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 Share Price $43.19 Est. Cost/Share $47.70 Unrealized @ Report Date -9.5%

TLT ISHARES TR 9.3%

Value $14.84M Shares 129,197 Share Price $114.87 Est. Cost/Share $118.78 Unrealized @ Report Date -3.3%

SHY ISHARES TR 8.5%

Value $13.64M Shares 164,728 Share Price $82.79 Est. Cost/Share $82.96 Unrealized @ Report Date -0.2%

ZROZ PIMCO ETF TR 7.3%

Value $11.62M Shares 107,230 Share Price $108.35 Est. Cost/Share $112.85 Unrealized @ Report Date -4.0%

DURA VANECK ETF TRUST 7.0%

Value $11.23M Shares 371,872 Share Price $30.19 Est. Cost/Share $31.52 Unrealized @ Report Date -4.2%

SPD SIMPLIFY EXCHANGE TRADED FUN 7.0%

Value $11.12M Shares 419,910 Share Price $26.47 Est. Cost/Share $30.82 Unrealized @ Report Date -14.1%

VEA VANGUARD TAX-MANAGED INTL FD 6.5%

Value $10.41M Shares 255,205 Share Price $40.80 Est. Cost/Share $44.45 Unrealized @ Report Date -8.2%

VTV VANGUARD INDEX FDS 5.1%

Value $8.205M Shares 62,212 Share Price $131.89 Est. Cost/Share $125.56 Unrealized @ Report Date +5.0%

IWB ISHARES TR 4.9%

Value $7.857M Shares 37,817 Share Price $207.76 Est. Cost/Share $194.57 Unrealized @ Report Date +6.8%

IEI ISHARES TR 4.8%

Value $7.714M Shares 64,635 Share Price $119.35 Est. Cost/Share $125.12 Unrealized @ Report Date -4.6%

MOAT VANECK ETF TRUST 3.3%

Value $5.342M Shares 83,820 Share Price $63.73 Est. Cost/Share $66.75 Unrealized @ Report Date -4.5%

AAPL APPLE INC 2.9%

Value $4.574M Shares 33,458 Share Price $136.71 Est. Cost/Share $135.52 Unrealized @ Report Date -0.9%

— PROSHARES TR 1.9%

Value $3.012M Shares 209,148 Share Price $14.40 Est. Cost/Share $14.40 Unrealized @ Report Date —

RWM PROSHARES TR 1.8%

Value $2.944M Shares 113,067 Share Price $26.04 Est. Cost/Share $24.39 Unrealized @ Report Date +6.8%

— PROSHARES TR 1.8%

Value $2.917M Shares 184,163 Share Price $15.84 Est. Cost/Share $15.84 Unrealized @ Report Date —

HD HOME DEPOT INC 1.1%

Value $1.714M Shares 6,248 Share Price $274.33 * Est. Cost/Share $254.48 Unrealized @ Report Date -1.4%

SBUX STARBUCKS CORP 0.8%

Value $1.337M Shares 17,503 Share Price $76.39 * Est. Cost/Share $70.38 Unrealized @ Report Date -0.2%

MUB ISHARES TR 0.8%

Value $1.238M Shares 11,644 Share Price $106.32 Est. Cost/Share $111.61 Unrealized @ Report Date -4.7%

STPZ PIMCO ETF TR 0.6%

Value $1.038M Shares 19,846 Share Price $52.30 Est. Cost/Share $54.72 Unrealized @ Report Date -4.4%

— LINDE PLC 0.6%

Value $927K Shares 3,223 Share Price $287.62 Est. Cost/Share $287.62 Unrealized @ Report Date —

XLI SELECT SECTOR SPDR TR 0.6%

Value $904K Shares 10,356 Share Price $87.29 Est. Cost/Share $75.35 Unrealized @ Report Date +15.9%

MSFT MICROSOFT CORP 0.5%

Value $820K Shares 3,192 Share Price $256.89 * Est. Cost/Share $165.19 Unrealized @ Report Date +51.1%

SPY SPDR S&P 500 ETF TR 0.4%

Value $621K Shares 1,647 Share Price $377.05 Est. Cost/Share $418.64 Unrealized @ Report Date -9.9%

MINT PIMCO ETF TR 0.3%

Value $518K Shares 5,226 Share Price $99.12 Est. Cost/Share $99.61 Unrealized @ Report Date -0.5%

