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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
-8.8%
1 Year Est. Return
+13.09%
3 Year Est. Return
+39.59%
5 Year Est. Return
+27.86%
10 Year Est. Return
–
AUM
$160M
AUM Growth
-$44.1M
(-22%)
Cap. Flow
-$30.8M
Cap. Flow
% of AUM
-19.25%
Top 10 Holdings %
Top 10 Hldgs %
79.52%
Holding
50
New
19
Increased
12
Reduced
4
Closed
11
Avg Time Held
0.6
years
Top 10 Avg Time Held
0.4
years
Top 20 Avg Time Held
0.3
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$14.5M |
| 2 |
iShares 1-3 Year Treasury Bond ETF
SHY
|
+$13.7M |
| 3 |
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
|
+$11.9M |
| 4 |
VanEck Durable High Dividend ETF
DURA
|
+$11.7M |
| 5 |
Vanguard FTSE Developed Markets ETF
VEA
|
+$11.3M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
EAFD
Simplify Developed Ex-US PLUS Downside Convexity ETF
EAFD
|
+$20M |
| 2 |
Vanguard World Funds Extended Duration ETF
EDV
|
+$16.1M |
| 3 |
Simplify Intermediate Term Treasury Futures Strategy ETF
TYA
|
+$15M |
| 4 |
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
|
+$14.8M |
| 5 |
iShares Russell 1000 ETF
IWB
|
+$10.6M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 92.12% |
| 2 | Technology | 3.37% |
| 3 | Consumer Discretionary | 2.2% |
| 4 | Materials | 0.58% |
| 5 | Industrials | 0.46% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
26
Amazon
AMZN
$2.72T
| $460K | 0.29% |
4,329
+229
| +6% | +$28.7K |
2019 Q4
10 quarters
|
|
27
Acuity Brands
AYI
$9.01B
| $447K | 0.28% |
+2,901
| New | +$492K |
2022 Q2
0 quarters
|
|
28
Truist Financial
TFC
$56.7B
| $444K | 0.28% |
+9,355
| New | +$461K |
2022 Q2
0 quarters
|
|
29
iShares 1-5 Year Investment Grade Corporate Bond ETF
IGSB
$23.4B
| $439K | 0.27% |
+8,681
| New | +$442K |
2022 Q2
0 quarters
|
|
30
Thermo Fisher Scientific
TMO
$256B
| $439K | 0.27% |
808
| – | – |
2022 Q1
1 quarter
|
|
31
Coca-Cola
KO
$399B
| $398K | 0.25% |
+6,321
| New | +$401K |
2022 Q2
0 quarters
|
|
32
State Street DoubleLine Total Return Tactical ETF
TOTL
$3.67B
| $358K | 0.22% |
+8,499
| New | +$366K |
2022 Q2
0 quarters
|
|
33
iShares 7-10 Year Treasury Bond ETF
IEF
$41.7B
| $326K | 0.2% |
3,191
+761
| +31% | +$78.1K |
2021 Q2
4 quarters
|
|
34
Honeywell
HON
$65.8B
| $291K | 0.18% |
+1,774
| New | +$319K |
2022 Q2
0 quarters
|
|
35
Chevron
CVX
$433B
| $224K | 0.14% |
1,550
| – | – |
2022 Q1
1 quarter
|
|
36
McKesson
MCK
$116B
| $205K | 0.13% |
+628
| New | +$201K |
2022 Q2
0 quarters
|
|
37
AT&T
T
$162B
| $200K | 0.13% |
+9,562
| New | +$191K |
2022 Q2
0 quarters
|
|
38
Prospect Capital
PSEC
$875M
| $86K | 0.05% |
12,327
| – | – |
2021 Q2
4 quarters
|
|
39
Cronos Group
CRON
$1.19B
| $30K | 0.02% |
+10,580
| New | +$33K |
2022 Q2
0 quarters
|
|
40
Quadratic Deflation ETF
BNDD
$13.1M
| – | – |
-46,974
| Closed | -$9.63M | – |
|
|
41
Vanguard World Funds Extended Duration ETF
EDV
$3.75B
| – | – |
-132,239
| Closed | -$16.1M | – |
|
42
iShares Fallen Angels USD Bond ETF
FALN
$1.58B
| – | – |
-381,697
| Closed | -$10.6M | – |
|
43
iShares MSCI USA Quality Factor ETF
QUAL
$48.9B
| – | – |
-2,774
| Closed | -$373K | – |
|
44
Invesco S&P 500 Low Volatility ETF
SPLV
$7.19B
| – | – |
-100,270
| Closed | -$6.73M | – |
|
|
45
State Street SPDR Portfolio Long Term Treasury ETF
SPTL
$11.3B
| – | – |
-390,104
| Closed | -$14.8M | – |
|
|
46
Simplify Intermediate Term Treasury Futures Strategy ETF
TYA
$43.1M
| – | – |
-745,043
| Closed | -$15M | – |
|
47
Vanguard Long-Term Treasury ETF
VGLT
$10.7B
| – | – |
-5,248
| Closed | -$422K | – |
|
48
Vanguard Morningstar Mid-Cap ETF
VO
$106B
| – | – |
-16,200
| Closed | -$963K | – |
|
|
EAFD
49
DELISTED
Simplify Developed Ex-US PLUS Downside Convexity ETF
EAFD
| – | – |
-863,009
| Closed | -$20M | – |
|
50
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
| – | – |
-51,124
| Closed | -$4.79M | – |
|
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NAMM
Ferguson Shapiro's Q2 2022 Portfolio in Review
As of Q2 2022, Ferguson Shapiro held 50 positions worth $160M, down 22% from $204M the previous quarter. Its ten largest holdings account for 80% of the portfolio.
Ferguson Shapiro withdrew a net $30.8M in Q2 2022, closing 11 positions and reducing 4 holdings. Its most notable exit was Simplify Developed Ex-US PLUS Downside Convexity ETF, an estimated $20M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 92% of assets, down from 98% a quarter earlier, followed by Technology and Consumer Discretionary.
Against the trend, Ferguson Shapiro opened a new position in iShares 1-3 Year Treasury Bond ETF worth $13.6M.
- Ferguson Shapiro's largest Q2 2022 buy was iShares 1-3 Year Treasury Bond ETF: 164,728 shares worth $13.6M.
- Ferguson Shapiro added most to iShares 20+ Year Treasury Bond ETF in Q2 2022, an estimated $14.5M increase.
- Ferguson Shapiro's biggest Q2 2022 reduction was iShares Russell 1000 ETF, cutting an estimated $10.6M.
- Ferguson Shapiro fully exited Simplify Developed Ex-US PLUS Downside Convexity ETF in Q2 2022, selling an estimated $20M.
- Ferguson Shapiro's ten largest holdings make up 80% of its $160M portfolio in Q2 2022.
- Ferguson Shapiro opened 19 new positions and closed 11 in Q2 2022.
- Ferguson Shapiro's portfolio value fell 22% quarter-over-quarter to $160M.
Based on Ferguson Shapiro's 13F filing for Q2 2022, filed 3 Aug 2022.