Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 12, 2020

Total Value: $146M (100.0% shares, 0.0% debt)

Holdings (25)

IEF ISHARES TR 30.0%

Value $43.78M Shares 359,353 Share Price $121.82 Est. Cost/Share $118.58 Unrealized @ Report Date +2.7%

TLH ISHARES TR 12.1%

Value $17.66M Shares 106,078 Share Price $166.49 Est. Cost/Share $150.36 Unrealized @ Report Date +10.7%

TLT ISHARES TR 9.9%

Value $14.4M Shares 88,192 Share Price $163.26 Est. Cost/Share $153.22 Unrealized @ Report Date +6.6%

EDV VANGUARD WORLD FD 9.2%

Value $13.47M Shares 81,375 Share Price $165.55 Est. Cost/Share $168.90 Unrealized @ Report Date -2.0%

IWB ISHARES TR 6.3%

Value $9.233M Shares 49,336 Share Price $187.15 Est. Cost/Share $184.70 Unrealized @ Report Date +1.3%

IHI ISHARES TR 4.4%

Value $6.478M Shares 21,621 Share Price $299.62 * Est. Cost/Share $43.93 Unrealized @ Report Date +13.7%

IGV ISHARES TR 3.7%

Value $5.446M Shares 17,504 Share Price $311.13 * Est. Cost/Share $56.18 Unrealized @ Report Date +10.8%

XLI SELECT SECTOR SPDR TR 3.5%

Value $5.127M Shares 66,601 Share Price $76.98 Est. Cost/Share $74.80 Unrealized @ Report Date +2.9%

SHY ISHARES TR 3.2%

Value $4.722M Shares 54,583 Share Price $86.51 Est. Cost/Share $86.53 Unrealized @ Report Date -0.0%

BWX SPDR SER TR 2.4%

Value $3.55M Shares 119,658 Share Price $29.67 Est. Cost/Share $29.73 Unrealized @ Report Date -0.2%

IEI ISHARES TR 2.2%

Value $3.245M Shares 24,291 Share Price $133.59 Est. Cost/Share $128.85 Unrealized @ Report Date +3.7%

KWEB KRANESHARES TR 2.0%

Value $2.964M Shares 43,467 Share Price $68.19 Est. Cost/Share $67.87 Unrealized @ Report Date +0.5%

ANGL VANECK VECTORS ETF TR 1.3%

Value $1.894M Shares 63,678 Share Price $29.74 Est. Cost/Share $27.51 Unrealized @ Report Date +8.1%

IBUY AMPLIFY ETF TR 1.3%

Value $1.867M Shares 21,161 Share Price $88.23 Est. Cost/Share $85.01 Unrealized @ Report Date +3.8%

MTUM ISHARES TR 1.1%

Value $1.653M Shares 11,217 Share Price $147.37 Est. Cost/Share $142.88 Unrealized @ Report Date +3.2%

SOXX ISHARES TR 1.1%

Value $1.642M Shares 5,392 Share Price $304.53 * Est. Cost/Share $97.73 Unrealized @ Report Date +3.9%

XLK SELECT SECTOR SPDR TR 1.1%

Value $1.628M Shares 13,946 Share Price $116.74 * Est. Cost/Share $56.50 Unrealized @ Report Date +3.3%

QUAL ISHARES TR 1.0%

Value $1.43M Shares 13,783 Share Price $103.75 Est. Cost/Share $102.41 Unrealized @ Report Date +1.3%

IWF ISHARES TR 1.0%

Value $1.424M Shares 6,564 Share Price $216.94 * Est. Cost/Share $52.68 Unrealized @ Report Date +2.9%

AAPL APPLE INC 0.7%

Value $1.027M Shares 8,865 Share Price $115.85 * Est. Cost/Share $100.62 Unrealized @ Report Date +11.9%

JNJ JOHNSON & JOHNSON 0.5%

Value $765K Shares 5,142 Share Price $148.77 * Est. Cost/Share $124.24 Unrealized @ Report Date +3.3%

V VISA INC 0.5%

Value $747K Shares 3,736 Share Price $199.95 * Est. Cost/Share $175.53 Unrealized @ Report Date +9.7%

