Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: Apr 25, 2022

Total Value: $204M (100.0% shares, 0.0% debt)

Holdings (31)

PTRB PGIM ETF TR 15.3%

Value $31.22M Shares 669,136 Est. Cost $46.65 Unrealized —

IWB ISHARES TR 10.4%

Value $21.24M Shares 84,929 Est. Cost $201.88 Unrealized —

— SIMPLIFY EXCHANGE TRADED FUN 9.8%

Value $19.98M Shares 863,009 Est. Cost $23.15 Unrealized —

EDV VANGUARD WORLD FD 7.9%

Value $16.1M Shares 132,239 Est. Cost $121.72 Unrealized —

TYA SIMPLIFY EXCHANGE TRADED FUN 7.4%

Value $15.05M Shares 745,043 Est. Cost $24.17 Unrealized —

SPTL SPDR SER TR 7.2%

Value $14.75M Shares 390,104 Est. Cost $37.82 Unrealized —

VTV VANGUARD INDEX FDS 6.1%

Value $12.38M Shares 83,745 Est. Cost $131.56 Unrealized —

SPD SIMPLIFY EXCHANGE TRADED FUN 5.3%

Value $10.74M Shares 342,788 Est. Cost $31.19 Unrealized —

FALN ISHARES TR 5.2%

Value $10.6M Shares 381,697 Est. Cost $27.76 Unrealized —

— KRANESHARES TR 4.7%

Value $9.628M Shares 375,788 Est. Cost $25.76 Unrealized —

SPY SPDR S&P 500 ETF TR 3.5%

Value $7.207M Shares 15,957 Est. Cost $429.45 Unrealized —

SPLV INVESCO EXCH TRADED FD TR II 3.3%

Value $6.727M Shares 100,270 Est. Cost $60.91 Unrealized —

MOAT VANECK ETF TRUST 3.2%

Value $6.526M Shares 87,363 Est. Cost $69.81 Unrealized —

IEI ISHARES TR 2.8%

Value $5.802M Shares 47,536 Est. Cost $124.47 Unrealized —

— SPDR SER TR 2.3%

Value $4.786M Shares 51,124 Est. Cost $91.86 Unrealized —

AAPL APPLE INC 0.8%

Value $1.699M Shares 9,732 Est. Cost $103.52 Unrealized +59.2%

XLI SELECT SECTOR SPDR TR 0.5%

Value $1.066M Shares 10,356 Est. Cost $77.68 Unrealized —

STPZ PIMCO ETF TR 0.5%

Value $1.064M Shares 19,532 Est. Cost $54.47 Unrealized —

MUB ISHARES TR 0.5%

Value $1.018M Shares 9,281 Est. Cost $109.69 Unrealized —

VO VANGUARD INDEX FDS 0.5%

Value $963K Shares 4,050 Est. Cost $237.78 Unrealized —

HD HOME DEPOT INC 0.5%

Value $958K Shares 3,200 Est. Cost $240.65 Unrealized +30.5%

MSFT MICROSOFT CORP 0.4%

Value $880K Shares 2,853 Est. Cost $153.52 Unrealized +89.8%

TLT ISHARES TR 0.4%

Value $775K Shares 5,864 Est. Cost $144.57 Unrealized —

AMZN AMAZON COM INC 0.3%

Value $668K Shares 205 Est. Cost $106.97 Unrealized +44.5%

TMO THERMO FISHER SCIENTIFIC INC 0.2%

Value $477K Shares 808 Est. Cost $568.16 Unrealized 0.0%

VGLT VANGUARD SCOTTSDALE FDS 0.2%

Value $422K Shares 5,248 Est. Cost $87.71 Unrealized —

QUAL ISHARES TR 0.2%

Value $373K Shares 2,774 Est. Cost $112.70 Unrealized —

IEF ISHARES TR 0.1%

Value $261K Shares 2,430 Est. Cost $115.43 Unrealized —

