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
-2.19%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$4.23B
AUM Growth
+$259M
Cap. Flow
+$362M
Cap. Flow %
8.56%
Top 10 Hldgs %
57.24%
Holding
56
New
10
Increased
26
Reduced
5
Closed
15

Top Buys

Rank Stock Value
1
FXD icon
First Trust Consumer Discretionary AlphaDEX Fund
FXD
+$272M
2
FSZ icon
First Trust Switzerland AlphaDEX Fund
FSZ
+$113M
3
FKU icon
First Trust United Kingdom AlphaDEX Fund
FKU
+$109M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$89.3M
5
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$86M

Top Sells

Rank Stock Value
1
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$223M
2
FXN icon
First Trust Energy AlphaDEX Fund
FXN
+$212M
3
GLD icon
SPDR Gold Trust
GLD
+$101M
4
FJP icon
First Trust Japan AlphaDEX Fund
FJP
+$86.3M
5
IDU icon
iShares US Utilities ETF
IDU
+$70M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
IYH icon
26
iShares US Healthcare ETF
IYH
$3.44B
$79.3M 1.88%
2,950,575
+299,065
+11% +$7.88M
SPY icon
27
State Street SPDR S&P 500 ETF Trust
SPY
$771B
$67.8M 1.61%
344,366
+159,325
+86% +$31.5M
SHV icon
28
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$34M 0.8%
+308,159
New +$34M
IEF icon
29
iShares 7-10 Year Treasury Bond ETF
IEF
$47.2B
$33.9M 0.8%
326,799
+43,486
+15% +$4.51M
HYG icon
30
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
$33.3M 0.79%
362,663
+52,006
+17% +$4.86M
EZU icon
31
iShare MSCI Eurozone ETF
EZU
$9.38B
$26.5M 0.63%
+688,975
New +$27.7M
EEM icon
32
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$25.8M 0.61%
620,050
-283,686
-31% -$12.5M
EWL icon
33
iShares MSCI Switzerland ETF
EWL
$2.17B
$13.4M 0.32%
+413,586
New +$13.8M
EWU icon
34
iShares MSCI United Kingdom ETF
EWU
$4.1B
$13.2M 0.31%
+341,525
New +$13.9M
EWC icon
35
iShares MSCI Canada ETF
EWC
$6.12B
$13M 0.31%
425,097
-5,985
-1% -$193K
EPP icon
36
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
$12.6M 0.3%
273,073
+23,793
+10% +$1.19M
XLV icon
37
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
$8.71M 0.21%
136,288
+71,834
+111% +$4.5M
XLK icon
38
State Street Technology Select Sector SPDR ETF
XLK
$109B
$8.66M 0.2%
434,158
+230,140
+113% +$4.56M
XLI icon
39
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
$4.54M 0.11%
85,489
+14,278
+20% +$766K
FXN icon
40
First Trust Energy AlphaDEX Fund
FXN
$379M
$476K 0.01%
18,401
-7,549,619
-100% -$212M
IJH icon
41
iShares Core S&P Mid-Cap ETF
IJH
$121B
$325K 0.01%
+11,870
New +$334K
CORP icon
42
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.57B
– –
-611,010
Closed -$63.1M
EWJ icon
43
iShares MSCI Japan ETF
EWJ
$21.2B
– –
-268,588
Closed -$12.9M
FJP icon
44
First Trust Japan AlphaDEX Fund
FJP
$242M
– –
-1,803,401
Closed -$86.3M
FXU icon
45
First Trust Utilities AlphaDEX Fund
FXU
$826M
– –
-9,345,123
Closed -$223M
GLD icon
46
SPDR Gold Trust
GLD
$131B
– –
-789,414
Closed -$101M
IDU icon
47
iShares US Utilities ETF
IDU
$1.37B
– –
-1,257,800
Closed -$70M
IYE icon
48
iShares US Energy ETF
IYE
$1.72B
– –
-1,214,241
Closed -$69M
LQD icon
49
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.3B
– –
-247,917
Closed -$29.6M
REM icon
50
iShares Mortgage Real Estate ETF
REM
$549M
– –
-2,593
Closed -$131K
1
2
3

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 Q3 2014 Portfolio in Review

As of Q3 2014, F-Squared Investment Management held 56 positions worth $4.23B, up 6.5% from $3.97B the previous quarter. Its ten largest holdings account for 57% of the portfolio.

F-Squared Investment Management deployed $362M of net new capital in Q3 2014, opening 10 new positions and adding to 26 existing holdings. Its largest new stake was First Trust Consumer Discretionary AlphaDEX Fund: 8,193,660 shares worth $266M.

On the sell side, the largest reduction was First Trust Energy AlphaDEX Fund, an estimated $212M trimmed.

  • F-Squared Investment Management's largest Q3 2014 buy was First Trust Consumer Discretionary AlphaDEX Fund: 8,193,660 shares worth $266M.
  • F-Squared Investment Management added most to iShares Core S&P 500 ETF in Q3 2014, an estimated $74.9M increase.
  • F-Squared Investment Management's biggest Q3 2014 reduction was First Trust Energy AlphaDEX Fund, cutting an estimated $212M.
  • F-Squared Investment Management fully exited First Trust Utilities AlphaDEX Fund in Q3 2014, selling an estimated $223M.
  • F-Squared Investment Management's ten largest holdings make up 57% of its $4.23B portfolio in Q3 2014.
  • F-Squared Investment Management opened 10 new positions and closed 15 in Q3 2014.
  • F-Squared Investment Management's portfolio value rose 6.5% quarter-over-quarter to $4.23B.

Based on F-Squared Investment Management's 13F filing for Q3 2014, filed 14 Nov 2014.