We are live on ! Find out more
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
+4.35%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$3.97B
AUM Growth
+$475M
Cap. Flow
+$330M
Cap. Flow %
8.32%
Top 10 Hldgs %
56.81%
Holding
49
New
16
Increased
6
Reduced
24
Closed
3

Top Buys

Rank Stock Value
1
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$213M
2
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$206M
3
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$203M
4
GLD icon
SPDR Gold Trust
GLD
+$98.1M
5
MBB icon
iShares MBS ETF
MBB
+$92M

Top Sells

Rank Stock Value
1
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$205M
2
FXN icon
First Trust Energy AlphaDEX Fund
FXN
+$105M
3
FXO icon
First Trust Financials AlphaDEX Fund
FXO
+$84.5M
4
FXZ icon
First Trust Materials AlphaDEX Fund
FXZ
+$84.4M
5
FXL icon
First Trust Technology AlphaDEX Fund
FXL
+$76.9M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
HYS icon
26
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$63.6M 1.6%
594,871
-25,762
-4% -$2.75M
TENZ
27
DELISTED
PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF
TENZ
$63.1M 1.59%
756,681
-38,442
-5% -$3.19M
CORP icon
28
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.57B
$63.1M 1.59%
611,010
-46,447
-7% -$4.77M
TIPZ icon
29
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$88.8M
$62.9M 1.59%
+1,081,908
New +$62.1M
VGK icon
30
Vanguard FTSE Europe ETF
VGK
$30.1B
$39.6M 1%
659,770
-331
-0.1% -$19.9K
EEM icon
31
iShares MSCI Emerging Markets ETF
EEM
$27.6B
$39.1M 0.98%
903,736
+181,210
+25% +$7.69M
SPY icon
32
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$36.2M 0.91%
185,041
-196,774
-52% -$37.4M
TIP icon
33
iShares TIPS Bond ETF
TIP
$14.5B
$29.6M 0.75%
+256,451
New +$29.2M
HYG icon
34
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$29.6M 0.75%
310,657
-51,474
-14% -$4.87M
LQD icon
35
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
$29.6M 0.75%
247,917
-45,282
-15% -$5.36M
IEF icon
36
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$29.3M 0.74%
283,313
-54,797
-16% -$5.63M
EWC icon
37
iShares MSCI Canada ETF
EWC
$6.12B
$13.9M 0.35%
431,082
-2,060
-0.5% -$63.1K
EWJ icon
38
iShares MSCI Japan ETF
EWJ
$21.3B
$12.9M 0.33%
+268,588
New +$12.3M
EPP icon
39
iShares MSCI Pacific ex Japan ETF
EPP
$2.22B
$12.3M 0.31%
249,280
+116,752
+88% +$5.79M
XLU icon
40
State Street Utilities Select Sector SPDR ETF
XLU
$23.3B
$3.98M 0.1%
+179,860
New +$3.83M
XLV icon
41
State Street Health Care Select Sector SPDR ETF
XLV
$43.1B
$3.92M 0.1%
64,454
-83,108
-56% -$4.88M
XLK icon
42
State Street Technology Select Sector SPDR ETF
XLK
$110B
$3.91M 0.1%
204,018
-272,200
-57% -$5.04M
XLE icon
43
State Street Energy Select Sector SPDR ETF
XLE
$39.1B
$3.85M 0.1%
76,940
-122,720
-61% -$5.81M
XLI icon
44
State Street Industrial Select Sector SPDR ETF
XLI
$32.4B
$3.85M 0.1%
+71,211
New +$3.81M
REM icon
45
iShares Mortgage Real Estate ETF
REM
$550M
$131K ﹤0.01%
+2,593
New +$130K
BIL icon
46
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
– –
-201,120
Closed -$18.4M
MINT icon
47
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
– –
-2,017,799
Closed -$205M
SHV icon
48
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
– –
-561,434
Closed -$61.9M
1
2

Similar funds

HC
Hosking & Co Dublin, Ireland $1.49B AUM
SCVF
Small Cap Value Fund Dallas, Texas $538M AUM
CG
Clermont Group Grand Cayman, Cayman Islands $509M AUM 5.85% 1-Year Est. Return
STI
Susquehanna Trust & Investment Lititz, Pennsylvania $457M AUM 0.8% 1-Year Est. Return
HC
Highmount Capital New York $391M AUM 2.64% 1-Year Est. Return
GMCM
Gruber & McBaine Capital Management San Francisco, California $369M AUM 12.23% 1-Year Est. Return
RRC
Red Rocks Capital Denver, Colorado $296M AUM 1.84% 1-Year Est. Return
F
FolioMetrix Omaha, Nebraska $239M AUM

F-Squared Investment Management's Q2 2014 Portfolio in Review

As of Q2 2014, F-Squared Investment Management held 49 positions worth $3.97B, up 14% from $3.49B the previous quarter. Its ten largest holdings account for 57% of the portfolio.

F-Squared Investment Management deployed $330M of net new capital in Q2 2014, opening 16 new positions and adding to 6 existing holdings. Its largest new stake was First Trust Utilities AlphaDEX Fund: 9,345,123 shares worth $223M.

On the sell side, the largest reduction was First Trust Energy AlphaDEX Fund, an estimated $105M trimmed.

  • F-Squared Investment Management's largest Q2 2014 buy was First Trust Utilities AlphaDEX Fund: 9,345,123 shares worth $223M.
  • F-Squared Investment Management added most to First Trust Emerging Markets AlphaDEX Fund in Q2 2014, an estimated $89.1M increase.
  • F-Squared Investment Management's biggest Q2 2014 reduction was First Trust Energy AlphaDEX Fund, cutting an estimated $105M.
  • F-Squared Investment Management fully exited PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q2 2014, selling an estimated $205M.
  • F-Squared Investment Management's ten largest holdings make up 57% of its $3.97B portfolio in Q2 2014.
  • F-Squared Investment Management opened 16 new positions and closed 3 in Q2 2014.
  • F-Squared Investment Management's portfolio value rose 14% quarter-over-quarter to $3.97B.

Based on F-Squared Investment Management's 13F filing for Q2 2014, filed 15 Aug 2014.