Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Jul 15, 2020

Total Value: $145M (100.0% shares, 0.0% debt)

Holdings (30)

TLH ISHARES TR 24.4%

Value $35.48M Shares 211,671 Est. Cost $155.24 Unrealized —

LTPZ PIMCO ETF TR 12.8%

Value $18.53M Shares 220,788 Est. Cost $83.91 Unrealized —

TLT ISHARES TR 12.0%

Value $17.43M Shares 105,957 Est. Cost $151.51 Unrealized —

IEF ISHARES TR 11.4%

Value $16.58M Shares 136,192 Est. Cost $115.15 Unrealized —

TIP ISHARES TR 10.1%

Value $14.67M Shares 118,814 Est. Cost $123.47 Unrealized —

ACWV ISHARES INC 6.6%

Value $9.553M Shares 107,373 Est. Cost $86.92 Unrealized —

IEI ISHARES TR 3.4%

Value $4.986M Shares 37,339 Est. Cost $133.42 Unrealized —

IHI ISHARES TR 2.9%

Value $4.155M Shares 15,364 Est. Cost $262.31 Unrealized —

XLU SELECT SECTOR SPDR TR 2.3%

Value $3.354M Shares 58,365 Est. Cost $61.26 Unrealized —

IGV ISHARES TR 1.4%

Value $2.04M Shares 6,865 Est. Cost $297.16 Unrealized —

EWT ISHARES INC 1.3%

Value $1.869M Shares 43,696 Est. Cost $42.77 Unrealized —

ANGL VANECK VECTORS ETF TR 1.3%

Value $1.842M Shares 63,612 Est. Cost $28.96 Unrealized —

GLD SPDR GOLD TR 1.2%

Value $1.742M Shares 10,244 Est. Cost $170.05 Unrealized —

EPOL ISHARES TR 1.2%

Value $1.671M Shares 98,281 Est. Cost $17.00 Unrealized —

DUK DUKE ENERGY CORP NEW 0.7%

Value $1.074M Shares 13,191 Est. Cost $67.61 Unrealized 0.0%

XBI SPDR SER TR 0.7%

Value $999K Shares 8,556 Est. Cost $116.76 Unrealized —

IBB ISHARES TR 0.7%

Value $981K Shares 6,966 Est. Cost $140.83 Unrealized —

EWZ ISHARES INC 0.6%

Value $801K Shares 26,100 Est. Cost $30.69 Unrealized —

WMT WALMART INC 0.5%

Value $778K Shares 6,251 Est. Cost $38.07 Unrealized 0.0%

KR KROGER CO 0.5%

Value $766K Shares 23,633 Est. Cost $28.78 Unrealized 0.0%

VZ VERIZON COMMUNICATIONS INC 0.5%

Value $735K Shares 13,264 Est. Cost $40.75 Unrealized 0.0%

JNJ JOHNSON & JOHNSON 0.5%

Value $734K Shares 5,124 Est. Cost $124.24 Unrealized 0.0%

V VISA INC 0.5%

Value $727K Shares 3,728 Est. Cost $175.53 Unrealized 0.0%

XOM EXXON MOBIL CORP 0.5%

Value $710K Shares 16,456 Est. Cost $34.82 Unrealized 0.0%

ITA ISHARES TR 0.5%

Value $708K Shares 4,409 Est. Cost $160.58 Unrealized —

NUE NUCOR CORP 0.4%

Value $635K Shares 16,020 Est. Cost $36.42 Unrealized 0.0%

MSFT MICROSOFT CORP 0.4%

Value $533K Shares 2,503 Est. Cost $139.23 Unrealized +24.3%

AMZN AMAZON COM INC 0.3%

Value $462K Shares 150 Est. Cost $88.51 Unrealized +36.5%

AAPL APPLE INC 0.3%

Value $411K Shares 1,079 Est. Cost $62.02 Unrealized +21.1%

HD HOME DEPOT INC 0.2%

Value $283K Shares 1,136 Est. Cost $194.99 Unrealized +2.4%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
TLH	ISHARES TR	211,671	$35.48M	24.4%	$155.24	—	10-20 YR TRS ETF	464288653
LTPZ	PIMCO ETF TR	220,788	$18.53M	12.8%	$83.91	—	15+ YR US TIPS	72201R304
TLT	ISHARES TR	105,957	$17.43M	12.0%	$151.51	—	20 YR TR BD ETF	464287432
IEF	ISHARES TR	136,192	$16.58M	11.4%	$115.15	—	BARCLAYS 7 10 YR	464287440
TIP	ISHARES TR	118,814	$14.67M	10.1%	$123.47	—	TIPS BD ETF	464287176
ACWV	ISHARES INC	107,373	$9.553M	6.6%	$86.92	—	MIN VOL GBL ETF	464286525
IEI	ISHARES TR	37,339	$4.986M	3.4%	$133.42	—	3 7 YR TREAS BD	464288661
IHI	ISHARES TR	15,364	$4.155M	2.9%	$262.31	—	U.S. MED DVC ETF	464288810
XLU	SELECT SECTOR SPDR TR	58,365	$3.354M	2.3%	$61.26	—	SBI INT-UTILS	81369Y886
IGV	ISHARES TR	6,865	$2.04M	1.4%	$297.16	—	EXPANDED TECH	464287515
EWT	ISHARES INC	43,696	$1.869M	1.3%	$42.77	—	MSCI TAIWAN ETF	46434G772
ANGL	VANECK VECTORS ETF TR	63,612	$1.842M	1.3%	$28.96	—	FALLEN ANGEL HG	92189F437
GLD	SPDR GOLD TR	10,244	$1.742M	1.2%	$170.05	—	GOLD SHS	78463V107
EPOL	ISHARES TR	98,281	$1.671M	1.2%	$17.00	—	MSCI POLAND ETF	46429B606
DUK	DUKE ENERGY CORP NEW	13,191	$1.074M	0.7%	$67.61	0.0%	COM NEW	26441C204
XBI	SPDR SER TR	8,556	$999K	0.7%	$116.76	—	S&P BIOTECH	78464A870
IBB	ISHARES TR	6,966	$981K	0.7%	$140.83	—	NASDAQ BIOTECH	464287556
EWZ	ISHARES INC	26,100	$801K	0.6%	$30.69	—	MSCI BRAZIL ETF	464286400
WMT	WALMART INC	6,251	$778K	0.5%	$38.07	0.0%	COM	931142103
KR	KROGER CO	23,633	$766K	0.5%	$28.78	0.0%	COM	501044101
VZ	VERIZON COMMUNICATIONS INC	13,264	$735K	0.5%	$40.75	0.0%	COM	92343V104
JNJ	JOHNSON & JOHNSON	5,124	$734K	0.5%	$124.24	0.0%	COM	478160104
V	VISA INC	3,728	$727K	0.5%	$175.53	0.0%	COM CL A	92826C839
XOM	EXXON MOBIL CORP	16,456	$710K	0.5%	$34.82	0.0%	COM	30231G102
ITA	ISHARES TR	4,409	$708K	0.5%	$160.58	—	US AER DEF ETF	464288760
NUE	NUCOR CORP	16,020	$635K	0.4%	$36.42	0.0%	COM	670346105
MSFT	MICROSOFT CORP	2,503	$533K	0.4%	$139.23	+24.3%	COM	594918104
AMZN	AMAZON COM INC	150	$462K	0.3%	$88.51	+36.5%	COM	023135106
AAPL	APPLE INC	1,079	$411K	0.3%	$62.02	+21.1%	COM	037833100
HD	HOME DEPOT INC	1,136	$283K	0.2%	$194.99	+2.4%	COM	437076102