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Algorithmic Investment Models, LLC

CIK 0001806628

Annualised vol

0.001532%

Beta

6.0E-6

HHI

524.636917

Top-10 weight

63.696711%

VaR 95%

1.07E-4%

VaR 99%

3.13E-4%

Max drawdown

0.00432%

Matched value

0.02134%

Returns of reported holdings

Loading returns…

Position changes vs prior quarter

What the latest 13F shows bought and sold against the quarter before, by share count.

Ticker	Change	Shares now	Shares before	Share change %	Value now ($)
ELME	REDUCED	10,000	11,734	-14.78%	14,800
GOSS	ADDED	22,091	10,772	105.08%	3,636
GUTS	CLOSED OUT	0	15,500	-100.0%	0

Holdings (latest quarter)

Ticker	Change	Issuer	Class	CUSIP	Value ($)	Weight %	Shares
-		FRANKLIN TEMPLETON ETF TR	US MID CP MLTFCT	35473P884	6,543,989	7.57	113052.0
-		SELECT SECTOR SPDR TR	ST STR ENERG ETF	81369Y506	6,386,587	7.39	120252.0
-		SELECT SECTOR SPDR TR	ST STR TECHN ETF	81369Y803	5,391,887	6.24	28301.0
-		SELECT SECTOR SPDR TR	ST STR INDL ETF	81369Y704	5,349,998	6.19	28883.0
-		SELECT SECTOR SPDR TR	ST STR UTIL ETF	81369Y886	5,300,094	6.13	116897.0
-		SELECT SECTOR SPDR TR	ST STR FINL ETF	81369Y605	5,241,467	6.07	97770.0
-		SELECT SECTOR SPDR TR	ST STR MATER ETF	81369Y100	5,232,356	6.06	102938.0
-		SELECT SECTOR SPDR TR	ST STR CARE ETF	81369Y209	5,210,345	6.03	32840.0
-		SELECT SECTOR SPDR TR	ST STR REAL ETF	81369Y860	5,195,289	6.01	117994.0
-		SELECT SECTOR SPDR TR	ST STR STAPL ETF	81369Y308	5,177,465	5.99	62327.0
-		SELECT SECTOR SPDR TR	ST STR DISCR ETF	81369Y407	5,172,559	5.99	44104.0
-		VANGUARD INTL EQUITY INDEX F	ALLWRLD EX US	922042775	4,485,612	5.19	53560.0
-		WISDOMTREE TR	EM EX ST-OWNED	97717X578	4,466,365	5.17	90817.0
-		ALPS ETF TR	ALERIAN MLP	00162Q452	2,118,936	2.45	40867.0
-		WISDOMTREE TR	JAPN HEDGE EQT	97717W851	1,339,921	1.55	7722.0
-		ISHARES INC	MSCI MEXICO ETF	464286822	1,226,525	1.42	16295.0
-		SPDR SERIES TRUST	ST STR SP BIOT	78464A870	1,214,252	1.41	7673.0
-		WISDOMTREE TR	BLMBG US BULL	97717W471	1,213,862	1.41	45378.0
-		INVESCO ACTIVELY MANAGED EXC	VAR RATE INVT	46090A879	1,210,806	1.4	48297.0
-		DOUBLELINE ETF TRUST	OPPO CORE BD ETF	25861R105	1,199,436	1.39	26309.0
-		ISHARES TR	GLOB HLTHCRE ETF	464287325	1,196,891	1.39	12166.0
-		VANGUARD SCOTTSDALE FDS	SHRT TRM CORP BD	92206C409	1,139,685	1.32	14421.0
-		ISHARES TR	TRUST ISHARE 0-1	464288679	798,272	0.92	7234.0
-		ISHARES TR	U.S. BAS MTL ETF	464287838	690,831	0.8	3848.0
-		LEGG MASON ETF INVT	FRANKLIN INTL LW	52468L505	644,571	0.75	15882.0
-		ISHARES TR	MSCI UK ETF NEW	46435G334	627,366	0.73	13597.0
-		DBX ETF TR	XTRACK HRVST CSI	233051879	624,650	0.72	17039.0
-		ISHARES TR	GLOBAL 100 ETF	464287572	587,790	0.68	4303.0
-		INVESCO EXCHANGE TRADED FD T	S&P500 EQL WGT	46137V357	501,499	0.58	2357.0
-		VANGUARD INTL EQUITY INDEX F	TT WRLD ST ETF	922042742	355,037	0.41	2262.0
-		BEL FUSE INC	CL A	077347201	325,886	0.38	1119.0
-		SPDR INDEX SHS FDS	ST STR PO EX ETF	78463X889	201,560	0.23	4000.0
ELME	REDUCED	ELME COMMUNITIES	SH BEN INT	939653101	14,800	0.02	10000.0
GOSS	ADDED	GOSSAMER BIO INC	COM	38341P102	3,636	0.0	22091.0
-		ACCURAY INC DEL	COM	004397105	2,740	0.0	10630.0

Quarterly portfolios

Period	Filed	Value ($)	Positions	Vol %	Beta	Max DD %
2026-06-30	2026-08-07	86,392,965	35	0.001532	6.0E-6	0.00432
2026-03-31	2026-05-14	81,035,618	32	0.002228	8.0E-6	0.009375
2025-12-31	2026-02-10	81,104,741	36	0.162623	0.001955	0.446998
2025-09-30	2025-11-10	150,621,342	49	0.144656	0.001733	0.394502
2025-03-31	2025-05-15	135,768,154	59	0.9988	0.044181	1.737103
2024-12-31	2025-02-14	129,758,235	49	0.006326	3.2E-5	0.036325