Q3 2023 · 13F-HR
Algorithmic Investment Models, LLCholdings as filed
Filed 2023-11-09 · accession 0001172661-23-003703
$138.8M
Reported value
37
Positions
2023-09-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 81369Y803 | XLK | SELECT SECTOR SPDR TR | $13.4M | 9.65% | 81,679 | Common | SOLE |
| 78464A649 | SPAB | SPDR SER TR | $13.0M | 9.39% | 535,287 | Common | SOLE |
| 316092204 | FDIS | FIDELITY COVINGTON TRUST | $11.2M | 8.06% | 160,064 | Common | SOLE |
| 316092873 | FCOM | FIDELITY COVINGTON TRUST | $11.0M | 7.94% | 277,526 | Common | SOLE |
| 81369Y704 | XLI | SELECT SECTOR SPDR TR | $10.9M | 7.88% | 107,847 | Common | SOLE |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $10.7M | 7.73% | 118,626 | Common | SOLE |
| 921943858 | VEA | VANGUARD TAX-MANAGED FDS | $5.9M | 4.25% | 134,847 | Common | SOLE |
| 922908629 | VO | VANGUARD INDEX FDS | $5.0M | 3.58% | 23,840 | Common | SOLE |
| 00162Q387 | OUSA | ALPS ETF TR | $4.8M | 3.47% | 114,894 | Common | SOLE |
| 464287226 | AGG | ISHARES TR | $4.5M | 3.21% | 47,399 | Common | SOLE |
| 464288612 | GVI | ISHARES TR | $4.3M | 3.12% | 42,659 | Common | SOLE |
| 464288166 | AGZ | ISHARES TR | $4.2M | 3.03% | 39,802 | Common | SOLE |
| 92206C102 | VGSH | VANGUARD SCOTTSDALE FDS | $3.9M | 2.83% | 68,226 | Common | SOLE |
| 922908595 | VBK | VANGUARD INDEX FDS | $3.6M | 2.57% | 16,676 | Common | SOLE |
| 464288596 | GBF | ISHARES TR | $3.4M | 2.46% | 34,076 | Common | SOLE |
| 922042775 | VEU | VANGUARD INTL EQUITY INDEX F | $3.1M | 2.26% | 60,352 | Common | SOLE |
| 464288620 | USIG | ISHARES TR | $2.9M | 2.08% | 60,166 | Common | SOLE |
| 33737A108 | GRID | FIRST TR EXCHANGE TRADED FD | $2.2M | 1.57% | 23,180 | Common | SOLE |
| 464287523 | SOXX | ISHARES TR | $2.1M | 1.53% | 4,483 | Common | SOLE |
| 97717X719 | CXSE | WISDOMTREE TR | $1.8M | 1.29% | 60,666 | Common | SOLE |
| 46434G764 | EMXC | ISHARES INC | $1.6M | 1.16% | 32,309 | Common | SOLE |
| 78463X889 | SPDW | SPDR INDEX SHS FDS | $1.6M | 1.13% | 50,756 | Common | SOLE |
| 92206C409 | VCSH | VANGUARD SCOTTSDALE FDS | $1.5M | 1.08% | 20,015 | Common | SOLE |
| 25861R105 | DBND | DOUBLELINE ETF TRUST | $1.5M | 1.07% | 33,645 | Common | SOLE |
| 808524870 | SCHP | SCHWAB STRATEGIC TR | $1.4M | 1.02% | 28,101 | Common | SOLE |
| 00110G408 | BTAL | AGF INVTS TR | $1.3M | 0.94% | 65,497 | Common | SOLE |
| 46435G102 | ICVT | ISHARES TR | $1.3M | 0.92% | 17,134 | Common | SOLE |
| 46429B598 | INDA | ISHARES TR | $1.1M | 0.76% | 23,856 | Common | SOLE |
| 464287572 | IOO | ISHARES TR | $983,540 | 0.71% | 13,429 | Common | SOLE |
| 78464A672 | SPTI | SPDR SER TR | $958,182 | 0.69% | 34,805 | Common | SOLE |
| 78464A771 | KCE | SPDR SER TR | $915,808 | 0.66% | 10,556 | Common | SOLE |
| 464288752 | ITB | ISHARES TR | $609,867 | 0.44% | 7,770 | Common | SOLE |
| 37950E648 | ASEA | GLOBAL X FDS | $570,986 | 0.41% | 39,243 | Common | SOLE |
| 464287242 | LQD | ISHARES TR | $543,359 | 0.39% | 5,326 | Common | SOLE |
| 464288588 | MBB | ISHARES TR | $395,249 | 0.28% | 4,451 | Common | SOLE |
| 464287390 | ILF | ISHARES TR | $383,349 | 0.28% | 14,998 | Common | SOLE |
| 81369Y407 | XLY | SELECT SECTOR SPDR TR | $210,885 | 0.15% | 1,310 | Common | SOLE |
Source: SEC EDGAR · raw 13F holdings as filed. The Class column shows the option type when reported (Put/Call) or Common when the issuer's equity is held directly. 13F discloses long positions only.