0001512383-15-000001.txt : 20150213 0001512383-15-000001.hdr.sgml : 20150213 20150213154429 ACCESSION NUMBER: 0001512383-15-000001 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150213 DATE AS OF CHANGE: 20150213 EFFECTIVENESS DATE: 20150213 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: 15613768 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 12-31-2014 12-31-2014 F-Squared Investment Management, LLC

80 WILLIAM STREET SUITE 400 WELLESLEY MA 02481

13F HOLDINGS REPORT 028-15329 N Kara Brown 781-772-2777 Kara Brown Wellesley MA 02-13-2015 0 28 4193013 false INFORMATION TABLE 2 123114_13F.XML ING USA ANNUITY&LIFE INS GOLDE COM 380789818 0 86196 SH DFND 0 86196 0 FINANCIAL SELECTETF SECTOR SPD COM 81369Y605 6175 249683 SH DFND 0 249683 0 FIRST TRUST ETF FINANCIAL COM 33734X135 355131 15261323 SH DFND 0 15261323 0 FIRST TRUST ETF UTILITIES COM 33734X184 355319 14281304 SH DFND 0 14281304 0 FIRST TRUST CONSUMER ETF STAPL COM 33734X119 351606 8259482 SH DFND 0 8259482 0 FIRST TRUST CONSUMERETF DISCRE COM 33734X101 358494 10013787 SH DFND 0 10013787 0 FIRST TRUST TECHNLGY ETF ALPHA COM 33734X176 352463 10213362 SH DFND 0 10213362 0 ISHARES ETF U.S. TECHN COM 464287721 163861 1569552 SH DFND 0 1569552 0 ISHARES ETF U.S. UTILI COM 464287697 164553 1391332 SH DFND 0 1391332 0 ISHARES ETF U.S. FINANCIALS COM 464287788 165438 1834123 SH DFND 0 1834123 0 SELECT SECTOR SPDR FD CONSUMER COM 81369Y407 173245 2401184 SH DFND 0 2401184 0 SELECT SECTOR SPDR TR CONSUMER COM 81369Y308 169769 3501105 SH DFND 0 3501105 0 SELECT SECTOR SPDR TR UTILITIE COM 81369Y886 5954 126081 SH DFND 0 126081 0 FIRST TR EMERGING ETF MARKE COM 33737J182 307371 14256528 SH DFND 0 14256528 0 FIRST TR EXCHANGE ETF TRADE COM 33737J505 324984 10466480 SH DFND 0 10466480 0 ISHARES MSCI ETF EMERGING M COM 464287234 50157 1276583 SH DFND 0 1276583 0 ISHARES MSCI EMUETF COM 464286608 48211 1327028 SH DFND 0 1327028 0 ISHARES ETF 7-10 YR TR COM 464287440 32856 309990 SH DFND 0 309990 0 ISHARES MBS ETF COM 464288588 108898 996138 SH DFND 0 996138 0 PIMCO TRUST ETF 7-15YR US COM 72201R700 77033 899917 SH DFND 0 899917 0 FIRST TRUST S&P REIT ETF INDEX COM 33734G108 77643 3486439 SH DFND 0 3486439 0 ISHARES ETF U.S. REAL COM 464287739 20710 269516 SH DFND 0 269516 0 ISHARES CORE S&P 500 ETF S&P 5 COM 464287200 63018 304626 SH DFND 0 304626 0 SPDR S&P 500 TRUST ETF COM 78462F103 32370 157490 SH DFND 0 157490 0 FIRST TR ENHANCED ETF SHORT COM 33739Q408 86017 1436497 SH DFND 0 1436497 0 ISHARES ETF SHORT TREA COM 464288679 109859 996451 SH DFND 0 996451 0 PIMCO ETF TRUST ETF ENHANCED S COM 72201R833 231500 2290714 SH DFND 0 2290714 0 SPDR SERIES TRUST BRCLYS 1-3MT COM 78464A680 380 8309 SH DFND 0 8309 0