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 Share Price $167.62 Est. Cost/Share $150.36 Unrealized @ Report Date +11.3%

LTPZ PIMCO ETF TR 12.8%

Value $18.53M Shares 220,788 Share Price $83.91 Est. Cost/Share $82.64 Unrealized @ Report Date +0.8%

TLT ISHARES TR 12.0%

Value $17.43M Shares 105,957 Share Price $164.55 Est. Cost/Share $153.22 Unrealized @ Report Date +7.0%

IEF ISHARES TR 11.4%

Value $16.58M Shares 136,192 Share Price $121.74 Est. Cost/Share $112.99 Unrealized @ Report Date +7.9%

TIP ISHARES TR 10.1%

Value $14.67M Shares 118,814 Share Price $123.47 Est. Cost/Share $121.58 Unrealized @ Report Date +1.2%

ACWV ISHARES INC 6.6%

Value $9.553M Shares 107,373 Share Price $88.97 Est. Cost/Share $90.39 Unrealized @ Report Date -3.1%

IEI ISHARES TR 3.4%

Value $4.986M Shares 37,339 Share Price $133.53 Est. Cost/Share $128.85 Unrealized @ Report Date +3.7%

IHI ISHARES TR 2.9%

Value $4.155M Shares 15,364 Share Price $270.44 * Est. Cost/Share $42.10 Unrealized @ Report Date +4.8%

XLU SELECT SECTOR SPDR TR 2.3%

Value $3.354M Shares 58,365 Share Price $57.47 * Est. Cost/Share $31.77 Unrealized @ Report Date -11.2%

IGV ISHARES TR 1.4%

Value $2.04M Shares 6,865 Share Price $297.16 * Est. Cost/Share $50.15 Unrealized @ Report Date +13.4%

EWT ISHARES INC 1.3%

Value $1.869M Shares 43,696 Share Price $42.77 * Est. Cost/Share $37.20 Unrealized @ Report Date +8.1%

ANGL VANECK VECTORS ETF TR 1.3%

Value $1.842M Shares 63,612 Share Price $28.96 Est. Cost/Share $27.51 Unrealized @ Report Date +4.3%

GLD SPDR GOLD TR 1.2%

Value $1.742M Shares 10,244 Share Price $170.05 Est. Cost/Share $161.29 Unrealized @ Report Date +3.8%

EPOL ISHARES TR 1.2%

Value $1.671M Shares 98,281 Share Price $17.00 * Est. Cost/Share $15.55 Unrealized @ Report Date +6.8%

DUK DUKE ENERGY CORP NEW 0.7%

Value $1.074M Shares 13,191 Share Price $81.42 * Est. Cost/Share $67.61 Unrealized @ Report Date -4.9%

XBI SPDR SER TR 0.7%

Value $999K Shares 8,556 Share Price $116.76 * Est. Cost/Share $98.49 Unrealized @ Report Date +13.7%

IBB ISHARES TR 0.7%

Value $981K Shares 6,966 Share Price $140.83 * Est. Cost/Share $127.48 Unrealized @ Report Date +7.2%

EWZ ISHARES INC 0.6%

Value $801K Shares 26,100 Share Price $30.69 * Est. Cost/Share $26.21 Unrealized @ Report Date +9.7%

WMT WALMART INC 0.5%

Value $778K Shares 6,251 Share Price $124.46 * Est. Cost/Share $38.07 Unrealized @ Report Date -2.8%

KR KROGER CO 0.5%

Value $766K Shares 23,633 Share Price $32.41 * Est. Cost/Share $28.78 Unrealized @ Report Date +4.6%

VZ VERIZON COMMUNICATIONS INC 0.5%

Value $735K Shares 13,264 Share Price $55.41 * Est. Cost/Share $40.75 Unrealized @ Report Date -1.9%

JNJ JOHNSON & JOHNSON 0.5%

Value $734K Shares 5,124 Share Price $143.25 * Est. Cost/Share $124.24 Unrealized @ Report Date -3.1%

V VISA INC 0.5%

Value $727K Shares 3,728 Share Price $195.01 * Est. Cost/Share $175.53 Unrealized @ Report Date +5.8%

XOM EXXON MOBIL CORP 0.5%

Value $710K Shares 16,456 Share Price $43.15 * Est. Cost/Share $34.82 Unrealized @ Report Date +0.5%

ITA ISHARES TR 0.5%

Value $708K Shares 4,409 Share Price $160.58 * Est. Cost/Share $78.87 Unrealized @ Report Date +4.4%

NUE NUCOR CORP 0.4%

Value $635K Shares 16,020 Share Price $39.64 * Est. Cost/Share $36.42 Unrealized @ Report Date +3.5%

MSFT MICROSOFT CORP 0.4%

Value $533K Shares 2,503 Share Price $212.94 * Est. Cost/Share $139.23 Unrealized @ Report Date +39.6%

