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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 | |
|---|---|---|---|---|---|---|---|
1
PGIM Total Return Bond ETF
PTRB
$1.16B
| $30.5M | 19.07% |
705,650
+36,514
| +5% | +$1.62M |
2022 Q1
1 quarter
|
|
|
2
iShares 20+ Year Treasury Bond ETF
TLT
$49.7B
| $14.8M | 9.29% |
129,197
+123,333
| +2,103% | +$14.5M |
2021 Q2
4 quarters
|
|
|
3
iShares 1-3 Year Treasury Bond ETF
SHY
$26.8B
| $13.6M | 8.53% |
+164,728
| New | +$13.7M |
2022 Q2
0 quarters
|
|
|
4
PIMCO 25+ Year Zero Coupon US Treasury Index Exchange-Traded Fund
ZROZ
$2.08B
| $11.6M | 7.27% |
107,230
+105,618
| +6,552% | +$11.9M |
2021 Q3
3 quarters
|
|
|
5
VanEck Durable High Dividend ETF
DURA
$38.1M
| $11.2M | 7.02% |
+371,872
| New | +$11.7M |
2022 Q2
0 quarters
|
|
6
Simplify US Equity PLUS Downside Convexity ETF
SPD
$102M
| $11.1M | 6.95% |
419,910
+77,122
| +22% | +$2.21M |
2021 Q3
3 quarters
|
|
|
7
Vanguard FTSE Developed Markets ETF
VEA
$228B
| $10.4M | 6.51% |
+255,205
| New | +$11.3M |
2022 Q2
0 quarters
|
|
8
Vanguard Morningstar Value ETF
VTV
$190B
| $8.21M | 5.13% |
62,212
-21,533
| -26% | -$3.04M |
2021 Q1
5 quarters
|
|
|
9
iShares Russell 1000 ETF
IWB
$49.1B
| $7.86M | 4.92% |
37,817
-47,112
| -55% | -$10.6M |
2020 Q3
7 quarters
|
|
10
iShares 3-7 Year Treasury Bond ETF
IEI
$17B
| $7.71M | 4.83% |
64,635
+17,099
| +36% | +$2.04M |
2021 Q3
3 quarters
|
|
11
VanEck Morningstar Wide Moat ETF
MOAT
$11.8B
| $5.34M | 3.34% |
83,820
-3,543
| -4% | -$243K |
2021 Q1
5 quarters
|
|
12
Apple
AAPL
$5.01T
| $4.57M | 2.86% |
33,458
+23,726
| +244% | +$3.59M |
2019 Q4
10 quarters
|
|
13
ProShares Short QQQ
PSQ
$582M
| $3.01M | 1.88% |
+41,830
| New | +$2.79M |
2022 Q2
0 quarters
|
|
14
ProShares Short Russell2000
RWM
$144M
| $2.94M | 1.84% |
+113,067
| New | +$2.76M |
2022 Q2
0 quarters
|
|
15
ProShares UltraShort FTSE Europe
EPV
$10.5M
| $2.92M | 1.83% |
+36,833
| New | +$2.59M |
2022 Q2
0 quarters
|
|
16
Home Depot
HD
$305B
| $1.71M | 1.07% |
6,248
+3,048
| +95% | +$900K |
2019 Q4
10 quarters
|
|
17
Starbucks
SBUX
$109B
| $1.34M | 0.84% |
+17,503
| New | +$1.34M |
2022 Q2
0 quarters
|
|
18
iShares National Muni Bond ETF
MUB
$49.2B
| $1.24M | 0.77% |
11,644
+2,363
| +25% | +$252K |
2022 Q1
1 quarter
|
|
19
PIMCO 1-5 Year US TIPS Index Exchange-Traded Fund
STPZ
$554M
| $1.04M | 0.65% |
19,846
+314
| +2% | +$16.8K |
2022 Q1
1 quarter
|
|
20
Linde
LIN
$228B
| $927K | 0.58% |
+3,223
| New | +$1.01M |
2022 Q2
0 quarters
|
|
21
State Street Industrial Select Sector SPDR ETF
XLI
$30.4B
| $904K | 0.57% |
10,356
| – | – |
2020 Q3
7 quarters
|
|
22
Microsoft
MSFT
$3.99T
| $820K | 0.51% |
3,192
+339
| +12% | +$92K |
2019 Q4
10 quarters
|
|
23
State Street SPDR S&P 500 ETF Trust
SPY
$813B
| $621K | 0.39% |
1,647
-14,310
| -90% | -$5.86M |
2021 Q2
4 quarters
|
|
24
PIMCO Enhanced Short Maturity Active Exchange-Traded Fund
MINT
$18.6B
| $518K | 0.32% |
+5,226
| New | +$521K |
2022 Q2
0 quarters
|
|
25
Invesco QQQ Trust
QQQ
$484B
| $475K | 0.3% |
+1,696
| New | +$526K |
2022 Q2
0 quarters
|
|
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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.