QQQ INVESCO QQQ TR 0.3%

Value $475K Shares 1,696 Share Price $280.07 Est. Cost/Share $310.32 Unrealized @ Report Date -9.7%

AMZN AMAZON COM INC 0.3%

Value $460K Shares 4,329 Share Price $106.26 Est. Cost/Share $124.27 Unrealized @ Report Date -14.5%

AYI ACUITY BRANDS INC 0.3%

Value $447K Shares 2,901 Share Price $154.08 Est. Cost/Share $167.88 Unrealized @ Report Date -9.1%

TFC TRUIST FINL CORP 0.3%

Value $444K Shares 9,355 Share Price $47.46 * Est. Cost/Share $40.78 Unrealized @ Report Date -3.4%

TMO THERMO FISHER SCIENTIFIC INC 0.3%

Value $439K Shares 808 Share Price $543.32 Est. Cost/Share $568.16 Unrealized @ Report Date -5.3%

IGSB ISHARES TR 0.3%

Value $439K Shares 8,681 Share Price $50.57 Est. Cost/Share $50.91 Unrealized @ Report Date -0.7%

KO COCA COLA CO 0.2%

Value $398K Shares 6,321 Share Price $62.96 * Est. Cost/Share $56.76 Unrealized @ Report Date -0.2%

TOTL SSGA ACTIVE ETF TR 0.2%

Value $358K Shares 8,499 Share Price $42.12 Est. Cost/Share $43.08 Unrealized @ Report Date -2.1%

IEF ISHARES TR 0.2%

Value $326K Shares 3,191 Share Price $102.16 Est. Cost/Share $112.06 Unrealized @ Report Date -8.7%

HON HONEYWELL INTL INC 0.2%

Value $291K Shares 1,672 Share Price $174.04 * Est. Cost/Share $166.30 Unrealized @ Report Date -8.6%

CVX CHEVRON CORP NEW 0.1%

Value $224K Shares 1,550 Share Price $144.52 * Est. Cost/Share $122.75 Unrealized @ Report Date +2.3%

MCK MCKESSON CORP 0.1%

Value $205K Shares 628 Share Price $326.43 Est. Cost/Share $314.09 Unrealized @ Report Date +2.1%

T AT&T INC 0.1%

Value $200K Shares 9,562 Share Price $20.92 * Est. Cost/Share $16.30 Unrealized @ Report Date +5.3%

PSEC PROSPECT CAP CORP 0.1%

Value $86,000 Shares 12,327 Share Price $6.98 * Est. Cost/Share $4.69 Unrealized @ Report Date -7.3%

