Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Jul 9, 2021

Total Value: $171M (100.0% shares, 0.0% debt)

Holdings (29)

IWB ISHARES TR 15.4%

Value $26.32M Shares 108,715 Share Price $242.08 Est. Cost/Share $193.95 Unrealized @ Report Date +24.8%

SPY SPDR S&P 500 ETF TR 10.9%

Value $18.6M Shares 43,462 Share Price $428.05 Est. Cost/Share $417.40 Unrealized @ Report Date +2.6%

TLT ISHARES TR 9.3%

Value $15.94M Shares 110,423 Share Price $144.35 Est. Cost/Share $139.52 Unrealized @ Report Date +3.5%

— SPDR SER TR 8.6%

Value $14.7M Shares 150,373 Share Price $97.74 Est. Cost/Share $91.41 Unrealized @ Report Date —

VTV VANGUARD INDEX FDS 7.5%

Value $12.8M Shares 93,099 Share Price $137.46 Est. Cost/Share $125.56 Unrealized @ Report Date +9.5%

IEF ISHARES TR 6.6%

Value $11.29M Shares 97,799 Share Price $115.49 Est. Cost/Share $114.44 Unrealized @ Report Date +0.9%

GLD SPDR GOLD TR 6.0%

Value $10.28M Shares 62,067 Share Price $165.63 Est. Cost/Share $169.92 Unrealized @ Report Date -2.5%

SPLV INVESCO EXCH TRADED FD TR II 3.8%

Value $6.452M Shares 105,930 Share Price $60.91 Est. Cost/Share $60.61 Unrealized @ Report Date +0.5%

MOAT VANECK VECTORS ETF TR 3.6%

Value $6.16M Shares 83,178 Share Price $74.06 Est. Cost/Share $66.02 Unrealized @ Report Date +12.2%

HYG ISHARES TR 3.4%

Value $5.833M Shares 66,249 Share Price $88.05 Est. Cost/Share $85.69 Unrealized @ Report Date +2.7%

QUAL ISHARES TR 3.3%

Value $5.701M Shares 42,908 Share Price $132.87 Est. Cost/Share $108.25 Unrealized @ Report Date +22.7%

ANGL VANECK VECTORS ETF TR 3.2%

Value $5.457M Shares 165,862 Share Price $32.90 Est. Cost/Share $29.80 Unrealized @ Report Date +10.4%

STPZ PIMCO ETF TR 3.2%

Value $5.451M Shares 98,999 Share Price $55.06 Est. Cost/Share $54.59 Unrealized @ Report Date +0.9%

XLE SELECT SECTOR SPDR TR 3.0%

Value $5.143M Shares 95,469 Share Price $53.87 * Est. Cost/Share $17.62 Unrealized @ Report Date +52.9%

ILF ISHARES TR 2.2%

Value $3.77M Shares 119,607 Share Price $31.52 Est. Cost/Share $29.98 Unrealized @ Report Date +5.1%

IBUY AMPLIFY ETF TR 1.8%

Value $3.103M Shares 23,923 Share Price $129.71 Est. Cost/Share $87.05 Unrealized @ Report Date +49.0%

IGOV ISHARES TR 1.8%

Value $3.098M Shares 59,288 Share Price $52.25 Est. Cost/Share $53.91 Unrealized @ Report Date -3.1%

VWOB VANGUARD WHITEHALL FDS 1.7%

Value $2.833M Shares 35,492 Share Price $79.82 Est. Cost/Share $79.53 Unrealized @ Report Date +0.4%

XLI SELECT SECTOR SPDR TR 1.0%

Value $1.786M Shares 17,440 Share Price $102.41 Est. Cost/Share $75.35 Unrealized @ Report Date +35.9%

AAPL APPLE INC 0.8%

Value $1.339M Shares 9,774 Share Price $137.00 * Est. Cost/Share $102.73 Unrealized @ Report Date +30.2%

XLB SELECT SECTOR SPDR TR 0.5%

Value $890K Shares 10,807 Share Price $82.35 * Est. Cost/Share $36.36 Unrealized @ Report Date +13.2%

HD HOME DEPOT INC 0.5%

Value $781K Shares 2,449 Share Price $318.91 * Est. Cost/Share $218.24 Unrealized @ Report Date +30.9%

SPDW SPDR INDEX SHS FDS 0.4%

Value $768K Shares 20,879 Share Price $36.78 Est. Cost/Share $35.06 Unrealized @ Report Date +4.9%

FTGC FIRST TR EXCHANGE TRAD FD VI 0.4%

Value $728K Shares 30,791 Share Price $23.64 Est. Cost/Share $20.75 Unrealized @ Report Date +14.0%

MSFT MICROSOFT CORP 0.4%

Value $719K Shares 2,655 Share Price $270.81 * Est. Cost/Share $143.52 Unrealized @ Report Date +82.0%

AMZN AMAZON COM INC 0.4%

Value $686K Shares 199 Share Price $3447.24 * Est. Cost/Share $105.53 Unrealized @ Report Date +63.0%

