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FS
Ferguson Shapiro Portfolio holdings
AUM
$342M
Turnover
42.34%
1-Year Est. Return
13.09%
This Fund
S&P 500
This Quarter
Est. Return
+6.46%
1 Year Est. Return
+13.09%
3 Year Est. Return
+39.59%
5 Year Est. Return
+27.86%
10 Year Est. Return
–
AUM
$185M
AUM Growth
+$14.7M
(+8.6%)
Cap. Flow
+$2.95M
Cap. Flow
% of AUM
1.59%
Top 10 Holdings %
Top 10 Hldgs %
71.53%
Holding
38
New
6
Increased
12
Reduced
10
Closed
6
Avg Time Held Equity + Options
0.7
years
Top 10 Avg Time Held Equity + Options
0.5
years
Top 20 Avg Time Held Equity + Options
0.5
years
Avg Time Held Equity only
0.8
years
Top 10 Avg Time Held Equity only
0.5
years
Top 20 Avg Time Held Equity only
0.5
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Simplify Intermediate Term Treasury Futures Strategy ETF
TYA
|
+$15.9M |
| 2 |
VanEck Fallen Angel High Yield Bond ETF
ANGL
|
+$5.65M |
| 3 |
Quadratic Deflation ETF
BNDD
|
+$2.81M |
| 4 |
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
|
+$1.85M |
| 5 |
Simplify US Equity PLUS Downside Convexity ETF
SPD
|
+$1.44M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 7-10 Year Treasury Bond ETF
IEF
|
+$14.3M |
| 2 |
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
|
+$5.17M |
| 3 |
Vanguard Emerging Markets Government Bond ETF
VWOB
|
+$2.73M |
| 4 |
Amplify Online Retail ETF
IBUY
|
+$2.58M |
| 5 |
iShares Russell 1000 ETF
IWB
|
+$1.33M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 97.52% |
| 2 | Technology | 1.4% |
| 3 | Consumer Discretionary | 0.91% |
| 4 | Communication Services | 0.11% |
| 5 | Financials | 0.06% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
State Street SPDR Portfolio Developed World ex-US ETF
SPDW
$40.4B
| $691K | 0.37% |
18,947
-1,148
| -6% | -$42.2K |
2021 Q1
3 quarters
|
|
27
Amazon
AMZN
$2.74T
| $664K | 0.36% |
3,980
| – | – |
2019 Q4
8 quarters
|
|
28
Simplify US Equity PLUS Convexity ETF
SPYC
$82.1M
| $454K | 0.24% |
+13,158
| New | +$436K |
2021 Q4
0 quarters
|
|
29
PUT
Home Depot
HD
$306B
| $400K | 0.22% |
+1,100
| New | +$419K |
2021 Q4
0 quarters
|
|
|
30
iShares 7-10 Year Treasury Bond ETF
IEF
$41.7B
| $279K | 0.15% |
2,430
-124,760
| -98% | -$14.3M |
2021 Q2
2 quarters
|
|
31
Walt Disney
DIS
$192B
| $210K | 0.11% |
1,359
| – | – |
2020 Q4
4 quarters
|
|
32
Prospect Capital
PSEC
$870M
| $104K | 0.06% |
12,327
| – | – |
2021 Q2
2 quarters
|
|
33
iShares MSCI Emerging Markets ETF
EEM
$29.5B
| – | – |
-5,110
| Closed | -$257K | – |
|
|
34
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.9B
| – | – |
-59,096
| Closed | -$5.17M | – |
|
|
35
Amplify Online Retail ETF
IBUY
$128M
| – | – |
-23,576
| Closed | -$2.58M | – |
|
36
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
| – | – |
-3,911
| Closed | -$214K | – |
|
37
CALL
iShares 20+ Year Treasury Bond ETF
TLT
$49.8B
| – | – |
-700
| Closed | -$1K | – |
|
|
38
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.17B
| – | – |
-34,833
| Closed | -$2.73M | – |
|
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Ferguson Shapiro's Q4 2021 Portfolio in Review
As of Q4 2021, Ferguson Shapiro held 38 positions worth $185M, up 8.6% from $171M the previous quarter. Its ten largest holdings account for 72% of the portfolio.
Ferguson Shapiro's Q4 2021 filing shows 6 new, 12 increased, 10 reduced and 6 closed positions. Its largest new stake was Simplify Intermediate Term Treasury Futures Strategy ETF: 642,087 shares worth $15.9M. The largest sale was iShares 7-10 Year Treasury Bond ETF, an estimated $14.3M.
By sector, the portfolio is most concentrated in Miscellaneous at 98% of assets, down from 98% a quarter earlier, followed by Technology and Consumer Discretionary.
- Ferguson Shapiro's largest Q4 2021 buy was Simplify Intermediate Term Treasury Futures Strategy ETF: 642,087 shares worth $15.9M.
- Ferguson Shapiro added most to VanEck Fallen Angel High Yield Bond ETF in Q4 2021, an estimated $5.65M increase.
- Ferguson Shapiro's biggest Q4 2021 reduction was iShares 7-10 Year Treasury Bond ETF, cutting an estimated $14.3M.
- Ferguson Shapiro fully exited iShares iBoxx $ High Yield Corporate Bond ETF in Q4 2021, selling an estimated $5.17M.
- Ferguson Shapiro's ten largest holdings make up 72% of its $185M portfolio in Q4 2021.
- Ferguson Shapiro opened 6 new positions and closed 6 in Q4 2021.
- Ferguson Shapiro's portfolio value rose 8.6% quarter-over-quarter to $185M.
Based on Ferguson Shapiro's 13F filing for Q4 2021, filed 25 Jan 2022.