Ferguson Shapiro LLC Quant / Systematic

Location: Decatur, GA

CIK: 0001767433 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 6, 2023

Total Value: $140M (100.0% shares, 0.0% debt)

Holdings (35)

BOND PIMCO ETF TR 18.1%

Value $25.29M Shares 279,503 Share Price $90.48 Est. Cost/Share $89.97 Unrealized @ Report Date +0.6%

RWM PROSHARES TR 9.7%

Value $13.58M Shares 551,844 Share Price $24.60 Est. Cost/Share $24.31 Unrealized @ Report Date +1.2%

IDEV ISHARES TR 8.4%

Value $11.67M Shares 208,477 Share Price $55.98 Est. Cost/Share $53.79 Unrealized @ Report Date +4.1%

DURA VANECK ETF TRUST 8.0%

Value $11.21M Shares 351,723 Share Price $31.88 Est. Cost/Share $31.51 Unrealized @ Report Date +1.2%

TLT ISHARES TR 7.1%

Value $9.909M Shares 99,532 Share Price $99.56 Est. Cost/Share $117.15 Unrealized @ Report Date -15.0%

— PROSHARES TR 6.6%

Value $9.235M Shares 627,396 Share Price $14.72 Est. Cost/Share $14.66 Unrealized @ Report Date —

— PROSHARES TR 6.4%

Value $8.933M Shares 745,000 Share Price $11.99 Est. Cost/Share $11.99 Unrealized @ Report Date —

IWB ISHARES TR 6.3%

Value $8.824M Shares 41,916 Share Price $210.52 Est. Cost/Share $196.36 Unrealized @ Report Date +7.2%

IEI ISHARES TR 4.1%

Value $5.69M Shares 49,525 Share Price $114.89 Est. Cost/Share $124.33 Unrealized @ Report Date -7.6%

MOAT VANECK ETF TRUST 4.0%

Value $5.654M Shares 87,101 Share Price $64.91 Est. Cost/Share $66.67 Unrealized @ Report Date -2.6%

XLU SELECT SECTOR SPDR TR 3.4%

Value $4.7M Shares 66,661 Share Price $70.50 * Est. Cost/Share $36.55 Unrealized @ Report Date -3.6%

AAPL APPLE INC 3.1%

Value $4.387M Shares 33,768 Share Price $129.93 Est. Cost/Share $135.65 Unrealized @ Report Date -5.6%

HD HOME DEPOT INC 3.0%

Value $4.179M Shares 13,230 Share Price $315.87 * Est. Cost/Share $263.03 Unrealized @ Report Date +11.3%

EDV VANGUARD WORLD FD 2.9%

Value $4.064M Shares 49,065 Share Price $82.83 Est. Cost/Share $97.31 Unrealized @ Report Date -14.9%

MUB ISHARES TR 1.4%

Value $1.981M Shares 18,769 Share Price $105.52 Est. Cost/Share $109.51 Unrealized @ Report Date -3.6%

SBUX STARBUCKS CORP 1.3%

Value $1.813M Shares 18,278 Share Price $99.20 * Est. Cost/Share $70.95 Unrealized @ Report Date +30.0%

MINT PIMCO ETF TR 0.9%

Value $1.219M Shares 12,356 Share Price $98.65 Est. Cost/Share $99.19 Unrealized @ Report Date -0.5%

— LINDE PLC 0.8%

Value $1.055M Shares 3,235 Share Price $326.18 Est. Cost/Share $287.62 Unrealized @ Report Date —

MSFT MICROSOFT CORP 0.6%

Value $811K Shares 3,383 Share Price $239.82 * Est. Cost/Share $169.41 Unrealized @ Report Date +38.3%

SPY SPDR S&P 500 ETF TR 0.5%

Value $723K Shares 1,891 Share Price $382.40 Est. Cost/Share $411.92 Unrealized @ Report Date -7.2%

