Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Jan 25, 2022

Total Value: $185M (100.0% shares, 0.0% debt)

Holdings (32)

IWB ISHARES TR 14.9%

Value $27.71M Shares 104,797 Est. Cost $201.88 Unrealized —

TLT ISHARES TR 9.7%

Value $17.91M Shares 120,895 Est. Cost $144.57 Unrealized —

TYA SIMPLIFY EXCHANGE TRADED FUN 8.6%

Value $15.93M Shares 642,087 Est. Cost $24.80 Unrealized —

VGLT VANGUARD SCOTTSDALE FDS 7.9%

Value $14.73M Shares 164,780 Est. Cost $87.71 Unrealized —

VTV VANGUARD INDEX FDS 6.8%

Value $12.58M Shares 85,537 Est. Cost $131.56 Unrealized —

ANGL VANECK ETF TRUST 6.1%

Value $11.26M Shares 341,409 Est. Cost $32.03 Unrealized —

ZROZ PIMCO ETF TR 5.5%

Value $10.16M Shares 66,734 Est. Cost $146.85 Unrealized —

SPY SPDR S&P 500 ETF TR 4.4%

Value $8.241M Shares 17,352 Est. Cost $429.45 Unrealized —

SPLV INVESCO EXCH TRADED FD TR II 3.9%

Value $7.257M Shares 105,745 Est. Cost $60.91 Unrealized —

MOAT VANECK ETF TRUST 3.7%

Value $6.849M Shares 89,993 Est. Cost $69.81 Unrealized —

SPUC SIMPLIFY EXCHANGE TRADED FUN 3.5%

Value $6.542M Shares 185,017 Est. Cost $31.58 Unrealized —

SPD SIMPLIFY EXCHANGE TRADED FUN 3.5%

Value $6.494M Shares 195,252 Est. Cost $31.08 Unrealized —

FIW FIRST TR EXCHANGE TRADED FD 3.5%

Value $6.451M Shares 68,049 Est. Cost $85.29 Unrealized —

QUAL ISHARES TR 3.2%

Value $5.942M Shares 40,820 Est. Cost $112.70 Unrealized —

— SPDR SER TR 2.9%

Value $5.344M Shares 53,754 Est. Cost $91.86 Unrealized —

XLE SELECT SECTOR SPDR TR 2.6%

Value $4.853M Shares 87,449 Est. Cost $38.64 Unrealized —

— SIMPLIFY EXCHANGE TRADED FUN 1.6%

Value $3.02M Shares 90,124 Est. Cost $29.56 Unrealized —

— KRANESHARES TR 1.5%

Value $2.844M Shares 108,995 Est. Cost $26.09 Unrealized —

IEI ISHARES TR 1.0%

Value $1.854M Shares 14,408 Est. Cost $130.01 Unrealized —

AAPL APPLE INC 0.9%

Value $1.706M Shares 9,608 Est. Cost $102.73 Unrealized +50.6%

XLI SELECT SECTOR SPDR TR 0.6%

Value $1.18M Shares 11,152 Est. Cost $77.68 Unrealized —

IJH ISHARES TR 0.6%

Value $1.126M Shares 3,976 Est. Cost $283.20 Unrealized —

HD HOME DEPOT INC 0.5%

Value $1.017M Shares 2,451 Est. Cost $218.24 Unrealized +57.3%

MSFT MICROSOFT CORP 0.5%

Value $894K Shares 2,660 Est. Cost $143.52 Unrealized +118.4%

AAPL APPLE INC 0.4%

Value $711K Shares 4,400 Est. Cost $102.73 Unrealized +50.6%

SPDW SPDR INDEX SHS FDS 0.4%

Value $691K Shares 18,947 Est. Cost $35.36 Unrealized —

AMZN AMAZON COM INC 0.4%

Value $664K Shares 199 Est. Cost $105.53 Unrealized +62.2%

SPYC SIMPLIFY EXCHANGE TRADED FUN 0.2%

Value $454K Shares 13,158 Est. Cost $34.50 Unrealized —

HD HOME DEPOT INC 0.2%

Value $400K Shares 1,100 Est. Cost $218.24 Unrealized +57.3%

