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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
+6.74%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$734M
AUM Growth
+$541M
Cap. Flow
+$520M
Cap. Flow %
70.82%
Top 10 Hldgs %
45.81%
Holding
42
New
24
Increased
15
Reduced
1
Closed
2

Top Buys

Rank Stock Value
1
FEP icon
First Trust Europe AlphaDEX Fund
FEP
+$55.1M
2
FEM icon
First Trust Emerging Markets AlphaDEX Fund
FEM
+$48.4M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$35.7M
4
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$27.9M
5
FXO icon
First Trust Financials AlphaDEX Fund
FXO
+$27.4M

Top Sells

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$21.7M
2
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$20.1M
3
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$1.5M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FCAN
26
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
$16.8M 2.28%
+464,459
New +$16.2M
FPA icon
27
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$97.9M
$16.5M 2.24%
+592,927
New +$15.5M
XLE icon
28
State Street Energy Select Sector SPDR ETF
XLE
$39B
$3.64M 0.5%
87,848
+65,370
+291% +$2.69M
XLI icon
29
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$3.64M 0.5%
78,455
+31,071
+66% +$1.41M
XLV icon
30
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$3.63M 0.49%
71,763
-399,152
-85% -$20.1M
XLK icon
31
State Street Technology Select Sector SPDR ETF
XLK
$109B
$3.62M 0.49%
226,026
+100,848
+81% +$1.61M
XLU icon
32
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$3.61M 0.49%
193,414
+88,792
+85% +$1.69M
VGK icon
33
Vanguard FTSE Europe ETF
VGK
$30.1B
$847K 0.12%
15,538
+3,615
+30% +$189K
EEM icon
34
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$754K 0.1%
+18,505
New +$733K
SPY icon
35
State Street SPDR S&P 500 ETF Trust
SPY
$771B
$412K 0.06%
2,452
+825
+51% +$138K
EWJ icon
36
iShares MSCI Japan ETF
EWJ
$21.2B
$300K 0.04%
6,291
+1,298
+26% +$60.1K
EWC icon
37
iShares MSCI Canada ETF
EWC
$6.12B
$257K 0.04%
9,071
+5,549
+158% +$154K
EPP icon
38
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
$256K 0.03%
+5,378
New +$245K
HYG icon
39
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$241K 0.03%
+2,633
New +$241K
IEF icon
40
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
$229K 0.03%
+2,244
New +$227K
SHV icon
41
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
– –
-13,622
Closed -$1.5M
XLP icon
42
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
– –
-546,333
Closed -$21.7M
1
2

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SCVF
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CG
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STI
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HC
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GMCM
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RRC
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F
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F-Squared Investment Management's Q3 2013 Portfolio in Review

As of Q3 2013, F-Squared Investment Management held 42 positions worth $734M, up 280% from $193M the previous quarter. Its ten largest holdings account for 46% of the portfolio.

F-Squared Investment Management deployed $520M of net new capital in Q3 2013, opening 24 new positions and adding to 15 existing holdings. Its largest new stake was First Trust Europe AlphaDEX Fund: 1,869,267 shares worth $57.6M.

On the sell side, the largest reduction was State Street Health Care Select Sector SPDR ETF, an estimated $20.1M trimmed.

  • F-Squared Investment Management's largest Q3 2013 buy was First Trust Europe AlphaDEX Fund: 1,869,267 shares worth $57.6M.
  • F-Squared Investment Management added most to State Street Materials Select Sector SPDR ETF in Q3 2013, an estimated $5M increase.
  • F-Squared Investment Management's biggest Q3 2013 reduction was State Street Health Care Select Sector SPDR ETF, cutting an estimated $20.1M.
  • F-Squared Investment Management fully exited State Street Consumer Staples Select Sector SPDR ETF in Q3 2013, selling an estimated $21.7M.
  • F-Squared Investment Management's ten largest holdings make up 46% of its $734M portfolio in Q3 2013.
  • F-Squared Investment Management opened 24 new positions and closed 2 in Q3 2013.
  • F-Squared Investment Management's portfolio value rose 280% quarter-over-quarter to $734M.

Based on F-Squared Investment Management's 13F filing for Q3 2013, filed 4 Nov 2013.