0001512383-15-000003.txt : 20150805 0001512383-15-000003.hdr.sgml : 20150805 20150805113925 ACCESSION NUMBER: 0001512383-15-000003 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150805 DATE AS OF CHANGE: 20150805 EFFECTIVENESS DATE: 20150805 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: 151028008 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 06-30-2015 06-30-2015 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 Newton MA 08-05-2015 0 25 1546565 false INFORMATION TABLE 2 063015_13F.xml ENERGY SELECT ETF SECTOR SPD COM 81369Y506 4784 63645 SH DFND 0 63645 0 FINANCIAL SELECTETF SECTOR SPD COM 81369Y605 4763 195348 SH DFND 0 195348 0 FIRST TRST HLTH CARE ETF ALPHA COM 33734X143 185048 2687703 SH DFND 0 2687703 0 FIRST TRUST ETF FINANCIAL COM 33734X135 182946 7709499 SH DFND 0 7709499 0 FIRST TRUST CONSUMERETF DISCRE COM 33734X101 183599 5028734 SH DFND 0 5028734 0 FIRST TRUST ENERGY ETF ALPHA COM 33734X127 180624 9049291 SH DFND 0 9049291 0 ISHARES ETF U.S. ENERG COM 464287796 47018 1109432 SH DFND 0 1109432 0 ISHARES ETF U.S. FINAN COM 464287788 46896 522574 SH DFND 0 522574 0 ISHARES ETF U.S. HEALT COM 464287762 47324 298159 SH DFND 0 298159 0 SELECT SECTOR SPDR FD CONSUMER COM 81369Y407 52106 681307 SH DFND 0 681307 0 SELECT SECTOR SPDR FD HEALTH C COM 81369Y209 4769 64102 SH DFND 0 64102 0 FIRST TR EMERGING ETF MARKE COM 33737J182 125169 5451603 SH DFND 0 5451603 0 FIRST TR JAPAN ETF ALPHADEX F COM 33737J158 62743 1250365 SH DFND 0 1250365 0 FIRST TR UNITED ETF KINGDOM AL COM 33737J224 61985 1425261 SH DFND 0 1425261 0 ISHARES MSCI ETF EMERGING M COM 464287234 19594 494547 SH DFND 0 494547 0 ISHARES MSCI JAPAN ETF COM 464286848 9831 767469 SH DFND 0 767469 0 ISHARES MSCI UNITED ETF KINGD COM 46434V548 9416 515950 SH DFND 0 515950 0 ISHARES IBOXX $ ETF HIGH YIELD COM 464288513 11806 132945 SH DFND 0 132945 0 PIMCO 0-5 YEAR HIGH ETF YIELD COM 72201R783 29277 293147 SH DFND 0 293147 0 ISHARES CORE S&P 500 ETF S&P 5 COM 464287200 49059 236747 SH DFND 0 236747 0 SPDR S&P 500 TRUST ETF COM 78462F103 25460 123683 SH DFND 0 123683 0 FIRST TR ENHANCED ETF SHORT COM 33739Q408 32049 534068 SH DFND 0 534068 0 ISHARES ETF SHORT TREA COM 464288679 49544 449213 SH DFND 0 449213 0 PIMCO ETF TRUST ETF ENHANCED S COM 72201R833 120507 1191367 SH DFND 0 1191367 0 SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 250 5462 SH DFND 0 5462 0