CRON CRONOS GROUP INC 0.0%

Value $30,000 Shares 10,580 Share Price $2.84 Est. Cost/Share $3.12 Unrealized @ Report Date -9.5%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
PTRB	PGIM ETF TR	705,650	$30.48M	19.1%	$43.19	$47.70	-9.5%	TOTAL RETURN BON	69344A800
TLT	ISHARES TR	129,197	$14.84M	9.3%	$114.87	$118.78	-3.3%	20 YR TR BD ETF	464287432
SHY	ISHARES TR	164,728	$13.64M	8.5%	$82.79	$82.96	-0.2%	1 3 YR TREAS BD	464287457
ZROZ	PIMCO ETF TR	107,230	$11.62M	7.3%	$108.35	$112.85	-4.0%	25YR+ ZERO U S	72201R882
DURA	VANECK ETF TRUST	371,872	$11.23M	7.0%	$30.19	$31.52	-4.2%	MRNGSTR DURA DIV	92189H102
SPD	SIMPLIFY EXCHANGE TRADED FUN	419,910	$11.12M	7.0%	$26.47	$30.82	-14.1%	US EQT PLS DWNSD	82889N202
VEA	VANGUARD TAX-MANAGED INTL FD	255,205	$10.41M	6.5%	$40.80	$44.45	-8.2%	VAN FTSE DEV MKT	921943858
VTV	VANGUARD INDEX FDS	62,212	$8.205M	5.1%	$131.89	$125.56	+5.0%	VALUE ETF	922908744
IWB	ISHARES TR	37,817	$7.857M	4.9%	$207.76	$194.57	+6.8%	RUS 1000 ETF	464287622
IEI	ISHARES TR	64,635	$7.714M	4.8%	$119.35	$125.12	-4.6%	3 7 YR TREAS BD	464288661
MOAT	VANECK ETF TRUST	83,820	$5.342M	3.3%	$63.73	$66.75	-4.5%	MRNGSTR WDE MOAT	92189F643
AAPL	APPLE INC	33,458	$4.574M	2.9%	$136.71	$135.52	-0.9%	COM	037833100
—	PROSHARES TR	209,148	$3.012M	1.9%	$14.40	$14.40	—	SHORT QQQ NEW	74347B714
RWM	PROSHARES TR	113,067	$2.944M	1.8%	$26.04	$24.39	+6.8%	SHRT RUSSELL2000	74348A210
—	PROSHARES TR	184,163	$2.917M	1.8%	$15.84	$15.84	—	ULTSHT FTSE EURO	74348A434
HD	HOME DEPOT INC	6,248	$1.714M	1.1%	$274.33 *	$254.48	-1.4%	COM	437076102
SBUX	STARBUCKS CORP	17,503	$1.337M	0.8%	$76.39 *	$70.38	-0.2%	COM	855244109
MUB	ISHARES TR	11,644	$1.238M	0.8%	$106.32	$111.61	-4.7%	NATIONAL MUN ETF	464288414
STPZ	PIMCO ETF TR	19,846	$1.038M	0.6%	$52.30	$54.72	-4.4%	1-5 US TIP IDX	72201R205
—	LINDE PLC	3,223	$927K	0.6%	$287.62	$287.62	—	SHS	G5494J103
XLI	SELECT SECTOR SPDR TR	10,356	$904K	0.6%	$87.29	$75.35	+15.9%	SBI INT-INDS	81369Y704
MSFT	MICROSOFT CORP	3,192	$820K	0.5%	$256.89 *	$165.19	+51.1%	COM	594918104
SPY	SPDR S&P 500 ETF TR	1,647	$621K	0.4%	$377.05	$418.64	-9.9%	TR UNIT	78462F103
MINT	PIMCO ETF TR	5,226	$518K	0.3%	$99.12	$99.61	-0.5%	ENHAN SHRT MA AC	72201R833
QQQ	INVESCO QQQ TR	1,696	$475K	0.3%	$280.07	$310.32	-9.7%	UNIT SER 1	46090E103
AMZN	AMAZON COM INC	4,329	$460K	0.3%	$106.26	$124.27	-14.5%	COM	023135106
AYI	ACUITY BRANDS INC	2,901	$447K	0.3%	$154.08	$167.88	-9.1%	COM	00508Y102
TFC	TRUIST FINL CORP	9,355	$444K	0.3%	$47.46 *	$40.78	-3.4%	COM	89832Q109
TMO	THERMO FISHER SCIENTIFIC INC	808	$439K	0.3%	$543.32	$568.16	-5.3%	COM	883556102
IGSB	ISHARES TR	8,681	$439K	0.3%	$50.57	$50.91	-0.7%	ISHS 1-5YR INVS	464288646
KO	COCA COLA CO	6,321	$398K	0.2%	$62.96 *	$56.76	-0.2%	COM	191216100
TOTL	SSGA ACTIVE ETF TR	8,499	$358K	0.2%	$42.12	$43.08	-2.1%	SPDR TR TACTIC	78467V848
IEF	ISHARES TR	3,191	$326K	0.2%	$102.16	$112.06	-8.7%	7-10 YR TRSY BD	464287440
HON	HONEYWELL INTL INC	1,672	$291K	0.2%	$174.04 *	$166.30	-8.6%	COM	438516106
CVX	CHEVRON CORP NEW	1,550	$224K	0.1%	$144.52 *	$122.75	+2.3%	COM	166764100
MCK	MCKESSON CORP	628	$205K	0.1%	$326.43	$314.09	+2.1%	COM	58155Q103
T	AT&T INC	9,562	$200K	0.1%	$20.92 *	$16.30	+5.3%	COM	00206R102
PSEC	PROSPECT CAP CORP	12,327	$86,000	0.1%	$6.98 *	$4.69	-7.3%	COM	74348T102
CRON	CRONOS GROUP INC	10,580	$30,000	0.0%	$2.84	$3.12	-9.5%	COM	22717L101