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 Share Price $264.44 Est. Cost/Share $194.57 Unrealized @ Report Date +35.9%

TLT ISHARES TR 9.7%

Value $17.91M Shares 120,895 Share Price $148.19 Est. Cost/Share $140.23 Unrealized @ Report Date +5.7%

TYA SIMPLIFY EXCHANGE TRADED FUN 8.6%

Value $15.93M Shares 642,087 Share Price $24.80 Est. Cost/Share $24.76 Unrealized @ Report Date +0.1%

VGLT VANGUARD SCOTTSDALE FDS 7.9%

Value $14.73M Shares 164,780 Share Price $89.42 Est. Cost/Share $90.10 Unrealized @ Report Date -0.8%

VTV VANGUARD INDEX FDS 6.8%

Value $12.58M Shares 85,537 Share Price $147.11 Est. Cost/Share $125.56 Unrealized @ Report Date +17.2%

ANGL VANECK ETF TRUST 6.1%

Value $11.26M Shares 341,409 Share Price $32.97 Est. Cost/Share $31.40 Unrealized @ Report Date +5.0%

ZROZ PIMCO ETF TR 5.5%

Value $10.16M Shares 66,734 Share Price $152.28 Est. Cost/Share $151.07 Unrealized @ Report Date +0.8%

SPY SPDR S&P 500 ETF TR 4.4%

Value $8.241M Shares 17,352 Share Price $474.93 Est. Cost/Share $418.64 Unrealized @ Report Date +13.5%

SPLV INVESCO EXCH TRADED FD TR II 3.9%

Value $7.257M Shares 105,745 Share Price $68.63 Est. Cost/Share $60.65 Unrealized @ Report Date +13.2%

MOAT VANECK ETF TRUST 3.7%

Value $6.849M Shares 89,993 Share Price $76.11 Est. Cost/Share $66.75 Unrealized @ Report Date +14.0%

SPUC SIMPLIFY EXCHANGE TRADED FUN 3.5%

Value $6.542M Shares 185,017 Share Price $35.36 Est. Cost/Share $32.57 Unrealized @ Report Date +8.6%

SPD SIMPLIFY EXCHANGE TRADED FUN 3.5%

Value $6.494M Shares 195,252 Share Price $33.26 Est. Cost/Share $31.41 Unrealized @ Report Date +5.9%

FIW FIRST TR EXCHANGE TRADED FD 3.5%

Value $6.451M Shares 68,049 Share Price $94.80 Est. Cost/Share $87.67 Unrealized @ Report Date +8.1%

QUAL ISHARES TR 3.2%

Value $5.942M Shares 40,820 Share Price $145.57 Est. Cost/Share $108.25 Unrealized @ Report Date +34.5%

— SPDR SER TR 2.9%

Value $5.344M Shares 53,754 Share Price $99.42 Est. Cost/Share $91.86 Unrealized @ Report Date —

XLE SELECT SECTOR SPDR TR 2.6%

Value $4.853M Shares 87,449 Share Price $55.50 * Est. Cost/Share $17.62 Unrealized @ Report Date +57.5%

— SIMPLIFY EXCHANGE TRADED FUN 1.6%

Value $3.02M Shares 90,124 Share Price $33.51 Est. Cost/Share $29.56 Unrealized @ Report Date —

— KRANESHARES TR 1.5%

Value $2.844M Shares 108,995 Share Price $26.09 Est. Cost/Share $26.09 Unrealized @ Report Date —

IEI ISHARES TR 1.0%

Value $1.854M Shares 14,408 Share Price $128.68 Est. Cost/Share $130.94 Unrealized @ Report Date -1.7%

AAPL APPLE INC 0.9%

Value $1.706M Shares 9,608 Share Price $177.56 * Est. Cost/Share $102.73 Unrealized @ Report Date +69.3%

XLI SELECT SECTOR SPDR TR 0.6%

Value $1.18M Shares 11,152 Share Price $105.81 Est. Cost/Share $75.35 Unrealized @ Report Date +40.4%

IJH ISHARES TR 0.6%

Value $1.126M Shares 3,976 Share Price $283.20 * Est. Cost/Share $55.66 Unrealized @ Report Date +1.7%

HD HOME DEPOT INC 0.5%

Value $1.017M Shares 2,451 Share Price $414.93 * Est. Cost/Share $218.24 Unrealized @ Report Date +71.9%

MSFT MICROSOFT CORP 0.5%

Value $894K Shares 2,660 Share Price $336.09 * Est. Cost/Share $143.52 Unrealized @ Report Date +126.7%

AAPL APPLE INC 0.4%

Value $711K Shares 4,400 Share Price $161.59 * Est. Cost/Share $102.73 Unrealized @ Report Date +69.3%

SPDW SPDR INDEX SHS FDS 0.4%

Value $691K Shares 18,947 Share Price $36.47 Est. Cost/Share $35.06 Unrealized @ Report Date +4.1%

AMZN AMAZON COM INC 0.4%

Value $664K Shares 199 Share Price $3336.68 * Est. Cost/Share $105.53 Unrealized @ Report Date +58.0%

SPYC SIMPLIFY EXCHANGE TRADED FUN 0.2%

Value $454K Shares 13,158 Share Price $34.50 Est. Cost/Share $33.15 Unrealized @ Report Date +4.1%

HD HOME DEPOT INC 0.2%

Value $400K Shares 1,100 Share Price $363.64 * Est. Cost/Share $218.24 Unrealized @ Report Date +71.9%

