Ferguson Shapiro LLC Quant / Systematic

CIK: 0001767433 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: Apr 25, 2022

Total Value ($000): $203,911 (100.0% shares, 0.0% debt)

Holdings (31)

PTRB PGIM ETF TR 15.3%

Value ($000) $31,217 Shares 669,136 Est. Cost $46.65 Unrealized —

IWB ISHARES TR 10.4%

Value ($000) $21,238 Shares 84,929 Est. Cost $201.88 Unrealized —

— SIMPLIFY EXCHANGE TRADED FUN 9.8%

Value ($000) $19,977 Shares 863,009 Est. Cost $23.15 Unrealized —

EDV VANGUARD WORLD FD 7.9%

Value ($000) $16,096 Shares 132,239 Est. Cost $121.72 Unrealized —

TYA SIMPLIFY EXCHANGE TRADED FUN 7.4%

Value ($000) $15,046 Shares 745,043 Est. Cost $24.17 Unrealized —

SPTL SPDR SER TR 7.2%

Value ($000) $14,754 Shares 390,104 Est. Cost $37.82 Unrealized —

VTV VANGUARD INDEX FDS 6.1%

Value ($000) $12,376 Shares 83,745 Est. Cost $131.56 Unrealized —

SPD SIMPLIFY EXCHANGE TRADED FUN 5.3%

Value ($000) $10,743 Shares 342,788 Est. Cost $31.19 Unrealized —

FALN ISHARES TR 5.2%

Value ($000) $10,596 Shares 381,697 Est. Cost $27.76 Unrealized —

— KRANESHARES TR 4.7%

Value ($000) $9,628 Shares 375,788 Est. Cost $25.76 Unrealized —

SPY SPDR S&P 500 ETF TR 3.5%

Value ($000) $7,207 Shares 15,957 Est. Cost $429.45 Unrealized —

SPLV INVESCO EXCH TRADED FD TR II 3.3%

Value ($000) $6,727 Shares 100,270 Est. Cost $60.91 Unrealized —

MOAT VANECK ETF TRUST 3.2%

Value ($000) $6,526 Shares 87,363 Est. Cost $69.81 Unrealized —

IEI ISHARES TR 2.8%

Value ($000) $5,802 Shares 47,536 Est. Cost $124.47 Unrealized —

— SPDR SER TR 2.3%

Value ($000) $4,786 Shares 51,124 Est. Cost $91.86 Unrealized —

AAPL APPLE INC 0.8%

Value ($000) $1,699 Shares 9,732 Est. Cost $103.52 Unrealized +59.2%

XLI SELECT SECTOR SPDR TR 0.5%

Value ($000) $1,066 Shares 10,356 Est. Cost $77.68 Unrealized —

STPZ PIMCO ETF TR 0.5%

Value ($000) $1,064 Shares 19,532 Est. Cost $54.47 Unrealized —

MUB ISHARES TR 0.5%

Value ($000) $1,018 Shares 9,281 Est. Cost $109.69 Unrealized —

VO VANGUARD INDEX FDS 0.5%

Value ($000) $963 Shares 4,050 Est. Cost $237.78 Unrealized —

HD HOME DEPOT INC 0.5%

Value ($000) $958 Shares 3,200 Est. Cost $240.65 Unrealized +30.5%

MSFT MICROSOFT CORP 0.4%

Value ($000) $880 Shares 2,853 Est. Cost $153.52 Unrealized +89.8%

TLT ISHARES TR 0.4%

Value ($000) $775 Shares 5,864 Est. Cost $144.57 Unrealized —

AMZN AMAZON COM INC 0.3%

Value ($000) $668 Shares 205 Est. Cost $106.97 Unrealized +44.5%

TMO THERMO FISHER SCIENTIFIC INC 0.2%

Value ($000) $477 Shares 808 Est. Cost $568.16 Unrealized 0.0%

VGLT VANGUARD SCOTTSDALE FDS 0.2%

Value ($000) $422 Shares 5,248 Est. Cost $87.71 Unrealized —

QUAL ISHARES TR 0.2%