AMZN AMAZON COM INC 0.3%

Value $462K Shares 150 Share Price $3080.00 * Est. Cost/Share $88.51 Unrealized @ Report Date +55.9%

AAPL APPLE INC 0.3%

Value $411K Shares 1,079 Share Price $380.91 * Est. Cost/Share $62.02 Unrealized @ Report Date +42.7%

HD HOME DEPOT INC 0.2%

Value $283K Shares 1,136 Share Price $249.12 * Est. Cost/Share $194.99 Unrealized @ Report Date +12.5%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
TLH	ISHARES TR	211,671	$35.48M	24.4%	$167.62	$150.36	+11.3%	10-20 YR TRS ETF	464288653
LTPZ	PIMCO ETF TR	220,788	$18.53M	12.8%	$83.91	$82.64	+0.8%	15+ YR US TIPS	72201R304
TLT	ISHARES TR	105,957	$17.43M	12.0%	$164.55	$153.22	+7.0%	20 YR TR BD ETF	464287432
IEF	ISHARES TR	136,192	$16.58M	11.4%	$121.74	$112.99	+7.9%	BARCLAYS 7 10 YR	464287440
TIP	ISHARES TR	118,814	$14.67M	10.1%	$123.47	$121.58	+1.2%	TIPS BD ETF	464287176
ACWV	ISHARES INC	107,373	$9.553M	6.6%	$88.97	$90.39	-3.1%	MIN VOL GBL ETF	464286525
IEI	ISHARES TR	37,339	$4.986M	3.4%	$133.53	$128.85	+3.7%	3 7 YR TREAS BD	464288661
IHI	ISHARES TR	15,364	$4.155M	2.9%	$270.44 *	$42.10	+4.8%	U.S. MED DVC ETF	464288810
XLU	SELECT SECTOR SPDR TR	58,365	$3.354M	2.3%	$57.47 *	$31.77	-11.2%	SBI INT-UTILS	81369Y886
IGV	ISHARES TR	6,865	$2.04M	1.4%	$297.16 *	$50.15	+13.4%	EXPANDED TECH	464287515
EWT	ISHARES INC	43,696	$1.869M	1.3%	$42.77 *	$37.20	+8.1%	MSCI TAIWAN ETF	46434G772
ANGL	VANECK VECTORS ETF TR	63,612	$1.842M	1.3%	$28.96	$27.51	+4.3%	FALLEN ANGEL HG	92189F437
GLD	SPDR GOLD TR	10,244	$1.742M	1.2%	$170.05	$161.29	+3.8%	GOLD SHS	78463V107
EPOL	ISHARES TR	98,281	$1.671M	1.2%	$17.00 *	$15.55	+6.8%	MSCI POLAND ETF	46429B606
DUK	DUKE ENERGY CORP NEW	13,191	$1.074M	0.7%	$81.42 *	$67.61	-4.9%	COM NEW	26441C204
XBI	SPDR SER TR	8,556	$999K	0.7%	$116.76 *	$98.49	+13.7%	S&P BIOTECH	78464A870
IBB	ISHARES TR	6,966	$981K	0.7%	$140.83 *	$127.48	+7.2%	NASDAQ BIOTECH	464287556
EWZ	ISHARES INC	26,100	$801K	0.6%	$30.69 *	$26.21	+9.7%	MSCI BRAZIL ETF	464286400
WMT	WALMART INC	6,251	$778K	0.5%	$124.46 *	$38.07	-2.8%	COM	931142103
KR	KROGER CO	23,633	$766K	0.5%	$32.41 *	$28.78	+4.6%	COM	501044101
VZ	VERIZON COMMUNICATIONS INC	13,264	$735K	0.5%	$55.41 *	$40.75	-1.9%	COM	92343V104
JNJ	JOHNSON & JOHNSON	5,124	$734K	0.5%	$143.25 *	$124.24	-3.1%	COM	478160104
V	VISA INC	3,728	$727K	0.5%	$195.01 *	$175.53	+5.8%	COM CL A	92826C839
XOM	EXXON MOBIL CORP	16,456	$710K	0.5%	$43.15 *	$34.82	+0.5%	COM	30231G102
ITA	ISHARES TR	4,409	$708K	0.5%	$160.58 *	$78.87	+4.4%	US AER DEF ETF	464288760
NUE	NUCOR CORP	16,020	$635K	0.4%	$39.64 *	$36.42	+3.5%	COM	670346105
MSFT	MICROSOFT CORP	2,503	$533K	0.4%	$212.94 *	$139.23	+39.6%	COM	594918104
AMZN	AMAZON COM INC	150	$462K	0.3%	$3080.00 *	$88.51	+55.9%	COM	023135106
AAPL	APPLE INC	1,079	$411K	0.3%	$380.91 *	$62.02	+42.7%	COM	037833100
HD	HOME DEPOT INC	1,136	$283K	0.2%	$249.12 *	$194.99	+12.5%	COM	437076102