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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
+1.52%
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
-$1.58B
Cap. Flow %
-59.84%
Top 10 Hldgs %
97.74%
Holding
35
New
7
Increased
4
Reduced
5
Closed
19

Top Buys

Rank Stock Value
1
FTSM icon
First Trust Enhanced Short Maturity ETF
FTSM
+$633M
2
FXN icon
First Trust Energy AlphaDEX Fund
FXN
+$296M
3
SHV icon
iShares 0-1 Year Treasury Bond ETF
SHV
+$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

Rank Stock Value
1
FXU icon
First Trust Utilities AlphaDEX Fund
FXU
+$355M
2
FXO icon
First Trust Financials AlphaDEX Fund
FXO
+$355M
3
FXL icon
First Trust Technology AlphaDEX Fund
FXL
+$352M
4
FXG icon
First Trust Consumer Staples AlphaDEX Fund
FXG
+$352M
5
FEUZ icon
First Trust Eurozone AlphaDEX
FEUZ
+$325M

Sector Composition

Rank Sector Weight
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
FTSM icon
1
First Trust Enhanced Short Maturity ETF
FTSM
$6.51B
$719M 27.19%
11,982,912
+10,546,415
+734% +$633M
MINT icon
2
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$16.9B
$333M 12.59%
3,293,444
+1,002,730
+44% +$101M
SHV icon
3
iShares 0-1 Year Treasury Bond ETF
SHV
$20.8B
$321M 12.13%
2,909,734
+1,913,283
+192% +$211M
FXD icon
4
First Trust Consumer Discretionary AlphaDEX Fund
FXD
$276M
$306M 11.58%
8,216,623
-1,797,164
-18% -$64.9M
FXN icon
5
First Trust Energy AlphaDEX Fund
FXN
$380M
$299M 11.3%
+14,167,021
New +$296M
FEM icon
6
First Trust Emerging Markets AlphaDEX Fund
FEM
$718M
$208M 7.87%
9,380,950
-4,875,578
-34% -$107M
XLY icon
7
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
$21.8B
$115M 4.33%
3,052,016
-1,750,352
-36% -$64.3M
IYE icon
8
iShares US Energy ETF
IYE
$1.72B
$111M 4.2%
+2,546,851
New +$112M
FJP icon
9
First Trust Japan AlphaDEX Fund
FJP
$241M
$105M 3.95%
+2,097,436
New +$100M
MBB icon
10
iShares MBS ETF
MBB
$39.1B
$69M 2.61%
625,000
-371,138
-37% -$40.8M
EEM icon
11
iShares MSCI Emerging Markets ETF
EEM
$27.5B
$32.2M 1.22%
801,956
-474,627
-37% -$18.9M
EWJ icon
12
iShares MSCI Japan ETF
EWJ
$21.2B
$16.1M 0.61%
+320,876
New +$15.3M
BIL icon
13
State Street SPDR Bloomberg 1-3 Month T-Bill ETF
BIL
$47.1B
$3.88M 0.15%
42,377
+38,222
+920% +$3.5M
XLE icon
14
State Street Energy Select Sector SPDR ETF
XLE
$39.2B
$3.84M 0.15%
+99,108
New +$3.84M
XLV icon
15
State Street Health Care Select Sector SPDR ETF
XLV
$43.3B
$3.69M 0.14%
+50,896
New +$3.63M
REM icon
16
iShares Mortgage Real Estate ETF
REM
$550M
$121K ﹤0.01%
+2,586
New +$121K
EZU icon
17
iShare MSCI Eurozone ETF
EZU
$9.35B
– –
-1,327,028
Closed -$48.2M
FEUZ icon
18
First Trust Eurozone AlphaDEX
FEUZ
$133M
– –
-10,466,480
Closed -$325M
FRI icon
19
First Trust S&P REIT Index Fund
FRI
$193M
– –
-3,486,439
Closed -$77.6M
FXG icon
20
First Trust Consumer Staples AlphaDEX Fund
FXG
$236M
– –
-8,259,482
Closed -$352M
FXL icon
21
First Trust Technology AlphaDEX Fund
FXL
$2.43B
– –
-10,213,362
Closed -$352M
FXO icon
22
First Trust Financials AlphaDEX Fund
FXO
$1.15B
– –
-15,261,323
Closed -$355M
FXU icon
23
First Trust Utilities AlphaDEX Fund
FXU
$831M
– –
-14,281,304
Closed -$355M
IDU icon
24
iShares US Utilities ETF
IDU
$1.38B
– –
-2,782,664
Closed -$165M
IEF icon
25
iShares 7-10 Year Treasury Bond ETF
IEF
$47.3B
– –
-309,990
Closed -$32.9M
1
2

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CG
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STI
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HC
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GMCM
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RRC
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F
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F-Squared Investment Management's Q1 2015 Portfolio in Review

As of Q1 2015, F-Squared Investment Management held 35 positions worth $2.65B, down 37% from $4.19B the previous quarter. Its ten largest holdings account for 98% of the portfolio.

F-Squared Investment Management withdrew a net $1.58B in Q1 2015, closing 19 positions and reducing 5 holdings. Its most notable exit was First Trust Utilities AlphaDEX Fund, an estimated $355M position sold in full.

Against the trend, F-Squared Investment Management opened a new position in First Trust Energy AlphaDEX Fund worth $299M.

  • F-Squared Investment Management's largest Q1 2015 buy was First Trust Energy AlphaDEX Fund: 14,167,021 shares worth $299M.
  • F-Squared Investment Management added most to First Trust Enhanced Short Maturity ETF in Q1 2015, an estimated $633M increase.
  • F-Squared Investment Management's biggest Q1 2015 reduction was First Trust Emerging Markets AlphaDEX Fund, cutting an estimated $107M.
  • F-Squared Investment Management fully exited First Trust Utilities AlphaDEX Fund in Q1 2015, selling an estimated $355M.
  • F-Squared Investment Management's ten largest holdings make up 98% of its $2.65B portfolio in Q1 2015.
  • F-Squared Investment Management opened 7 new positions and closed 19 in Q1 2015.
  • F-Squared Investment Management's portfolio value fell 37% quarter-over-quarter to $2.65B.

Based on F-Squared Investment Management's 13F filing for Q1 2015, filed 15 May 2015.