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 Est. Cost $200.16 Unrealized —

ICVT ISHARES TR 7.9%

Value $10.66M Shares 110,379 Est. Cost $96.55 Unrealized —

LQD ISHARES TR 6.6%

Value $8.898M Shares 64,415 Est. Cost $138.14 Unrealized —

SHY ISHARES TR 6.4%

Value $8.555M Shares 99,043 Est. Cost $86.45 Unrealized —

XLK SELECT SECTOR SPDR TR 5.9%

Value $8.009M Shares 61,596 Est. Cost $127.02 Unrealized —

IHI ISHARES TR 4.9%

Value $6.656M Shares 20,338 Est. Cost $273.11 Unrealized —

IGV ISHARES TR 4.7%

Value $6.376M Shares 18,005 Est. Cost $307.00 Unrealized —

XLI SELECT SECTOR SPDR TR 4.5%

Value $6.009M Shares 67,862 Est. Cost $77.20 Unrealized —

ANGL VANECK VECTORS ETF TR 4.1%

Value $5.51M Shares 171,665 Est. Cost $30.93 Unrealized —

HYG ISHARES TR 4.1%

Value $5.508M Shares 63,096 Est. Cost $87.30 Unrealized —

MTUM ISHARES TR 3.6%

Value $4.886M Shares 30,295 Est. Cost $156.13 Unrealized —

QUAL ISHARES TR 3.5%

Value $4.716M Shares 40,583 Est. Cost $111.98 Unrealized —

BWX SPDR SER TR 2.9%

Value $3.878M Shares 124,160 Est. Cost $29.72 Unrealized —

IWF ISHARES TR 2.8%

Value $3.808M Shares 15,791 Est. Cost $231.09 Unrealized —

KWEB KRANESHARES TR 2.6%

Value $3.554M Shares 46,286 Est. Cost $68.71 Unrealized —

— SPDR SER TR 2.6%

Value $3.44M Shares 43,243 Est. Cost $79.55 Unrealized —

XLE SELECT SECTOR SPDR TR 2.6%

Value $3.434M Shares 90,620 Est. Cost $37.89 Unrealized —

EMB ISHARES TR 2.4%

Value $3.297M Shares 28,443 Est. Cost $115.92 Unrealized —

XOP SPDR SER TR 2.3%

Value $3.109M Shares 53,145 Est. Cost $58.50 Unrealized —

IBUY AMPLIFY ETF TR 2.0%

Value $2.755M Shares 24,101 Est. Cost $91.41 Unrealized —

SOXX ISHARES TR 1.7%

Value $2.329M Shares 6,143 Est. Cost $313.65 Unrealized —

XLB SELECT SECTOR SPDR TR 1.4%

Value $1.845M Shares 25,481 Est. Cost $72.41 Unrealized —

SMH VANECK VECTORS ETF TR 1.1%

Value $1.422M Shares 6,512 Est. Cost $218.37 Unrealized —

AAPL APPLE INC 0.9%

Value $1.2M Shares 9,042 Est. Cost $100.94 Unrealized +15.9%

AMZN AMAZON COM INC 0.5%

Value $648K Shares 199 Est. Cost $105.53 Unrealized +51.2%

HD HOME DEPOT INC 0.5%

Value $630K Shares 2,370 Est. Cost $217.36 Unrealized +11.5%

STPZ PIMCO ETF TR 0.5%

Value $616K Shares 11,367 Est. Cost $54.19 Unrealized —

MSFT MICROSOFT CORP 0.4%

Value $560K Shares 2,516 Est. Cost $139.23 Unrealized +48.0%

DIS DISNEY WALT CO 0.2%

Value $246K Shares 1,359 Est. Cost $140.23 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IWB	ISHARES TR	104,333	$22.1M	16.4%	$200.16	—	RUS 1000 ETF	464287622
ICVT	ISHARES TR	110,379	$10.66M	7.9%	$96.55	—	CONV BD ETF	46435G102
LQD	ISHARES TR	64,415	$8.898M	6.6%	$138.14	—	IBOXX INV CP ETF	464287242
SHY	ISHARES TR	99,043	$8.555M	6.4%	$86.45	—	1 3 YR TREAS BD	464287457
XLK	SELECT SECTOR SPDR TR	61,596	$8.009M	5.9%	$127.02	—	TECHNOLOGY	81369Y803
IHI	ISHARES TR	20,338	$6.656M	4.9%	$273.11	—	U.S. MED DVC ETF	464288810
IGV	ISHARES TR	18,005	$6.376M	4.7%	$307.00	—	EXPANDED TECH	464287515
XLI	SELECT SECTOR SPDR TR	67,862	$6.009M	4.5%	$77.20	—	SBI INT-INDS	81369Y704
ANGL	VANECK VECTORS ETF TR	171,665	$5.51M	4.1%	$30.93	—	FALLEN ANGEL HG	92189F437
HYG	ISHARES TR	63,096	$5.508M	4.1%	$87.30	—	IBOXX HI YD ETF	464288513
MTUM	ISHARES TR	30,295	$4.886M	3.6%	$156.13	—	MSCI USA MMENTM	46432F396
QUAL	ISHARES TR	40,583	$4.716M	3.5%	$111.98	—	MSCI USA QLT FCT	46432F339
BWX	SPDR SER TR	124,160	$3.878M	2.9%	$29.72	—	BLOMBERG INTL TR	78464A516
IWF	ISHARES TR	15,791	$3.808M	2.8%	$231.09	—	RUS 1000 GRW ETF	464287614
KWEB	KRANESHARES TR	46,286	$3.554M	2.6%	$68.71	—	CSI CHI INTERNET	500767306
—	SPDR SER TR	43,243	$3.44M	2.6%	$79.55	—	S&P 600 SML CAP	78464A813
XLE	SELECT SECTOR SPDR TR	90,620	$3.434M	2.6%	$37.89	—	ENERGY	81369Y506
EMB	ISHARES TR	28,443	$3.297M	2.4%	$115.92	—	JPMORGAN USD EMG	464288281
XOP	SPDR SER TR	53,145	$3.109M	2.3%	$58.50	—	S&P OILGAS EXP	78468R556
IBUY	AMPLIFY ETF TR	24,101	$2.755M	2.0%	$91.41	—	ONLIN RETL ETF	032108102
SOXX	ISHARES TR	6,143	$2.329M	1.7%	$313.65	—	PHLX SEMICND ETF	464287523
XLB	SELECT SECTOR SPDR TR	25,481	$1.845M	1.4%	$72.41	—	SBI MATERIALS	81369Y100
SMH	VANECK VECTORS ETF TR	6,512	$1.422M	1.1%	$218.37	—	SEMICONDUCTOR ET	92189F676
AAPL	APPLE INC	9,042	$1.2M	0.9%	$100.94	+15.9%	COM	037833100
AMZN	AMAZON COM INC	199	$648K	0.5%	$105.53	+51.2%	COM	023135106
HD	HOME DEPOT INC	2,370	$630K	0.5%	$217.36	+11.5%	COM	437076102
STPZ	PIMCO ETF TR	11,367	$616K	0.5%	$54.19	—	1-5 US TIP IDX	72201R205
MSFT	MICROSOFT CORP	2,516	$560K	0.4%	$139.23	+48.0%	COM	594918104
DIS	DISNEY WALT CO	1,359	$246K	0.2%	$140.23	0.0%	COM	254687106