Value ($000) $373 Shares 2,774 Est. Cost $112.70 Unrealized —

IEF ISHARES TR 0.1%

Value ($000) $261 Shares 2,430 Est. Cost $115.43 Unrealized —

CVX CHEVRON CORP NEW 0.1%

Value ($000) $252 Shares 1,550 Est. Cost $122.75 Unrealized 0.0%

ZROZ PIMCO ETF TR 0.1%

Value ($000) $214 Shares 1,612 Est. Cost $146.85 Unrealized —

PSEC PROSPECT CAP CORP 0.1%

Value ($000) $102 Shares 12,327 Est. Cost $4.69 Unrealized +6.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
PTRB	PGIM ETF TR	669,136	$31,217	15.3%	$46.65	—	TOTAL RETURN BON	69344A800
IWB	ISHARES TR	84,929	$21,238	10.4%	$201.88	—	RUS 1000 ETF	464287622
—	SIMPLIFY EXCHANGE TRADED FUN	863,009	$19,977	9.8%	$23.15	—	CONVEXITY ETF	82889N731
EDV	VANGUARD WORLD FD	132,239	$16,096	7.9%	$121.72	—	EXTENDED DUR	921910709
TYA	SIMPLIFY EXCHANGE TRADED FUN	745,043	$15,046	7.4%	$24.17	—	RISK PARITY TREA	82889N798
SPTL	SPDR SER TR	390,104	$14,754	7.2%	$37.82	—	PORTFOLIO LN TSR	78464A664
VTV	VANGUARD INDEX FDS	83,745	$12,376	6.1%	$131.56	—	VALUE ETF	922908744
SPD	SIMPLIFY EXCHANGE TRADED FUN	342,788	$10,743	5.3%	$31.19	—	US EQT PLS DWNSD	82889N202
FALN	ISHARES TR	381,697	$10,596	5.2%	$27.76	—	FALN ANGLS USD	46435G474
—	KRANESHARES TR	375,788	$9,628	4.7%	$25.76	—	QUADRATIC DEFLA	500767587
SPY	SPDR S&P 500 ETF TR	15,957	$7,207	3.5%	$429.45	—	TR UNIT	78462F103
SPLV	INVESCO EXCH TRADED FD TR II	100,270	$6,727	3.3%	$60.91	—	S&P500 LOW VOL	46138E354
MOAT	VANECK ETF TRUST	87,363	$6,526	3.2%	$69.81	—	MRNGSTR WDE MOAT	92189F643
IEI	ISHARES TR	47,536	$5,802	2.8%	$124.47	—	3 7 YR TREAS BD	464288661
—	SPDR SER TR	51,124	$4,786	2.3%	$91.86	—	S&P 600 SML CAP	78464A813
AAPL	APPLE INC	9,732	$1,699	0.8%	$103.52	+59.2%	COM	037833100
XLI	SELECT SECTOR SPDR TR	10,356	$1,066	0.5%	$77.68	—	SBI INT-INDS	81369Y704
STPZ	PIMCO ETF TR	19,532	$1,064	0.5%	$54.47	—	1-5 US TIP IDX	72201R205
MUB	ISHARES TR	9,281	$1,018	0.5%	$109.69	—	NATIONAL MUN ETF	464288414
VO	VANGUARD INDEX FDS	4,050	$963	0.5%	$237.78	—	MID CAP ETF	922908629
HD	HOME DEPOT INC	3,200	$958	0.5%	$240.65	+30.5%	COM	437076102
MSFT	MICROSOFT CORP	2,853	$880	0.4%	$153.52	+89.8%	COM	594918104
TLT	ISHARES TR	5,864	$775	0.4%	$144.57	—	20 YR TR BD ETF	464287432
AMZN	AMAZON COM INC	205	$668	0.3%	$106.97	+44.5%	COM	023135106
TMO	THERMO FISHER SCIENTIFIC INC	808	$477	0.2%	$568.16	0.0%	COM	883556102
VGLT	VANGUARD SCOTTSDALE FDS	5,248	$422	0.2%	$87.71	—	LONG TERM TREAS	92206C847
QUAL	ISHARES TR	2,774	$373	0.2%	$112.70	—	MSCI USA QLT FCT	46432F339
IEF	ISHARES TR	2,430	$261	0.1%	$115.43	—	BARCLAYS 7 10 YR	464287440
CVX	CHEVRON CORP NEW	1,550	$252	0.1%	$122.75	0.0%	COM	166764100
ZROZ	PIMCO ETF TR	1,612	$214	0.1%	$146.85	—	25YR+ ZERO U S	72201R882
PSEC	PROSPECT CAP CORP	12,327	$102	0.1%	$4.69	+6.4%	COM	74348T102