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 Share Price $46.65 Est. Cost/Share $47.89 Unrealized @ Report Date -2.6%

IWB ISHARES TR 10.4%

Value $21.24M Shares 84,929 Share Price $250.07 Est. Cost/Share $194.57 Unrealized @ Report Date +28.5%

— SIMPLIFY EXCHANGE TRADED FUN 9.8%

Value $19.98M Shares 863,009 Share Price $23.15 Est. Cost/Share $23.15 Unrealized @ Report Date —

EDV VANGUARD WORLD FD 7.9%

Value $16.1M Shares 132,239 Share Price $121.72 Est. Cost/Share $128.10 Unrealized @ Report Date -5.0%

TYA SIMPLIFY EXCHANGE TRADED FUN 7.4%

Value $15.05M Shares 745,043 Share Price $20.19 Est. Cost/Share $24.45 Unrealized @ Report Date -17.4%

SPTL SPDR SER TR 7.2%

Value $14.75M Shares 390,104 Share Price $37.82 Est. Cost/Share $39.39 Unrealized @ Report Date -4.0%

VTV VANGUARD INDEX FDS 6.1%

Value $12.38M Shares 83,745 Share Price $147.78 Est. Cost/Share $125.56 Unrealized @ Report Date +17.7%

SPD SIMPLIFY EXCHANGE TRADED FUN 5.3%

Value $10.74M Shares 342,788 Share Price $31.34 Est. Cost/Share $31.30 Unrealized @ Report Date +0.1%

FALN ISHARES TR 5.2%

Value $10.6M Shares 381,697 Share Price $27.76 Est. Cost/Share $28.33 Unrealized @ Report Date -2.0%

— KRANESHARES TR 4.7%

Value $9.628M Shares 375,788 Share Price $25.62 Est. Cost/Share $25.76 Unrealized @ Report Date —

SPY SPDR S&P 500 ETF TR 3.5%

Value $7.207M Shares 15,957 Share Price $451.65 Est. Cost/Share $418.64 Unrealized @ Report Date +7.9%

SPLV INVESCO EXCH TRADED FD TR II 3.3%

Value $6.727M Shares 100,270 Share Price $67.09 Est. Cost/Share $60.65 Unrealized @ Report Date +10.6%

MOAT VANECK ETF TRUST 3.2%

Value $6.526M Shares 87,363 Share Price $74.70 Est. Cost/Share $66.75 Unrealized @ Report Date +11.9%

IEI ISHARES TR 2.8%

Value $5.802M Shares 47,536 Share Price $122.05 Est. Cost/Share $127.13 Unrealized @ Report Date -4.0%

— SPDR SER TR 2.3%

Value $4.786M Shares 51,124 Share Price $93.62 Est. Cost/Share $91.86 Unrealized @ Report Date —

AAPL APPLE INC 0.8%

Value $1.699M Shares 9,732 Share Price $174.58 Est. Cost/Share $103.52 Unrealized @ Report Date +65.4%

XLI SELECT SECTOR SPDR TR 0.5%

Value $1.066M Shares 10,356 Share Price $102.94 Est. Cost/Share $75.35 Unrealized @ Report Date +36.7%

STPZ PIMCO ETF TR 0.5%

Value $1.064M Shares 19,532 Share Price $54.47 Est. Cost/Share $54.75 Unrealized @ Report Date -0.5%

MUB ISHARES TR 0.5%

Value $1.018M Shares 9,281 Share Price $109.69 Est. Cost/Share $112.86 Unrealized @ Report Date -2.9%

VO VANGUARD INDEX FDS 0.5%

Value $963K Shares 4,050 Share Price $237.78 * Est. Cost/Share $58.67 Unrealized @ Report Date +1.4%

HD HOME DEPOT INC 0.5%

Value $958K Shares 3,200 Share Price $299.38 * Est. Cost/Share $240.65 Unrealized @ Report Date +13.1%

MSFT MICROSOFT CORP 0.4%

Value $880K Shares 2,853 Share Price $308.45 * Est. Cost/Share $153.52 Unrealized @ Report Date +94.7%

TLT ISHARES TR 0.4%

Value $775K Shares 5,864 Share Price $132.16 Est. Cost/Share $140.23 Unrealized @ Report Date -5.8%

AMZN AMAZON COM INC 0.3%

Value $668K Shares 205 Share Price $3258.54 * Est. Cost/Share $106.97 Unrealized @ Report Date +52.4%

TMO THERMO FISHER SCIENTIFIC INC 0.2%

Value $477K Shares 808 Share Price $590.35 Est. Cost/Share $568.16 Unrealized @ Report Date +2.9%

VGLT VANGUARD SCOTTSDALE FDS 0.2%

Value $422K Shares 5,248 Share Price $80.41 Est. Cost/Share $90.10 Unrealized @ Report Date -10.8%

QUAL ISHARES TR 0.2%

Value $373K Shares 2,774 Share Price $134.46 Est. Cost/Share $108.25 Unrealized @ Report Date +24.4%

IEF ISHARES TR 0.1%

Value $261K Shares 2,430 Share Price $107.41 Est. Cost/Share $115.01 Unrealized @ Report Date -6.6%

