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
-0.58%
1 Year Est. Return
+13.09%
3 Year Est. Return
+39.59%
5 Year Est. Return
+27.86%
10 Year Est. Return
–
AUM
$171M
AUM Growth
-$511K
(-0.3%)
Cap. Flow
+$2.04M
Cap. Flow
% of AUM
1.19%
Top 10 Holdings %
Top 10 Hldgs %
69.49%
Holding
38
New
9
Increased
10
Reduced
9
Closed
6
Avg Time Held Equity + Options
0.6
years
Top 10 Avg Time Held Equity + Options
0.3
years
Top 20 Avg Time Held Equity + Options
0.5
years
Avg Time Held Equity only
0.6
years
Top 10 Avg Time Held Equity only
0.3
years
Top 20 Avg Time Held Equity only
0.5
years
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Vanguard Long-Term Treasury ETF
VGLT
|
+$15M |
| 2 |
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
|
+$8.23M |
| 3 |
First Trust Water ETF
FIW
|
+$5.87M |
| 4 |
Simplify US Equity Income ETF
SPUC
|
+$5.61M |
| 5 |
Simplify US Equity PLUS Downside Convexity ETF
SPD
|
+$4.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$11.7M |
| 2 |
SPDR Gold Trust
GLD
|
+$10.3M |
| 3 |
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
|
+$9.5M |
| 4 |
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
|
+$5.45M |
| 5 |
iShares Latin America 40 ETF
ILF
|
+$3.77M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 97.71% |
| 2 | Technology | 1.25% |
| 3 | Consumer Discretionary | 0.85% |
| 4 | Communication Services | 0.13% |
| 5 | Financials | 0.06% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
iShares Russell 1000 ETF
IWB
$49B
| $26.6M | 15.58% |
109,981
+1,266
| +1% | +$315K |
2020 Q3
4 quarters
|
|
2
iShares 20+ Year Treasury Bond ETF
TLT
$49B
| $16.5M | 9.65% |
114,147
+3,724
| +3% | +$553K |
2021 Q2
1 quarter
|
|
3
iShares 7-10 Year Treasury Bond ETF
IEF
$41.4B
| $14.7M | 8.59% |
127,190
+29,391
| +30% | +$3.44M |
2021 Q2
1 quarter
|
|
|
4
Vanguard Long-Term Treasury ETF
VGLT
$10.6B
| $14.6M | 8.58% |
+166,918
| New | +$15M |
2021 Q3
0 quarters
|
|
5
Vanguard Morningstar Value ETF
VTV
$189B
| $12.6M | 7.39% |
93,164
+65
| +0.1% | +$9.05K |
2021 Q1
2 quarters
|
|
|
6
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$2.03B
| $7.94M | 4.65% |
+54,502
| New | +$8.23M |
2021 Q3
0 quarters
|
|
|
7
State Street SPDR S&P 500 ETF Trust
SPY
$813B
| $7.22M | 4.23% |
16,836
-26,626
| -61% | -$11.7M |
2021 Q2
1 quarter
|
|
8
Invesco S&P 500 Low Volatility ETF
SPLV
$7.14B
| $6.55M | 3.84% |
107,592
+1,662
| +2% | +$105K |
2021 Q2
1 quarter
|
|
9
VanEck Morningstar Wide Moat ETF
MOAT
$11.6B
| $6.24M | 3.65% |
85,121
+1,943
| +2% | +$146K |
2021 Q1
2 quarters
|
|
|
10
First Trust Water ETF
FIW
$1.74B
| $5.7M | 3.34% |
+66,976
| New | +$5.87M |
2021 Q3
0 quarters
|
|
11
iShares MSCI USA Quality Factor ETF
QUAL
$48.7B
| $5.7M | 3.34% |
43,270
+362
| +0.8% | +$49.8K |
2020 Q3
4 quarters
|
|
12
VanEck Fallen Angel High Yield Bond ETF
ANGL
$3B
| $5.61M | 3.29% |
169,727
+3,865
| +2% | +$128K |
2020 Q2
5 quarters
