Ferguson Shapiro LLC Quant / Systematic

CIK: 0001767433 · Show all filings

Period: Q4 2022 (← Previous) (Next →)

Filing Date: Feb 6, 2023

Total Value ($000): $139,753 (100.0% shares, 0.0% debt)

Holdings (35)

BOND PIMCO ETF TR 18.1%

Value ($000) $25,289 Shares 279,503 Est. Cost $90.48 Unrealized —

RWM PROSHARES TR 9.7%

Value ($000) $13,575 Shares 551,844 Est. Cost $25.16 Unrealized —

IDEV ISHARES TR 8.4%

Value ($000) $11,671 Shares 208,477 Est. Cost $48.68 Unrealized —

DURA VANECK ETF TRUST 8.0%

Value ($000) $11,214 Shares 351,723 Est. Cost $30.21 Unrealized —

TLT ISHARES TR 7.1%

Value ($000) $9,909 Shares 99,532 Est. Cost $112.60 Unrealized —

— PROSHARES TR 6.6%

Value ($000) $9,235 Shares 627,396 Est. Cost $14.66 Unrealized —

— PROSHARES TR 6.4%

Value ($000) $8,933 Shares 745,000 Est. Cost $11.99 Unrealized —

IWB ISHARES TR 6.3%

Value ($000) $8,824 Shares 41,916 Est. Cost $202.53 Unrealized —

IEI ISHARES TR 4.1%

Value ($000) $5,690 Shares 49,525 Est. Cost $122.08 Unrealized —

MOAT VANECK ETF TRUST 4.0%

Value ($000) $5,654 Shares 87,101 Est. Cost $69.62 Unrealized —

XLU SELECT SECTOR SPDR TR 3.4%

Value ($000) $4,700 Shares 66,661 Est. Cost $65.68 Unrealized —

AAPL APPLE INC 3.1%

Value ($000) $4,387 Shares 33,768 Est. Cost $135.65 Unrealized +3.7%

HD HOME DEPOT INC 3.0%

Value ($000) $4,179 Shares 13,230 Est. Cost $263.03 Unrealized +6.9%

EDV VANGUARD WORLD FD 2.9%

Value ($000) $4,064 Shares 49,065 Est. Cost $86.71 Unrealized —

MUB ISHARES TR 1.4%

Value ($000) $1,981 Shares 18,769 Est. Cost $106.70 Unrealized —

SBUX STARBUCKS CORP 1.3%

Value ($000) $1,813 Shares 18,278 Est. Cost $70.95 Unrealized +23.4%

MINT PIMCO ETF TR 0.9%

Value ($000) $1,219 Shares 12,356 Est. Cost $98.89 Unrealized —

— LINDE PLC 0.8%

Value ($000) $1,055 Shares 3,235 Est. Cost $287.62 Unrealized —

MSFT MICROSOFT CORP 0.6%

Value ($000) $811 Shares 3,383 Est. Cost $169.41 Unrealized +38.2%

SPY SPDR S&P 500 ETF TR 0.5%

Value ($000) $723 Shares 1,891 Est. Cost $406.88 Unrealized —

KO COCA COLA CO 0.4%

Value ($000) $565 Shares 8,884 Est. Cost $56.37 Unrealized -2.6%

AYI ACUITY BRANDS INC 0.3%

Value ($000) $481 Shares 2,901 Est. Cost $167.88 Unrealized +4.9%

TMO THERMO FISHER SCIENTIFIC INC 0.3%

Value ($000) $445 Shares 808 Est. Cost $568.16 Unrealized -7.6%

TFC TRUIST FINL CORP 0.3%

Value ($000) $403 Shares 9,355 Est. Cost $40.78 Unrealized -9.1%

IGSB ISHARES TR 0.3%

Value ($000) $384 Shares 7,704 Est. Cost $49.95 Unrealized —

AMZN AMAZON COM INC 0.3%

Value ($000) $381 Shares 4,530 Est. Cost $124.58 Unrealized -20.7%

HON HONEYWELL INTL INC 0.3%

Value ($000) $358 Shares 1,672 Est. Cost $166.30 Unrealized +7.5%

TOTL SSGA ACTIVE ETF TR 0.2%

Value ($000) $322 Shares 8,054 Est. Cost $41.00 Unrealized —

AAPD DIREXION SHS ETF TR 0.2%

Value ($000) $308 Shares 10,200 Est. Cost $29.64 Unrealized —

CVX CHEVRON CORP NEW 0.2%

