We are live on ! Find out more
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
+4.81%
1 Year Est. Return
+4.2%
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$4.19B
AUM Growth
-$33.3M
Cap. Flow
-$160M
Cap. Flow %
-3.82%
Top 10 Hldgs %
71.07%
Holding
51
New
10
Increased
12
Reduced
6
Closed
23

Top Buys

Rank Stock Value
1
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$342M
2
FEUZ icon
First Trust Eurozone AlphaDEX
FEUZ
+$331M
3
IYF icon
iShares US Financials ETF
IYF
+$159M
4
IDU icon
iShares US Utilities ETF
IDU
+$158M
5
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$146M

Top Sells

Rank Stock Value
1
FXR icon
First Trust Industrials/Producer Durables AlphaDEX Fund
FXR
+$267M
2
FXZ icon
First Trust Materials AlphaDEX Fund
FXZ
+$264M
3
FXH icon
First Trust Health Care AlphaDEX Fund
FXH
+$263M
4
FEP icon
First Trust Europe AlphaDEX Fund
FEP
+$209M
5
FLOT icon
iShares Floating Rate Bond ETF
FLOT
+$120M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FXD icon
1
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$276M
$358M 8.55%
10,013,787
+1,820,127
+22% +$61.4M
FXU icon
2
First Trust Utilities AlphaDEX Fund
FXU
$830M
$355M 8.47%
+14,281,304
New +$342M
FXO icon
3
First Trust Financials AlphaDEX Fund
FXO
$1.14B
$355M 8.47%
15,261,323
+3,002,413
+24% +$67.8M
FXL icon
4
First Trust Technology AlphaDEX Fund
FXL
$2.43B
$352M 8.41%
10,213,362
+1,987,639
+24% +$65.5M
FXG icon
5
First Trust Consumer Staples AlphaDEX Fund
FXG
$236M
$352M 8.39%
8,259,482
+1,384,548
+20% +$56.8M
FEUZ icon
6
First Trust Eurozone AlphaDEX
FEUZ
$133M
$325M 7.75%
+10,466,480
New +$331M
FEM icon
7
First Trust Emerging Markets AlphaDEX Fund
FEM
$720M
$307M 7.33%
14,256,528
+5,578,379
+64% +$128M
MINT icon
8
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$232M 5.52%
2,290,714
+1,443,479
+170% +$146M
XLY icon
9
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.9B
$173M 4.13%
4,802,368
+2,161,498
+82% +$74.1M
XLP icon
10
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
$170M 4.05%
3,501,105
+1,533,324
+78% +$72.6M
IYF icon
11
iShares US Financials ETF
IYF
$4.69B
$165M 3.95%
+3,668,246
New +$159M
IDU icon
12
iShares US Utilities ETF
IDU
$1.38B
$165M 3.92%
+2,782,664
New +$158M
IYW icon
13
iShares US Technology ETF
IYW
$22.8B
$164M 3.91%
6,278,208
+3,096,052
+97% +$79M
SHV icon
14
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$110M 2.62%
996,451
+688,292
+223% +$75.9M
MBB icon
15
iShares MBS ETF
MBB
$39.1B
$109M 2.6%
996,138
-114,225
-10% -$12.5M
FTSM icon
16
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
$86M 2.05%
+1,436,497
New +$86.2M
FRI icon
17
First Trust S&P REIT Index Fund
FRI
$193M
$77.6M 1.85%
+3,486,439
New +$74.9M
TENZ
18
DELISTED
PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF
TENZ
$77M 1.84%
899,917
-133,696
-13% -$11.4M
IVV icon
19
iShares Core S&P 500 ETF
IVV
$866B
$63M 1.5%
304,626
-409,412
-57% -$82.9M
EEM icon
20
iShares MSCI Emerging Markets ETF
EEM
$27.7B
$50.2M 1.2%
1,276,583
+656,533
+106% +$26.7M
EZU icon
21
iShare MSCI Eurozone ETF
EZU
$9.38B
$48.2M 1.15%
1,327,028
+638,053
+93% +$23.7M
IEF icon
22
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
$32.9M 0.78%
309,990
-16,809
-5% -$1.77M
SPY icon
23
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$32.4M 0.77%
157,490
-186,876
-54% -$37.6M
IYR icon
24
iShares US Real Estate ETF
IYR
$4.75B
$20.7M 0.49%
+269,516
New +$20.2M
XLF icon
25
State Street Financial Select Sector SPDR ETF
XLF
$57B
$6.17M 0.15%
284,425
-4,072,076
-93% -$85.3M
1
2

Similar funds

HC
Hosking & Co Dublin, Ireland $1.49B AUM
SCVF
Small Cap Value Fund Dallas, Texas $538M AUM
CG
Clermont Group Grand Cayman, Cayman Islands $509M AUM 5.85% 1-Year Est. Return
STI
Susquehanna Trust & Investment Lititz, Pennsylvania $457M AUM 0.8% 1-Year Est. Return
HC
Highmount Capital New York $391M AUM 2.64% 1-Year Est. Return
GMCM
Gruber & McBaine Capital Management San Francisco, California $369M AUM 12.23% 1-Year Est. Return
RRC
Red Rocks Capital Denver, Colorado $296M AUM 1.84% 1-Year Est. Return
F
FolioMetrix Omaha, Nebraska $239M AUM

F-Squared Investment Management's Q4 2014 Portfolio in Review

As of Q4 2014, F-Squared Investment Management held 51 positions worth $4.19B, down 0.79% from $4.23B the previous quarter. Its ten largest holdings account for 71% of the portfolio.

F-Squared Investment Management withdrew a net $160M in Q4 2014, closing 23 positions and reducing 6 holdings. Its most notable exit was First Trust Industrials/Producer Durables AlphaDEX Fund, an estimated $267M position sold in full.

Against the trend, F-Squared Investment Management opened a new position in First Trust Utilities AlphaDEX Fund worth $355M.

  • F-Squared Investment Management's largest Q4 2014 buy was First Trust Utilities AlphaDEX Fund: 14,281,304 shares worth $355M.
  • F-Squared Investment Management added most to PIMCO Enhanced Short Maturity Active Exchange-Traded Fund in Q4 2014, an estimated $146M increase.
  • F-Squared Investment Management's biggest Q4 2014 reduction was State Street Financial Select Sector SPDR ETF, cutting an estimated $85.3M.
  • F-Squared Investment Management fully exited First Trust Industrials/Producer Durables AlphaDEX Fund in Q4 2014, selling an estimated $267M.
  • F-Squared Investment Management's ten largest holdings make up 71% of its $4.19B portfolio in Q4 2014.
  • F-Squared Investment Management opened 10 new positions and closed 23 in Q4 2014.
  • F-Squared Investment Management's portfolio value fell 0.79% quarter-over-quarter to $4.19B.

Based on F-Squared Investment Management's 13F filing for Q4 2014, filed 13 Feb 2015.