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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
+7.5%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$2.96B
AUM Growth
+$2.23B
Cap. Flow
+$2.11B
Cap. Flow %
71.14%
Top 10 Hldgs %
49.85%
Holding
48
New
8
Increased
34
Reduced
–
Closed
6

Top Buys

Rank Stock Value
1
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$135M
2
FEP icon
First Trust Europe AlphaDEX Fund
FEP
+$116M
3
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$109M
4
FXL icon
First Trust Technology AlphaDEX Fund
FXL
+$109M
5
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$108M

Top Sells

Rank Stock Value
1
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$27.4M
2
IDU icon
iShares US Utilities ETF
IDU
+$22.7M
3
MBB icon
iShares MBS ETF
MBB
+$20.6M
4
TENZ
PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF
TENZ
+$20.4M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$3.61M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FPA icon
26
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$97.9M
$48.9M 1.65%
1,730,517
+1,137,590
+192% +$31.9M
VGK icon
27
Vanguard FTSE Europe ETF
VGK
$30.1B
$48M 1.62%
816,473
+800,935
+5,155% +$45.1M
HYS icon
28
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$47.3M 1.6%
444,787
+249,787
+128% +$26.5M
CORP icon
29
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.57B
$47M 1.59%
+474,703
New +$48.6M
EEM icon
30
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$40.3M 1.36%
964,225
+945,720
+5,111% +$39.6M
LQD icon
31
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
$35.3M 1.19%
+308,788
New +$35.3M
HYG icon
32
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$35.2M 1.19%
378,650
+376,017
+14,281% +$34.9M
EWJ icon
33
iShares MSCI Japan ETF
EWJ
$21.2B
$15.9M 0.54%
328,089
+321,798
+5,115% +$15.3M
EWC icon
34
iShares MSCI Canada ETF
EWC
$6.12B
$13.8M 0.47%
474,726
+465,655
+5,133% +$13.5M
EPP icon
35
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
$13.2M 0.45%
282,440
+277,062
+5,152% +$13.4M
XLK icon
36
State Street Technology Select Sector SPDR ETF
XLK
$109B
$5.62M 0.19%
314,378
+88,352
+39% +$1.5M
XLI icon
37
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$5.59M 0.19%
106,922
+28,467
+36% +$1.4M
XLE icon
38
State Street Energy Select Sector SPDR ETF
XLE
$39B
$5.44M 0.18%
122,842
+34,994
+40% +$1.51M
XLV icon
39
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$5.37M 0.18%
96,803
+25,040
+35% +$1.34M
IJH icon
40
iShares Core S&P Mid-Cap ETF
IJH
$121B
$745K 0.03%
+27,840
New +$719K
SSO icon
41
ProShares Ultra S&P500
SSO
$7.52B
$442K 0.01%
+68,928
New +$404K
MVV icon
42
ProShares Ultra MidCap400
MVV
$150M
$433K 0.01%
+20,484
New +$402K
FXU icon
43
First Trust Utilities AlphaDEX Fund
FXU
$826M
– –
-1,379,032
Closed -$27.4M
IDU icon
44
iShares US Utilities ETF
IDU
$1.37B
– –
-484,314
Closed -$22.7M
IEF icon
45
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
– –
-2,244
Closed -$229K
MBB icon
46
iShares MBS ETF
MBB
$39.1B
– –
-194,331
Closed -$20.6M
XLU icon
47
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
– –
-193,414
Closed -$3.61M
TENZ
48
DELISTED
PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF
TENZ
– –
-248,337
Closed -$20.4M
1
2

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CG
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STI
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GMCM
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F
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F-Squared Investment Management's Q4 2013 Portfolio in Review

As of Q4 2013, F-Squared Investment Management held 48 positions worth $2.96B, up 303% from $734M the previous quarter. Its ten largest holdings account for 50% of the portfolio.

F-Squared Investment Management deployed $2.11B of net new capital in Q4 2013, opening 8 new positions and adding to 34 existing holdings. Its largest new stake was First Trust Consumer Staples AlphaDEX Fund: 3,885,948 shares worth $139M.

On the sell side, the most notable exit was First Trust Utilities AlphaDEX Fund, an estimated $27.4M sold.

  • F-Squared Investment Management's largest Q4 2013 buy was First Trust Consumer Staples AlphaDEX Fund: 3,885,948 shares worth $139M.
  • F-Squared Investment Management added most to First Trust Europe AlphaDEX Fund in Q4 2013, an estimated $116M increase.
  • F-Squared Investment Management fully exited First Trust Utilities AlphaDEX Fund in Q4 2013, selling an estimated $27.4M.
  • F-Squared Investment Management's ten largest holdings make up 50% of its $2.96B portfolio in Q4 2013.
  • F-Squared Investment Management opened 8 new positions and closed 6 in Q4 2013.
  • F-Squared Investment Management's portfolio value rose 303% quarter-over-quarter to $2.96B.

Based on F-Squared Investment Management's 13F filing for Q4 2013, filed 18 Feb 2014.