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 Est. Cost $110.22 Unrealized —

EDV VANGUARD WORLD FD 16.9%

Value $22.37M Shares 172,130 Est. Cost $129.98 Unrealized —

TLT ISHARES TR 16.8%

Value $22.14M Shares 163,451 Est. Cost $135.48 Unrealized —

TLH ISHARES TR 12.5%

Value $16.47M Shares 114,679 Est. Cost $143.61 Unrealized —

GLD SPDR GOLD TRUST 7.1%

Value $9.427M Shares 65,971 Est. Cost $142.90 Unrealized —

VNQ VANGUARD INDEX FDS 3.0%

Value $3.987M Shares 42,968 Est. Cost $92.79 Unrealized —

VTV VANGUARD INDEX FDS 2.8%

Value $3.761M Shares 31,377 Est. Cost $119.86 Unrealized —

VTI VANGUARD INDEX FDS 2.8%

Value $3.725M Shares 22,765 Est. Cost $163.63 Unrealized —

XLRE SELECT SECTOR SPDR TR 2.7%

Value $3.525M Shares 91,149 Est. Cost $38.67 Unrealized —

IWD ISHARES TR 2.0%

Value $2.623M Shares 19,217 Est. Cost $136.49 Unrealized —

IWS ISHARES TR 2.0%

Value $2.58M Shares 27,225 Est. Cost $94.77 Unrealized —

IDLV INVESCO EXCHNG TRADED FD TR 1.8%

Value $2.334M Shares 68,396 Est. Cost $34.12 Unrealized —

SPY SPDR S&P 500 ETF TR 1.7%

Value $2.28M Shares 7,084 Est. Cost $321.85 Unrealized —

IHI ISHARES TR 1.5%

Value $1.968M Shares 7,444 Est. Cost $264.37 Unrealized —

XLU SELECT SECTOR SPDR TR 1.4%

Value $1.8M Shares 27,860 Est. Cost $64.61 Unrealized —

XLP SELECT SECTOR SPDR TR 1.3%

Value $1.721M Shares 27,329 Est. Cost $62.97 Unrealized —

EMB ISHARES TR 1.2%

Value $1.54M Shares 13,444 Est. Cost $114.55 Unrealized —

IYZ ISHARES TR 1.2%

Value $1.538M Shares 51,469 Est. Cost $29.88 Unrealized —

MSFT MICROSOFT CORP 0.3%

Value $416K Shares 2,635 Est. Cost $139.23 Unrealized 0.0%

AAPL APPLE INC 0.2%

Value $330K Shares 1,125 Est. Cost $62.02 Unrealized 0.0%

AMZN AMAZON COM INC 0.2%

Value $305K Shares 165 Est. Cost $88.51 Unrealized 0.0%

HD HOME DEPOT INC 0.2%

Value $257K Shares 1,177 Est. Cost $194.99 Unrealized 0.0%

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