F-SQUARED INVESTMENT MANAGEMENT, LLC Information

80 WILLIAM STREET, WELLESLEY, Massachusetts, 02481, (781) 772-2777

Report Date: 06/30/2014

Position Statistics

Total Positions 48
New Positions 15
Increased Positions 21
Decreased Positions 27
Positions with Activity 48
Sold Out Positions 3
Total Mkt Value (in $ millions) 3,835

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

Sector Weighting

Basic Materials
Capital Goods
Conglomerates
Consumer Cyclical
Consumer/Non-Cyclical
Energy
Financial 81.29%
Healthcare
Services
Technology
Transportation
Utilities

48 Positions as of 06/30/2014

Company Class Value of Shares ($1,000s) ▼ Change in Value ($1,000s) Change (%) Shares Held
FIRST TR EXCH TRD ALPHA FD II EMERG MKT ALPH 242,956 85,285 54.09 10,378,282
FIRST TR EXCHANGE TRADED FD II HLTH CARE ALPH 234,759 -80,419 (25.52) 4,050,915
FIRST TR EXCH TRD ALPHA FD II EUROPE ALPHA 227,759 35,979 18.76 7,619,906
FIRST TR EXCHANGE TRADED FD II UTILITIES ALPH 222,975 222,975 New 9,345,123
FIRST TR EXCHANGE TRADED FD II FINLS ALPHADEX 213,919 -86,709 (28.84) 9,588,463
FIRST TR EXCHANGE TRADED FD II CONSUMR STAPLE 213,674 213,674 New 5,356,576
FIRST TR EXCHANGE TRADED FD II TECH ALPHADEX 213,106 -79,835 (27.25) 6,649,173
FIRST TR EXCHANGE TRADED FD II INDLS PROD DUR 205,208 205,208 New 6,911,689
FIRST TR EXCHANGE TRADED FD II MATERIALS ALPH 196,269 -79,232 (28.76) 6,266,375
FIRST TR EXCHANGE TRADED FD II ENERGY ALPHADX 180,346 -90,694 (33.46) 7,568,020
ISHARES MBS ETF 93,600 93,600 New 857,534
SPDR GOLD TRUST GOLD SHS 93,230 93,230 New 789,414
ISHARES TR FLTG RATE BD ETF 92,977 -8,101 (8.02) 1,832,411
FIRST TR EXCH TRD ALPHA FD II ASIA EX JAPAN 83,914 46,921 126.84 2,767,617
FIRST TR EXCH TRD ALPHA FD II CANADA ALPHA 82,063 13,554 19.78 2,373,122
FIRST TR EXCH TRD ALPHA FD II JAPAN ALPHADEX 80,745 80,745 New 1,803,401
ISHARES TR US HLTHCARE ETF 73,542 -46,247 (38.61) 530,302
SELECT SECTOR SPDR TR SBI INT-FINL 73,064 -52,767 (41.94) 3,125,073
SELECT SECTOR SPDR TR SBI CONS STPLS 72,624 72,624 New 1,571,943
ISHARES TR U.S. UTILITS ETF 70,607 70,607 New 628,900