IEF ISHARES TR 0.2%

Value $279K Shares 2,430 Share Price $114.81 Est. Cost/Share $115.01 Unrealized @ Report Date -0.0%

DIS DISNEY WALT CO 0.1%

Value $210K Shares 1,359 Share Price $154.53 * Est. Cost/Share $140.23 Unrealized @ Report Date +7.9%

PSEC PROSPECT CAP CORP 0.1%

Value $104K Shares 12,327 Share Price $8.44 * Est. Cost/Share $4.69 Unrealized @ Report Date +6.5%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
IWB	ISHARES TR	104,797	$27.71M	14.9%	$264.44	$194.57	+35.9%	RUS 1000 ETF	464287622
TLT	ISHARES TR	120,895	$17.91M	9.7%	$148.19	$140.23	+5.7%	20 YR TR BD ETF	464287432
TYA	SIMPLIFY EXCHANGE TRADED FUN	642,087	$15.93M	8.6%	$24.80	$24.76	+0.1%	RISK PARITY TREA	82889N798
VGLT	VANGUARD SCOTTSDALE FDS	164,780	$14.73M	7.9%	$89.42	$90.10	-0.8%	LONG TERM TREAS	92206C847
VTV	VANGUARD INDEX FDS	85,537	$12.58M	6.8%	$147.11	$125.56	+17.2%	VALUE ETF	922908744
ANGL	VANECK ETF TRUST	341,409	$11.26M	6.1%	$32.97	$31.40	+5.0%	FALLEN ANGEL HG	92189F437
ZROZ	PIMCO ETF TR	66,734	$10.16M	5.5%	$152.28	$151.07	+0.8%	25YR+ ZERO U S	72201R882
SPY	SPDR S&P 500 ETF TR	17,352	$8.241M	4.4%	$474.93	$418.64	+13.5%	TR UNIT	78462F103
SPLV	INVESCO EXCH TRADED FD TR II	105,745	$7.257M	3.9%	$68.63	$60.65	+13.2%	S&P500 LOW VOL	46138E354
MOAT	VANECK ETF TRUST	89,993	$6.849M	3.7%	$76.11	$66.75	+14.0%	MRNGSTR WDE MOAT	92189F643
SPUC	SIMPLIFY EXCHANGE TRADED FUN	185,017	$6.542M	3.5%	$35.36	$32.57	+8.6%	US EQT PLS UPSID	82889N301
SPD	SIMPLIFY EXCHANGE TRADED FUN	195,252	$6.494M	3.5%	$33.26	$31.41	+5.9%	US EQT PLS DWNSD	82889N202
FIW	FIRST TR EXCHANGE TRADED FD	68,049	$6.451M	3.5%	$94.80	$87.67	+8.1%	WTR ETF	33733B100
QUAL	ISHARES TR	40,820	$5.942M	3.2%	$145.57	$108.25	+34.5%	MSCI USA QLT FCT	46432F339
—	SPDR SER TR	53,754	$5.344M	2.9%	$99.42	$91.86	—	S&P 600 SML CAP	78464A813
XLE	SELECT SECTOR SPDR TR	87,449	$4.853M	2.6%	$55.50 *	$17.62	+57.5%	ENERGY	81369Y506
—	SIMPLIFY EXCHANGE TRADED FUN	90,124	$3.02M	1.6%	$33.51	$29.56	—	NASDAQ 100 CNVX	82889N400
—	KRANESHARES TR	108,995	$2.844M	1.5%	$26.09	$26.09	—	QUADRATIC DEFLA	500767587
IEI	ISHARES TR	14,408	$1.854M	1.0%	$128.68	$130.94	-1.7%	3 7 YR TREAS BD	464288661
AAPL	APPLE INC	9,608	$1.706M	0.9%	$177.56 *	$102.73	+69.3%	COM	037833100
XLI	SELECT SECTOR SPDR TR	11,152	$1.18M	0.6%	$105.81	$75.35	+40.4%	SBI INT-INDS	81369Y704
IJH	ISHARES TR	3,976	$1.126M	0.6%	$283.20 *	$55.66	+1.7%	CORE S&P MCP ETF	464287507
HD	HOME DEPOT INC	2,451	$1.017M	0.5%	$414.93 *	$218.24	+71.9%	COM	437076102
MSFT	MICROSOFT CORP	2,660	$894K	0.5%	$336.09 *	$143.52	+126.7%	COM	594918104
AAPL	APPLE INC	4,400	$711K	0.4%	$161.59 *	$102.73	+69.3%	Put	037833100
SPDW	SPDR INDEX SHS FDS	18,947	$691K	0.4%	$36.47	$35.06	+4.1%	PORTFOLIO DEVLPD	78463X889
AMZN	AMAZON COM INC	199	$664K	0.4%	$3336.68 *	$105.53	+58.0%	COM	023135106
SPYC	SIMPLIFY EXCHANGE TRADED FUN	13,158	$454K	0.2%	$34.50	$33.15	+4.1%	US EQT PLS CNVEX	82889N103
HD	HOME DEPOT INC	1,100	$400K	0.2%	$363.64 *	$218.24	+71.9%	Put	437076102
IEF	ISHARES TR	2,430	$279K	0.2%	$114.81	$115.01	-0.0%	BARCLAYS 7 10 YR	464287440
DIS	DISNEY WALT CO	1,359	$210K	0.1%	$154.53 *	$140.23	+7.9%	COM	254687106
PSEC	PROSPECT CAP CORP	12,327	$104K	0.1%	$8.44 *	$4.69	+6.5%	COM	74348T102