Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Jan 22, 2021

Total Value: $135M (100.0% shares, 0.0% debt)

Holdings (29)

IWB ISHARES TR 16.4%

Value $22.1M Shares 104,333 Share Price $211.84 Est. Cost/Share $192.55 Unrealized @ Report Date +10.0%

ICVT ISHARES TR 7.9%

Value $10.66M Shares 110,379 Share Price $96.55 Est. Cost/Share $88.48 Unrealized @ Report Date +9.1%

LQD ISHARES TR 6.6%

Value $8.898M Shares 64,415 Share Price $138.14 Est. Cost/Share $136.19 Unrealized @ Report Date +1.4%

SHY ISHARES TR 6.4%

Value $8.555M Shares 99,043 Share Price $86.38 Est. Cost/Share $86.47 Unrealized @ Report Date -0.1%

XLK SELECT SECTOR SPDR TR 5.9%

Value $8.009M Shares 61,596 Share Price $130.02 * Est. Cost/Share $59.91 Unrealized @ Report Date +8.5%

IHI ISHARES TR 4.9%

Value $6.656M Shares 20,338 Share Price $327.27 * Est. Cost/Share $43.93 Unrealized @ Report Date +24.2%

IGV ISHARES TR 4.7%

Value $6.376M Shares 18,005 Share Price $354.12 * Est. Cost/Share $56.46 Unrealized @ Report Date +25.4%

XLI SELECT SECTOR SPDR TR 4.5%

Value $6.009M Shares 67,862 Share Price $88.55 Est. Cost/Share $74.97 Unrealized @ Report Date +18.1%

ANGL VANECK VECTORS ETF TR 4.1%

Value $5.51M Shares 171,665 Share Price $32.10 Est. Cost/Share $29.65 Unrealized @ Report Date +8.2%

HYG ISHARES TR 4.1%

Value $5.508M Shares 63,096 Share Price $87.30 Est. Cost/Share $85.62 Unrealized @ Report Date +2.0%

MTUM ISHARES TR 3.6%

Value $4.886M Shares 30,295 Share Price $161.28 Est. Cost/Share $149.40 Unrealized @ Report Date +8.0%

QUAL ISHARES TR 3.5%

Value $4.716M Shares 40,583 Share Price $116.21 Est. Cost/Share $107.49 Unrealized @ Report Date +8.1%

BWX SPDR SER TR 2.9%

Value $3.878M Shares 124,160 Share Price $31.23 Est. Cost/Share $29.75 Unrealized @ Report Date +5.0%

IWF ISHARES TR 2.8%

Value $3.808M Shares 15,791 Share Price $241.15 * Est. Cost/Share $55.16 Unrealized @ Report Date +9.3%

KWEB KRANESHARES TR 2.6%

Value $3.554M Shares 46,286 Share Price $76.78 Est. Cost/Share $68.25 Unrealized @ Report Date +12.5%

— SPDR SER TR 2.6%

Value $3.44M Shares 43,243 Share Price $79.55 Est. Cost/Share $79.55 Unrealized @ Report Date —

XLE SELECT SECTOR SPDR TR 2.6%

Value $3.434M Shares 90,620 Share Price $37.89 * Est. Cost/Share $17.23 Unrealized @ Report Date +10.0%

EMB ISHARES TR 2.4%

Value $3.297M Shares 28,443 Share Price $115.92 Est. Cost/Share $113.23 Unrealized @ Report Date +2.4%

XOP SPDR SER TR 2.3%

Value $3.109M Shares 53,145 Share Price $58.50 Est. Cost/Share $50.68 Unrealized @ Report Date +15.4%

IBUY AMPLIFY ETF TR 2.0%

Value $2.755M Shares 24,101 Share Price $114.31 Est. Cost/Share $87.05 Unrealized @ Report Date +31.3%

SOXX ISHARES TR 1.7%

Value $2.329M Shares 6,143 Share Price $379.13 * Est. Cost/Share $99.81 Unrealized @ Report Date +26.6%

XLB SELECT SECTOR SPDR TR 1.4%

Value $1.845M Shares 25,481 Share Price $72.41 * Est. Cost/Share $34.24 Unrealized @ Report Date +5.7%

SMH VANECK VECTORS ETF TR 1.1%

Value $1.422M Shares 6,512 Share Price $218.37 * Est. Cost/Share $99.12 Unrealized @ Report Date +10.2%

AAPL APPLE INC 0.9%

Value $1.2M Shares 9,042 Share Price $132.71 * Est. Cost/Share $100.94 Unrealized @ Report Date +28.0%

AMZN AMAZON COM INC 0.5%

Value $648K Shares 199 Share Price $3256.28 * Est. Cost/Share $105.53 Unrealized @ Report Date +54.3%

HD HOME DEPOT INC 0.5%

Value $630K Shares 2,370 Share Price $265.82 * Est. Cost/Share $217.36 Unrealized @ Report Date +8.2%

