Ferguson Shapiro LLC Quant / Systematic

CIK: 0001767433 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Oct 13, 2021

Total Value ($000): $170,676 (100.0% shares, 0.0% debt)

Holdings (32)

IWB ISHARES TR 15.6%

Value ($000) $26,584 Shares 109,981 Est. Cost $201.88 Unrealized —

TLT ISHARES TR 9.7%

Value ($000) $16,474 Shares 114,147 Est. Cost $144.35 Unrealized —

IEF ISHARES TR 8.6%

Value ($000) $14,655 Shares 127,190 Est. Cost $115.43 Unrealized —

VGLT VANGUARD SCOTTSDALE FDS 8.6%

Value ($000) $14,640 Shares 166,918 Est. Cost $87.71 Unrealized —

VTV VANGUARD INDEX FDS 7.4%

Value ($000) $12,612 Shares 93,164 Est. Cost $131.56 Unrealized —

ZROZ PIMCO ETF TR 4.7%

Value ($000) $7,937 Shares 54,502 Est. Cost $145.63 Unrealized —

SPY SPDR S&P 500 ETF TR 4.2%

Value ($000) $7,225 Shares 16,836 Est. Cost $428.05 Unrealized —

SPLV INVESCO EXCH TRADED FD TR II 3.8%

Value ($000) $6,546 Shares 107,592 Est. Cost $60.91 Unrealized —

MOAT VANECK ETF TRUST 3.7%

Value ($000) $6,235 Shares 85,121 Est. Cost $69.45 Unrealized —

FIW FIRST TR EXCHANGE TRADED FD 3.3%

Value ($000) $5,702 Shares 66,976 Est. Cost $85.13 Unrealized —

QUAL ISHARES TR 3.3%

Value ($000) $5,700 Shares 43,270 Est. Cost $112.70 Unrealized —

ANGL VANECK ETF TRUST 3.3%

Value ($000) $5,609 Shares 169,727 Est. Cost $31.09 Unrealized —

SPUC SIMPLIFY EXCHANGE TRADED FUN 3.2%

Value ($000) $5,417 Shares 172,979 Est. Cost $31.32 Unrealized —

HYG ISHARES TR 3.0%

Value ($000) $5,170 Shares 59,096 Est. Cost $87.30 Unrealized —

XLE SELECT SECTOR SPDR TR 2.9%

Value ($000) $4,920 Shares 94,453 Est. Cost $38.64 Unrealized —

— SPDR SER TR 2.8%

Value ($000) $4,801 Shares 50,679 Est. Cost $91.41 Unrealized —

SPD SIMPLIFY EXCHANGE TRADED FUN 2.7%

Value ($000) $4,583 Shares 150,597 Est. Cost $30.43 Unrealized —

VWOB VANGUARD WHITEHALL FDS 1.6%

Value ($000) $2,727 Shares 34,833 Est. Cost $77.49 Unrealized —

— SIMPLIFY EXCHANGE TRADED FUN 1.6%

Value ($000) $2,670 Shares 90,339 Est. Cost $29.56 Unrealized —

IBUY AMPLIFY ETF TR 1.5%

Value ($000) $2,576 Shares 23,576 Est. Cost $91.41 Unrealized —

IEI ISHARES TR 1.0%

Value ($000) $1,687 Shares 12,961 Est. Cost $130.16 Unrealized —

AAPL APPLE INC 0.8%

Value ($000) $1,383 Shares 9,776 Est. Cost $102.73 Unrealized +40.1%

XLI SELECT SECTOR SPDR TR 0.6%

Value ($000) $1,091 Shares 11,152 Est. Cost $77.68 Unrealized —

HD HOME DEPOT INC 0.5%

Value ($000) $804 Shares 2,449 Est. Cost $218.24 Unrealized +35.0%

MSFT MICROSOFT CORP 0.4%

Value ($000) $749 Shares 2,657 Est. Cost $143.52 Unrealized +95.6%

SPDW SPDR INDEX SHS FDS 0.4%

Value ($000) $728 Shares 20,095 Est. Cost $35.36 Unrealized —

AMZN AMAZON COM INC 0.4%

Value ($000) $654 Shares 199 Est. Cost $105.53 Unrealized +63.4%

EEM ISHARES TR 0.2%

