Ferguson Shapiro LLC Quant / Systematic

CIK: 0001767433 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Jul 9, 2021

Total Value ($000): $171,187 (100.0% shares, 0.0% debt)

Holdings (29)

IWB ISHARES TR 15.4%

Value ($000) $26,318 Shares 108,715 Est. Cost $201.42 Unrealized —

SPY SPDR S&P 500 ETF TR 10.9%

Value ($000) $18,604 Shares 43,462 Est. Cost $428.05 Unrealized —

TLT ISHARES TR 9.3%

Value ($000) $15,940 Shares 110,423 Est. Cost $144.35 Unrealized —

— SPDR SER TR 8.6%

Value ($000) $14,697 Shares 150,373 Est. Cost $91.41 Unrealized —

VTV VANGUARD INDEX FDS 7.5%

Value ($000) $12,797 Shares 93,099 Est. Cost $131.56 Unrealized —

IEF ISHARES TR 6.6%

Value ($000) $11,295 Shares 97,799 Est. Cost $115.49 Unrealized —

GLD SPDR GOLD TR 6.0%

Value ($000) $10,280 Shares 62,067 Est. Cost $165.63 Unrealized —

SPLV INVESCO EXCH TRADED FD TR II 3.8%

Value ($000) $6,452 Shares 105,930 Est. Cost $60.91 Unrealized —

MOAT VANECK VECTORS ETF TR 3.6%

Value ($000) $6,160 Shares 83,178 Est. Cost $69.36 Unrealized —

HYG ISHARES TR 3.4%

Value ($000) $5,833 Shares 66,249 Est. Cost $87.30 Unrealized —

QUAL ISHARES TR 3.3%

Value ($000) $5,701 Shares 42,908 Est. Cost $112.70 Unrealized —

ANGL VANECK VECTORS ETF TR 3.2%

Value ($000) $5,457 Shares 165,862 Est. Cost $31.04 Unrealized —

STPZ PIMCO ETF TR 3.2%

Value ($000) $5,451 Shares 98,999 Est. Cost $54.83 Unrealized —

XLE SELECT SECTOR SPDR TR 3.0%

Value ($000) $5,143 Shares 95,469 Est. Cost $38.64 Unrealized —

ILF ISHARES TR 2.2%

Value ($000) $3,770 Shares 119,607 Est. Cost $31.52 Unrealized —

IBUY AMPLIFY ETF TR 1.8%

Value ($000) $3,103 Shares 23,923 Est. Cost $91.41 Unrealized —

IGOV ISHARES TR 1.8%

Value ($000) $3,098 Shares 59,288 Est. Cost $51.93 Unrealized —

VWOB VANGUARD WHITEHALL FDS 1.7%

Value ($000) $2,833 Shares 35,492 Est. Cost $77.49 Unrealized —

XLI SELECT SECTOR SPDR TR 1.0%

Value ($000) $1,786 Shares 17,440 Est. Cost $77.68 Unrealized —

AAPL APPLE INC 0.8%

Value ($000) $1,339 Shares 9,774 Est. Cost $102.73 Unrealized +23.1%

XLB SELECT SECTOR SPDR TR 0.5%

Value ($000) $890 Shares 10,807 Est. Cost $76.30 Unrealized —

HD HOME DEPOT INC 0.5%

Value ($000) $781 Shares 2,449 Est. Cost $218.24 Unrealized +30.1%

SPDW SPDR INDEX SHS FDS 0.4%

Value ($000) $768 Shares 20,879 Est. Cost $35.36 Unrealized —

FTGC FIRST TR EXCHANGE TRAD FD VI 0.4%

Value ($000) $728 Shares 30,791 Est. Cost $20.94 Unrealized —

MSFT MICROSOFT CORP 0.4%

Value ($000) $719 Shares 2,655 Est. Cost $143.52 Unrealized +70.5%

