Ferguson Shapiro LLC Quant / Systematic

CIK: 0001767433 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: Apr 21, 2020

Total Value ($000): $144,368 (100.0% shares, 0.0% debt)

Holdings (17)

IEF ISHARES TR 35.6%

Value ($000) $51,417 Shares 421,209 Est. Cost $115.15 Unrealized —

TLH ISHARES TR 24.5%

Value ($000) $35,323 Shares 208,962 Est. Cost $155.08 Unrealized —

IEI ISHARES TR 11.7%

Value ($000) $16,848 Shares 126,275 Est. Cost $133.42 Unrealized —

TLT ISHARES TR 5.6%

Value ($000) $8,036 Shares 47,507 Est. Cost $135.48 Unrealized —

ACWV ISHARES INC 4.3%

Value ($000) $6,271 Shares 72,964 Est. Cost $85.95 Unrealized —

— PROSHARES TR 3.0%

Value ($000) $4,323 Shares 252,384 Est. Cost $17.13 Unrealized —

IHI ISHARES TR 2.6%

Value ($000) $3,792 Shares 14,622 Est. Cost $261.90 Unrealized —

VHT VANGUARD WORLD FDS 2.6%

Value ($000) $3,723 Shares 19,764 Est. Cost $188.37 Unrealized —

XLU SELECT SECTOR SPDR TR 2.3%

Value ($000) $3,284 Shares 56,383 Est. Cost $61.39 Unrealized —

UUP INVESCO DB US DLR INDEX TR 2.1%

Value ($000) $3,040 Shares 112,183 Est. Cost $27.10 Unrealized —

— PROSHARES TR 2.1%

Value ($000) $3,001 Shares 133,387 Est. Cost $22.50 Unrealized —

BIL SPDR SER TR 1.9%

Value ($000) $2,712 Shares 29,628 Est. Cost $91.54 Unrealized —

ED CONSOLIDATED EDISON INC 0.9%

Value ($000) $1,267 Shares 14,821 Est. Cost $70.81 Unrealized 0.0%

MSFT MICROSOFT CORP 0.3%

Value ($000) $437 Shares 2,497 Est. Cost $139.23 Unrealized +12.3%

AMZN AMAZON COM INC 0.2%

Value ($000) $359 Shares 150 Est. Cost $88.51 Unrealized +9.4%

AAPL APPLE INC 0.2%

Value ($000) $302 Shares 1,091 Est. Cost $62.02 Unrealized +14.6%

HD HOME DEPOT INC 0.2%

Value ($000) $233 Shares 1,129 Est. Cost $194.99 Unrealized -2.5%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IEF	ISHARES TR	421,209	$51,417	35.6%	$115.15	—	BARCLAYS 7 10 YR	464287440
TLH	ISHARES TR	208,962	$35,323	24.5%	$155.08	—	10-20 YR TRS ETF	464288653
IEI	ISHARES TR	126,275	$16,848	11.7%	$133.42	—	3 7 YR TREAS BD	464288661
TLT	ISHARES TR	47,507	$8,036	5.6%	$135.48	—	20 YR TR BD ETF	464287432
ACWV	ISHARES INC	72,964	$6,271	4.3%	$85.95	—	MIN VOL GBL ETF	464286525
—	PROSHARES TR	252,384	$4,323	3.0%	$17.13	—	ULTRAPRO SHORT S	74347B268
IHI	ISHARES TR	14,622	$3,792	2.6%	$261.90	—	U.S. MED DVC ETF	464288810
VHT	VANGUARD WORLD FDS	19,764	$3,723	2.6%	$188.37	—	HEALTH CAR ETF	92204A504
XLU	SELECT SECTOR SPDR TR	56,383	$3,284	2.3%	$61.39	—	SBI INT-UTILS	81369Y886
UUP	INVESCO DB US DLR INDEX TR	112,183	$3,040	2.1%	$27.10	—	BULLISH FD	46141D203
—	PROSHARES TR	133,387	$3,001	2.1%	$22.50	—	ULTPRO SHT 2017	74348A152
BIL	SPDR SER TR	29,628	$2,712	1.9%	$91.54	—	SPDR BLOOMBERG	78468R663
ED	CONSOLIDATED EDISON INC	14,821	$1,267	0.9%	$70.81	0.0%	COM	209115104
MSFT	MICROSOFT CORP	2,497	$437	0.3%	$139.23	+12.3%	COM	594918104
AMZN	AMAZON COM INC	150	$359	0.2%	$88.51	+9.4%	COM	023135106
AAPL	APPLE INC	1,091	$302	0.2%	$62.02	+14.6%	COM	037833100
HD	HOME DEPOT INC	1,129	$233	0.2%	$194.99	-2.5%	COM	437076102