0001546927-13-000091.txt : 20130515
0001546927-13-000091.hdr.sgml : 20130515
20130515115729
ACCESSION NUMBER: 0001546927-13-000091
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20130331
FILED AS OF DATE: 20130515
DATE AS OF CHANGE: 20130515
EFFECTIVENESS DATE: 20130515
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: 13844827
BUSINESS ADDRESS:
STREET 1: ONE NEWTON EXECUTIVE PARK
STREET 2: 2221 WASHINGTON STREET, SUITE 201
CITY: NEWTON
STATE: MA
ZIP: 02462
BUSINESS PHONE: 857-404-0840
MAIL ADDRESS:
STREET 1: ONE NEWTON EXECUTIVE PARK
STREET 2: 2221 WASHINGTON STREET, SUITE 201
CITY: NEWTON
STATE: MA
ZIP: 02462
13F-HR
1
f2inv13f2013q1v1.txt
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
Form 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: March 31, 2013
Check here if Amendment [_] Amendment Number:
This Amendment (Check only one.): [_] is a restatement.
[_] adds new holdings
entries.
Institutional Investment Manager Filing this Report:
Name: F-Squared Investment Management, LLC
Address: One Newton Executive Park
2221 Washington Street, Suite 201
Newton, Massachusetts 02462
13F File Number: 028-15329
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person Signing this Report on Behalf of Reporting Manager:
Name: Kara Brown
Title: Chief Compliance Officer and Counsel
Phone: 617-916-0623
Signature, Place, and Date of Signing:
Kara Brown Newton, 5/15/2013
Massachusetts
[Signature] [City, State] [Date]
Report Type (Check only one.):
[X] 13F Holdings Report, (Check here if all holdings of this reporting
manager are reported in this report.)
[_] 13F Notice. (Check here if no holdings reported are in this report,
and all holdings are reported by other reporting manager(s).)
[_] 13F Combination Report. (Check here if a portion of the holdings for
this reporting manager are reported in this report and a portion
are reported by other reporting manager(s).)
List of Other Managers Reporting for this Manager:
[If there are no entries in this list, omit this section.]
Form 13F File Number Name
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 45
Form 13F Information Table Value Total: 165,664.73
(thousands)
List of Other Included Managers:
Provide a numbered list of the name(s) and Form 13F file number(s) of all
institutional managers with respect to which this report is filed, other
than the manager filing this report.
Form 13F File Number Names
Form 13F Information Table
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
----------------------------- -------------- --------- -------- ------------------ ---------- -------- -----------------------------
Value Shares/ Sh/ Put/ Investment Other Voting Authority
Name of Issuer Title of Class CUSIP (x$1000) Prn Amt Prn Call Discretion Managers Sole Shared None
----------------------------- -------------- --------- -------- --------- --- ---- ---------- -------- --------- --------- ---------
PROSHARES TR 74347R 71 41.75 750.61 SH Sole None None None None
9
ISHARES TR 464287 23 448.91 10496.02 SH Sole None None None None
4
ISHARES INC 464286 66 202.05 4065.44 SH Sole None None None None
5
ISHARES INC 464286 50 192.74 6760.46 SH Sole None None None None
9
ISHARES INC 464286 84 213.69 19785.84 SH Sole None None None None
8
ISHARES TR 46429B 65 163.30 3222.20 SH Sole None None None None
5
FIRST TR EXCHANGE TRADED FD 33734X 10 9.08 353.55 SH Sole None None None None
1
FIRST TR EXCHANGE TRADED FD 33734X 11 9.67 316.02 SH Sole None None None None
9
FIRST TR EXCHANGE TRADED FD 33734X 12 8.94 399.36 SH Sole None None None None
7
FIRST TR EXCHANGE TRADED FD 33734X 13 9.19 507.03 SH Sole None None None None
5
FIRST TR EXCHANGE TRADED FD 33734X 14 9.16 240.13 SH Sole None None None None
3
FIRST TR EXCHANGE TRADED FD 33734X 15 9.15 408.21 SH Sole None None None None
0
FIRST TR EXCHANGE TRADED FD 33734X 16 8.58 313.46 SH Sole None None None None
8
FIRST TR EXCHANGE TRADED FD 33734X 17 8.86 369.80 SH Sole None None None None
6
FIRST TR EXCHANGE TRADED FD 33734X 18 8.90 459.70 SH Sole None None None None
4
ISHARES TR 464287 69 174054.48 SH Sole None None None None
7 16,900.69
ISHARES TR 464287 79 353580.28 SH Sole None None None None
6 15,957.08
ISHARES TR 464287 78 18.34 270.22 SH Sole None None None None
8
ISHARES TR 464287 76 18.84 195.40 SH Sole None None None None
2
ISHARES TR 464287 75 200118.56 SH Sole None None None None
4 16,343.68
ISHARES TR 464287 73 145.13 2088.78 SH Sole None None None None
9
PROSHARES TR 74347R 73 45.17 402.14 SH Sole None None None None
5
ISHARES TR 464288 67 310.58 2817.55 SH Sole None None None None
9
SPDR SERIES TRUST 78462F 10 148.28 946.46 SH Sole None None None None
3
ISHARES TR 464287 17 164.27 1354.59 SH Sole None None None None
6
PROSHARES TR 74347R 75 43.78 439.99 SH Sole None None None None
0
PROSHARES TR 74347R 76 44.11 356.88 SH Sole None None None None
8
PROSHARES TR 74347R 68 45.43 659.07 SH Sole None None None None
5
PROSHARES TR 74347R 72 42.73 629.99 SH Sole None None None None
7
PROSHARES TR 74347X 63 42.04 498.27 SH Sole None None None None
3
PROSHARES TR 74347R 77 35.46 938.55 SH Sole None None None None
6
VANGUARD INTL EQUITY INDEX F 922042 87 590.41 SH Sole None None None None
4 12017.30962
SPDR SERIES TRUST 81369Y 10 SH Sole None None None None
0 16,948.27432574.4462
SPDR SERIES TRUST 81369Y 50 1,739.27 21930 SH Sole None None None None
6
SPDR SERIES TRUST 81369Y 60 SH Sole None None None None
5 18,017.20989467.01062
SPDR SERIES TRUST 81369Y 70 1,724.19 41288 SH Sole None None None None
4
SPDR SERIES TRUST 81369Y 80 1,650.83 54537 SH Sole None None None None
3
SPDR SERIES TRUST 81369Y 30 SH Sole None None None None
8 18,689.06469928.64848
SPDR SERIES TRUST 81369Y 88 1,782.22 45581 SH Sole None None None None
6
SPDR SERIES TRUST 81369Y 20 SH Sole None None None None
9 18,594.69404153.37194
SPDR SERIES TRUST 81369Y 40 SH Sole None None None None
7 18,117.97341848.48714
ISHARES TR 464287 72 SH Sole None None None None
1 15,795.66215463.95755
ISHARES TR 464288 51 163.80 SH Sole None None None None
3 1736.08196
ISHARES TR 464287 24 164.32 SH Sole None None None None
2 1370.46578
PROSHARES TR 74347R 69 37.27 494.62535 SH Sole None None None None
3