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
1 Year Est. Return
+4.2%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$2.65B
AUM Growth
-$1.55B
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
35
New
Increased
Reduced
Closed

Top Buys

1
+$633M
2
+$296M
3
+$211M
4
IYE icon
iShares US Energy ETF
IYE
+$112M
5
MINT icon
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
+$101M

Top Sells

1
+$355M
2
+$355M
3
+$352M
4
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$352M
5
FEUZ icon
First Trust Eurozone AlphaDEX
FEUZ
+$325M

Sector Composition

Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FTSM icon
1
First Trust Enhanced Short Maturity ETF
FTSM
$6.53B
$719M 27.19%
11,982,912
+10,546,415
MINT icon
2
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$15.6B
$333M 12.59%
3,293,444
+1,002,730
SHV icon
3
iShares 0-1 Year Treasury Bond ETF
SHV
$20.9B
$321M 12.13%
2,909,734
+1,913,283
FXD icon
4
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$268M
$306M 11.58%
8,216,623
-1,797,164
FXN icon
5
First Trust Energy AlphaDEX Fund
FXN
$1.15B
$299M 11.3%
+14,167,021
FEM icon
6
First Trust Emerging Markets AlphaDEX Fund
FEM
$732M
$208M 7.87%
9,380,950
-4,875,578
XLY icon
7
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$23B
$115M 4.33%
3,052,016
-1,750,352
IYE icon
8
iShares US Energy ETF
IYE
$1.59B
$111M 4.2%
+2,546,851
FJP icon
9
First Trust Japan AlphaDEX Fund
FJP
$235M
$105M 3.95%
+2,097,436
MBB icon
10
iShares MBS ETF
MBB
$38.8B
$69M 2.61%
625,000
-371,138
EEM icon
11
iShares MSCI Emerging Markets ETF
EEM
$28.2B
$32.2M 1.22%
801,956
-474,627
EWJ icon
12
iShares MSCI Japan ETF
EWJ
$20.1B
$16.1M 0.61%
+320,876
BIL icon
13
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$48B
$3.88M 0.15%
42,377
+38,222
XLE icon
14
State Street Energy Select Sector SPDR ETF
XLE
$39.7B
$3.84M 0.15%
+99,108
XLV icon
15
State Street Health Care Select Sector SPDR ETF
XLV
$37.9B
$3.69M 0.14%
+50,896
REM icon
16
iShares Mortgage Real Estate ETF
REM
$585M
$121K ﹤0.01%
+2,586
IYW icon
17
iShares US Technology ETF
IYW
$21.2B
– –
-6,278,208
SPY icon
18
State Street SPDR S&P 500 ETF Trust
SPY
$724B
– –
-157,490
XLF icon
19
State Street Financial Select Sector SPDR ETF
XLF
$50.3B
– –
-284,425
XLP icon
20
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.7B
– –
-3,501,105
XLU icon
21
State Street Utilities Select Sector SPDR ETF
XLU
$24.9B
– –
-252,162
TENZ
22
DELISTED
PIMCO ETF TR 7-15 YR US TREAS INDEX FD ETF
TENZ
– –
-899,917
IEF icon
23
iShares 7-10 Year Treasury Bond ETF
IEF
$48.7B
– –
-309,990
EZU icon
24
iShare MSCI Eurozone ETF
EZU
$9.52B
– –
-1,327,028
FEUZ icon
25
First Trust Eurozone AlphaDEX
FEUZ
$152M
– –
-10,466,480
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