CVX CHEVRON CORP NEW 0.1%

Value $252K Shares 1,550 Est. Cost $122.75 Unrealized 0.0%

ZROZ PIMCO ETF TR 0.1%

Value $214K Shares 1,612 Est. Cost $146.85 Unrealized —

PSEC PROSPECT CAP CORP 0.1%

Value $102K Shares 12,327 Est. Cost $4.69 Unrealized +6.4%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
PTRB	PGIM ETF TR	669,136	$31.22M	15.3%	$46.65	—	TOTAL RETURN BON	69344A800
IWB	ISHARES TR	84,929	$21.24M	10.4%	$201.88	—	RUS 1000 ETF	464287622
—	SIMPLIFY EXCHANGE TRADED FUN	863,009	$19.98M	9.8%	$23.15	—	CONVEXITY ETF	82889N731
EDV	VANGUARD WORLD FD	132,239	$16.1M	7.9%	$121.72	—	EXTENDED DUR	921910709
TYA	SIMPLIFY EXCHANGE TRADED FUN	745,043	$15.05M	7.4%	$24.17	—	RISK PARITY TREA	82889N798
SPTL	SPDR SER TR	390,104	$14.75M	7.2%	$37.82	—	PORTFOLIO LN TSR	78464A664
VTV	VANGUARD INDEX FDS	83,745	$12.38M	6.1%	$131.56	—	VALUE ETF	922908744
SPD	SIMPLIFY EXCHANGE TRADED FUN	342,788	$10.74M	5.3%	$31.19	—	US EQT PLS DWNSD	82889N202
FALN	ISHARES TR	381,697	$10.6M	5.2%	$27.76	—	FALN ANGLS USD	46435G474
—	KRANESHARES TR	375,788	$9.628M	4.7%	$25.76	—	QUADRATIC DEFLA	500767587
SPY	SPDR S&P 500 ETF TR	15,957	$7.207M	3.5%	$429.45	—	TR UNIT	78462F103
SPLV	INVESCO EXCH TRADED FD TR II	100,270	$6.727M	3.3%	$60.91	—	S&P500 LOW VOL	46138E354
MOAT	VANECK ETF TRUST	87,363	$6.526M	3.2%	$69.81	—	MRNGSTR WDE MOAT	92189F643
IEI	ISHARES TR	47,536	$5.802M	2.8%	$124.47	—	3 7 YR TREAS BD	464288661
—	SPDR SER TR	51,124	$4.786M	2.3%	$91.86	—	S&P 600 SML CAP	78464A813
AAPL	APPLE INC	9,732	$1.699M	0.8%	$103.52	+59.2%	COM	037833100
XLI	SELECT SECTOR SPDR TR	10,356	$1.066M	0.5%	$77.68	—	SBI INT-INDS	81369Y704
STPZ	PIMCO ETF TR	19,532	$1.064M	0.5%	$54.47	—	1-5 US TIP IDX	72201R205
MUB	ISHARES TR	9,281	$1.018M	0.5%	$109.69	—	NATIONAL MUN ETF	464288414
VO	VANGUARD INDEX FDS	4,050	$963K	0.5%	$237.78	—	MID CAP ETF	922908629
HD	HOME DEPOT INC	3,200	$958K	0.5%	$240.65	+30.5%	COM	437076102
MSFT	MICROSOFT CORP	2,853	$880K	0.4%	$153.52	+89.8%	COM	594918104
TLT	ISHARES TR	5,864	$775K	0.4%	$144.57	—	20 YR TR BD ETF	464287432
AMZN	AMAZON COM INC	205	$668K	0.3%	$106.97	+44.5%	COM	023135106
TMO	THERMO FISHER SCIENTIFIC INC	808	$477K	0.2%	$568.16	0.0%	COM	883556102
VGLT	VANGUARD SCOTTSDALE FDS	5,248	$422K	0.2%	$87.71	—	LONG TERM TREAS	92206C847
QUAL	ISHARES TR	2,774	$373K	0.2%	$112.70	—	MSCI USA QLT FCT	46432F339
IEF	ISHARES TR	2,430	$261K	0.1%	$115.43	—	BARCLAYS 7 10 YR	464287440
CVX	CHEVRON CORP NEW	1,550	$252K	0.1%	$122.75	0.0%	COM	166764100
ZROZ	PIMCO ETF TR	1,612	$214K	0.1%	$146.85	—	25YR+ ZERO U S	72201R882
PSEC	PROSPECT CAP CORP	12,327	$102K	0.1%	$4.69	+6.4%	COM	74348T102