0001512383-14-000006.txt : 20140815 0001512383-14-000006.hdr.sgml : 20140815 20140815150144 ACCESSION NUMBER: 0001512383-14-000006 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140630 FILED AS OF DATE: 20140815 DATE AS OF CHANGE: 20140815 EFFECTIVENESS DATE: 20140815 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: 141046295 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 false 0001512383 XXXXXXXX 06-30-2014 06-30-2014 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 08-15-2014 0 46 3967282 false INFORMATION TABLE 2 063014_13F.xml JACKSON NATIONAL LIFE INS PERS COM 468495635 0 12950 SH DFND 0 12950 0 ENERGY SELECT ETF SECTOR SPD COM 81369Y506 3851 38470 SH DFND 0 38470 0 FINANCIAL SELECTETF SECTOR SPD COM 81369Y605 71064 3125073 SH DFND 0 3125073 0 FIRST TRST HLTH CAREETF ALPHAD COM 33734X143 215792 4050915 SH DFND 0 4050915 0 FIRST TRUST CONSUMER ETF STAPL COM 33734X119 213245 5356576 SH DFND 0 5356576 0 FIRST TRUST ENERGY ETF ALPHA COM 33734X127 221720 7568020 SH DFND 0 7568020 0 FIRST TRUST ETF FINANCIAL ALPH COM 33734X135 213439 9588463 SH DFND 0 9588463 0 FIRST TRUST ETF INDUSTRIALS PR COM 33734X150 210876 6911689 SH DFND 0 6911689 0 FIRST TRUST ETF UTILITIES ALPH COM 33734X184 222975 9345123 SH DFND 0 9345123 0 FIRST TRUST MATERIAL ETF ALPHA COM 33734X168 213997 6266375 SH DFND 0 6266375 0 FIRST TRUST TECHNLGY ETF ALPHA COM 33734X176 216231 6649173 SH DFND 0 6649173 0 INDUSTRIAL SELECT ETF SECTO COM 81369Y704 3850 71211 SH DFND 0 71211 0 ISHARES ETF U.S. ENERGY COM 464287796 68969 1214241 SH DFND 0 1214241 0 ISHARES ETF U.S. HEALTHCARE COM 464287762 67990 530302 SH DFND 0 530302 0 ISHARES ETF U.S. INDUSTRIALS COM 464287754 66288 639846 SH DFND 0 639846 0 ISHARES ETF U.S. TECHNOLOGY COM 464287721 67835 700196 SH DFND 0 700196 0 ISHARES ETF U.S. UTILITIES COM 464287697 70041 628900 SH DFND 0 628900 0 SECTOR SPDR TR ETF TECHNOLOGY COM 81369Y803 3912 102009 SH DFND 0 102009 0 SELECT SECTOR SPDR FD HEALTH C COM 81369Y209 3921 64454 SH DFND 0 64454 0 SELECT SECTOR SPDR FD MATERIAL COM 81369Y100 71389 1438144 SH DFND 0 1438144 0 SELECT SECTOR SPDR TR CONSUMER COM 81369Y308 70140 1571943 SH DFND 0 1571943 0 SELECT SECTOR SPDR TR UTILITIE COM 81369Y886 3980 89930 SH DFND 0 89930 0 FIRST TR ASIA ETF PACIFIC EX-J COM 33737J109 83585 2767617 SH DFND 0 2767617 0 FIRST TR CANADA ETF ALPHADEX F COM 33737J208 91961 2373122 SH DFND 0 2373122 0 FIRST TR EMERGING ETF MARKE COM 33737J182 261325 10378282 SH DFND 0 10378282 0 FIRST TR EUROPE ETF ALPHADEX F COM 33737J117 264335 7619906 SH DFND 0 7619906 0 FIRST TR JAPAN ETF ALPHADEX F COM 33737J158 86311 1803401 SH DFND 0 1803401 0 ISHARES MSCI CANADA ETF INDEX COM 464286509 13885 431082 SH DFND 0 431082 0 ISHARES MSCI ETF EMERGING MARK COM 464287234 39069 903736 SH DFND 0 903736 0 ISHARES MSCI JAPAN ETF COM 464286848 12935 1074351 SH DFND 0 1074351 0 ISHARES MSCI PACIFIC ETF EX-JA COM 464286665 12277 249280 SH DFND 0 249280 0 VANGUARD FTSE ETF EUROPEAN COM 922042874 39553 659770 SH DFND 0 659770 0 ISHARES ETF 7-10 YR TREASURY B COM 464287440 29346 283313 SH DFND 0 283313 0 ISHARES ETF FLOATING RATE BOND COM 46429B655 93086 1832411 SH DFND 0 1832411 0 ISHARES IBOXX $ ETF HIGH YIELD COM 464288513 29575 310657 SH DFND 0 310657 0 ISHARES IBOXX & ETF INVESTMENT COM 464287242 29567 247917 SH DFND 0 247917 0 ISHARES MBS ETF COM 464288588 92802 857534 SH DFND 0 857534 0 ISHARES TIP BONDETF COM 464287176 29584 256451 SH DFND 0 256451 0 PIMCO 0-5 YEAR HIGH ETF YIELD COM 72201R783 63574 594871 SH DFND 0 594871 0 PIMCO INVESTMENTETF GRADE CORP COM 72201R817 63067 611010 SH DFND 0 611010 0 PIMCO TRUST ETF BROAD U S COM 72201R403 62880 1081908 SH DFND 0 1081908 0 PIMCO TRUST ETF 7-15YR US TREA COM 72201R700 63092 756681 SH DFND 0 756681 0 ISHARES CORE S&P 500 ETF S&P 5 COM 464287200 66545 337794 SH DFND 0 337794 0 SPDR GOLD TRUST ETF COM 78463V107 101077 789414 SH DFND 0 789414 0 SPDR S&P 500 TRUST ETF COM 78462F103 36216 185041 SH DFND 0 185041 0 ISHARES ETF MORTGAGE REAL ESTA COM 464288539 131 10372 SH DFND 0 10372 0