|
|
|
13
Simplify US Equity Income ETF
SPUC
$258M
| $5.42M | 3.17% |
+172,979
| New | +$5.61M |
2021 Q3
0 quarters
|
|
14
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$17.8B
| $5.17M | 3.03% |
59,096
-7,153
| -11% | -$627K |
2020 Q4
3 quarters
|
|
15
State Street Energy Select Sector SPDR ETF
XLE
$43.5B
| $4.92M | 2.88% |
188,906
-2,032
| -1% | -$50.3K |
2020 Q4
3 quarters
|
|
|
16
DELISTED
SPDR S&P 600 Small Cap ETF (based on S&P SmallCap 600 Index--symbol SML)
SLY
| $4.8M | 2.81% |
50,679
-99,694
| -66% | -$9.5M |
2020 Q4
3 quarters
|
|
|
17
Simplify US Equity PLUS Downside Convexity ETF
SPD
$101M
| $4.58M | 2.69% |
+150,597
| New | +$4.7M |
2021 Q3
0 quarters
|
|
18
Vanguard Emerging Markets Government Bond ETF
VWOB
$6.13B
| $2.73M | 1.6% |
34,833
-659
| -2% | -$52.5K |
2021 Q1
2 quarters
|
|
|
QQC
19
DELISTED
Simplify Exchange Traded Funds Simplify Nasdaq 100 PLUS Convexity ETF
QQC
| $2.67M | 1.56% |
+90,339
| New | +$2.78M |
2021 Q3
0 quarters
|
|
20
Amplify Online Retail ETF
IBUY
$124M
| $2.58M | 1.51% |
23,576
-347
| -1% | -$41.1K |
2020 Q3
4 quarters
|
|
21
iShares 3-7 Year Treasury Bond ETF
IEI
$16.9B
| $1.69M | 0.99% |
+12,961
| New | +$1.7M |
2021 Q3
0 quarters
|
|
22
Apple
AAPL
$5.01T
| $1.38M | 0.81% |
9,776
+2
| +0% | +$294 |
2019 Q4
7 quarters
|
|
23
State Street Industrial Select Sector SPDR ETF
XLI
$30.5B
| $1.09M | 0.64% |
11,152
-6,288
| -36% | -$646K |
2020 Q3
4 quarters
|
|
24
Home Depot
HD
$295B
| $804K | 0.47% |
2,449
| – | – |
2019 Q4
7 quarters
|
|
25
Microsoft
MSFT
$3.96T
| $749K | 0.44% |
2,657
+2
| +0.1% | +$582 |
2019 Q4
7 quarters
|
|
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NAMM
Ferguson Shapiro's Q3 2021 Portfolio in Review
As of Q3 2021, Ferguson Shapiro held 38 positions worth $171M, down 0.3% from $171M the previous quarter. Its ten largest holdings account for 69% of the portfolio.
Ferguson Shapiro's Q3 2021 filing shows 9 new, 10 increased, 9 reduced and 6 closed positions. Its largest new stake was Vanguard Long-Term Treasury ETF: 166,918 shares worth $14.6M. The largest sale was State Street SPDR S&P 500 ETF Trust, an estimated $11.7M.
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 Q3 2021 buy was Vanguard Long-Term Treasury ETF: 166,918 shares worth $14.6M.
- Ferguson Shapiro added most to iShares 7-10 Year Treasury Bond ETF in Q3 2021, an estimated $3.44M increase.
- Ferguson Shapiro's biggest Q3 2021 reduction was State Street SPDR S&P 500 ETF Trust, cutting an estimated $11.7M.
- Ferguson Shapiro fully exited SPDR Gold Trust in Q3 2021, selling an estimated $10.3M.
- Ferguson Shapiro's ten largest holdings make up 69% of its $171M portfolio in Q3 2021.
- Ferguson Shapiro opened 9 new positions and closed 6 in Q3 2021.
- Ferguson Shapiro's portfolio value fell 0.3% quarter-over-quarter to $171M.
Based on Ferguson Shapiro's 13F filing for Q3 2021, filed 13 Oct 2021.