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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
+6.74%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$734M
AUM Growth
+$541M
Cap. Flow
+$520M
Cap. Flow %
70.82%
Top 10 Hldgs %
45.81%
Holding
42
New
24
Increased
15
Reduced
1
Closed
2

Top Buys

Rank Stock Value
1
FEP icon
First Trust Europe AlphaDEX Fund
FEP
+$55.1M
2
FEM icon
First Trust Emerging Markets AlphaDEX Fund
FEM
+$48.4M
3
IVV icon
iShares Core S&P 500 ETF
IVV
+$35.7M
4
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$27.9M
5
FXO icon
First Trust Financials AlphaDEX Fund
FXO
+$27.4M

Top Sells

Rank Stock Value
1
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$21.7M
2
XLV icon
State Street Health Care Select Sector SPDR ETF
XLV
+$20.1M
3
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$1.5M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FEP icon
1
First Trust Europe AlphaDEX Fund
FEP
$516M
$57.6M 7.85%
+1,869,267
New +$55.1M
FEM icon
2
First Trust Emerging Markets AlphaDEX Fund
FEM
$726M
$49.4M 6.73%
+2,031,718
New +$48.4M
IVV icon
3
iShares Core S&P 500 ETF
IVV
$870B
$35.8M 4.88%
+211,967
New +$35.7M
FXN icon
4
First Trust Energy AlphaDEX Fund
FXN
$380M
$27.8M 3.78%
+1,210,240
New +$27.3M
FXL icon
5
First Trust Technology AlphaDEX Fund
FXL
$2.46B
$27.7M 3.78%
+1,019,748
New +$26.7M
FXH icon
6
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
$27.7M 3.77%
+639,117
New +$27M
FXR icon
7
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$726M
$27.7M 3.77%
+1,106,381
New +$26.7M
FXD icon
8
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$277M
$27.6M 3.76%
+931,666
New +$26.8M
FXO icon
9
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$27.6M 3.76%
+1,396,739
New +$27.4M
FXU icon
10
First Trust Utilities AlphaDEX Fund
FXU
$828M
$27.4M 3.74%
+1,379,032
New +$27.9M
FXZ icon
11
First Trust Materials AlphaDEX Fund
FXZ
$369M
$27.2M 3.71%
+937,874
New +$26.5M
XLY icon
12
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$22B
$26.6M 3.62%
877,838
+81,370
+10% +$2.41M
XLB icon
13
State Street Materials Select Sector SPDR ETF
XLB
$8.75B
$26.3M 3.58%
1,252,064
+244,246
+24% +$5M
XLF icon
14
State Street Financial Select Sector SPDR ETF
XLF
$56.9B
$26M 3.54%
1,487,815
+173,667
+13% +$3.08M
IYW icon
15
iShares US Technology ETF
IYW
$23.1B
$22.9M 3.12%
1,161,324
+155,540
+15% +$3.02M
IYJ icon
16
iShares US Industrials ETF
IYJ
$1.96B
$22.8M 3.1%
503,130
+36,108
+8% +$1.59M
IDU icon
17
iShares US Utilities ETF
IDU
$1.38B
$22.7M 3.1%
484,314
+78,458
+19% +$3.75M
IYE icon
18
iShares US Energy ETF
IYE
$1.72B
$22.6M 3.08%
480,452
+67,798
+16% +$3.17M
IYH icon
19
iShares US Healthcare ETF
IYH
$3.46B
$22.5M 3.06%
+1,052,320
New +$22.3M
FJP icon
20
First Trust Japan AlphaDEX Fund
FJP
$243M
$21.1M 2.87%
+457,878
New +$20.2M
MBB icon
21
iShares MBS ETF
MBB
$39.2B
$20.6M 2.8%
+194,331
New +$20.3M
MINT icon
22
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$20.6M 2.8%
+202,970
New +$20.6M
FLOT icon
23
iShares Floating Rate Bond ETF
FLOT
$10.2B
$20.5M 2.8%
+405,147
New +$20.5M
HYS icon
24
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$20.5M 2.79%
+195,000
New +$20.4M
TENZ
25
DELISTED
PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF
TENZ
$20.4M 2.78%
+248,337
New +$20.3M
1
2

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SCVF
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CG
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STI
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HC
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GMCM
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RRC
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F
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F-Squared Investment Management's Q3 2013 Portfolio in Review

As of Q3 2013, F-Squared Investment Management held 42 positions worth $734M, up 280% from $193M the previous quarter. Its ten largest holdings account for 46% of the portfolio.

F-Squared Investment Management deployed $520M of net new capital in Q3 2013, opening 24 new positions and adding to 15 existing holdings. Its largest new stake was First Trust Europe AlphaDEX Fund: 1,869,267 shares worth $57.6M.

On the sell side, the largest reduction was State Street Health Care Select Sector SPDR ETF, an estimated $20.1M trimmed.

  • F-Squared Investment Management's largest Q3 2013 buy was First Trust Europe AlphaDEX Fund: 1,869,267 shares worth $57.6M.
  • F-Squared Investment Management added most to State Street Materials Select Sector SPDR ETF in Q3 2013, an estimated $5M increase.
  • F-Squared Investment Management's biggest Q3 2013 reduction was State Street Health Care Select Sector SPDR ETF, cutting an estimated $20.1M.
  • F-Squared Investment Management fully exited State Street Consumer Staples Select Sector SPDR ETF in Q3 2013, selling an estimated $21.7M.
  • F-Squared Investment Management's ten largest holdings make up 46% of its $734M portfolio in Q3 2013.
  • F-Squared Investment Management opened 24 new positions and closed 2 in Q3 2013.
  • F-Squared Investment Management's portfolio value rose 280% quarter-over-quarter to $734M.

Based on F-Squared Investment Management's 13F filing for Q3 2013, filed 4 Nov 2013.