0001512383-14-000009.txt : 20141114 0001512383-14-000009.hdr.sgml : 20141114 20141114165619 ACCESSION NUMBER: 0001512383-14-000009 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141114 DATE AS OF CHANGE: 20141114 EFFECTIVENESS DATE: 20141114 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: 141225151 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 09-30-2014 09-30-2014 F-Squared Investment Management, LLC

80 WILLIAM STREET SUITE 400 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-15329 N Kara Brown (781) 772-2762 Kara Brown Wellesley MA 11-14-2014 0 41 4226345 false INFORMATION TABLE 2 093014_13F.xml FINANCIAL SELECTETF SECTOR SPD COM 81369Y605 88610 3824357 SH DFND 0 3824357 0 FIRST TRST HLTH CAREETF ALPHAD COM 33734X143 262840 4711237 SH DFND 0 4711237 0 FIRST TRUST CONSUMER ETF DISCR COM 33734X101 265557 8193660 SH DFND 0 8193660 0 FIRST TRUST CONSUMER ETF STAPL COM 33734X119 268604 6874934 SH DFND 0 6874934 0 FIRST TRUST ENERGY ETF ALPHADE COM 33734X127 476 18401 SH DFND 0 18401 0 FIRST TRUST ETF FINANCIAL ALPH COM 33734X135 267857 12258910 SH DFND 0 12258910 0 FIRST TRUST ETF INDUSTRIALS/PR COM 33734X150 266752 9082449 SH DFND 0 9082449 0 FIRST TRUST MATERIAL ETF ALPHA COM 33734X168 264151 8223888 SH DFND 0 8223888 0 FIRST TRUST TECHNLGY ETF ALPHA COM 33734X176 266678 8225723 SH DFND 0 8225723 0 INDUSTRIAL SELECT ETF SECTOR S COM 81369Y704 4544 85489 SH DFND 0 85489 0 ISHARES ETF U.S. HEALTHCARE COM 464287762 79282 590115 SH DFND 0 590115 0 ISHARES ETF U.S. INDUSTRIALS COM 464287754 79916 790228 SH DFND 0 790228 0 ISHARES ETF U.S. TECHNOLOGY COM 464287721 80159 795539 SH DFND 0 795539 0 SECTOR SPDR TR ETF TECHNOLOGY COM 81369Y803 8661 217079 SH DFND 0 217079 0 SELECT SECTOR SPDR FD CONSUMER COM 81369Y407 88060 1320435 SH DFND 0 1320435 0 SELECT SECTOR SPDR FD HEALTH C COM 81369Y209 8710 136288 SH DFND 0 136288 0 SELECT SECTOR SPDR FD MATERIAL COM 81369Y100 87821 1770940 SH DFND 0 1770940 0 SELECT SECTOR SPDR TR CONSUMER COM 81369Y308 88767 1967781 SH DFND 0 1967781 0 FIRST TR ASIA ETF PACIFIC EX-J COM 33737J109 103216 3410981 SH DFND 0 3410981 0 FIRST TR CANADA ETF ALPHADEX F COM 33737J208 107245 2993995 SH DFND 0 2993995 0 FIRST TR EMERGING ETF MARKETS COM 33737J182 206193 8678149 SH DFND 0 8678149 0 FIRST TR EUROPE ETF ALPHADEX F COM 33737J117 208932 6792343 SH DFND 0 6792343 0 FIRST TR SWITZERLAND ETF ALPHA COM 33737J232 106139 2720129 SH DFND 0 2720129 0 FIRST TR UNITED ETF KINGDOM AL COM 33737J224 103921 2669430 SH DFND 0 2669430 0 ISHARES MSCI CANADA ETF INDEX COM 464286509 13046 425097 SH DFND 0 425097 0 ISHARES MSCI EMUETF COM 464286608 26526 688975 SH DFND 0 688975 0 ISHARES MSCI ETF EMERGING MARK COM 464287234 25769 620050 SH DFND 0 620050 0 ISHARES MSCI ETF SWITZERLAND C COM 464286749 13446 413586 SH DFND 0 413586 0 ISHARES MSCI PACIFIC ETF EX-JA COM 464286665 12580 273073 SH DFND 0 273073 0 ISHARES MSCI UNITED ETF KINGD COM 46434V548 13238 683050 SH DFND 0 683050 0 ISHARES ETF 7-10 YR TREASURY B COM 464287440 33863 326799 SH DFND 0 326799 0 ISHARES ETF FLOATING RATE BOND COM 46429B655 120232 2365366 SH DFND 0 2365366 0 ISHARES IBOXX $ ETF HIGH YIELD COM 464288513 33347 362663 SH DFND 0 362663 0 ISHARES MBS ETF COM 464288588 120041 1110363 SH DFND 0 1110363 0 PIMCO 0-5 YEAR HIGH ETF YIELD COM 72201R783 85356 823501 SH DFND 0 823501 0 PIMCO TRUST ETF 7-15 YR US TRE COM 72201R700 86233 1033613 SH DFND 0 1033613 0 ISHARES CORE S&P 500 ETF S&P 5 COM 464287200 141565 714038 SH DFND 0 714038 0 SPDR S&P 500 TRUST ETF COM 78462F103 67847 344366 SH DFND 0 344366 0 ISHARES CORE S&P MIDCAP ETF COM 464287507 325 2374 SH DFND 0 2374 0 ISHARES ETF SHORT TREASURY BON COM 464288679 33975 308159 SH DFND 0 308159 0 PIMCO ETF TRUST ETF ENHANCED S COM 72201R833 85867 847235 SH DFND 0 847235 0