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 Est. Cost $119.29 Unrealized —

TLH ISHARES TR 12.1%

Value $17.66M Shares 106,078 Est. Cost $155.24 Unrealized —

TLT ISHARES TR 9.9%

Value $14.4M Shares 88,192 Est. Cost $151.51 Unrealized —

EDV VANGUARD WORLD FD 9.2%

Value $13.47M Shares 81,375 Est. Cost $165.55 Unrealized —

IWB ISHARES TR 6.3%

Value $9.233M Shares 49,336 Est. Cost $187.15 Unrealized —

IHI ISHARES TR 4.4%

Value $6.478M Shares 21,621 Est. Cost $273.11 Unrealized —

IGV ISHARES TR 3.7%

Value $5.446M Shares 17,504 Est. Cost $305.65 Unrealized —

XLI SELECT SECTOR SPDR TR 3.5%

Value $5.127M Shares 66,601 Est. Cost $76.98 Unrealized —

SHY ISHARES TR 3.2%

Value $4.722M Shares 54,583 Est. Cost $86.51 Unrealized —

BWX SPDR SER TR 2.4%

Value $3.55M Shares 119,658 Est. Cost $29.67 Unrealized —

IEI ISHARES TR 2.2%

Value $3.245M Shares 24,291 Est. Cost $133.42 Unrealized —

KWEB KRANESHARES TR 2.0%

Value $2.964M Shares 43,467 Est. Cost $68.19 Unrealized —

ANGL VANECK VECTORS ETF TR 1.3%

Value $1.894M Shares 63,678 Est. Cost $28.96 Unrealized —

IBUY AMPLIFY ETF TR 1.3%

Value $1.867M Shares 21,161 Est. Cost $88.23 Unrealized —

MTUM ISHARES TR 1.1%

Value $1.653M Shares 11,217 Est. Cost $147.37 Unrealized —

SOXX ISHARES TR 1.1%

Value $1.642M Shares 5,392 Est. Cost $304.53 Unrealized —

XLK SELECT SECTOR SPDR TR 1.1%

Value $1.628M Shares 13,946 Est. Cost $116.74 Unrealized —

QUAL ISHARES TR 1.0%

Value $1.43M Shares 13,783 Est. Cost $103.75 Unrealized —

IWF ISHARES TR 1.0%

Value $1.424M Shares 6,564 Est. Cost $216.94 Unrealized —

AAPL APPLE INC 0.7%

Value $1.027M Shares 8,865 Est. Cost $100.62 Unrealized +5.3%

JNJ JOHNSON & JOHNSON 0.5%

Value $765K Shares 5,142 Est. Cost $124.24 Unrealized +2.2%

V VISA INC 0.5%

Value $747K Shares 3,736 Est. Cost $175.53 Unrealized +9.5%

HD HOME DEPOT INC 0.4%

Value $636K Shares 2,292 Est. Cost $216.51 Unrealized +9.8%

AMZN AMAZON COM INC 0.4%

Value $627K Shares 199 Est. Cost $105.53 Unrealized +49.4%

MSFT MICROSOFT CORP 0.4%

Value $528K Shares 2,509 Est. Cost $139.23 Unrealized +44.2%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IEF	ISHARES TR	359,353	$43.78M	30.0%	$119.29	—	BARCLAYS 7 10 YR	464287440
TLH	ISHARES TR	106,078	$17.66M	12.1%	$155.24	—	10-20 YR TRS ETF	464288653
TLT	ISHARES TR	88,192	$14.4M	9.9%	$151.51	—	20 YR TR BD ETF	464287432
EDV	VANGUARD WORLD FD	81,375	$13.47M	9.2%	$165.55	—	EXTENDED DUR	921910709
IWB	ISHARES TR	49,336	$9.233M	6.3%	$187.15	—	RUS 1000 ETF	464287622
IHI	ISHARES TR	21,621	$6.478M	4.4%	$273.11	—	U.S. MED DVC ETF	464288810
IGV	ISHARES TR	17,504	$5.446M	3.7%	$305.65	—	EXPANDED TECH	464287515
XLI	SELECT SECTOR SPDR TR	66,601	$5.127M	3.5%	$76.98	—	SBI INT-INDS	81369Y704
SHY	ISHARES TR	54,583	$4.722M	3.2%	$86.51	—	1 3 YR TREAS BD	464287457
BWX	SPDR SER TR	119,658	$3.55M	2.4%	$29.67	—	BLOMBERG INTL TR	78464A516
IEI	ISHARES TR	24,291	$3.245M	2.2%	$133.42	—	3 7 YR TREAS BD	464288661
KWEB	KRANESHARES TR	43,467	$2.964M	2.0%	$68.19	—	CSI CHI INTERNET	500767306
ANGL	VANECK VECTORS ETF TR	63,678	$1.894M	1.3%	$28.96	—	FALLEN ANGEL HG	92189F437
IBUY	AMPLIFY ETF TR	21,161	$1.867M	1.3%	$88.23	—	ONLIN RETL ETF	032108102
MTUM	ISHARES TR	11,217	$1.653M	1.1%	$147.37	—	MSCI USA MMENTM	46432F396
SOXX	ISHARES TR	5,392	$1.642M	1.1%	$304.53	—	PHLX SEMICND ETF	464287523
XLK	SELECT SECTOR SPDR TR	13,946	$1.628M	1.1%	$116.74	—	TECHNOLOGY	81369Y803
QUAL	ISHARES TR	13,783	$1.43M	1.0%	$103.75	—	MSCI USA QLT FCT	46432F339
IWF	ISHARES TR	6,564	$1.424M	1.0%	$216.94	—	RUS 1000 GRW ETF	464287614
AAPL	APPLE INC	8,865	$1.027M	0.7%	$100.62	+5.3%	COM	037833100
JNJ	JOHNSON & JOHNSON	5,142	$765K	0.5%	$124.24	+2.2%	COM	478160104
V	VISA INC	3,736	$747K	0.5%	$175.53	+9.5%	COM CL A	92826C839
HD	HOME DEPOT INC	2,292	$636K	0.4%	$216.51	+9.8%	COM	437076102
AMZN	AMAZON COM INC	199	$627K	0.4%	$105.53	+49.4%	COM	023135106
MSFT	MICROSOFT CORP	2,509	$528K	0.4%	$139.23	+44.2%	COM	594918104