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FSIM
F-Squared Investment Management Portfolio holdings
AUM
$1.55B
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
-71.41%
Top 10 Holdings %
Top 10 Hldgs %
77.87%
Holding
27
New
11
Increased
2
Reduced
12
Closed
2
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 | |
|---|---|---|---|---|---|---|
26
iShares MBS ETF
MBB
$39.3B
| – | – |
-625,000
| Closed | -$69M |
|
27
iShares Mortgage Real Estate ETF
REM
$559M
| – | – |
-2,586
| Closed | -$121K |
|
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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.