IEF ISHARES TR 0.2%

Value $279K Shares 2,430 Est. Cost $115.43 Unrealized —

DIS DISNEY WALT CO 0.1%

Value $210K Shares 1,359 Est. Cost $140.23 Unrealized +12.5%

PSEC PROSPECT CAP CORP 0.1%

Value $104K Shares 12,327 Est. Cost $4.69 Unrealized +5.3%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IWB	ISHARES TR	104,797	$27.71M	14.9%	$201.88	—	RUS 1000 ETF	464287622
TLT	ISHARES TR	120,895	$17.91M	9.7%	$144.57	—	20 YR TR BD ETF	464287432
TYA	SIMPLIFY EXCHANGE TRADED FUN	642,087	$15.93M	8.6%	$24.80	—	RISK PARITY TREA	82889N798
VGLT	VANGUARD SCOTTSDALE FDS	164,780	$14.73M	7.9%	$87.71	—	LONG TERM TREAS	92206C847
VTV	VANGUARD INDEX FDS	85,537	$12.58M	6.8%	$131.56	—	VALUE ETF	922908744
ANGL	VANECK ETF TRUST	341,409	$11.26M	6.1%	$32.03	—	FALLEN ANGEL HG	92189F437
ZROZ	PIMCO ETF TR	66,734	$10.16M	5.5%	$146.85	—	25YR+ ZERO U S	72201R882
SPY	SPDR S&P 500 ETF TR	17,352	$8.241M	4.4%	$429.45	—	TR UNIT	78462F103
SPLV	INVESCO EXCH TRADED FD TR II	105,745	$7.257M	3.9%	$60.91	—	S&P500 LOW VOL	46138E354
MOAT	VANECK ETF TRUST	89,993	$6.849M	3.7%	$69.81	—	MRNGSTR WDE MOAT	92189F643
SPUC	SIMPLIFY EXCHANGE TRADED FUN	185,017	$6.542M	3.5%	$31.58	—	US EQT PLS UPSID	82889N301
SPD	SIMPLIFY EXCHANGE TRADED FUN	195,252	$6.494M	3.5%	$31.08	—	US EQT PLS DWNSD	82889N202
FIW	FIRST TR EXCHANGE TRADED FD	68,049	$6.451M	3.5%	$85.29	—	WTR ETF	33733B100
QUAL	ISHARES TR	40,820	$5.942M	3.2%	$112.70	—	MSCI USA QLT FCT	46432F339
—	SPDR SER TR	53,754	$5.344M	2.9%	$91.86	—	S&P 600 SML CAP	78464A813
XLE	SELECT SECTOR SPDR TR	87,449	$4.853M	2.6%	$38.64	—	ENERGY	81369Y506
—	SIMPLIFY EXCHANGE TRADED FUN	90,124	$3.02M	1.6%	$29.56	—	NASDAQ 100 CNVX	82889N400
—	KRANESHARES TR	108,995	$2.844M	1.5%	$26.09	—	QUADRATIC DEFLA	500767587
IEI	ISHARES TR	14,408	$1.854M	1.0%	$130.01	—	3 7 YR TREAS BD	464288661
AAPL	APPLE INC	9,608	$1.706M	0.9%	$102.73	+50.6%	COM	037833100
XLI	SELECT SECTOR SPDR TR	11,152	$1.18M	0.6%	$77.68	—	SBI INT-INDS	81369Y704
IJH	ISHARES TR	3,976	$1.126M	0.6%	$283.20	—	CORE S&P MCP ETF	464287507
HD	HOME DEPOT INC	2,451	$1.017M	0.5%	$218.24	+57.3%	COM	437076102
MSFT	MICROSOFT CORP	2,660	$894K	0.5%	$143.52	+118.4%	COM	594918104
AAPL	APPLE INC	4,400	$711K	0.4%	$102.73	+50.6%	Put	037833100
SPDW	SPDR INDEX SHS FDS	18,947	$691K	0.4%	$35.36	—	PORTFOLIO DEVLPD	78463X889
AMZN	AMAZON COM INC	199	$664K	0.4%	$105.53	+62.2%	COM	023135106
SPYC	SIMPLIFY EXCHANGE TRADED FUN	13,158	$454K	0.2%	$34.50	—	US EQT PLS CNVEX	82889N103
HD	HOME DEPOT INC	1,100	$400K	0.2%	$218.24	+57.3%	Put	437076102
IEF	ISHARES TR	2,430	$279K	0.2%	$115.43	—	BARCLAYS 7 10 YR	464287440
DIS	DISNEY WALT CO	1,359	$210K	0.1%	$140.23	+12.5%	COM	254687106
PSEC	PROSPECT CAP CORP	12,327	$104K	0.1%	$4.69	+5.3%	COM	74348T102