJ)COM464287754$79.9K790,2281.9%
Ishares ETF U.S. Healthcare(IYH)COM464287762$79.3K590,1151.9%
Spdr S&P 500 Trust ETF(SPY)COM78462F103$67.8K344,3661.6%
Ishares ETF Short Treasury BON(SHV)COM464288679$34.0K308,1590.8%
Ishares ETF 7-10 YR Treasury B(IEF)COM464287440$33.9K326,7990.8%
Ishares Iboxx $ ETF High Yield(HYG)COM464288513$33.3K362,6630.8%
Ishares Msci Emuetf(EZU)COM464286608$26.5K688,9750.6%
Ishares Msci ETF Emerging Mark(EEM)COM464287234$25.8K620,0500.6%
Ishares Msci ETF Switzerland C(EWL)COM464286749$13.4K413,5860.3%
Ishares Msci United ETF KingdCOM46434V548$13.2K683,0500.3%
Ishares Msci Canada ETF Index(EWC)COM464286509$13.0K425,0970.3%
Ishares Msci Pacific ETF Ex-Ja(EPP)COM464286665$12.6K273,0730.3%
Select Sector Spdr FD Health C(XLV)COM81369Y209$8.7K136,2880.2%
Sector Spdr TR ETF Technology(XLK)COM81369Y803$8.7K217,0790.2%
Industrial Select ETF Sector S(XLI)COM81369Y704$4.5K85,4890.1%
First Trust Energy ETF Alphade(FXN)COM33734X127$47618,4010.0%
Ishares Core S&P Midcap ETF(IJH)COM464287507$3252,3740.0%