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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
+4.81%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$4.19B
AUM Growth
-$33.3M
Cap. Flow
-$160M
Cap. Flow %
-3.82%
Top 10 Hldgs %
71.07%
Holding
51
New
10
Increased
12
Reduced
6
Closed
23

Top Buys

Rank Stock Value
1
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$342M
2
FEUZ icon
First Trust Eurozone AlphaDEX
FEUZ
+$331M
3
IYF icon
iShares US Financials ETF
IYF
+$159M
4
IDU icon
iShares US Utilities ETF
IDU
+$158M
5
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$146M

Top Sells

Rank Stock Value
1
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$267M
2
FXZ icon
First Trust Materials AlphaDEX Fund
FXZ
+$264M
3
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$263M
4
FEP icon
First Trust Europe AlphaDEX Fund
FEP
+$209M
5
FLOT icon
iShares Floating Rate Bond ETF
FLOT
+$120M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
XLU icon
26
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
$5.95M 0.14%
+252,162
New +$5.71M
BIL icon
27
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$380K 0.01%
+4,155
New +$380K
EPP icon
28
iShares MSCI Pacific ex Japan ETF
EPP
$2.21B
– –
-273,073
Closed -$12.6M
EWC icon
29
iShares MSCI Canada ETF
EWC
$6.12B
– –
-425,097
Closed -$13M
EWL icon
30
iShares MSCI Switzerland ETF
EWL
$2.17B
– –
-413,586
Closed -$13.4M
EWU icon
31
iShares MSCI United Kingdom ETF
EWU
$4.1B
– –
-341,525
Closed -$13.2M
FEP icon
32
First Trust Europe AlphaDEX Fund
FEP
$515M
– –
-6,792,343
Closed -$209M
FKU icon
33
First Trust United Kingdom AlphaDEX Fund
FKU
$38.2M
– –
-2,669,430
Closed -$104M
FLOT icon
34
iShares Floating Rate Bond ETF
FLOT
$10.2B
– –
-2,365,366
Closed -$120M
FPA icon
35
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$97.9M
– –
-3,410,981
Closed -$103M
FSZ icon
36
First Trust Switzerland AlphaDEX Fund
FSZ
$36.1M
– –
-2,720,129
Closed -$106M
FXH icon
37
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
– –
-4,711,237
Closed -$263M
FXN icon
38
First Trust Energy AlphaDEX Fund
FXN
$379M
– –
-18,401
Closed -$476K
FXR icon
39
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$721M
– –
-9,082,449
Closed -$267M
FXZ icon
40
First Trust Materials AlphaDEX Fund
FXZ
$366M
– –
-8,223,888
Closed -$264M
HYG icon
41
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
– –
-362,663
Closed -$33.3M
HYS icon
42
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
– –
-823,501
Closed -$85.4M
IJH icon
43
iShares Core S&P Mid-Cap ETF
IJH
$121B
– –
-11,870
Closed -$325K
IYH icon
44
iShares US Healthcare ETF
IYH
$3.44B
– –
-2,950,575
Closed -$79.3M
IYJ icon
45
iShares US Industrials ETF
IYJ
$1.95B
– –
-1,580,456
Closed -$79.9M
XLB icon
46
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
– –
-3,541,880
Closed -$87.8M
XLI icon
47
State Street Industrial Select Sector SPDR ETF
XLI
$32.2B
– –
-85,489
Closed -$4.54M
XLK icon
48
State Street Technology Select Sector SPDR ETF
XLK
$109B
– –
-434,158
Closed -$8.66M
XLV icon
49
State Street Health Care Select Sector SPDR ETF
XLV
$42.9B
– –
-136,288
Closed -$8.71M
FCAN
50
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
– –
-2,993,995
Closed -$107M
1
2

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F-Squared Investment Management's Q4 2014 Portfolio in Review

As of Q4 2014, F-Squared Investment Management held 51 positions worth $4.19B, down 0.79% from $4.23B the previous quarter. Its ten largest holdings account for 71% of the portfolio.

F-Squared Investment Management withdrew a net $160M in Q4 2014, closing 23 positions and reducing 6 holdings. Its most notable exit was First Trust Industrials/Producer Durables AlphaDEX Fund, an estimated $267M position sold in full.

Against the trend, F-Squared Investment Management opened a new position in First Trust Utilities AlphaDEX Fund worth $355M.

  • F-Squared Investment Management's largest Q4 2014 buy was First Trust Utilities AlphaDEX Fund: 14,281,304 shares worth $355M.
  • F-Squared Investment Management added most to PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q4 2014, an estimated $146M increase.
  • F-Squared Investment Management's biggest Q4 2014 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $85.3M.
  • F-Squared Investment Management fully exited First Trust Industrials/Producer Durables AlphaDEX Fund in Q4 2014, selling an estimated $267M.
  • F-Squared Investment Management's ten largest holdings make up 71% of its $4.19B portfolio in Q4 2014.
  • F-Squared Investment Management opened 10 new positions and closed 23 in Q4 2014.
  • F-Squared Investment Management's portfolio value fell 0.79% quarter-over-quarter to $4.19B.

Based on F-Squared Investment Management's 13F filing for Q4 2014, filed 13 Feb 2015.