Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: Apr 21, 2020

Total Value: $144M (100.0% shares, 0.0% debt)

Holdings (17)

IEF ISHARES TR 35.6%

Value $51.42M Shares 421,209 Share Price $122.07 Est. Cost/Share $112.99 Unrealized @ Report Date +7.5%

TLH ISHARES TR 24.5%

Value $35.32M Shares 208,962 Share Price $169.04 Est. Cost/Share $150.14 Unrealized @ Report Date +11.6%

IEI ISHARES TR 11.7%

Value $16.85M Shares 126,275 Share Price $133.42 Est. Cost/Share $128.85 Unrealized @ Report Date +3.5%

TLT ISHARES TR 5.6%

Value $8.036M Shares 47,507 Share Price $169.15 * Est. Cost/Share $139.19 Unrealized @ Report Date +18.5%

ACWV ISHARES INC 4.3%

Value $6.271M Shares 72,964 Share Price $85.95 * Est. Cost/Share $92.19 Unrealized @ Report Date -12.9%

— PROSHARES TR 3.0%

Value $4.323M Shares 252,384 Share Price $17.13 Est. Cost/Share $17.13 Unrealized @ Report Date —

IHI ISHARES TR 2.6%

Value $3.792M Shares 14,622 Share Price $259.34 * Est. Cost/Share $42.07 Unrealized @ Report Date -10.7%

VHT VANGUARD WORLD FDS 2.6%

Value $3.723M Shares 19,764 Share Price $188.37 * Est. Cost/Share $182.69 Unrealized @ Report Date -9.1%

XLU SELECT SECTOR SPDR TR 2.3%

Value $3.284M Shares 56,383 Share Price $58.24 * Est. Cost/Share $31.87 Unrealized @ Report Date -13.1%

UUP INVESCO DB US DLR INDEX TR 2.1%

Value $3.04M Shares 112,183 Share Price $27.10 Est. Cost/Share $26.61 Unrealized @ Report Date +0.8%

— PROSHARES TR 2.1%

Value $3.001M Shares 133,387 Share Price $22.50 Est. Cost/Share $22.50 Unrealized @ Report Date —

BIL SPDR SER TR 1.9%

Value $2.712M Shares 29,628 Share Price $91.54 Est. Cost/Share $91.53 Unrealized @ Report Date +0.1%

ED CONSOLIDATED EDISON INC 0.9%

Value $1.267M Shares 14,821 Share Price $85.49 * Est. Cost/Share $70.81 Unrealized @ Report Date -10.7%

MSFT MICROSOFT CORP 0.3%

Value $437K Shares 2,497 Share Price $175.01 * Est. Cost/Share $139.23 Unrealized @ Report Date +7.8%

AMZN AMAZON COM INC 0.2%

Value $359K Shares 150 Share Price $2393.33 * Est. Cost/Share $88.51 Unrealized @ Report Date +10.1%

AAPL APPLE INC 0.2%

Value $302K Shares 1,091 Share Price $276.81 * Est. Cost/Share $62.02 Unrealized @ Report Date -0.8%

HD HOME DEPOT INC 0.2%

Value $233K Shares 1,129 Share Price $206.38 * Est. Cost/Share $194.99 Unrealized @ Report Date -16.6%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEF	ISHARES TR	421,209	$51.42M	35.6%	$122.07	$112.99	+7.5%	BARCLAYS 7 10 YR	464287440
TLH	ISHARES TR	208,962	$35.32M	24.5%	$169.04	$150.14	+11.6%	10-20 YR TRS ETF	464288653
IEI	ISHARES TR	126,275	$16.85M	11.7%	$133.42	$128.85	+3.5%	3 7 YR TREAS BD	464288661
TLT	ISHARES TR	47,507	$8.036M	5.6%	$169.15 *	$139.19	+18.5%	20 YR TR BD ETF	464287432
ACWV	ISHARES INC	72,964	$6.271M	4.3%	$85.95 *	$92.19	-12.9%	MIN VOL GBL ETF	464286525
—	PROSHARES TR	252,384	$4.323M	3.0%	$17.13	$17.13	—	ULTRAPRO SHORT S	74347B268
IHI	ISHARES TR	14,622	$3.792M	2.6%	$259.34 *	$42.07	-10.7%	U.S. MED DVC ETF	464288810
VHT	VANGUARD WORLD FDS	19,764	$3.723M	2.6%	$188.37 *	$182.69	-9.1%	HEALTH CAR ETF	92204A504
XLU	SELECT SECTOR SPDR TR	56,383	$3.284M	2.3%	$58.24 *	$31.87	-13.1%	SBI INT-UTILS	81369Y886
UUP	INVESCO DB US DLR INDEX TR	112,183	$3.04M	2.1%	$27.10	$26.61	+0.8%	BULLISH FD	46141D203
—	PROSHARES TR	133,387	$3.001M	2.1%	$22.50	$22.50	—	ULTPRO SHT 2017	74348A152
BIL	SPDR SER TR	29,628	$2.712M	1.9%	$91.54	$91.53	+0.1%	SPDR BLOOMBERG	78468R663
ED	CONSOLIDATED EDISON INC	14,821	$1.267M	0.9%	$85.49 *	$70.81	-10.7%	COM	209115104
MSFT	MICROSOFT CORP	2,497	$437K	0.3%	$175.01 *	$139.23	+7.8%	COM	594918104
AMZN	AMAZON COM INC	150	$359K	0.2%	$2393.33 *	$88.51	+10.1%	COM	023135106
AAPL	APPLE INC	1,091	$302K	0.2%	$276.81 *	$62.02	-0.8%	COM	037833100
HD	HOME DEPOT INC	1,129	$233K	0.2%	$206.38 *	$194.99	-16.6%	COM	437076102