Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 3, 2022

Total Value: $160M (100.0% shares, 0.0% debt)

Holdings (39)

PTRB PGIM ETF TR 19.1%

Value $30.48M Shares 705,650 Est. Cost $46.47 Unrealized —

TLT ISHARES TR 9.3%

Value $14.84M Shares 129,197 Est. Cost $116.22 Unrealized —

SHY ISHARES TR 8.5%

Value $13.64M Shares 164,728 Est. Cost $82.79 Unrealized —

ZROZ PIMCO ETF TR 7.3%

Value $11.62M Shares 107,230 Est. Cost $108.93 Unrealized —

DURA VANECK ETF TRUST 7.0%

Value $11.23M Shares 371,872 Est. Cost $30.19 Unrealized —

SPD SIMPLIFY EXCHANGE TRADED FUN 7.0%

Value $11.12M Shares 419,910 Est. Cost $30.32 Unrealized —

VEA VANGUARD TAX-MANAGED INTL FD 6.5%

Value $10.41M Shares 255,205 Est. Cost $40.80 Unrealized —

VTV VANGUARD INDEX FDS 5.1%

Value $8.205M Shares 62,212 Est. Cost $131.56 Unrealized —

IWB ISHARES TR 4.9%

Value $7.857M Shares 37,817 Est. Cost $201.88 Unrealized —

IEI ISHARES TR 4.8%

Value $7.714M Shares 64,635 Est. Cost $123.11 Unrealized —

MOAT VANECK ETF TRUST 3.3%

Value $5.342M Shares 83,820 Est. Cost $69.81 Unrealized —

AAPL APPLE INC 2.9%

Value $4.574M Shares 33,458 Est. Cost $135.52 Unrealized +9.7%

— PROSHARES TR 1.9%

Value $3.012M Shares 209,148 Est. Cost $14.40 Unrealized —

RWM PROSHARES TR 1.8%

Value $2.944M Shares 113,067 Est. Cost $26.04 Unrealized —

— PROSHARES TR 1.8%

Value $2.917M Shares 184,163 Est. Cost $15.84 Unrealized —

HD HOME DEPOT INC 1.1%

Value $1.714M Shares 6,248 Est. Cost $254.48 Unrealized +5.7%

SBUX STARBUCKS CORP 0.8%

Value $1.337M Shares 17,503 Est. Cost $70.38 Unrealized 0.0%

MUB ISHARES TR 0.8%

Value $1.238M Shares 11,644 Est. Cost $109.00 Unrealized —

STPZ PIMCO ETF TR 0.6%

Value $1.038M Shares 19,846 Est. Cost $54.44 Unrealized —

— LINDE PLC 0.6%

Value $927K Shares 3,223 Est. Cost $287.62 Unrealized —

XLI SELECT SECTOR SPDR TR 0.6%

Value $904K Shares 10,356 Est. Cost $77.68 Unrealized —

MSFT MICROSOFT CORP 0.5%

Value $820K Shares 3,192 Est. Cost $165.19 Unrealized +59.5%

SPY SPDR S&P 500 ETF TR 0.4%

Value $621K Shares 1,647 Est. Cost $429.45 Unrealized —

MINT PIMCO ETF TR 0.3%

Value $518K Shares 5,226 Est. Cost $99.12 Unrealized —

QQQ INVESCO QQQ TR 0.3%

Value $475K Shares 1,696 Est. Cost $280.07 Unrealized —

AMZN AMAZON COM INC 0.3%

Value $460K Shares 4,329 Est. Cost $124.27 Unrealized +0.7%

AYI ACUITY BRANDS INC 0.3%

Value $447K Shares 2,901 Est. Cost $167.88 Unrealized 0.0%

TFC TRUIST FINL CORP 0.3%

Value $444K Shares 9,355 Est. Cost $40.78 Unrealized 0.0%

TMO THERMO FISHER SCIENTIFIC INC 0.3%

Value $439K Shares 808 Est. Cost $568.16 Unrealized -4.1%

IGSB ISHARES TR 0.3%

Value $439K Shares 8,681 Est. Cost $50.57 Unrealized —

KO COCA COLA CO 0.2%

Value $398K Shares 6,321 Est. Cost $56.76 Unrealized 0.0%

TOTL SSGA ACTIVE ETF TR 0.2%

Value $358K Shares 8,499 Est. Cost $42.12 Unrealized —

IEF ISHARES TR 0.2%

Value $326K Shares 3,191 Est. Cost $112.27 Unrealized —

HON HONEYWELL INTL INC 0.2%

Value $291K Shares 1,672 Est. Cost $166.30 Unrealized 0.0%

CVX CHEVRON CORP NEW 0.1%

Value $224K Shares 1,550 Est. Cost $122.75 Unrealized +16.3%