KO COCA COLA CO 0.4%

Value $565K Shares 8,884 Share Price $63.61 * Est. Cost/Share $56.37 Unrealized @ Report Date +3.1%

AYI ACUITY BRANDS INC 0.3%

Value $481K Shares 2,901 Share Price $165.64 Est. Cost/Share $167.88 Unrealized @ Report Date -2.2%

TMO THERMO FISHER SCIENTIFIC INC 0.3%

Value $445K Shares 808 Share Price $550.74 Est. Cost/Share $568.16 Unrealized @ Report Date -3.9%

TFC TRUIST FINL CORP 0.3%

Value $403K Shares 9,355 Share Price $43.03 * Est. Cost/Share $40.78 Unrealized @ Report Date -10.4%

IGSB ISHARES TR 0.3%

Value $384K Shares 7,704 Share Price $49.82 Est. Cost/Share $50.70 Unrealized @ Report Date -1.7%

AMZN AMAZON COM INC 0.3%

Value $381K Shares 4,530 Share Price $84.01 Est. Cost/Share $124.58 Unrealized @ Report Date -32.6%

HON HONEYWELL INTL INC 0.3%

Value $358K Shares 1,672 Share Price $214.30 * Est. Cost/Share $166.30 Unrealized @ Report Date +13.9%

TOTL SSGA ACTIVE ETF TR 0.2%

Value $322K Shares 8,054 Share Price $40.04 Est. Cost/Share $42.48 Unrealized @ Report Date -5.7%

AAPD DIREXION SHS ETF TR 0.2%

Value $308K Shares 10,200 Share Price $30.23 Est. Cost/Share $29.64 Unrealized @ Report Date —

CVX CHEVRON CORP NEW 0.2%

Value $279K Shares 1,555 Share Price $179.47 * Est. Cost/Share $122.75 Unrealized @ Report Date +28.9%

PFE PFIZER INC 0.2%

Value $274K Shares 5,351 Share Price $51.24 * Est. Cost/Share $40.41 Unrealized @ Report Date +6.6%

MCK MCKESSON CORP 0.2%

Value $236K Shares 628 Share Price $375.38 Est. Cost/Share $314.09 Unrealized @ Report Date +17.7%

T AT&T INC 0.2%

Value $214K Shares 11,638 Share Price $18.41 * Est. Cost/Share $15.94 Unrealized @ Report Date -2.5%

— PROSHARES TR 0.1%

Value $150K Shares 11,711 Share Price $12.77 Est. Cost/Share $15.84 Unrealized @ Report Date —

CRON CRONOS GROUP INC 0.0%

Value $26,467 Shares 10,420 Share Price $2.54 Est. Cost/Share $3.10 Unrealized @ Report Date -18.0%

