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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
Cap. Flow
+$362M
Cap. Flow %
8.56%
Top 10 Hldgs %
57.24%
Holding
56
New
10
Increased
26
Reduced
5
Closed
15

Top Buys

Rank Stock Value
1
FXD icon
First Trust Consumer Discretionary AlphaDEX Fund
FXD
+$272M
2
FSZ icon
First Trust Switzerland AlphaDEX Fund
FSZ
+$113M
3
FKU icon
First Trust United Kingdom AlphaDEX Fund
FKU
+$109M
4
XLY icon
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
+$89.3M
5
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$86M

Top Sells

Rank Stock Value
1
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$223M
2
FXN icon
First Trust Energy AlphaDEX Fund
FXN
+$212M
3
GLD icon
SPDR Gold Trust
GLD
+$101M
4
FJP icon
First Trust Japan AlphaDEX Fund
FJP
+$86.3M
5
IDU icon
iShares US Utilities ETF
IDU
+$70M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FXG icon
1
First Trust Consumer Staples AlphaDEX Fund
FXG
$236M
$269M 6.36%
6,874,934
+1,518,358
+28% +$59.5M
FXO icon
2
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$268M 6.34%
12,258,910
+2,670,447
+28% +$59.3M
FXR icon
3
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
$724M
$267M 6.31%
9,082,449
+2,170,760
+31% +$65.6M
FXL icon
4
First Trust Technology AlphaDEX Fund
FXL
$2.43B
$267M 6.31%
8,225,723
+1,576,550
+24% +$51.6M
FXD icon
5
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$276M
$266M 6.28%
+8,193,660
New +$272M
FXZ icon
6
First Trust Materials AlphaDEX Fund
FXZ
$366M
$264M 6.25%
8,223,888
+1,957,513
+31% +$65.6M
FXH icon
7
First Trust Health Care AlphaDEX Fund
FXH
$1.04B
$263M 6.22%
4,711,237
+660,322
+16% +$36.2M
FEP icon
8
First Trust Europe AlphaDEX Fund
FEP
$514M
$209M 4.94%
6,792,343
-827,563
-11% -$27M
FEM icon
9
First Trust Emerging Markets AlphaDEX Fund
FEM
$720M
$206M 4.88%
8,678,149
-1,700,133
-16% -$43.6M
IVV icon
10
iShares Core S&P 500 ETF
IVV
$866B
$142M 3.35%
714,038
+376,244
+111% +$74.9M
FLOT icon
11
iShares Floating Rate Bond ETF
FLOT
$10.2B
$120M 2.84%
2,365,366
+532,955
+29% +$27.1M
MBB icon
12
iShares MBS ETF
MBB
$39.1B
$120M 2.84%
1,110,363
+252,829
+29% +$27.3M
FCAN
13
DELISTED
First Trust Canada AlphaDEX Fund
FCAN
$107M 2.54%
2,993,995
+620,873
+26% +$23.6M
FSZ icon
14
First Trust Switzerland AlphaDEX Fund
FSZ
$36.3M
$106M 2.51%
+2,720,129
New +$113M
FKU icon
15
First Trust United Kingdom AlphaDEX Fund
FKU
$38.1M
$104M 2.46%
+2,669,430
New +$109M
FPA icon
16
First Trust Asia Pacific ex-Japan AlphaDEX Fund
FPA
$98.8M
$103M 2.44%
3,410,981
+643,364
+23% +$20.2M
XLP icon
17
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$88.8M 2.1%
1,967,781
+395,838
+25% +$17.8M
XLF icon
18
State Street Financial Select Sector SPDR ETF
XLF
$57B
$88.6M 2.1%
4,356,501
+796,587
+22% +$16.1M
XLY icon
19
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$88.1M 2.08%
+2,640,870
New +$89.3M
XLB icon
20
State Street Materials Select Sector SPDR ETF
XLB
$8.71B
$87.8M 2.08%
3,541,880
+665,592
+23% +$16.6M
TENZ
21
DELISTED
PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF
TENZ
$86.2M 2.04%
1,033,613
+276,932
+37% +$23.2M
MINT icon
22
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$85.9M 2.03%
+847,235
New +$86M
HYS icon
23
PIMCO 0-5 Year High Yield Corporate Bond Index Exchange-Traded Fund
HYS
$1.74B
$85.4M 2.02%
823,501
+228,630
+38% +$24.1M
IYW icon
24
iShares US Technology ETF
IYW
$22.9B
$80.2M 1.9%
3,182,156
+381,372
+14% +$9.53M
IYJ icon
25
iShares US Industrials ETF
IYJ
$1.96B
$79.9M 1.89%
1,580,456
+300,764
+24% +$15.4M
1
2 3

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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.