0001512383-14-000004.txt : 20140516 0001512383-14-000004.hdr.sgml : 20140516 20140515175920 ACCESSION NUMBER: 0001512383-14-000004 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140331 FILED AS OF DATE: 20140516 DATE AS OF CHANGE: 20140515 EFFECTIVENESS DATE: 20140516 FILER: COMPANY DATA: COMPANY CONFORMED NAME: F-Squared Investment Management, LLC CENTRAL INDEX KEY: 0001512383 IRS NUMBER: 300639247 STATE OF INCORPORATION: DE FISCAL YEAR END: 0630 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-15329 FILM NUMBER: 14849270 BUSINESS ADDRESS: STREET 1: 80 WILLIAM STREET STREET 2: SUITE 400 CITY: WELLESLEY STATE: MA ZIP: 02481 BUSINESS PHONE: 781-772-2777 MAIL ADDRESS: STREET 1: 80 WILLIAM STREET STREET 2: SUITE 400 CITY: WELLESLEY STATE: MA ZIP: 02481 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001512383 XXXXXXXX 03-31-2014 03-31-2014 F-Squared Investment Management, LLC

80 WILLIAM STREET SUITE 400 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-15329 N Darren Mooney 781-772-2353 Darren W. Mooney Wellesley MA 05-15-2014 0 33 3492744 false INFORMATION TABLE 2 033114_13F.xml FORM 13F ENERGY SELECT ETF SECTOR SPDR COM 81369Y506 8891 99830 SH DFND 0 99830 0 FINANCIAL SELECTETF SECTOR SPD COM 81369Y605 120234 5382009 SH DFND 0 5382009 0 FIRST TRST HLTH CAREETF ALPHAD COM 33734X143 277042 5438595 SH DFND 0 5438595 0 FIRST TRUST ENERGY ETF ALPHA COM 33734X127 298110 11373885 SH DFND 0 11373885 0 FIRST TRUST ETF FINANCIAL ALPH COM 33734X135 294160 13475037 SH DFND 0 13475037 0 FIRST TRUST MATERIAL ETF ALPHA COM 33734X168 292909 8796053 SH DFND 0 8796053 0 FIRST TRUST TECHNLGY ETF ALPHA COM 33734X176 284897 9140110 SH DFND 0 9140110 0 ISHARES ETF U.S. ENERGY COM 464287796 110513 2167775 SH DFND 0 2167775 0 ISHARES ETF U.S. HEALTHCARE COM 464287762 106271 863784 SH DFND 0 863784 0 ISHARES ETF U.S. TECHNOLOGY COM 464287721 107928 1185240 SH DFND 0 1185240 0 SECTOR SPDR TR ETF TECHNOLOGY COM 81369Y803 8655 238109 SH DFND 0 238109 0 SELECT SECTOR SPDR FD HEALTH C COM 81369Y209 8631 147562 SH DFND 0 147562 0 SELECT SECTOR SPDR FD MATERIAL COM 81369Y100 119289 2523033 SH DFND 0 2523033 0 FIRST TR ASIA ETF PACIFIC EX-J COM 33737J109 34894 1220083 SH DFND 0 1220083 0 FIRST TR CANADA ETF ALPHADEX F COM 33737J208 71956 1981175 SH DFND 0 1981175 0 FIRST TR EMERGING ETF MARKETS COM 33737J182 161241 6735193 SH DFND 0 6735193 0 FIRST TR EUROPE ETF ALPHADEX F COM 33737J117 229764 6416187 SH DFND 0 6416187 0 ISHARES MSCI CANADA ETF INDEX COM 464286509 12799 433142 SH DFND 0 433142 0 ISHARES MSCI ETF EMERGING MARK COM 464287234 29631 722526 SH DFND 0 722526 0 ISHARES MSCI PACIFIC ETF EX-JA COM 464286665 6373 132528 SH DFND 0 132528 0 VANGUARD FTSE ETF EUROPEAN COM 922042874 38913 660101 SH DFND 0 660101 0 ISHARES ETF 7-10 YR TREASURY B COM 464287440 34396 338110 SH DFND 0 338110 0 ISHARES ETF FLOATING RATE BOND COM 46429B655 101018 1992074 SH DFND 0 1992074 0 ISHARES IBOXX $ ETF HIGH YIELD COM 464288513 34182 362131 SH DFND 0 362131 0 ISHARES IBOXX & ETF INVESTMENT COM 464287242 34287 293199 SH DFND 0 293199 0 PIMCO 0-5 YEAR HIGH ETF YIELD COM 72201R783 66166 620633 SH DFND 0 620633 0 PIMCO INVESTMENT ETF GRADE COR COM 72201R817 66666 657457 SH DFND 0 657457 0 PIMCO TRUST ETF 7-15 YR US TRE COM 72201R700 65118 795123 SH DFND 0 795123 0 ISHARES CORE S&P 500 ETF S&P 5 COM 464287200 111543 592874 SH DFND 0 592874 0 SPDR S&P 500 TRUST ETF COM 78462F103 71403 381815 SH DFND 0 381815 0 ISHARES ETF SHORT TREASURY BON COM 464288679 61909 561434 SH DFND 0 561434 0 PIMCO ETF TRUST ETF ENHANCED S COM 72201R833 204544 2017799 SH DFND 0 2017799 0 SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 18411 402240 SH DFND 0 402240 0