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FSIM
F-Squared Investment Management Portfolio holdings
AUM
$1.55B
Turnover
48.15%
1-Year Est. Return
4.2%
This Fund
S&P 500
This Quarter Est. Return
+0.13%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.55B
AUM Growth
-$1.1B
(-42%)
Cap. Flow
-$1.1B
Cap. Flow % of AUM
Cap. Flow %
-71.41%
Top 10 Holdings %
Top 10 Hldgs %
77.87%
Holding
27
New
11
Increased
2
Reduced
12
Closed
2
Avg Time Held
0.4
years
Top 10 Avg Time Held
0.4
years
Top 20 Avg Time Held
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Financials AlphaDEX Fund
FXO
|
+$185M |
| 2 |
First Trust Health Care AlphaDEX Fund
FXH
|
+$182M |
| 3 |
First Trust United Kingdom AlphaDEX Fund
FKU
|
+$62.2M |
| 4 |
iShares Core S&P 500 ETF
IVV
|
+$50.1M |
| 5 |
iShares US Financials ETF
IYF
|
+$47.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Enhanced Short Maturity ETF
FTSM
|
+$688M |
| 2 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$271M |
| 3 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$213M |
| 4 |
First Trust Consumer Discretionary AlphaDEX Fund
FXD
|
+$118M |
| 5 |
First Trust Energy AlphaDEX Fund
FXN
|
+$112M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
First Trust Health Care AlphaDEX Fund
FXH
$1.12B
| $185M | 11.97% |
+2,687,703
| New | +$182M |
2015 Q2
0 quarters
|
|
|
2
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$255M
| $184M | 11.87% |
5,028,734
-3,187,889
| -39% | -$118M |
2014 Q3
3 quarters
|
|
|
3
First Trust Financials AlphaDEX Fund
FXO
$1.04B
| $183M | 11.83% |
+7,709,499
| New | +$185M |
2015 Q2
0 quarters
|
|
|
4
First Trust Energy AlphaDEX Fund
FXN
$386M
| $181M | 11.68% |
9,049,291
-5,117,730
| -36% | -$112M |
2015 Q1
1 quarter
|
|
5
First Trust Emerging Markets AlphaDEX Fund
FEM
$787M
| $125M | 8.09% |
5,451,603
-3,929,347
| -42% | -$95.7M |
2013 Q3
7 quarters
|
|
|
6
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.7B
| $121M | 7.79% |
1,191,367
-2,102,077
| -64% | -$213M |
2014 Q3
3 quarters
|
|
7
First Trust Japan AlphaDEX Fund
FJP
$274M
| $62.7M | 4.06% |
1,250,365
-847,071
| -40% | -$43.3M |
2015 Q1
1 quarter
|
|
|
8
First Trust United Kingdom AlphaDEX Fund
FKU
$35.4M
| $62M | 4.01% |
+1,425,261
| New | +$62.2M |
2015 Q2
0 quarters
|
|
9
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22.3B
| $52.1M | 3.37% |
1,362,614
-1,689,402
| -55% | -$64.6M |
2014 Q3
3 quarters
|
|
|
10
iShares 0-1 Year Treasury Bond ETF
SHV
$23.5B
| $49.5M | 3.2% |
449,213
-2,460,521
| -85% | -$271M |
2014 Q3
3 quarters
|
|
|
11
iShares Core S&P 500 ETF
IVV
$884B
| $49.1M | 3.17% |
+236,747
| New | +$50.1M |
2015 Q2
0 quarters
|
|
12
iShares US Healthcare ETF
IYH
$4.3B
| $47.3M | 3.06% |
+1,490,795
| New | +$46.9M |
2015 Q2
0 quarters
|
|
13
iShares US Energy ETF
IYE
$1.8B
| $47M | 3.04% |
1,109,432
-1,437,419
| -56% | -$64.4M |
2015 Q1
1 quarter
|
|
|
14
iShares US Financials ETF
IYF
$3.75B
| $46.9M | 3.03% |
+1,045,148
| New | +$47.3M |
2015 Q2
0 quarters
|
|
|
15
First Trust Enhanced Short Maturity ETF
FTSM
$6.72B
| $32M | 2.07% |
534,068
-11,448,844
| -96% | -$688M |
2014 Q4
2 quarters
|
|
16
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.67B
| $29.3M | 1.89% |
+293,147
| New | +$29.8M |
2015 Q2
0 quarters
|
|
17
State Street SPDR S&P 500 ETF Trust
SPY
$817B
| $25.5M | 1.65% |
+123,683
| New | +$26M |
2015 Q2
0 quarters
|
|
18
iShares MSCI Emerging Markets ETF
EEM
$29.3B
| $19.6M | 1.27% |
494,547
-307,409
| -38% | -$12.9M |
2013 Q3
7 quarters
|
|
19
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
| $11.8M | 0.76% |
+132,945
| New | +$12M |
2015 Q2
0 quarters
|
|
20
iShares MSCI Japan ETF
EWJ
$23.3B
| $9.8M | 0.64% |
191,867
-129,009
| -40% | -$6.72M |
2015 Q1
1 quarter
|
|
21
iShares MSCI United Kingdom ETF
EWU
$3.74B
| $9.42M | 0.61% |
+257,975
| New | +$9.9M |
2015 Q2
0 quarters
|
|
22
State Street Energy Select Sector SPDR ETF
XLE
$44.4B
| $4.78M | 0.31% |
127,290
+28,182
| +28% | +$1.12M |
2015 Q1
1 quarter
|
|
23
State Street Health Care Select Sector SPDR ETF
XLV
$45.6B
| $4.77M | 0.31% |
64,102
+13,206
| +26% | +$979K |
2015 Q1
1 quarter
|
|
24
State Street Financial Select Sector SPDR ETF
XLF
$51.2B
| $4.76M | 0.31% |
+222,530
| New | +$4.8M |
2015 Q2
0 quarters
|
|
25
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$51.2B
| $250K | 0.02% |
2,731
-39,646
| -94% | -$3.62M |
2014 Q4
2 quarters
|
|
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F
F-Squared Investment Management's Q2 2015 Portfolio in Review
As of Q2 2015, F-Squared Investment Management held 27 positions worth $1.55B, down 42% from $2.65B the previous quarter. Its ten largest holdings account for 78% of the portfolio.
F-Squared Investment Management withdrew a net $1.1B in Q2 2015, closing 2 positions and reducing 12 holdings. Its most notable exit was iShares MBS ETF, an estimated $69M position sold in full.
Against the trend, F-Squared Investment Management opened a new position in First Trust Financials AlphaDEX Fund worth $183M.
- F-Squared Investment Management's largest Q2 2015 buy was First Trust Financials AlphaDEX Fund: 7,709,499 shares worth $183M.
- F-Squared Investment Management added most to State Street Energy Select Sector SPDR ETF in Q2 2015, an estimated $1.12M increase.
- F-Squared Investment Management's biggest Q2 2015 reduction was First Trust Enhanced Short Maturity ETF, cutting an estimated $688M.
- F-Squared Investment Management fully exited iShares MBS ETF in Q2 2015, selling an estimated $69M.
- F-Squared Investment Management's ten largest holdings make up 78% of its $1.55B portfolio in Q2 2015.
- F-Squared Investment Management opened 11 new positions and closed 2 in Q2 2015.
- F-Squared Investment Management's portfolio value fell 42% quarter-over-quarter to $1.55B.
Based on F-Squared Investment Management's 13F filing for Q2 2015, filed 5 Aug 2015.