AMZN AMAZON COM INC 0.4%

Value ($000) $686 Shares 199 Est. Cost $105.53 Unrealized +57.5%

DIS DISNEY WALT CO 0.1%

Value ($000) $241 Shares 1,370 Est. Cost $140.23 Unrealized +25.3%

IGSB ISHARES TR 0.1%

Value ($000) $214 Shares 3,911 Est. Cost $54.80 Unrealized —

PSEC PROSPECT CAP CORP 0.1%

Value ($000) $103 Shares 12,327 Est. Cost $4.69 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWB	ISHARES TR	108,715	$26,318	15.4%	$201.42	—	RUS 1000 ETF	464287622
SPY	SPDR S&P 500 ETF TR	43,462	$18,604	10.9%	$428.05	—	TR UNIT	78462F103
TLT	ISHARES TR	110,423	$15,940	9.3%	$144.35	—	20 YR TR BD ETF	464287432
—	SPDR SER TR	150,373	$14,697	8.6%	$91.41	—	S&P 600 SML CAP	78464A813
VTV	VANGUARD INDEX FDS	93,099	$12,797	7.5%	$131.56	—	VALUE ETF	922908744
IEF	ISHARES TR	97,799	$11,295	6.6%	$115.49	—	BARCLAYS 7 10 YR	464287440
GLD	SPDR GOLD TR	62,067	$10,280	6.0%	$165.63	—	GOLD SHS	78463V107
SPLV	INVESCO EXCH TRADED FD TR II	105,930	$6,452	3.8%	$60.91	—	S&P500 LOW VOL	46138E354
MOAT	VANECK VECTORS ETF TR	83,178	$6,160	3.6%	$69.36	—	MORNINGSTAR WIDE	92189F643
HYG	ISHARES TR	66,249	$5,833	3.4%	$87.30	—	IBOXX HI YD ETF	464288513
QUAL	ISHARES TR	42,908	$5,701	3.3%	$112.70	—	MSCI USA QLT FCT	46432F339
ANGL	VANECK VECTORS ETF TR	165,862	$5,457	3.2%	$31.04	—	FALLEN ANGEL HG	92189F437
STPZ	PIMCO ETF TR	98,999	$5,451	3.2%	$54.83	—	1-5 US TIP IDX	72201R205
XLE	SELECT SECTOR SPDR TR	95,469	$5,143	3.0%	$38.64	—	ENERGY	81369Y506
ILF	ISHARES TR	119,607	$3,770	2.2%	$31.52	—	LATN AMER 40 ETF	464287390
IBUY	AMPLIFY ETF TR	23,923	$3,103	1.8%	$91.41	—	ONLIN RETL ETF	032108102
IGOV	ISHARES TR	59,288	$3,098	1.8%	$51.93	—	INTL TREA BD ETF	464288117
VWOB	VANGUARD WHITEHALL FDS	35,492	$2,833	1.7%	$77.49	—	EMERG MKT BD ETF	921946885
XLI	SELECT SECTOR SPDR TR	17,440	$1,786	1.0%	$77.68	—	SBI INT-INDS	81369Y704
AAPL	APPLE INC	9,774	$1,339	0.8%	$102.73	+23.1%	COM	037833100
XLB	SELECT SECTOR SPDR TR	10,807	$890	0.5%	$76.30	—	SBI MATERIALS	81369Y100
HD	HOME DEPOT INC	2,449	$781	0.5%	$218.24	+30.1%	COM	437076102
SPDW	SPDR INDEX SHS FDS	20,879	$768	0.4%	$35.36	—	PORTFOLIO DEVLPD	78463X889
FTGC	FIRST TR EXCHANGE TRAD FD VI	30,791	$728	0.4%	$20.94	—	FST TR GLB FD	33739H101
MSFT	MICROSOFT CORP	2,655	$719	0.4%	$143.52	+70.5%	COM	594918104
AMZN	AMAZON COM INC	199	$686	0.4%	$105.53	+57.5%	COM	023135106
DIS	DISNEY WALT CO	1,370	$241	0.1%	$140.23	+25.3%	COM	254687106
IGSB	ISHARES TR	3,911	$214	0.1%	$54.80	—	ISHS 1-5YR INVS	464288646
PSEC	PROSPECT CAP CORP	12,327	$103	0.1%	$4.69	0.0%	COM	74348T102