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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
+2.43%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$3.49B
AUM Growth
+$530M
Cap. Flow
+$458M
Cap. Flow %
13.11%
Top 10 Hldgs %
65.34%
Holding
45
New
3
Increased
21
Reduced
9
Closed
12

Top Buys

Rank Stock Value
1
FXO icon
First Trust Financials AlphaDEX Fund
FXO
+$148M
2
FXN icon
First Trust Energy AlphaDEX Fund
FXN
+$145M
3
FXZ icon
First Trust Materials AlphaDEX Fund
FXZ
+$141M
4
FXL icon
First Trust Technology AlphaDEX Fund
FXL
+$131M
5
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$123M

Top Sells

Rank Stock Value
1
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$147M
2
FXD icon
First Trust Consumer Discretionary AlphaDEX Fund
FXD
+$143M
3
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$139M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$77.1M
5
XLP icon
State Street Consumer Staples Select Sector SPDR ETF
XLP
+$73.3M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FXN icon
1
First Trust Energy AlphaDEX Fund
FXN
$380M
$298M 8.54%
11,373,885
+5,827,428
+105% +$145M
FXO icon
2
First Trust Financials AlphaDEX Fund
FXO
$1.15B
$294M 8.42%
13,475,037
+6,931,501
+106% +$148M
FXZ icon
3
First Trust Materials AlphaDEX Fund
FXZ
$365M
$293M 8.39%
8,796,053
+4,354,944
+98% +$141M
FXL icon
4
First Trust Technology AlphaDEX Fund
FXL
$2.43B
$285M 8.16%
9,140,110
+4,250,412
+87% +$131M
FXH icon
5
First Trust Health Care AlphaDEX Fund
FXH
$1.05B
$277M 7.93%
5,438,595
+2,407,339
+79% +$123M
FEP icon
6
First Trust Europe AlphaDEX Fund
FEP
$512M
$230M 6.58%
6,416,187
+918,151
+17% +$31.7M
MINT icon
7
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$205M 5.86%
2,017,799
+1,085,582
+116% +$110M
FEM icon
8
First Trust Emerging Markets AlphaDEX Fund
FEM
$718M
$161M 4.62%
6,735,193
+815,545
+14% +$19.2M
XLF icon
9
State Street Financial Select Sector SPDR ETF
XLF
$56.9B
$120M 3.44%
6,130,894
+2,185,568
+55% +$41.7M
XLB icon
10
State Street Materials Select Sector SPDR ETF
XLB
$8.67B
$119M 3.42%
5,046,066
+1,754,318
+53% +$40.3M
IVV icon
11
iShares Core S&P 500 ETF
IVV
$864B
$112M 3.19%
592,874
+100,973
+21% +$18.6M
IYE icon
12
iShares US Energy ETF
IYE
$1.72B
$111M 3.16%
2,167,775
+795,189
+58% +$39.1M
IYW icon
13
iShares US Technology ETF
IYW
$22.8B
$108M 3.09%
4,740,960
+1,462,408
+45% +$32.6M
IYH icon
14
iShares US Healthcare ETF
IYH
$3.47B
$106M 3.04%
4,318,920
+1,315,705
+44% +$32M
FLOT icon
15
iShares Floating Rate Bond ETF
FLOT
$10.2B
$101M 2.89%
1,992,074
+363,009
+22% +$18.4M
FCAN
16
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
$72M 2.06%
1,981,175
+617,264
+45% +$21.9M
SPY icon
17
State Street SPDR S&P 500 ETF Trust
SPY
$777B
$71.4M 2.04%
381,815
-58,965
-13% -$10.8M
CORP icon
18
PIMCO Investment Grade Corporate Bond Index Exchange-Traded Fund
CORP
$1.57B
$66.7M 1.91%
657,457
+182,754
+38% +$18.4M
HYS icon
19
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$66.2M 1.89%
620,633
+175,846
+40% +$18.7M
TENZ
20
DELISTED
PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF
TENZ
$65.1M 1.86%
+795,123
New +$65.1M
SHV icon
21
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$61.9M 1.77%
561,434
-74,662
-12% -$8.23M
VGK icon
22
Vanguard FTSE Europe ETF
VGK
$30B
$38.9M 1.11%
660,101
-156,372
-19% -$9.14M
FPA icon
23
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$98.1M
$34.9M 1%
1,220,083
-510,434
-29% -$14.1M
IEF icon
24
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$34.4M 0.98%
+338,110
New +$34.3M
LQD icon
25
iShares iBoxx $ Investment Grade Corporate Bond ETF
LQD
$34.4B
$34.3M 0.98%
293,199
-15,589
-5% -$1.81M
1
2

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CG
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STI
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GMCM
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F-Squared Investment Management's Q1 2014 Portfolio in Review

As of Q1 2014, F-Squared Investment Management held 45 positions worth $3.49B, up 18% from $2.96B the previous quarter. Its ten largest holdings account for 65% of the portfolio.

F-Squared Investment Management deployed $458M of net new capital in Q1 2014, opening 3 new positions and adding to 21 existing holdings. Its largest new stake was PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF: 795,123 shares worth $65.1M.

On the sell side, the largest reduction was First Trust Asia Pacific ex-Japan AlphaDEX Fund, an estimated $14.1M trimmed.

  • F-Squared Investment Management's largest Q1 2014 buy was PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF: 795,123 shares worth $65.1M.
  • F-Squared Investment Management added most to First Trust Financials AlphaDEX Fund in Q1 2014, an estimated $148M increase.
  • F-Squared Investment Management's biggest Q1 2014 reduction was First Trust Asia Pacific ex-Japan AlphaDEX Fund, cutting an estimated $14.1M.
  • F-Squared Investment Management fully exited First Trust Industrials/Producer Durables AlphaDEX Fund in Q1 2014, selling an estimated $147M.
  • F-Squared Investment Management's ten largest holdings make up 65% of its $3.49B portfolio in Q1 2014.
  • F-Squared Investment Management opened 3 new positions and closed 12 in Q1 2014.
  • F-Squared Investment Management's portfolio value rose 18% quarter-over-quarter to $3.49B.

Based on F-Squared Investment Management's 13F filing for Q1 2014, filed 16 May 2014.