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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
-2.19%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$4.23B
AUM Growth
+$259M
(+6.5%)
Cap. Flow
+$362M
Cap. Flow
% of AUM
8.56%
Top 10 Holdings %
Top 10 Hldgs %
57.24%
Holding
56
New
10
Increased
26
Reduced
5
Closed
15
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Consumer Discretionary AlphaDEX Fund
FXD
|
+$272M |
| 2 |
First Trust Switzerland AlphaDEX Fund
FSZ
|
+$113M |
| 3 |
First Trust United Kingdom AlphaDEX Fund
FKU
|
+$109M |
| 4 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$89.3M |
| 5 |
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
|
+$86M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
First Trust Utilities AlphaDEX Fund
FXU
|
+$223M |
| 2 |
First Trust Energy AlphaDEX Fund
FXN
|
+$212M |
| 3 |
SPDR Gold Trust
GLD
|
+$101M |
| 4 |
First Trust Japan AlphaDEX Fund
FJP
|
+$86.3M |
| 5 |
iShares US Utilities ETF
IDU
|
+$70M |
Sector Composition
| Rank | Sector | Weight |
|---|
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
51
iShares TIPS Bond ETF
TIP
$14.5B
| – | – |
-256,451
| Closed | -$29.6M |
|
52
PIMCO Broad US TIPS Index Exchange-Traded Fund
TIPZ
$89M
| – | – |
-1,081,908
| Closed | -$62.9M |
|
53
Vanguard FTSE Europe ETF
VGK
$30.1B
| – | – |
-659,770
| Closed | -$39.6M |
|
54
State Street Energy Select Sector SPDR ETF
XLE
$39B
| – | – |
-76,940
| Closed | -$3.85M |
|
55
State Street Utilities Select Sector SPDR ETF
XLU
$23.1B
| – | – |
-179,860
| Closed | -$3.98M |
|
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F
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.