0001512383-15-000002.txt : 20150515 0001512383-15-000002.hdr.sgml : 20150515 20150515151642 ACCESSION NUMBER: 0001512383-15-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150331 FILED AS OF DATE: 20150515 DATE AS OF CHANGE: 20150515 EFFECTIVENESS DATE: 20150515 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: 15868478 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 true 0001512383 XXXXXXXX 03-31-2015 03-31-2015 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 Mooney Wellesley MA 05-15-2015 0 16 2646059 false INFORMATION TABLE 2 033115_13f.xml ENERGY SELECT ETF SECTOR SPD COM 81369Y506 3844 49554 SH DFND 0 49554 0 FIRST TRUST CONSUMERETF DISCRE COM 33734X101 306480 8216623 SH DFND 0 8216623 0 FIRST TRUST ENERGY ETF ALPHA COM 33734X127 298924 14167021 SH DFND 0 14167021 0 ISHARES ETF U.S. ENERG COM 464287796 111043 2546851 SH DFND 0 2546851 0 SELECT SECTOR SPDR FD CONSUMER COM 81369Y407 114649 1526008 SH DFND 0 1526008 0 SELECT SECTOR SPDR FD HEALTH C COM 81369Y209 3690 50896 SH DFND 0 50896 0 FIRST TR EMERGING ETF MARKE COM 33737J182 208163 9380950 SH DFND 0 9380950 0 FIRST TR JAPAN ETF ALPHADEX F COM 33737J158 104599 2097436 SH DFND 0 2097436 0 ISHARES MSCI ETF EMERGING M COM 464287234 32182 801956 SH DFND 0 801956 0 ISHARES MSCI JAPAN ETF COM 464286848 16082 1283503 SH DFND 0 1283503 0 ISHARES MBS ETF COM 464288588 68963 625000 SH DFND 0 625000 0 ISHARES ETF MORTGAGE R COM 464288539 121 10342 SH DFND 0 10342 0 FIRST TR ENHANCED ETF SHORT COM 33739Q408 719454 11982912 SH DFND 0 11982912 0 ISHARES ETF SHORT TREA COM 464288679 320856 2909734 SH DFND 0 2909734 0 PIMCO ETF TRUST ETF ENHANCED S COM 72201R833 333132 3293444 SH DFND 0 3293444 0 SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 3876 84753 SH DFND 0 84753 0