MCK MCKESSON CORP 0.1%

Value $205K Shares 628 Est. Cost $314.09 Unrealized 0.0%

T AT&T INC 0.1%

Value $200K Shares 9,562 Est. Cost $16.30 Unrealized 0.0%

PSEC PROSPECT CAP CORP 0.1%

Value $86,000 Shares 12,327 Est. Cost $4.69 Unrealized +0.3%

CRON CRONOS GROUP INC 0.0%

Value $30,000 Shares 10,580 Est. Cost $3.12 Unrealized 0.0%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
PTRB	PGIM ETF TR	705,650	$30.48M	19.1%	$46.47	—	TOTAL RETURN BON	69344A800
TLT	ISHARES TR	129,197	$14.84M	9.3%	$116.22	—	20 YR TR BD ETF	464287432
SHY	ISHARES TR	164,728	$13.64M	8.5%	$82.79	—	1 3 YR TREAS BD	464287457
ZROZ	PIMCO ETF TR	107,230	$11.62M	7.3%	$108.93	—	25YR+ ZERO U S	72201R882
DURA	VANECK ETF TRUST	371,872	$11.23M	7.0%	$30.19	—	MRNGSTR DURA DIV	92189H102
SPD	SIMPLIFY EXCHANGE TRADED FUN	419,910	$11.12M	7.0%	$30.32	—	US EQT PLS DWNSD	82889N202
VEA	VANGUARD TAX-MANAGED INTL FD	255,205	$10.41M	6.5%	$40.80	—	VAN FTSE DEV MKT	921943858
VTV	VANGUARD INDEX FDS	62,212	$8.205M	5.1%	$131.56	—	VALUE ETF	922908744
IWB	ISHARES TR	37,817	$7.857M	4.9%	$201.88	—	RUS 1000 ETF	464287622
IEI	ISHARES TR	64,635	$7.714M	4.8%	$123.11	—	3 7 YR TREAS BD	464288661
MOAT	VANECK ETF TRUST	83,820	$5.342M	3.3%	$69.81	—	MRNGSTR WDE MOAT	92189F643
AAPL	APPLE INC	33,458	$4.574M	2.9%	$135.52	+9.7%	COM	037833100
—	PROSHARES TR	209,148	$3.012M	1.9%	$14.40	—	SHORT QQQ NEW	74347B714
RWM	PROSHARES TR	113,067	$2.944M	1.8%	$26.04	—	SHRT RUSSELL2000	74348A210
—	PROSHARES TR	184,163	$2.917M	1.8%	$15.84	—	ULTSHT FTSE EURO	74348A434
HD	HOME DEPOT INC	6,248	$1.714M	1.1%	$254.48	+5.7%	COM	437076102
SBUX	STARBUCKS CORP	17,503	$1.337M	0.8%	$70.38	0.0%	COM	855244109
MUB	ISHARES TR	11,644	$1.238M	0.8%	$109.00	—	NATIONAL MUN ETF	464288414
STPZ	PIMCO ETF TR	19,846	$1.038M	0.6%	$54.44	—	1-5 US TIP IDX	72201R205
—	LINDE PLC	3,223	$927K	0.6%	$287.62	—	SHS	G5494J103
XLI	SELECT SECTOR SPDR TR	10,356	$904K	0.6%	$77.68	—	SBI INT-INDS	81369Y704
MSFT	MICROSOFT CORP	3,192	$820K	0.5%	$165.19	+59.5%	COM	594918104
SPY	SPDR S&P 500 ETF TR	1,647	$621K	0.4%	$429.45	—	TR UNIT	78462F103
MINT	PIMCO ETF TR	5,226	$518K	0.3%	$99.12	—	ENHAN SHRT MA AC	72201R833
QQQ	INVESCO QQQ TR	1,696	$475K	0.3%	$280.07	—	UNIT SER 1	46090E103
AMZN	AMAZON COM INC	4,329	$460K	0.3%	$124.27	+0.7%	COM	023135106
AYI	ACUITY BRANDS INC	2,901	$447K	0.3%	$167.88	0.0%	COM	00508Y102
TFC	TRUIST FINL CORP	9,355	$444K	0.3%	$40.78	0.0%	COM	89832Q109
TMO	THERMO FISHER SCIENTIFIC INC	808	$439K	0.3%	$568.16	-4.1%	COM	883556102
IGSB	ISHARES TR	8,681	$439K	0.3%	$50.57	—	ISHS 1-5YR INVS	464288646
KO	COCA COLA CO	6,321	$398K	0.2%	$56.76	0.0%	COM	191216100
TOTL	SSGA ACTIVE ETF TR	8,499	$358K	0.2%	$42.12	—	SPDR TR TACTIC	78467V848
IEF	ISHARES TR	3,191	$326K	0.2%	$112.27	—	7-10 YR TRSY BD	464287440
HON	HONEYWELL INTL INC	1,672	$291K	0.2%	$166.30	0.0%	COM	438516106
CVX	CHEVRON CORP NEW	1,550	$224K	0.1%	$122.75	+16.3%	COM	166764100
MCK	MCKESSON CORP	628	$205K	0.1%	$314.09	0.0%	COM	58155Q103
T	AT&T INC	9,562	$200K	0.1%	$16.30	0.0%	COM	00206R102
PSEC	PROSPECT CAP CORP	12,327	$86,000	0.1%	$4.69	+0.3%	COM	74348T102
CRON	CRONOS GROUP INC	10,580	$30,000	0.0%	$3.12	0.0%	COM	22717L101