0001546927-13-000151.txt : 20130813 0001546927-13-000151.hdr.sgml : 20130813 20130813134034 ACCESSION NUMBER: 0001546927-13-000151 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130813 DATE AS OF CHANGE: 20130813 EFFECTIVENESS DATE: 20130813 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: 131032432 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 primary_doc.xml 13F-HR LIVE false false false 0001512383 XXXXXXXX 06-30-2013 06-30-2013 false F-Squared Investment Management, LLC

One Newton Executive Park 2221 Washington Street, Suite 201 Newton MA 02462

13F HOLDINGS REPORT 028-15329 N Kara Brown 617-916-0623 Kara Brown Newton MA 08-13-2013 0 17 193099 INFORMATION TABLE 2 infotable.xml ISHARES INC MSCI CDA INDEX 464286509 92 3522 SH SOLE 3522 0 0 ISHARES INC MSCI JAPAN 464286848 224 19971 SH SOLE 19971 0 0 ISHARES TR BARCLYS SH TREA 464288679 1501 13622 SH SOLE 13622 0 0 ISHARES TR DJ US ENERGY 464287796 18375 412654 SH SOLE 412654 0 0 ISHARES TR DJ US INDUSTRL 464287754 19365 233511 SH SOLE 233511 0 0 ISHARES TR DJ US TECH SEC 464287721 18514 251446 SH SOLE 251446 0 0 ISHARES TR DJ US UTILS 464287697 19193 202928 SH SOLE 202928 0 0 SELECT SECTOR SPDR TR SBI CONS DISCR 81369Y407 22460 398234 SH SOLE 398234 0 0 SELECT SECTOR SPDR TR SBI CONS STPLS 81369Y308 21673 546333 SH SOLE 546333 0 0 SELECT SECTOR SPDR TR SBI HEALTHCARE 81369Y209 22420 470915 SH SOLE 470915 0 0 SELECT SECTOR SPDR TR SBI INT-FINL 81369Y605 22432 1153626 SH SOLE 1153626 0 0 SELECT SECTOR SPDR TR SBI MATERIALS 81369Y100 19322 503909 SH SOLE 503909 0 0 SPDR S&P 500 ETF TR TR UNIT 78462F103 261 1627 SH SOLE 1627 0 0 SPDR SERIES TRUST SBI INT-ENERGY 81369Y506 880 11239 SH SOLE 11239 0 0 SPDR SERIES TRUST SBI INT-INDS 81369Y704 2020 47384 SH SOLE 47384 0 0 SPDR SERIES TRUST TECHNOLOGY 81369Y803 1914 62589 SH SOLE 62589 0 0 SPDR SERIES TRUST SBI INT-UTILS 81369Y886 1968 52311 SH SOLE 52311 0 0 VANGUARD INTL EQUITY INDEX F FTSE EUROPE ETF 922042874 574 11923 SH SOLE 11923 0 0