DIS DISNEY WALT CO 0.1%

Value $241K Shares 1,370 Share Price $175.91 * Est. Cost/Share $140.23 Unrealized @ Report Date +22.5%

IGSB ISHARES TR 0.1%

Value $214K Shares 3,911 Share Price $54.72 Est. Cost/Share $54.91 Unrealized @ Report Date -0.2%

PSEC PROSPECT CAP CORP 0.1%

Value $103K Shares 12,327 Share Price $8.36 * Est. Cost/Share $4.69 Unrealized @ Report Date +1.8%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWB	ISHARES TR	108,715	$26.32M	15.4%	$242.08	$193.95	+24.8%	RUS 1000 ETF	464287622
SPY	SPDR S&P 500 ETF TR	43,462	$18.6M	10.9%	$428.05	$417.40	+2.6%	TR UNIT	78462F103
TLT	ISHARES TR	110,423	$15.94M	9.3%	$144.35	$139.52	+3.5%	20 YR TR BD ETF	464287432
—	SPDR SER TR	150,373	$14.7M	8.6%	$97.74	$91.41	—	S&P 600 SML CAP	78464A813
VTV	VANGUARD INDEX FDS	93,099	$12.8M	7.5%	$137.46	$125.56	+9.5%	VALUE ETF	922908744
IEF	ISHARES TR	97,799	$11.29M	6.6%	$115.49	$114.44	+0.9%	BARCLAYS 7 10 YR	464287440
GLD	SPDR GOLD TR	62,067	$10.28M	6.0%	$165.63	$169.92	-2.5%	GOLD SHS	78463V107
SPLV	INVESCO EXCH TRADED FD TR II	105,930	$6.452M	3.8%	$60.91	$60.61	+0.5%	S&P500 LOW VOL	46138E354
MOAT	VANECK VECTORS ETF TR	83,178	$6.16M	3.6%	$74.06	$66.02	+12.2%	MORNINGSTAR WIDE	92189F643
HYG	ISHARES TR	66,249	$5.833M	3.4%	$88.05	$85.69	+2.7%	IBOXX HI YD ETF	464288513
QUAL	ISHARES TR	42,908	$5.701M	3.3%	$132.87	$108.25	+22.7%	MSCI USA QLT FCT	46432F339
ANGL	VANECK VECTORS ETF TR	165,862	$5.457M	3.2%	$32.90	$29.80	+10.4%	FALLEN ANGEL HG	92189F437
STPZ	PIMCO ETF TR	98,999	$5.451M	3.2%	$55.06	$54.59	+0.9%	1-5 US TIP IDX	72201R205
XLE	SELECT SECTOR SPDR TR	95,469	$5.143M	3.0%	$53.87 *	$17.62	+52.9%	ENERGY	81369Y506
ILF	ISHARES TR	119,607	$3.77M	2.2%	$31.52	$29.98	+5.1%	LATN AMER 40 ETF	464287390
IBUY	AMPLIFY ETF TR	23,923	$3.103M	1.8%	$129.71	$87.05	+49.0%	ONLIN RETL ETF	032108102
IGOV	ISHARES TR	59,288	$3.098M	1.8%	$52.25	$53.91	-3.1%	INTL TREA BD ETF	464288117
VWOB	VANGUARD WHITEHALL FDS	35,492	$2.833M	1.7%	$79.82	$79.53	+0.4%	EMERG MKT BD ETF	921946885
XLI	SELECT SECTOR SPDR TR	17,440	$1.786M	1.0%	$102.41	$75.35	+35.9%	SBI INT-INDS	81369Y704
AAPL	APPLE INC	9,774	$1.339M	0.8%	$137.00 *	$102.73	+30.2%	COM	037833100
XLB	SELECT SECTOR SPDR TR	10,807	$890K	0.5%	$82.35 *	$36.36	+13.2%	SBI MATERIALS	81369Y100
HD	HOME DEPOT INC	2,449	$781K	0.5%	$318.91 *	$218.24	+30.9%	COM	437076102
SPDW	SPDR INDEX SHS FDS	20,879	$768K	0.4%	$36.78	$35.06	+4.9%	PORTFOLIO DEVLPD	78463X889
FTGC	FIRST TR EXCHANGE TRAD FD VI	30,791	$728K	0.4%	$23.64	$20.75	+14.0%	FST TR GLB FD	33739H101
MSFT	MICROSOFT CORP	2,655	$719K	0.4%	$270.81 *	$143.52	+82.0%	COM	594918104
AMZN	AMAZON COM INC	199	$686K	0.4%	$3447.24 *	$105.53	+63.0%	COM	023135106
DIS	DISNEY WALT CO	1,370	$241K	0.1%	$175.91 *	$140.23	+22.5%	COM	254687106
IGSB	ISHARES TR	3,911	$214K	0.1%	$54.72	$54.91	-0.2%	ISHS 1-5YR INVS	464288646
PSEC	PROSPECT CAP CORP	12,327	$103K	0.1%	$8.36 *	$4.69	+1.8%	COM	74348T102