Value ($000) $279 Shares 1,555 Est. Cost $122.75 Unrealized +24.8%

PFE PFIZER INC 0.2%

Value ($000) $274 Shares 5,351 Est. Cost $40.41 Unrealized -0.5%

MCK MCKESSON CORP 0.2%

Value ($000) $236 Shares 628 Est. Cost $314.09 Unrealized +16.9%

T AT&T INC 0.2%

Value ($000) $214 Shares 11,638 Est. Cost $15.94 Unrealized -5.2%

— PROSHARES TR 0.1%

Value ($000) $150 Shares 11,711 Est. Cost $15.84 Unrealized —

CRON CRONOS GROUP INC 0.0%

Value ($000) $26 Shares 10,420 Est. Cost $3.10 Unrealized -5.4%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BOND	PIMCO ETF TR	279,503	$25,289	18.1%	$90.48	—	ACTIVE BD ETF	72201R775
RWM	PROSHARES TR	551,844	$13,575	9.7%	$25.16	—	SHRT RUSSELL2000	74348A210
IDEV	ISHARES TR	208,477	$11,671	8.4%	$48.68	—	CORE MSCI INTL	46435G326
DURA	VANECK ETF TRUST	351,723	$11,214	8.0%	$30.21	—	DURABLE HGH DIV	92189H102
TLT	ISHARES TR	99,532	$9,909	7.1%	$112.60	—	20 YR TR BD ETF	464287432
—	PROSHARES TR	627,396	$9,235	6.6%	$14.66	—	SHORT QQQ NEW	74347B714
—	PROSHARES TR	745,000	$8,933	6.4%	$11.99	—	ULSH MSCIEAF NEW	74348A475
IWB	ISHARES TR	41,916	$8,824	6.3%	$202.53	—	RUS 1000 ETF	464287622
IEI	ISHARES TR	49,525	$5,690	4.1%	$122.08	—	3 7 YR TREAS BD	464288661
MOAT	VANECK ETF TRUST	87,101	$5,654	4.0%	$69.62	—	MRNGSTR WDE MOAT	92189F643
XLU	SELECT SECTOR SPDR TR	66,661	$4,700	3.4%	$65.68	—	SBI INT-UTILS	81369Y886
AAPL	APPLE INC	33,768	$4,387	3.1%	$135.65	+3.7%	COM	037833100
HD	HOME DEPOT INC	13,230	$4,179	3.0%	$263.03	+6.9%	COM	437076102
EDV	VANGUARD WORLD FD	49,065	$4,064	2.9%	$86.71	—	EXTENDED DUR	921910709
MUB	ISHARES TR	18,769	$1,981	1.4%	$106.70	—	NATIONAL MUN ETF	464288414
SBUX	STARBUCKS CORP	18,278	$1,813	1.3%	$70.95	+23.4%	COM	855244109
MINT	PIMCO ETF TR	12,356	$1,219	0.9%	$98.89	—	ENHAN SHRT MA AC	72201R833
—	LINDE PLC	3,235	$1,055	0.8%	$287.62	—	SHS	G5494J103
MSFT	MICROSOFT CORP	3,383	$811	0.6%	$169.41	+38.2%	COM	594918104
SPY	SPDR S&P 500 ETF TR	1,891	$723	0.5%	$406.88	—	TR UNIT	78462F103
KO	COCA COLA CO	8,884	$565	0.4%	$56.37	-2.6%	COM	191216100
AYI	ACUITY BRANDS INC	2,901	$481	0.3%	$167.88	+4.9%	COM	00508Y102
TMO	THERMO FISHER SCIENTIFIC INC	808	$445	0.3%	$568.16	-7.6%	COM	883556102
TFC	TRUIST FINL CORP	9,355	$403	0.3%	$40.78	-9.1%	COM	89832Q109
IGSB	ISHARES TR	7,704	$384	0.3%	$49.95	—	ISHS 1-5YR INVS	464288646
AMZN	AMAZON COM INC	4,530	$381	0.3%	$124.58	-20.7%	COM	023135106
HON	HONEYWELL INTL INC	1,672	$358	0.3%	$166.30	+7.5%	COM	438516106
TOTL	SSGA ACTIVE ETF TR	8,054	$322	0.2%	$41.00	—	SPDR TR TACTIC	78467V848
AAPD	DIREXION SHS ETF TR	10,200	$308	0.2%	$29.64	—	DLY AAPL BEAR 1X	25461A304
CVX	CHEVRON CORP NEW	1,555	$279	0.2%	$122.75	+24.8%	COM	166764100
PFE	PFIZER INC	5,351	$274	0.2%	$40.41	-0.5%	COM	717081103
MCK	MCKESSON CORP	628	$236	0.2%	$314.09	+16.9%	COM	58155Q103
T	AT&T INC	11,638	$214	0.2%	$15.94	-5.2%	COM	00206R102
—	PROSHARES TR	11,711	$150	0.1%	$15.84	—	ULTSHT FTSE EURO	74348A434
CRON	CRONOS GROUP INC	10,420	$26	0.0%	$3.10	-5.4%	COM	22717L101