Q1 2024 · 13F-HR
Algorithmic Investment Models, LLCholdings as filed
Filed 2024-05-10 · accession 0001172661-24-002128
$135.9M
Reported value
46
Positions
2024-03-31
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78464A649 | SPAB | SPDR SER TR | $14.5M | 10.7% | 574,566 | Common | SOLE |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $7.7M | 5.68% | 81,764 | Common | SOLE |
| 921943858 | VEA | VANGUARD TAX-MANAGED FDS | $6.6M | 4.87% | 131,964 | Common | SOLE |
| 92206C813 | VCLT | VANGUARD SCOTTSDALE FDS | $6.0M | 4.44% | 77,068 | Common | SOLE |
| 00162Q387 | OUSA | ALPS ETF TR | $5.3M | 3.92% | 107,948 | Common | SOLE |
| 922908629 | VO | VANGUARD INDEX FDS | $5.3M | 3.90% | 21,223 | Common | SOLE |
| 81369Y803 | XLK | SELECT SECTOR SPDR TR | $4.6M | 3.39% | 22,100 | Common | SOLE |
| 464287226 | AGG | ISHARES TR | $4.4M | 3.24% | 45,006 | Common | SOLE |
| 81369Y886 | XLU | SELECT SECTOR SPDR TR | $4.3M | 3.20% | 66,245 | Common | SOLE |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $4.3M | 3.17% | 102,146 | Common | SOLE |
| 81369Y100 | XLB | SELECT SECTOR SPDR TR | $4.3M | 3.16% | 46,246 | Common | SOLE |
| 81369Y704 | XLI | SELECT SECTOR SPDR TR | $4.3M | 3.14% | 33,917 | Common | SOLE |
| 464288620 | USIG | ISHARES TR | $4.3M | 3.13% | 83,843 | Common | SOLE |
| 316092204 | FDIS | FIDELITY COVINGTON TRUST | $4.2M | 3.11% | 51,321 | Common | SOLE |
| 81369Y308 | XLP | SELECT SECTOR SPDR TR | $4.2M | 3.11% | 55,414 | Common | SOLE |
| 316092873 | FCOM | FIDELITY COVINGTON TRUST | $4.2M | 3.11% | 85,340 | Common | SOLE |
| 81369Y209 | XLV | SELECT SECTOR SPDR TR | $4.2M | 3.08% | 28,336 | Common | SOLE |
| 81369Y860 | XLRE | SELECT SECTOR SPDR TR | $4.1M | 3.02% | 103,890 | Common | SOLE |
| 46435G102 | ICVT | ISHARES TR | $3.5M | 2.58% | 43,946 | Common | SOLE |
| 922042775 | VEU | VANGUARD INTL EQUITY INDEX F | $3.5M | 2.55% | 59,129 | Common | SOLE |
| 97717W422 | EPI | WISDOMTREE TR | $2.7M | 1.95% | 60,891 | Common | SOLE |
| 92206C102 | VGSH | VANGUARD SCOTTSDALE FDS | $2.6M | 1.91% | 44,813 | Common | SOLE |
| 97717W471 | USDU | WISDOMTREE TR | $2.6M | 1.91% | 98,982 | Common | SOLE |
| 46090A879 | VRIG | INVESCO ACTIVELY MANAGED ETF | $2.5M | 1.87% | 101,482 | Common | SOLE |
| 922908595 | VBK | VANGUARD INDEX FDS | $2.5M | 1.85% | 9,654 | Common | SOLE |
| 46434G764 | EMXC | ISHARES INC | $1.8M | 1.30% | 30,667 | Common | SOLE |
| 78463X889 | SPDW | SPDR INDEX SHS FDS | $1.7M | 1.28% | 48,452 | Common | SOLE |
| 97717X719 | CXSE | WISDOMTREE TR | $1.6M | 1.15% | 59,503 | Common | SOLE |
| 808524870 | SCHP | SCHWAB STRATEGIC TR | $1.5M | 1.07% | 27,884 | Common | SOLE |
| 92189F437 | ANGL | VANECK ETF TRUST | $1.3M | 0.94% | 44,167 | Common | SOLE |
| 00110G408 | BTAL | AGF INVTS TR | $1.3M | 0.93% | 69,891 | Common | SOLE |
| 46429B598 | INDA | ISHARES TR | $1.2M | 0.88% | 23,284 | Common | SOLE |
| 92206C409 | VCSH | VANGUARD SCOTTSDALE FDS | $1.2M | 0.88% | 15,457 | Common | SOLE |
| 25861R105 | DBND | DOUBLELINE ETF TRUST | $1.2M | 0.88% | 26,020 | Common | SOLE |
| 46138E370 | SPHB | INVESCO EXCH TRADED FD TR II | $1.0M | 0.74% | 11,423 | Common | SOLE |
| 37950E648 | ASEA | GLOBAL X FDS | $585,130 | 0.43% | 38,776 | Common | SOLE |
| 464288612 | GVI | ISHARES TR | $570,294 | 0.42% | 5,485 | Common | SOLE |
| 78468R556 | XOP | SPDR SER TR | $566,734 | 0.42% | 3,658 | Common | SOLE |
| 464288752 | ITB | ISHARES TR | $533,815 | 0.39% | 4,611 | Common | SOLE |
| 78464A771 | KCE | SPDR SER TR | $533,404 | 0.39% | 4,825 | Common | SOLE |
| 464287291 | IXN | ISHARES TR | $487,088 | 0.36% | 6,511 | Common | SOLE |
| 464287242 | LQD | ISHARES TR | $483,932 | 0.36% | 4,443 | Common | SOLE |
| 464288596 | GBF | ISHARES TR | $477,724 | 0.35% | 4,614 | Common | SOLE |
| 464288166 | AGZ | ISHARES TR | $475,960 | 0.35% | 4,405 | Common | SOLE |
| 464287390 | ILF | ISHARES TR | $413,006 | 0.30% | 14,522 | Common | SOLE |
| 922042742 | VT | VANGUARD INTL EQUITY INDEX F | $227,904 | 0.17% | 2,062 | 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.