0001512383-14-000002.txt : 20140218 0001512383-14-000002.hdr.sgml : 20140217 20140218092400 ACCESSION NUMBER: 0001512383-14-000002 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140218 DATE AS OF CHANGE: 20140218 EFFECTIVENESS DATE: 20140218 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: 14620594 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 12-31-2013 12-31-2013 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 02-18-2014 0 42 2962838 false INFORMATION TABLE 2 123113_13F.xml ENERGY SELECT ETF SECTOR SPD COM 81369Y506 5436 61421 SH DFND 0 61421 0 FINANCIAL SELECTETF SECTOR SPD COM 81369Y605 75710 3463407 SH DFND 0 3463407 0 FIRST TRST HLTH CAREETF ALPHAD COM 33734X143 145712 3031256 SH DFND 0 3031256 0 FIRST TRUST CONSUMER ETF STAPL COM 33734X119 138573 3885948 SH DFND 0 3885948 0 FIRST TRUST CONSUMERETF DISCRE COM 33734X101 142656 4423451 SH DFND 0 4423451 0 FIRST TRUST ENERGY ETF ALPHA COM 33734X127 140104 5546457 SH DFND 0 5546457 0 FIRST TRUST ETF FINANCIAL ALPH COM 33734X135 142256 6543536 SH DFND 0 6543536 0 FIRST TRUST ETF INDUSTRIALS/PR COM 33734X150 146830 5171881 SH DFND 0 5171881 0 FIRST TRUST MATERIAL ETF ALPHA COM 33734X168 143959 4441109 SH DFND 0 4441109 0 FIRST TRUST TECHNLGY ETF ALPHA COM 33734X176 145957 4889698 SH DFND 0 4889698 0 INDUSTRIAL SELECT ETF SECTOR S COM 81369Y704 5588 106922 SH DFND 0 106922 0 ISHARES ETF U.S. ENERGY COM 464287796 69302 1372586 SH DFND 0 1372586 0 ISHARES ETF U.S. HEALTHCARE COM 464287762 69969 600643 SH DFND 0 600643 0 ISHARES ETF U.S. INDUSTRIALS COM 464287754 72016 710358 SH DFND 0 710358 0 ISHARES ETF U.S. TECHNOLOGY COM 464287721 72489 819638 SH DFND 0 819638 0 SECTOR SPDR TR ETF TECHNOLOGY COM 81369Y803 5618 157189 SH DFND 0 157189 0 SELECT SECTOR SPDR FD CONSUMER COM 81369Y407 77148 1154399 SH DFND 0 1154399 0 SELECT SECTOR SPDR FD HEALTH C COM 81369Y209 5367 96803 SH DFND 0 96803 0 SELECT SECTOR SPDR FD MATERIAL COM 81369Y100 76072 1645874 SH DFND 0 1645874 0 SELECT SECTOR SPDR TR CONSUMER COM 81369Y308 73287 1705142 SH DFND 0 1705142 0 FIRST TR ASIA ETF PACIFIC EX-J COM 33737J109 48885 1730517 SH DFND 0 1730517 0 FIRST TR CANADA ETF ALPHADEX F COM 33737J208 49374 1363911 SH DFND 0 1363911 0 FIRST TR EMERGING ETF MARKETS COM 33737J182 146985 5919648 SH DFND 0 5919648 0 FIRST TR EUROPE ETF ALPHADEX F COM 33737J117 183854 5498036 SH DFND 0 5498036 0 FIRST TR JAPAN ETF ALPHADEX F COM 33737J158 62120 1331336 SH DFND 0 1331336 0 ISHARES MSCI CANADA ETF INDEX COM 464286509 13843 474726 SH DFND 0 474726 0 ISHARES MSCI ETF EMERGING MARK COM 464287234 40300 964225 SH DFND 0 964225 0 ISHARES MSCI JAPAN ETF COM 464286848 15931 1312357 SH DFND 0 1312357 0 ISHARES MSCI PACIFIC ETF EX-JA COM 464286665 13198 282440 SH DFND 0 282440 0 VANGUARD FTSE ETF EUROPEAN COM 922042874 48009 816473 SH DFND 0 816473 0 ISHARES ETF FLOATING RATE BOND COM 46429B655 82626 1629065 SH DFND 0 1629065 0 ISHARES IBOXX $ ETF HIGH YIELD COM 464288513 35169 378650 SH DFND 0 378650 0 ISHARES IBOXX & ETF INVESTMENT COM 464287242 35260 308788 SH DFND 0 308788 0 PIMCO 0-5 YEAR HIGH ETF YIELD COM 72201R783 47308 444787 SH DFND 0 444787 0 PIMCO INVESTMENTETF GRADE CORP COM 72201R817 46996 474703 SH DFND 0 474703 0 ISHARES CORE S&P 500 ETF S&P 5 COM 464287200 91321 491901 SH DFND 0 491901 0 SPDR S&P 500 TRUST ETF COM 78462F103 81408 440780 SH DFND 0 440780 0 ISHARES CORE S&P MIDCAP ETF COM 464287507 745 5568 SH DFND 0 5568 0 PROSHARES ULTRA ETF MIDCAP 400 COM 74347R404 433 3414 SH DFND 0 3414 0 PROSHARES ULTRA S&P ETF 500 2 COM 74347R107 442 4308 SH DFND 0 4308 0 ISHARES ETF SHORT TREASURY BON COM 464288679 70130 636096 SH DFND 0 636096 0 PIMCO ETF TRUST ETF ENHANCED S COM 72201R833 94452 932217 SH DFND 0 932217 0