Ticker	Issuer	Shares	Value	%	Share Price	Est. Cost/Share	Unrealized @ Report Date	Class	CUSIP
BOND	PIMCO ETF TR	279,503	$25.29M	18.1%	$90.48	$89.97	+0.6%	ACTIVE BD ETF	72201R775
RWM	PROSHARES TR	551,844	$13.58M	9.7%	$24.60	$24.31	+1.2%	SHRT RUSSELL2000	74348A210
IDEV	ISHARES TR	208,477	$11.67M	8.4%	$55.98	$53.79	+4.1%	CORE MSCI INTL	46435G326
DURA	VANECK ETF TRUST	351,723	$11.21M	8.0%	$31.88	$31.51	+1.2%	DURABLE HGH DIV	92189H102
TLT	ISHARES TR	99,532	$9.909M	7.1%	$99.56	$117.15	-15.0%	20 YR TR BD ETF	464287432
—	PROSHARES TR	627,396	$9.235M	6.6%	$14.72	$14.66	—	SHORT QQQ NEW	74347B714
—	PROSHARES TR	745,000	$8.933M	6.4%	$11.99	$11.99	—	ULSH MSCIEAF NEW	74348A475
IWB	ISHARES TR	41,916	$8.824M	6.3%	$210.52	$196.36	+7.2%	RUS 1000 ETF	464287622
IEI	ISHARES TR	49,525	$5.69M	4.1%	$114.89	$124.33	-7.6%	3 7 YR TREAS BD	464288661
MOAT	VANECK ETF TRUST	87,101	$5.654M	4.0%	$64.91	$66.67	-2.6%	MRNGSTR WDE MOAT	92189F643
XLU	SELECT SECTOR SPDR TR	66,661	$4.7M	3.4%	$70.50 *	$36.55	-3.6%	SBI INT-UTILS	81369Y886
AAPL	APPLE INC	33,768	$4.387M	3.1%	$129.93	$135.65	-5.6%	COM	037833100
HD	HOME DEPOT INC	13,230	$4.179M	3.0%	$315.87 *	$263.03	+11.3%	COM	437076102
EDV	VANGUARD WORLD FD	49,065	$4.064M	2.9%	$82.83	$97.31	-14.9%	EXTENDED DUR	921910709
MUB	ISHARES TR	18,769	$1.981M	1.4%	$105.52	$109.51	-3.6%	NATIONAL MUN ETF	464288414
SBUX	STARBUCKS CORP	18,278	$1.813M	1.3%	$99.20 *	$70.95	+30.0%	COM	855244109
MINT	PIMCO ETF TR	12,356	$1.219M	0.9%	$98.65	$99.19	-0.5%	ENHAN SHRT MA AC	72201R833
—	LINDE PLC	3,235	$1.055M	0.8%	$326.18	$287.62	—	SHS	G5494J103
MSFT	MICROSOFT CORP	3,383	$811K	0.6%	$239.82 *	$169.41	+38.3%	COM	594918104
SPY	SPDR S&P 500 ETF TR	1,891	$723K	0.5%	$382.40	$411.92	-7.2%	TR UNIT	78462F103
KO	COCA COLA CO	8,884	$565K	0.4%	$63.61 *	$56.37	+3.1%	COM	191216100
AYI	ACUITY BRANDS INC	2,901	$481K	0.3%	$165.64	$167.88	-2.2%	COM	00508Y102
TMO	THERMO FISHER SCIENTIFIC INC	808	$445K	0.3%	$550.74	$568.16	-3.9%	COM	883556102
TFC	TRUIST FINL CORP	9,355	$403K	0.3%	$43.03 *	$40.78	-10.4%	COM	89832Q109
IGSB	ISHARES TR	7,704	$384K	0.3%	$49.82	$50.70	-1.7%	ISHS 1-5YR INVS	464288646
AMZN	AMAZON COM INC	4,530	$381K	0.3%	$84.01	$124.58	-32.6%	COM	023135106
HON	HONEYWELL INTL INC	1,672	$358K	0.3%	$214.30 *	$166.30	+13.9%	COM	438516106
TOTL	SSGA ACTIVE ETF TR	8,054	$322K	0.2%	$40.04	$42.48	-5.7%	SPDR TR TACTIC	78467V848
AAPD	DIREXION SHS ETF TR	10,200	$308K	0.2%	$30.23	$29.64	—	DLY AAPL BEAR 1X	25461A304
CVX	CHEVRON CORP NEW	1,555	$279K	0.2%	$179.47 *	$122.75	+28.9%	COM	166764100
PFE	PFIZER INC	5,351	$274K	0.2%	$51.24 *	$40.41	+6.6%	COM	717081103
MCK	MCKESSON CORP	628	$236K	0.2%	$375.38	$314.09	+17.7%	COM	58155Q103
T	AT&T INC	11,638	$214K	0.2%	$18.41 *	$15.94	-2.5%	COM	00206R102
—	PROSHARES TR	11,711	$150K	0.1%	$12.77	$15.84	—	ULTSHT FTSE EURO	74348A434
CRON	CRONOS GROUP INC	10,420	$26,467	0.0%	$2.54	$3.10	-18.0%	COM	22717L101