Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q4 2019 (Next →)

Filing Date: Feb 10, 2020

Total Value: $132M (100.0% shares, 0.0% debt)

Holdings (22)

IEF ISHARES TR 20.5%

Value $27.09M Shares 245,827 Share Price $110.22 Est. Cost/Share $111.49 Unrealized @ Report Date -1.1%

EDV VANGUARD WORLD FD 16.9%

Value $22.37M Shares 172,130 Share Price $129.98 Est. Cost/Share $136.13 Unrealized @ Report Date -4.5%

TLT ISHARES TR 16.8%

Value $22.14M Shares 163,451 Share Price $135.48 Est. Cost/Share $139.19 Unrealized @ Report Date -2.7%

TLH ISHARES TR 12.5%

Value $16.47M Shares 114,679 Share Price $143.61 Est. Cost/Share $146.62 Unrealized @ Report Date -2.1%

GLD SPDR GOLD TRUST 7.1%

Value $9.427M Shares 65,971 Share Price $142.90 Est. Cost/Share $139.74 Unrealized @ Report Date +2.3%

VNQ VANGUARD INDEX FDS 3.0%

Value $3.987M Shares 42,968 Share Price $92.79 Est. Cost/Share $92.60 Unrealized @ Report Date +0.2%

VTV VANGUARD INDEX FDS 2.8%

Value $3.761M Shares 31,377 Share Price $119.86 Est. Cost/Share $115.44 Unrealized @ Report Date +3.8%

VTI VANGUARD INDEX FDS 2.8%

Value $3.725M Shares 22,765 Share Price $163.63 Est. Cost/Share $156.68 Unrealized @ Report Date +4.4%

XLRE SELECT SECTOR SPDR TR 2.7%

Value $3.525M Shares 91,149 Share Price $38.67 Est. Cost/Share $38.69 Unrealized @ Report Date -0.0%

IWD ISHARES TR 2.0%

Value $2.623M Shares 19,217 Share Price $136.49 Est. Cost/Share $131.80 Unrealized @ Report Date +3.5%

IWS ISHARES TR 2.0%

Value $2.58M Shares 27,225 Share Price $94.77 Est. Cost/Share $91.35 Unrealized @ Report Date +3.7%

IDLV INVESCO EXCHNG TRADED FD TR 1.8%

Value $2.334M Shares 68,396 Share Price $34.12 Est. Cost/Share $34.46 Unrealized @ Report Date -1.0%

SPY SPDR S&P 500 ETF TR 1.7%

Value $2.28M Shares 7,084 Share Price $321.85 Est. Cost/Share $307.92 Unrealized @ Report Date +4.5%

IHI ISHARES TR 1.5%

Value $1.968M Shares 7,444 Share Price $264.37 * Est. Cost/Share $42.04 Unrealized @ Report Date +4.8%

XLU SELECT SECTOR SPDR TR 1.4%

Value $1.8M Shares 27,860 Share Price $64.61 * Est. Cost/Share $31.76 Unrealized @ Report Date +1.7%

XLP SELECT SECTOR SPDR TR 1.3%

Value $1.721M Shares 27,329 Share Price $62.97 Est. Cost/Share $61.60 Unrealized @ Report Date +2.2%

EMB ISHARES TR 1.2%

Value $1.54M Shares 13,444 Share Price $114.55 Est. Cost/Share $112.98 Unrealized @ Report Date +1.4%

IYZ ISHARES TR 1.2%

Value $1.538M Shares 51,469 Share Price $29.88 Est. Cost/Share $29.45 Unrealized @ Report Date +1.5%

MSFT MICROSOFT CORP 0.3%

Value $416K Shares 2,635 Share Price $157.87 * Est. Cost/Share $139.23 Unrealized @ Report Date +7.5%

AAPL APPLE INC 0.2%

Value $330K Shares 1,125 Share Price $293.33 * Est. Cost/Share $62.02 Unrealized @ Report Date +14.2%

AMZN AMAZON COM INC 0.2%

Value $305K Shares 165 Share Price $1848.48 * Est. Cost/Share $88.51 Unrealized @ Report Date +4.4%

HD HOME DEPOT INC 0.2%

Value $257K Shares 1,177 Share Price $218.35 * Est. Cost/Share $194.99 Unrealized @ Report Date -3.1%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEF	ISHARES TR	245,827	$27.09M	20.5%	$110.22	$111.49	-1.1%	BARCLAYS 7 10 YR	464287440
EDV	VANGUARD WORLD FD	172,130	$22.37M	16.9%	$129.98	$136.13	-4.5%	EXTENDED DUR	921910709
TLT	ISHARES TR	163,451	$22.14M	16.8%	$135.48	$139.19	-2.7%	20 YR TR BD ETF	464287432
TLH	ISHARES TR	114,679	$16.47M	12.5%	$143.61	$146.62	-2.1%	10-20 YR TRS ETF	464288653
GLD	SPDR GOLD TRUST	65,971	$9.427M	7.1%	$142.90	$139.74	+2.3%	GOLD SHS	78463V107
VNQ	VANGUARD INDEX FDS	42,968	$3.987M	3.0%	$92.79	$92.60	+0.2%	REAL ESTATE ETF	922908553
VTV	VANGUARD INDEX FDS	31,377	$3.761M	2.8%	$119.86	$115.44	+3.8%	VALUE ETF	922908744
VTI	VANGUARD INDEX FDS	22,765	$3.725M	2.8%	$163.63	$156.68	+4.4%	TOTAL STK MKT	922908769
XLRE	SELECT SECTOR SPDR TR	91,149	$3.525M	2.7%	$38.67	$38.69	-0.0%	RL EST SEL SEC	81369Y860
IWD	ISHARES TR	19,217	$2.623M	2.0%	$136.49	$131.80	+3.5%	RUS 1000 VAL ETF	464287598
IWS	ISHARES TR	27,225	$2.58M	2.0%	$94.77	$91.35	+3.7%	RUS MDCP VAL ETF	464287473
IDLV	INVESCO EXCHNG TRADED FD TR	68,396	$2.334M	1.8%	$34.12	$34.46	-1.0%	S&P INTL LOW	46138E230
SPY	SPDR S&P 500 ETF TR	7,084	$2.28M	1.7%	$321.85	$307.92	+4.5%	TR UNIT	78462F103
IHI	ISHARES TR	7,444	$1.968M	1.5%	$264.37 *	$42.04	+4.8%	U.S. MED DVC ETF	464288810
XLU	SELECT SECTOR SPDR TR	27,860	$1.8M	1.4%	$64.61 *	$31.76	+1.7%	SBI INT-UTILS	81369Y886
XLP	SELECT SECTOR SPDR TR	27,329	$1.721M	1.3%	$62.97	$61.60	+2.2%	SBI CONS STPLS	81369Y308
EMB	ISHARES TR	13,444	$1.54M	1.2%	$114.55	$112.98	+1.4%	JPMORGAN USD EMG	464288281
IYZ	ISHARES TR	51,469	$1.538M	1.2%	$29.88	$29.45	+1.5%	US TELECOM ETF	464287713
MSFT	MICROSOFT CORP	2,635	$416K	0.3%	$157.87 *	$139.23	+7.5%	COM	594918104
AAPL	APPLE INC	1,125	$330K	0.2%	$293.33 *	$62.02	+14.2%	COM	037833100
AMZN	AMAZON COM INC	165	$305K	0.2%	$1848.48 *	$88.51	+4.4%	COM	023135106
HD	HOME DEPOT INC	1,177	$257K	0.2%	$218.35 *	$194.99	-3.1%	COM	437076102