CVX CHEVRON CORP NEW 0.1%

Value $252K Shares 1,550 Share Price $162.58 * Est. Cost/Share $122.75 Unrealized @ Report Date +14.1%

ZROZ PIMCO ETF TR 0.1%

Value $214K Shares 1,612 Share Price $132.75 Est. Cost/Share $151.07 Unrealized @ Report Date -12.2%

PSEC PROSPECT CAP CORP 0.1%

Value $102K Shares 12,327 Share Price $8.27 * Est. Cost/Share $4.69 Unrealized @ Report Date +7.2%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
PTRB	PGIM ETF TR	669,136	$31.22M	15.3%	$46.65	$47.89	-2.6%	TOTAL RETURN BON	69344A800
IWB	ISHARES TR	84,929	$21.24M	10.4%	$250.07	$194.57	+28.5%	RUS 1000 ETF	464287622
—	SIMPLIFY EXCHANGE TRADED FUN	863,009	$19.98M	9.8%	$23.15	$23.15	—	CONVEXITY ETF	82889N731
EDV	VANGUARD WORLD FD	132,239	$16.1M	7.9%	$121.72	$128.10	-5.0%	EXTENDED DUR	921910709
TYA	SIMPLIFY EXCHANGE TRADED FUN	745,043	$15.05M	7.4%	$20.19	$24.45	-17.4%	RISK PARITY TREA	82889N798
SPTL	SPDR SER TR	390,104	$14.75M	7.2%	$37.82	$39.39	-4.0%	PORTFOLIO LN TSR	78464A664
VTV	VANGUARD INDEX FDS	83,745	$12.38M	6.1%	$147.78	$125.56	+17.7%	VALUE ETF	922908744
SPD	SIMPLIFY EXCHANGE TRADED FUN	342,788	$10.74M	5.3%	$31.34	$31.30	+0.1%	US EQT PLS DWNSD	82889N202
FALN	ISHARES TR	381,697	$10.6M	5.2%	$27.76	$28.33	-2.0%	FALN ANGLS USD	46435G474
—	KRANESHARES TR	375,788	$9.628M	4.7%	$25.62	$25.76	—	QUADRATIC DEFLA	500767587
SPY	SPDR S&P 500 ETF TR	15,957	$7.207M	3.5%	$451.65	$418.64	+7.9%	TR UNIT	78462F103
SPLV	INVESCO EXCH TRADED FD TR II	100,270	$6.727M	3.3%	$67.09	$60.65	+10.6%	S&P500 LOW VOL	46138E354
MOAT	VANECK ETF TRUST	87,363	$6.526M	3.2%	$74.70	$66.75	+11.9%	MRNGSTR WDE MOAT	92189F643
IEI	ISHARES TR	47,536	$5.802M	2.8%	$122.05	$127.13	-4.0%	3 7 YR TREAS BD	464288661
—	SPDR SER TR	51,124	$4.786M	2.3%	$93.62	$91.86	—	S&P 600 SML CAP	78464A813
AAPL	APPLE INC	9,732	$1.699M	0.8%	$174.58	$103.52	+65.4%	COM	037833100
XLI	SELECT SECTOR SPDR TR	10,356	$1.066M	0.5%	$102.94	$75.35	+36.7%	SBI INT-INDS	81369Y704
STPZ	PIMCO ETF TR	19,532	$1.064M	0.5%	$54.47	$54.75	-0.5%	1-5 US TIP IDX	72201R205
MUB	ISHARES TR	9,281	$1.018M	0.5%	$109.69	$112.86	-2.9%	NATIONAL MUN ETF	464288414
VO	VANGUARD INDEX FDS	4,050	$963K	0.5%	$237.78 *	$58.67	+1.4%	MID CAP ETF	922908629
HD	HOME DEPOT INC	3,200	$958K	0.5%	$299.38 *	$240.65	+13.1%	COM	437076102
MSFT	MICROSOFT CORP	2,853	$880K	0.4%	$308.45 *	$153.52	+94.7%	COM	594918104
TLT	ISHARES TR	5,864	$775K	0.4%	$132.16	$140.23	-5.8%	20 YR TR BD ETF	464287432
AMZN	AMAZON COM INC	205	$668K	0.3%	$3258.54 *	$106.97	+52.4%	COM	023135106
TMO	THERMO FISHER SCIENTIFIC INC	808	$477K	0.2%	$590.35	$568.16	+2.9%	COM	883556102
VGLT	VANGUARD SCOTTSDALE FDS	5,248	$422K	0.2%	$80.41	$90.10	-10.8%	LONG TERM TREAS	92206C847
QUAL	ISHARES TR	2,774	$373K	0.2%	$134.46	$108.25	+24.4%	MSCI USA QLT FCT	46432F339
IEF	ISHARES TR	2,430	$261K	0.1%	$107.41	$115.01	-6.6%	BARCLAYS 7 10 YR	464287440
CVX	CHEVRON CORP NEW	1,550	$252K	0.1%	$162.58 *	$122.75	+14.1%	COM	166764100
ZROZ	PIMCO ETF TR	1,612	$214K	0.1%	$132.75	$151.07	-12.2%	25YR+ ZERO U S	72201R882
PSEC	PROSPECT CAP CORP	12,327	$102K	0.1%	$8.27 *	$4.69	+7.2%	COM	74348T102