Value ($000) $257 Shares 5,110 Est. Cost $50.29 Unrealized —

DIS DISNEY WALT CO 0.1%

Value ($000) $230 Shares 1,359 Est. Cost $140.23 Unrealized +24.2%

IGSB ISHARES TR 0.1%

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

PSEC PROSPECT CAP CORP 0.1%

Value ($000) $95 Shares 12,327 Est. Cost $4.69 Unrealized -1.4%

TLT ISHARES TR 0.0%

Value ($000) $1 Shares 700 Est. Cost $144.35 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IWB	ISHARES TR	109,981	$26,584	15.6%	$201.88	—	RUS 1000 ETF	464287622
TLT	ISHARES TR	114,147	$16,474	9.7%	$144.35	—	20 YR TR BD ETF	464287432
IEF	ISHARES TR	127,190	$14,655	8.6%	$115.43	—	BARCLAYS 7 10 YR	464287440
VGLT	VANGUARD SCOTTSDALE FDS	166,918	$14,640	8.6%	$87.71	—	LONG TERM TREAS	92206C847
VTV	VANGUARD INDEX FDS	93,164	$12,612	7.4%	$131.56	—	VALUE ETF	922908744
ZROZ	PIMCO ETF TR	54,502	$7,937	4.7%	$145.63	—	25YR+ ZERO U S	72201R882
SPY	SPDR S&P 500 ETF TR	16,836	$7,225	4.2%	$428.05	—	TR UNIT	78462F103
SPLV	INVESCO EXCH TRADED FD TR II	107,592	$6,546	3.8%	$60.91	—	S&P500 LOW VOL	46138E354
MOAT	VANECK ETF TRUST	85,121	$6,235	3.7%	$69.45	—	MRNGSTR WDE MOAT	92189F643
FIW	FIRST TR EXCHANGE TRADED FD	66,976	$5,702	3.3%	$85.13	—	WTR ETF	33733B100
QUAL	ISHARES TR	43,270	$5,700	3.3%	$112.70	—	MSCI USA QLT FCT	46432F339
ANGL	VANECK ETF TRUST	169,727	$5,609	3.3%	$31.09	—	FALLEN ANGEL HG	92189F437
SPUC	SIMPLIFY EXCHANGE TRADED FUN	172,979	$5,417	3.2%	$31.32	—	US EQT PLS UPSID	82889N301
HYG	ISHARES TR	59,096	$5,170	3.0%	$87.30	—	IBOXX HI YD ETF	464288513
XLE	SELECT SECTOR SPDR TR	94,453	$4,920	2.9%	$38.64	—	ENERGY	81369Y506
—	SPDR SER TR	50,679	$4,801	2.8%	$91.41	—	S&P 600 SML CAP	78464A813
SPD	SIMPLIFY EXCHANGE TRADED FUN	150,597	$4,583	2.7%	$30.43	—	US EQT PLS DWNSD	82889N202
VWOB	VANGUARD WHITEHALL FDS	34,833	$2,727	1.6%	$77.49	—	EMERG MKT BD ETF	921946885
—	SIMPLIFY EXCHANGE TRADED FUN	90,339	$2,670	1.6%	$29.56	—	NASDAQ 100 CNVX	82889N400
IBUY	AMPLIFY ETF TR	23,576	$2,576	1.5%	$91.41	—	ONLIN RETL ETF	032108102
IEI	ISHARES TR	12,961	$1,687	1.0%	$130.16	—	3 7 YR TREAS BD	464288661
AAPL	APPLE INC	9,776	$1,383	0.8%	$102.73	+40.1%	COM	037833100
XLI	SELECT SECTOR SPDR TR	11,152	$1,091	0.6%	$77.68	—	SBI INT-INDS	81369Y704
HD	HOME DEPOT INC	2,449	$804	0.5%	$218.24	+35.0%	COM	437076102
MSFT	MICROSOFT CORP	2,657	$749	0.4%	$143.52	+95.6%	COM	594918104
SPDW	SPDR INDEX SHS FDS	20,095	$728	0.4%	$35.36	—	PORTFOLIO DEVLPD	78463X889
AMZN	AMAZON COM INC	199	$654	0.4%	$105.53	+63.4%	COM	023135106
EEM	ISHARES TR	5,110	$257	0.2%	$50.29	—	MSCI EMG MKT ETF	464287234
DIS	DISNEY WALT CO	1,359	$230	0.1%	$140.23	+24.2%	COM	254687106
IGSB	ISHARES TR	3,911	$214	0.1%	$54.80	—	ISHS 1-5YR INVS	464288646
PSEC	PROSPECT CAP CORP	12,327	$95	0.1%	$4.69	-1.4%	COM	74348T102
TLT	ISHARES TR	700	$1	0.0%	$144.35	—	Call	464287432