Q2 2024 · 13F-HR
Algorithmic Investment Models, LLCholdings as filed
Filed 2024-08-12 · accession 0001172661-24-003228
$127.9M
Reported value
47
Positions
2024-06-30
Period end
Holdings as filed
| CUSIP | Ticker | Issuer | Value | % port. | Shares | Class | Voting |
|---|---|---|---|---|---|---|---|
| 78464A649 | SPAB | SPDR SER TR | $14.3M | 11.2% | 569,733 | Common | SOLE |
| 921943858 | VEA | VANGUARD TAX-MANAGED FDS | $6.1M | 4.78% | 123,843 | Common | SOLE |
| 00162Q387 | OUSA | ALPS ETF TR | $5.3M | 4.12% | 106,159 | Common | SOLE |
| 922908629 | VO | VANGUARD INDEX FDS | $5.0M | 3.92% | 20,727 | Common | SOLE |
| 81369Y506 | XLE | SELECT SECTOR SPDR TR | $4.4M | 3.47% | 48,715 | Common | SOLE |
| 81369Y803 | XLK | SELECT SECTOR SPDR TR | $4.3M | 3.39% | 19,156 | Common | SOLE |
| 316092873 | FCOM | FIDELITY COVINGTON TRUST | $4.3M | 3.37% | 82,482 | Common | SOLE |
| 81369Y886 | XLU | SELECT SECTOR SPDR TR | $4.3M | 3.35% | 62,944 | Common | SOLE |
| 81369Y308 | XLP | SELECT SECTOR SPDR TR | $4.1M | 3.21% | 53,672 | Common | SOLE |
| 81369Y605 | XLF | SELECT SECTOR SPDR TR | $4.1M | 3.19% | 99,184 | Common | SOLE |
| 464287226 | AGG | ISHARES TR | $4.0M | 3.17% | 41,712 | Common | SOLE |
| 316092204 | FDIS | FIDELITY COVINGTON TRUST | $4.0M | 3.16% | 49,919 | Common | SOLE |
| 81369Y209 | XLV | SELECT SECTOR SPDR TR | $4.0M | 3.14% | 27,590 | Common | SOLE |
| 81369Y704 | XLI | SELECT SECTOR SPDR TR | $4.0M | 3.14% | 32,955 | Common | SOLE |
| 464288620 | USIG | ISHARES TR | $4.0M | 3.12% | 79,597 | Common | SOLE |
| 81369Y100 | XLB | SELECT SECTOR SPDR TR | $4.0M | 3.10% | 44,933 | Common | SOLE |
| 81369Y860 | XLRE | SELECT SECTOR SPDR TR | $3.9M | 3.06% | 102,044 | Common | SOLE |
| 46090A879 | VRIG | POWERSHARES ACTIVELY MANAGED | $3.8M | 2.95% | 150,087 | Common | SOLE |
| 922042775 | VEU | VANGUARD INTL EQUITY INDEX F | $3.4M | 2.67% | 58,185 | Common | SOLE |
| 464287598 | IWD | ISHARES TR | $3.0M | 2.35% | 17,259 | Common | SOLE |
| 97717W471 | USDU | WISDOMTREE TR | $2.8M | 2.18% | 103,055 | Common | SOLE |
| 92206C813 | VCLT | VANGUARD SCOTTSDALE FDS | $2.7M | 2.07% | 34,955 | Common | SOLE |
| 00162Q452 | AMLP | ALPS ETF TR | $2.5M | 1.98% | 52,752 | Common | SOLE |
| 464288414 | MUB | ISHARES TR | $2.5M | 1.93% | 23,194 | Common | SOLE |
| 922908595 | VBK | VANGUARD INDEX FDS | $2.4M | 1.89% | 9,654 | Common | SOLE |
| 97717W422 | EPI | WISDOMTREE TR | $2.1M | 1.62% | 42,887 | Common | SOLE |
| 97717X719 | CXSE | WISDOMTREE TR | $1.9M | 1.47% | 70,922 | Common | SOLE |
| 46434G764 | EMXC | ISHARES INC | $1.8M | 1.40% | 30,160 | Common | SOLE |
| 78463X889 | SPDW | SPDR INDEX SHS FDS | $1.7M | 1.31% | 47,628 | Common | SOLE |
| 808524870 | SCHP | SCHWAB STRATEGIC TR | $1.5M | 1.19% | 29,282 | Common | SOLE |
| 78468R556 | XOP | SPDR SER TR | $1.5M | 1.18% | 10,386 | Common | SOLE |
| 00110G408 | BTAL | AGF INVTS TR | $1.3M | 1.00% | 64,998 | Common | SOLE |
| 46137V258 | RPV | INVESCO EXCHANGE TRADED FD T | $1.3M | 0.99% | 15,108 | Common | SOLE |
| 92206C409 | VCSH | VANGUARD SCOTTSDALE FDS | $1.2M | 0.96% | 15,886 | Common | SOLE |
| 25861R105 | DBND | DOUBLELINE ETF TRUST | $1.2M | 0.96% | 26,945 | Common | SOLE |
| 46429B598 | INDA | ISHARES TR | $1.1M | 0.83% | 18,961 | Common | SOLE |
| 37950E648 | ASEA | GLOBAL X FDS | $563,028 | 0.44% | 38,776 | Common | SOLE |
| 78464A771 | KCE | SPDR SER TR | $515,606 | 0.40% | 4,675 | Common | SOLE |
| 46138E370 | SPHB | INVESCO EXCH TRADED FD TR II | $504,589 | 0.39% | 5,975 | Common | SOLE |
| 33737A108 | GRID | FIRST TR EXCHANGE TRADED FD | $496,647 | 0.39% | 4,297 | Common | SOLE |
| 464288612 | GVI | ISHARES TR | $389,073 | 0.30% | 3,751 | Common | SOLE |
| 464287390 | ILF | ISHARES TR | $359,565 | 0.28% | 14,522 | Common | SOLE |
| 464287499 | IWR | ISHARES TR | $289,212 | 0.23% | 3,567 | Common | SOLE |
| 464288596 | GBF | ISHARES TR | $287,790 | 0.22% | 2,802 | Common | SOLE |
| 922042742 | VT | VANGUARD INTL EQUITY INDEX F | $248,440 | 0.19% | 2,206 | Common | SOLE |
| 464287705 | IJJ | ISHARES TR | $232,253 | 0.18% | 2,047 | Common | SOLE |
| 78464A797 | KBE | SPDR SER TR | $217,152 | 0.17% | 4,681 | 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.