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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
+2.43%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$3.49B
AUM Growth
+$530M
Cap. Flow
+$458M
Cap. Flow %
13.11%
Top 10 Hldgs %
65.34%
Holding
45
New
3
Increased
21
Reduced
9
Closed
12

Top Buys

Rank Stock Value
1
FXO icon
First Trust Financials AlphaDEX Fund
FXO
+$148M
2
FXN icon
First Trust Energy AlphaDEX Fund
FXN
+$145M
3
FXZ icon
First Trust Materials AlphaDEX Fund
FXZ
+$141M
4
FXL icon
First Trust Technology AlphaDEX Fund
FXL
+$131M
5
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$123M

Top Sells

Rank Stock Value
1
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$147M
2
FXD icon
First Trust Consumer Discretionary AlphaDEX Fund
FXD
+$143M
3
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$139M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$77.1M
5
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$73.3M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYG icon
26
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$34.2M 0.98%
362,131
-16,519
-4% -$1.55M
EEM icon
27
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$29.6M 0.85%
722,526
-241,699
-25% -$9.48M
BIL icon
28
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$18.4M 0.53%
+201,120
New +$18.4M
EWC icon
29
iShares MSCI Canada ETF
EWC
$6.12B
$12.8M 0.37%
433,142
-41,584
-9% -$1.2M
XLE icon
30
State Street Energy Select Sector SPDR ETF
XLE
$39B
$8.89M 0.25%
199,660
+76,818
+63% +$3.31M
XLK icon
31
State Street Technology Select Sector SPDR ETF
XLK
$109B
$8.65M 0.25%
476,218
+161,840
+51% +$2.89M
XLV icon
32
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$8.63M 0.25%
147,562
+50,759
+52% +$2.93M
EPP icon
33
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
$6.37M 0.18%
132,528
-149,912
-53% -$6.91M
EWJ icon
34
iShares MSCI Japan ETF
EWJ
$21.2B
– –
-328,089
Closed -$15.9M
FJP icon
35
First Trust Japan AlphaDEX Fund
FJP
$242M
– –
-1,331,336
Closed -$62.1M
FXD icon
36
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$276M
– –
-4,423,451
Closed -$143M
FXG icon
37
First Trust Consumer Staples AlphaDEX Fund
FXG
$235M
– –
-3,885,948
Closed -$139M
FXR icon
38
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$721M
– –
-5,171,881
Closed -$147M
IJH icon
39
iShares Core S&P Mid-Cap ETF
IJH
$121B
– –
-27,840
Closed -$745K
IYJ icon
40
iShares US Industrials ETF
IYJ
$1.95B
– –
-1,420,716
Closed -$72M
MVV icon
41
ProShares Ultra MidCap400
MVV
$150M
– –
-20,484
Closed -$433K
SSO icon
42
ProShares Ultra S&P500
SSO
$7.52B
– –
-68,928
Closed -$442K
XLI icon
43
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
– –
-106,922
Closed -$5.59M
XLP icon
44
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
– –
-1,705,142
Closed -$73.3M
XLY icon
45
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
– –
-2,308,798
Closed -$77.1M
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 Q1 2014 Portfolio in Review

As of Q1 2014, F-Squared Investment Management held 45 positions worth $3.49B, up 18% from $2.96B the previous quarter. Its ten largest holdings account for 65% of the portfolio.

F-Squared Investment Management deployed $458M of net new capital in Q1 2014, opening 3 new positions and adding to 21 existing holdings. Its largest new stake was PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF: 795,123 shares worth $65.1M.

On the sell side, the largest reduction was First Trust Asia Pacific ex-Japan AlphaDEX Fund, an estimated $14.1M trimmed.

  • F-Squared Investment Management's largest Q1 2014 buy was PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF: 795,123 shares worth $65.1M.
  • F-Squared Investment Management added most to First Trust Financials AlphaDEX Fund in Q1 2014, an estimated $148M increase.
  • F-Squared Investment Management's biggest Q1 2014 reduction was First Trust Asia Pacific ex-Japan AlphaDEX Fund, cutting an estimated $14.1M.
  • F-Squared Investment Management fully exited First Trust Industrials/Producer Durables AlphaDEX Fund in Q1 2014, selling an estimated $147M.
  • F-Squared Investment Management's ten largest holdings make up 65% of its $3.49B portfolio in Q1 2014.
  • F-Squared Investment Management opened 3 new positions and closed 12 in Q1 2014.
  • F-Squared Investment Management's portfolio value rose 18% quarter-over-quarter to $3.49B.

Based on F-Squared Investment Management's 13F filing for Q1 2014, filed 16 May 2014.