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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
+7.5%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$2.96B
AUM Growth
+$2.23B
Cap. Flow
+$2.11B
Cap. Flow %
71.14%
Top 10 Hldgs %
49.85%
Holding
48
New
8
Increased
34
Reduced
–
Closed
6

Top Buys

Rank Stock Value
1
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$135M
2
FEP icon
First Trust Europe AlphaDEX Fund
FEP
+$116M
3
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$109M
4
FXL icon
First Trust Technology AlphaDEX Fund
FXL
+$109M
5
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$108M

Top Sells

Rank Stock Value
1
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$27.4M
2
IDU icon
iShares US Utilities ETF
IDU
+$22.7M
3
MBB icon
iShares MBS ETF
MBB
+$20.6M
4
TENZ
PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF
TENZ
+$20.4M
5
XLU icon
State Street Utilities Select Sector SPDR ETF
XLU
+$3.61M

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
$515M
$184M 6.21%
5,498,036
+3,628,769
+194% +$116M
FEM icon
2
First Trust Emerging Markets AlphaDEX Fund
FEM
$717M
$147M 4.96%
5,919,648
+3,887,930
+191% +$96.8M
FXR icon
3
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$721M
$147M 4.96%
5,171,881
+4,065,500
+367% +$108M
FXL icon
4
First Trust Technology AlphaDEX Fund
FXL
$2.4B
$146M 4.93%
4,889,698
+3,869,950
+380% +$109M
FXH icon
5
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
$146M 4.92%
3,031,256
+2,392,139
+374% +$109M
FXZ icon
6
First Trust Materials AlphaDEX Fund
FXZ
$366M
$144M 4.86%
4,441,109
+3,503,235
+374% +$107M
FXD icon
7
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$276M
$143M 4.81%
4,423,451
+3,491,785
+375% +$108M
FXO icon
8
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$142M 4.8%
6,543,536
+5,146,797
+368% +$107M
FXN icon
9
First Trust Energy AlphaDEX Fund
FXN
$379M
$140M 4.73%
5,546,457
+4,336,217
+358% +$106M
FXG icon
10
First Trust Consumer Staples AlphaDEX Fund
FXG
$235M
$139M 4.68%
+3,885,948
New +$135M
MINT icon
11
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$94.5M 3.19%
932,217
+729,247
+359% +$74M
IVV icon
12
iShares Core S&P 500 ETF
IVV
$858B
$91.3M 3.08%
491,901
+279,934
+132% +$49.8M
FLOT icon
13
iShares Floating Rate Bond ETF
FLOT
$10.2B
$82.6M 2.79%
1,629,065
+1,223,918
+302% +$62M
SPY icon
14
State Street SPDR S&P 500 ETF Trust
SPY
$771B
$81.4M 2.75%
440,780
+438,328
+17,876% +$77.6M
XLY icon
15
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.7B
$77.1M 2.6%
2,308,798
+1,430,960
+163% +$45.5M
XLB icon
16
State Street Materials Select Sector SPDR ETF
XLB
$8.72B
$76.1M 2.57%
3,291,748
+2,039,684
+163% +$44.8M
XLF icon
17
State Street Financial Select Sector SPDR ETF
XLF
$56.5B
$75.7M 2.56%
3,945,326
+2,457,511
+165% +$45.2M
XLP icon
18
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$73.3M 2.47%
+1,705,142
New +$71.9M
IYW icon
19
iShares US Technology ETF
IYW
$22.6B
$72.5M 2.45%
3,278,552
+2,117,228
+182% +$44.1M
IYJ icon
20
iShares US Industrials ETF
IYJ
$1.95B
$72M 2.43%
1,420,716
+917,586
+182% +$43.8M
SHV icon
21
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$70.1M 2.37%
+636,096
New +$70.1M
IYH icon
22
iShares US Healthcare ETF
IYH
$3.44B
$70M 2.36%
3,003,215
+1,950,895
+185% +$43.9M
IYE icon
23
iShares US Energy ETF
IYE
$1.72B
$69.3M 2.34%
1,372,586
+892,134
+186% +$43.7M
FJP icon
24
First Trust Japan AlphaDEX Fund
FJP
$242M
$62.1M 2.1%
1,331,336
+873,458
+191% +$39.8M
FCAN
25
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
$49.4M 1.67%
1,363,911
+899,452
+194% +$32.4M
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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F-Squared Investment Management's Q4 2013 Portfolio in Review

As of Q4 2013, F-Squared Investment Management held 48 positions worth $2.96B, up 303% from $734M the previous quarter. Its ten largest holdings account for 50% of the portfolio.

F-Squared Investment Management deployed $2.11B of net new capital in Q4 2013, opening 8 new positions and adding to 34 existing holdings. Its largest new stake was First Trust Consumer Staples AlphaDEX Fund: 3,885,948 shares worth $139M.

On the sell side, the most notable exit was First Trust Utilities AlphaDEX Fund, an estimated $27.4M sold.

  • F-Squared Investment Management's largest Q4 2013 buy was First Trust Consumer Staples AlphaDEX Fund: 3,885,948 shares worth $139M.
  • F-Squared Investment Management added most to First Trust Europe AlphaDEX Fund in Q4 2013, an estimated $116M increase.
  • F-Squared Investment Management fully exited First Trust Utilities AlphaDEX Fund in Q4 2013, selling an estimated $27.4M.
  • F-Squared Investment Management's ten largest holdings make up 50% of its $2.96B portfolio in Q4 2013.
  • F-Squared Investment Management opened 8 new positions and closed 6 in Q4 2013.
  • F-Squared Investment Management's portfolio value rose 303% quarter-over-quarter to $2.96B.

Based on F-Squared Investment Management's 13F filing for Q4 2013, filed 18 Feb 2014.