HD HOME DEPOT INC 0.4%

Value $636K Shares 2,292 Share Price $277.49 * Est. Cost/Share $216.51 Unrealized @ Report Date +12.9%

AMZN AMAZON COM INC 0.4%

Value $627K Shares 199 Share Price $3150.75 * Est. Cost/Share $105.53 Unrealized @ Report Date +49.2%

MSFT MICROSOFT CORP 0.4%

Value $528K Shares 2,509 Share Price $210.44 * Est. Cost/Share $139.23 Unrealized @ Report Date +44.6%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IEF	ISHARES TR	359,353	$43.78M	30.0%	$121.82	$118.58	+2.7%	BARCLAYS 7 10 YR	464287440
TLH	ISHARES TR	106,078	$17.66M	12.1%	$166.49	$150.36	+10.7%	10-20 YR TRS ETF	464288653
TLT	ISHARES TR	88,192	$14.4M	9.9%	$163.26	$153.22	+6.6%	20 YR TR BD ETF	464287432
EDV	VANGUARD WORLD FD	81,375	$13.47M	9.2%	$165.55	$168.90	-2.0%	EXTENDED DUR	921910709
IWB	ISHARES TR	49,336	$9.233M	6.3%	$187.15	$184.70	+1.3%	RUS 1000 ETF	464287622
IHI	ISHARES TR	21,621	$6.478M	4.4%	$299.62 *	$43.93	+13.7%	U.S. MED DVC ETF	464288810
IGV	ISHARES TR	17,504	$5.446M	3.7%	$311.13 *	$56.18	+10.8%	EXPANDED TECH	464287515
XLI	SELECT SECTOR SPDR TR	66,601	$5.127M	3.5%	$76.98	$74.80	+2.9%	SBI INT-INDS	81369Y704
SHY	ISHARES TR	54,583	$4.722M	3.2%	$86.51	$86.53	-0.0%	1 3 YR TREAS BD	464287457
BWX	SPDR SER TR	119,658	$3.55M	2.4%	$29.67	$29.73	-0.2%	BLOMBERG INTL TR	78464A516
IEI	ISHARES TR	24,291	$3.245M	2.2%	$133.59	$128.85	+3.7%	3 7 YR TREAS BD	464288661
KWEB	KRANESHARES TR	43,467	$2.964M	2.0%	$68.19	$67.87	+0.5%	CSI CHI INTERNET	500767306
ANGL	VANECK VECTORS ETF TR	63,678	$1.894M	1.3%	$29.74	$27.51	+8.1%	FALLEN ANGEL HG	92189F437
IBUY	AMPLIFY ETF TR	21,161	$1.867M	1.3%	$88.23	$85.01	+3.8%	ONLIN RETL ETF	032108102
MTUM	ISHARES TR	11,217	$1.653M	1.1%	$147.37	$142.88	+3.2%	MSCI USA MMENTM	46432F396
SOXX	ISHARES TR	5,392	$1.642M	1.1%	$304.53 *	$97.73	+3.9%	PHLX SEMICND ETF	464287523
XLK	SELECT SECTOR SPDR TR	13,946	$1.628M	1.1%	$116.74 *	$56.50	+3.3%	TECHNOLOGY	81369Y803
QUAL	ISHARES TR	13,783	$1.43M	1.0%	$103.75	$102.41	+1.3%	MSCI USA QLT FCT	46432F339
IWF	ISHARES TR	6,564	$1.424M	1.0%	$216.94 *	$52.68	+2.9%	RUS 1000 GRW ETF	464287614
AAPL	APPLE INC	8,865	$1.027M	0.7%	$115.85 *	$100.62	+11.9%	COM	037833100
JNJ	JOHNSON & JOHNSON	5,142	$765K	0.5%	$148.77 *	$124.24	+3.3%	COM	478160104
V	VISA INC	3,736	$747K	0.5%	$199.95 *	$175.53	+9.7%	COM CL A	92826C839
HD	HOME DEPOT INC	2,292	$636K	0.4%	$277.49 *	$216.51	+12.9%	COM	437076102
AMZN	AMAZON COM INC	199	$627K	0.4%	$3150.75 *	$105.53	+49.2%	COM	023135106
MSFT	MICROSOFT CORP	2,509	$528K	0.4%	$210.44 *	$139.23	+44.6%	COM	594918104