STPZ PIMCO ETF TR 0.5%

Value $616K Shares 11,367 Share Price $54.19 Est. Cost/Share $53.73 Unrealized @ Report Date +0.8%

MSFT MICROSOFT CORP 0.4%

Value $560K Shares 2,516 Share Price $222.58 * Est. Cost/Share $139.23 Unrealized @ Report Date +53.3%

DIS DISNEY WALT CO 0.2%

Value $246K Shares 1,359 Share Price $181.02 * Est. Cost/Share $140.23 Unrealized @ Report Date +26.2%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWB	ISHARES TR	104,333	$22.1M	16.4%	$211.84	$192.55	+10.0%	RUS 1000 ETF	464287622
ICVT	ISHARES TR	110,379	$10.66M	7.9%	$96.55	$88.48	+9.1%	CONV BD ETF	46435G102
LQD	ISHARES TR	64,415	$8.898M	6.6%	$138.14	$136.19	+1.4%	IBOXX INV CP ETF	464287242
SHY	ISHARES TR	99,043	$8.555M	6.4%	$86.38	$86.47	-0.1%	1 3 YR TREAS BD	464287457
XLK	SELECT SECTOR SPDR TR	61,596	$8.009M	5.9%	$130.02 *	$59.91	+8.5%	TECHNOLOGY	81369Y803
IHI	ISHARES TR	20,338	$6.656M	4.9%	$327.27 *	$43.93	+24.2%	U.S. MED DVC ETF	464288810
IGV	ISHARES TR	18,005	$6.376M	4.7%	$354.12 *	$56.46	+25.4%	EXPANDED TECH	464287515
XLI	SELECT SECTOR SPDR TR	67,862	$6.009M	4.5%	$88.55	$74.97	+18.1%	SBI INT-INDS	81369Y704
ANGL	VANECK VECTORS ETF TR	171,665	$5.51M	4.1%	$32.10	$29.65	+8.2%	FALLEN ANGEL HG	92189F437
HYG	ISHARES TR	63,096	$5.508M	4.1%	$87.30	$85.62	+2.0%	IBOXX HI YD ETF	464288513
MTUM	ISHARES TR	30,295	$4.886M	3.6%	$161.28	$149.40	+8.0%	MSCI USA MMENTM	46432F396
QUAL	ISHARES TR	40,583	$4.716M	3.5%	$116.21	$107.49	+8.1%	MSCI USA QLT FCT	46432F339
BWX	SPDR SER TR	124,160	$3.878M	2.9%	$31.23	$29.75	+5.0%	BLOMBERG INTL TR	78464A516
IWF	ISHARES TR	15,791	$3.808M	2.8%	$241.15 *	$55.16	+9.3%	RUS 1000 GRW ETF	464287614
KWEB	KRANESHARES TR	46,286	$3.554M	2.6%	$76.78	$68.25	+12.5%	CSI CHI INTERNET	500767306
—	SPDR SER TR	43,243	$3.44M	2.6%	$79.55	$79.55	—	S&P 600 SML CAP	78464A813
XLE	SELECT SECTOR SPDR TR	90,620	$3.434M	2.6%	$37.89 *	$17.23	+10.0%	ENERGY	81369Y506
EMB	ISHARES TR	28,443	$3.297M	2.4%	$115.92	$113.23	+2.4%	JPMORGAN USD EMG	464288281
XOP	SPDR SER TR	53,145	$3.109M	2.3%	$58.50	$50.68	+15.4%	S&P OILGAS EXP	78468R556
IBUY	AMPLIFY ETF TR	24,101	$2.755M	2.0%	$114.31	$87.05	+31.3%	ONLIN RETL ETF	032108102
SOXX	ISHARES TR	6,143	$2.329M	1.7%	$379.13 *	$99.81	+26.6%	PHLX SEMICND ETF	464287523
XLB	SELECT SECTOR SPDR TR	25,481	$1.845M	1.4%	$72.41 *	$34.24	+5.7%	SBI MATERIALS	81369Y100
SMH	VANECK VECTORS ETF TR	6,512	$1.422M	1.1%	$218.37 *	$99.12	+10.2%	SEMICONDUCTOR ET	92189F676
AAPL	APPLE INC	9,042	$1.2M	0.9%	$132.71 *	$100.94	+28.0%	COM	037833100
AMZN	AMAZON COM INC	199	$648K	0.5%	$3256.28 *	$105.53	+54.3%	COM	023135106
HD	HOME DEPOT INC	2,370	$630K	0.5%	$265.82 *	$217.36	+8.2%	COM	437076102
STPZ	PIMCO ETF TR	11,367	$616K	0.5%	$54.19	$53.73	+0.8%	1-5 US TIP IDX	72201R205
MSFT	MICROSOFT CORP	2,516	$560K	0.4%	$222.58 *	$139.23	+53.3%	COM	594918104
DIS	DISNEY WALT CO	1,359	$246K	0.2%	$181.02 *	$140.23	+26.2%	COM	254687106