Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Oct 13, 2021

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

Holdings (32)

IWB ISHARES TR 15.6%

Value $26.58M Shares 109,981 Share Price $241.71 Est. Cost/Share $194.57 Unrealized @ Report Date +24.2%

TLT ISHARES TR 9.7%

Value $16.47M Shares 114,147 Share Price $144.32 Est. Cost/Share $139.81 Unrealized @ Report Date +3.2%

IEF ISHARES TR 8.6%

Value $14.65M Shares 127,190 Share Price $115.22 Est. Cost/Share $115.01 Unrealized @ Report Date +0.2%

VGLT VANGUARD SCOTTSDALE FDS 8.6%

Value $14.64M Shares 166,918 Share Price $87.71 Est. Cost/Share $90.10 Unrealized @ Report Date -2.7%

VTV VANGUARD INDEX FDS 7.4%

Value $12.61M Shares 93,164 Share Price $135.37 Est. Cost/Share $125.56 Unrealized @ Report Date +7.8%

ZROZ PIMCO ETF TR 4.7%

Value $7.937M Shares 54,502 Share Price $145.63 Est. Cost/Share $151.04 Unrealized @ Report Date -3.6%

SPY SPDR S&P 500 ETF TR 4.2%

Value $7.225M Shares 16,836 Share Price $429.14 Est. Cost/Share $417.40 Unrealized @ Report Date +2.8%

SPLV INVESCO EXCH TRADED FD TR II 3.8%

Value $6.546M Shares 107,592 Share Price $60.84 Est. Cost/Share $60.65 Unrealized @ Report Date +0.3%

MOAT VANECK ETF TRUST 3.7%

Value $6.235M Shares 85,121 Share Price $73.25 Est. Cost/Share $66.23 Unrealized @ Report Date +10.6%

FIW FIRST TR EXCHANGE TRADED FD 3.3%

Value $5.702M Shares 66,976 Share Price $85.13 Est. Cost/Share $87.62 Unrealized @ Report Date -2.8%

QUAL ISHARES TR 3.3%

Value $5.7M Shares 43,270 Share Price $131.73 Est. Cost/Share $108.25 Unrealized @ Report Date +21.7%

ANGL VANECK ETF TRUST 3.3%

Value $5.609M Shares 169,727 Share Price $33.05 Est. Cost/Share $29.87 Unrealized @ Report Date +10.6%

SPUC SIMPLIFY EXCHANGE TRADED FUN 3.2%

Value $5.417M Shares 172,979 Share Price $31.32 Est. Cost/Share $32.45 Unrealized @ Report Date -3.5%

HYG ISHARES TR 3.0%

Value $5.17M Shares 59,096 Share Price $87.48 Est. Cost/Share $85.69 Unrealized @ Report Date +2.1%

XLE SELECT SECTOR SPDR TR 2.9%

Value $4.92M Shares 94,453 Share Price $52.09 * Est. Cost/Share $17.62 Unrealized @ Report Date +47.8%

— SPDR SER TR 2.8%

Value $4.801M Shares 50,679 Share Price $94.73 Est. Cost/Share $91.41 Unrealized @ Report Date —

SPD SIMPLIFY EXCHANGE TRADED FUN 2.7%

Value $4.583M Shares 150,597 Share Price $30.43 Est. Cost/Share $31.18 Unrealized @ Report Date -2.4%

VWOB VANGUARD WHITEHALL FDS 1.6%

Value $2.727M Shares 34,833 Share Price $78.29 Est. Cost/Share $79.53 Unrealized @ Report Date -1.5%

— SIMPLIFY EXCHANGE TRADED FUN 1.6%

Value $2.67M Shares 90,339 Share Price $29.56 Est. Cost/Share $29.56 Unrealized @ Report Date —

IBUY AMPLIFY ETF TR 1.5%

Value $2.576M Shares 23,576 Share Price $109.26 Est. Cost/Share $87.05 Unrealized @ Report Date +25.5%

IEI ISHARES TR 1.0%

Value $1.687M Shares 12,961 Share Price $130.16 Est. Cost/Share $131.14 Unrealized @ Report Date -0.7%

AAPL APPLE INC 0.8%

Value $1.383M Shares 9,776 Share Price $141.47 * Est. Cost/Share $102.73 Unrealized @ Report Date +34.7%

XLI SELECT SECTOR SPDR TR 0.6%

Value $1.091M Shares 11,152 Share Price $97.83 Est. Cost/Share $75.35 Unrealized @ Report Date +29.8%

HD HOME DEPOT INC 0.5%

Value $804K Shares 2,449 Share Price $328.30 * Est. Cost/Share $218.24 Unrealized @ Report Date +35.4%

MSFT MICROSOFT CORP 0.4%

Value $749K Shares 2,657 Share Price $281.90 * Est. Cost/Share $143.52 Unrealized @ Report Date +89.7%

SPDW SPDR INDEX SHS FDS 0.4%

Value $728K Shares 20,095 Share Price $36.23 Est. Cost/Share $35.06 Unrealized @ Report Date +3.3%

AMZN AMAZON COM INC 0.4%

Value $654K Shares 199 Share Price $3286.43 * Est. Cost/Share $105.53 Unrealized @ Report Date +55.6%

EEM ISHARES TR 0.2%

Value $257K Shares 5,110 Share Price $50.29 Est. Cost/Share $52.06 Unrealized @ Report Date -3.2%

DIS DISNEY WALT CO 0.1%

Value $230K Shares 1,359 Share Price $169.24 * Est. Cost/Share $140.23 Unrealized @ Report Date +17.9%

