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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
+1.52%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$2.65B
AUM Growth
-$1.55B
(-37%)
Cap. Flow
-$1.58B
Cap. Flow
% of AUM
-59.84%
Top 10 Holdings %
Top 10 Hldgs %
97.74%
Holding
35
New
7
Increased
4
Reduced
5
Closed
19
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Enhanced Short Maturity ETF
FTSM
|
+$633M |
| 2 |
First Trust Energy AlphaDEX Fund
FXN
|
+$296M |
| 3 |
iShares 0-1 Year Treasury Bond ETF
SHV
|
+$211M |
| 4 |
iShares US Energy ETF
IYE
|
+$112M |
| 5 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$101M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Utilities AlphaDEX Fund
FXU
|
+$355M |
| 2 |
First Trust Financials AlphaDEX Fund
FXO
|
+$355M |
| 3 |
First Trust Technology AlphaDEX Fund
FXL
|
+$352M |
| 4 |
First Trust Consumer Staples AlphaDEX Fund
FXG
|
+$352M |
| 5 |
First Trust Eurozone AlphaDEX
FEUZ
|
+$325M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
26
iShares Core S&P 500 ETF
IVV
$858B
| – | – |
-304,626
| Closed | -$63M |
|
27
iShares US Financials ETF
IYF
$4.65B
| – | – |
-3,668,246
| Closed | -$165M |
|
28
iShares US Real Estate ETF
IYR
$4.75B
| – | – |
-269,516
| Closed | -$20.7M |
|
29
iShares US Technology ETF
IYW
$22.6B
| – | – |
-6,278,208
| Closed | -$164M |
|
30
State Street SPDR S&P 500 ETF Trust
SPY
$771B
| – | – |
-157,490
| Closed | -$32.4M |
|
31
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
| – | – |
-284,425
| Closed | -$6.17M |
|
32
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| – | – |
-3,501,105
| Closed | -$170M |
|
33
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
| – | – |
-252,162
| Closed | -$5.95M |
|
|
TENZ
34
DELISTED
PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF
TENZ
| – | – |
-899,917
| Closed | -$77M |
|
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F-Squared Investment Management's Q1 2015 Portfolio in Review
As of Q1 2015, F-Squared Investment Management held 35 positions worth $2.65B, down 37% from $4.19B the previous quarter. Its ten largest holdings account for 98% of the portfolio.
F-Squared Investment Management withdrew a net $1.58B in Q1 2015, closing 19 positions and reducing 5 holdings. Its most notable exit was First Trust Utilities AlphaDEX Fund, an estimated $355M position sold in full.
Against the trend, F-Squared Investment Management opened a new position in First Trust Energy AlphaDEX Fund worth $299M.
- F-Squared Investment Management's largest Q1 2015 buy was First Trust Energy AlphaDEX Fund: 14,167,021 shares worth $299M.
- F-Squared Investment Management added most to First Trust Enhanced Short Maturity ETF in Q1 2015, an estimated $633M increase.
- F-Squared Investment Management's biggest Q1 2015 reduction was First Trust Emerging Markets AlphaDEX Fund, cutting an estimated $107M.
- F-Squared Investment Management fully exited First Trust Utilities AlphaDEX Fund in Q1 2015, selling an estimated $355M.
- F-Squared Investment Management's ten largest holdings make up 98% of its $2.65B portfolio in Q1 2015.
- F-Squared Investment Management opened 7 new positions and closed 19 in Q1 2015.
- F-Squared Investment Management's portfolio value fell 37% quarter-over-quarter to $2.65B.
Based on F-Squared Investment Management's 13F filing for Q1 2015, filed 15 May 2015.