0001512383-13-000006.txt : 20131104 0001512383-13-000006.hdr.sgml : 20131104 20131104125628 ACCESSION NUMBER: 0001512383-13-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131104 DATE AS OF CHANGE: 20131104 EFFECTIVENESS DATE: 20131104 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: 131188329 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 true false 0001512383 XXXXXXXX 09-30-2013 09-30-2013 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 11-04-2013 0 40 734352 false INFORMATION TABLE 2 13F_093013.xml ENERGY SELECT ETF SECTOR SPDR COM 81369Y506 3642 43924 SH DFND 0 43924 0 FINANCIAL SELECTETF SECTOR SPD COM 81369Y605 25998 1306079 SH DFND 0 1306079 0 INDUSTRIAL SELECT ETF SECTOR S COM 81369Y704 3641 78455 SH DFND 0 78455 0 ISHARES ETF U.S. ENERGY COM 464287796 22629 480452 SH DFND 0 480452 0 ISHARES ETF U.S. INDUSTRIALS COM 464287754 22772 251565 SH DFND 0 251565 0 ISHARES ETF U.S. TECHNOLOGY COM 464287721 22878 290331 SH DFND 0 290331 0 ISHARES ETF U.S. UTILITIES COM 464287697 22736 242157 SH DFND 0 242157 0 SECTOR SPDR TR ETF TECHNOLOGY COM 81369Y803 3621 113013 SH DFND 0 113013 0 SELECT SECTOR SPDR FD CONSUMER COM 81369Y407 26612 438919 SH DFND 0 438919 0 SELECT SECTOR SPDR FD HEALTH C COM 81369Y209 3630 71763 SH DFND 0 71763 0 SELECT SECTOR SPDR FD MATERIAL COM 81369Y100 26300 626032 SH DFND 0 626032 0 SELECT SECTOR SPDR TR SBI INT- COM 81369Y886 3614 96707 SH DFND 0 96707 0 ISHARES MSCI CDA ETF COM 464286509 257 9071 SH DFND 0 9071 0 ISHARES MSCI EMERGING MARKET COM 464287234 754 18505 SH DFND 0 18505 0 ISHARES MSCI JAPAN ETF COM 464286848 300 25162 SH DFND 0 25162 0 ISHARES MSCI PACIFIC EX JAPA COM 464286665 256 5378 SH DFND 0 5378 0 VANGUARD FTSE ETF EUROPEAN COM 922042874 847 15538 SH DFND 0 15538 0 ISHARES ETF 7-10 YR TREASURY B COM 464287440 229 2244 SH DFND 0 2244 0 ISHARES ETF FLOATING RATE BOND COM 46429B655 20533 405147 SH DFND 0 405147 0 ISHARES IBOXX $ ETF HIGH YIELD COM 464288513 241 2633 SH DFND 0 2633 0 ISHARES MBS ETF COM 464288588 20583 194331 SH DFND 0 194331 0 SPDR S&P 500 TRUST ETF COM 78462F103 412 2452 SH DFND 0 2452 0 FIRST TRUST ASIA ETF PACIFIC E COM 33737J109 16460 592927 SH DFND 0 592927 0 FIRST TRUST CANADA ETF ALPHADE COM 33737J208 16753 464459 SH DFND 0 464459 0 FIRST TRUST CONSUMERETF DISCRE COM 33734X101 27624 931666 SH DFND 0 931666 0 FIRST TRUST EMERGING ETF MARKE COM 33737J182 49391 2031718 SH DFND 0 2031718 0 FIRST TRUST ENERGY ETF ALPHA COM 33734X127 27762 1210240 SH DFND 0 1210240 0 FIRST TRUST ETF FINANCIAL ALPH COM 33734X135 27600 1396739 SH DFND 0 1396739 0 FIRST TRUST ETF INDUSTRIALS/PR COM 33734X150 27682 1106381 SH DFND 0 1106381 0 FIRST TRUST ETF UTILITIES ALPH COM 33734X184 27443 1379032 SH DFND 0 1379032 0 FIRST TRUST EUROPE ETF ALPHADE COM 33737J117 57648 1869267 SH DFND 0 1869267 0 FIRST TRUST EXCH TRD ALPHA FD COM 33737J158 21081 457878 SH DFND 0 457878 0 FIRST TRUST HEALTH CARE ETF AL COM 33734X143 27687 639117 SH DFND 0 639117 0 FIRST TRUST MATERIAL ETF ALPHA COM 33734X168 27226 937874 SH DFND 0 937874 0 FIRST TRUST TECHNLGY ETF ALPHA COM 33734X176 27737 1019748 SH DFND 0 1019748 0 ISHARES CORE S&P 500 ETF S&P 5 COM 464287200 35801 211967 SH DFND 0 211967 0 ISHARES ETF U.S. HEALTHCARE COM 464287762 22503 210464 SH DFND 0 210464 0 PIMCO 0-5 YEAR HIGH ETF YIELD COM 72201R783 20455 195000 SH DFND 0 195000 0 PIMCO ETF TRUST ETF ENHANCED S COM 72201R833 20580 202970 SH DFND 0 202970 0 PIMCO TRUST ETF 7-15YR US COM 72201R700 20436 248337 SH DFND 0 248337 0