IGSB ISHARES TR 0.1%

Value $214K Shares 3,911 Share Price $54.72 Est. Cost/Share $54.91 Unrealized @ Report Date -0.5%

PSEC PROSPECT CAP CORP 0.1%

Value $95,000 Shares 12,327 Share Price $7.71 * Est. Cost/Share $4.69 Unrealized @ Report Date -4.5%

TLT ISHARES TR 0.0%

Value $1,000 Shares 700 Share Price $1.43 * Est. Cost/Share $139.81 Unrealized @ Report Date +3.2%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWB	ISHARES TR	109,981	$26.58M	15.6%	$241.71	$194.57	+24.2%	RUS 1000 ETF	464287622
TLT	ISHARES TR	114,147	$16.47M	9.7%	$144.32	$139.81	+3.2%	20 YR TR BD ETF	464287432
IEF	ISHARES TR	127,190	$14.65M	8.6%	$115.22	$115.01	+0.2%	BARCLAYS 7 10 YR	464287440
VGLT	VANGUARD SCOTTSDALE FDS	166,918	$14.64M	8.6%	$87.71	$90.10	-2.7%	LONG TERM TREAS	92206C847
VTV	VANGUARD INDEX FDS	93,164	$12.61M	7.4%	$135.37	$125.56	+7.8%	VALUE ETF	922908744
ZROZ	PIMCO ETF TR	54,502	$7.937M	4.7%	$145.63	$151.04	-3.6%	25YR+ ZERO U S	72201R882
SPY	SPDR S&P 500 ETF TR	16,836	$7.225M	4.2%	$429.14	$417.40	+2.8%	TR UNIT	78462F103
SPLV	INVESCO EXCH TRADED FD TR II	107,592	$6.546M	3.8%	$60.84	$60.65	+0.3%	S&P500 LOW VOL	46138E354
MOAT	VANECK ETF TRUST	85,121	$6.235M	3.7%	$73.25	$66.23	+10.6%	MRNGSTR WDE MOAT	92189F643
FIW	FIRST TR EXCHANGE TRADED FD	66,976	$5.702M	3.3%	$85.13	$87.62	-2.8%	WTR ETF	33733B100
QUAL	ISHARES TR	43,270	$5.7M	3.3%	$131.73	$108.25	+21.7%	MSCI USA QLT FCT	46432F339
ANGL	VANECK ETF TRUST	169,727	$5.609M	3.3%	$33.05	$29.87	+10.6%	FALLEN ANGEL HG	92189F437
SPUC	SIMPLIFY EXCHANGE TRADED FUN	172,979	$5.417M	3.2%	$31.32	$32.45	-3.5%	US EQT PLS UPSID	82889N301
HYG	ISHARES TR	59,096	$5.17M	3.0%	$87.48	$85.69	+2.1%	IBOXX HI YD ETF	464288513
XLE	SELECT SECTOR SPDR TR	94,453	$4.92M	2.9%	$52.09 *	$17.62	+47.8%	ENERGY	81369Y506
—	SPDR SER TR	50,679	$4.801M	2.8%	$94.73	$91.41	—	S&P 600 SML CAP	78464A813
SPD	SIMPLIFY EXCHANGE TRADED FUN	150,597	$4.583M	2.7%	$30.43	$31.18	-2.4%	US EQT PLS DWNSD	82889N202
VWOB	VANGUARD WHITEHALL FDS	34,833	$2.727M	1.6%	$78.29	$79.53	-1.5%	EMERG MKT BD ETF	921946885
—	SIMPLIFY EXCHANGE TRADED FUN	90,339	$2.67M	1.6%	$29.56	$29.56	—	NASDAQ 100 CNVX	82889N400
IBUY	AMPLIFY ETF TR	23,576	$2.576M	1.5%	$109.26	$87.05	+25.5%	ONLIN RETL ETF	032108102
IEI	ISHARES TR	12,961	$1.687M	1.0%	$130.16	$131.14	-0.7%	3 7 YR TREAS BD	464288661
AAPL	APPLE INC	9,776	$1.383M	0.8%	$141.47 *	$102.73	+34.7%	COM	037833100
XLI	SELECT SECTOR SPDR TR	11,152	$1.091M	0.6%	$97.83	$75.35	+29.8%	SBI INT-INDS	81369Y704
HD	HOME DEPOT INC	2,449	$804K	0.5%	$328.30 *	$218.24	+35.4%	COM	437076102
MSFT	MICROSOFT CORP	2,657	$749K	0.4%	$281.90 *	$143.52	+89.7%	COM	594918104
SPDW	SPDR INDEX SHS FDS	20,095	$728K	0.4%	$36.23	$35.06	+3.3%	PORTFOLIO DEVLPD	78463X889
AMZN	AMAZON COM INC	199	$654K	0.4%	$3286.43 *	$105.53	+55.6%	COM	023135106
EEM	ISHARES TR	5,110	$257K	0.2%	$50.29	$52.06	-3.2%	MSCI EMG MKT ETF	464287234
DIS	DISNEY WALT CO	1,359	$230K	0.1%	$169.24 *	$140.23	+17.9%	COM	254687106
IGSB	ISHARES TR	3,911	$214K	0.1%	$54.72	$54.91	-0.5%	ISHS 1-5YR INVS	464288646
PSEC	PROSPECT CAP CORP	12,327	$95,000	0.1%	$7.71 *	$4.69	-4.5%	COM	74348T102
TLT	ISHARES TR	700	$1,000	0.0%	$1.43 *	$139.81	+3.2%	Call	464287432