FIAT WEALTH MANAGEMENT LLC — 13F Portfolio

FIAT WEALTH MANAGEMENT LLC is a U.S.-based registered investment advisor that appears in the SEC’s institutional manager database under CIK #2012153. The firm functions as a wealth-management RIA, providing discretionary portfolio management and financial advisory services to primarily retail and high-net-worth clients. Within that framework, it allocates client capital across U.S.-listed securities—most commonly diversified exchange-traded funds (ETFs) and, to a lesser extent, individual equities. Because FIAT WEALTH MANAGEMENT LLC qualifies as an "institutional investment manager" under Section 13(f) of the Securities Exchange Act, it files Form 13F on a quarterly basis. These filings disclose the firm’s reportable long positions in U.S.-listed equities and certain equity-like instruments as of each quarter-end. The 13F data capture the securities held in accounts where the firm has investment discretion and that meet SEC reporting thresholds; they do not show mutual funds that are not 13(f) securities, fixed income, non-U.S. securities that are not U.S.-listed, short positions, derivatives, or intra‑quarter trades. On an analytics platform, all 13F filings under CIK #2012153 can be consolidated into a continuous 13F History for FIAT WEALTH MANAGEMENT LLC. That history is the primary structured source for understanding the composition and evolution of the firm’s U.S.-listed long-equity sleeve and for constructing a holdings-based Historical Track Record of that sleeve.

FIAT WEALTH MANAGEMENT LLC does not publish a widely disseminated, detailed description of its investment process in public sources, but its regulatory profile and the nature of typical advisory practices provide a reasonable framework for interpreting its approach. As a wealth-management RIA, the firm is likely to employ risk-profiled model portfolios aligned to client goals (capital preservation, balanced growth, long-term accumulation, retirement income). These models are generally built from: - Broad-based U.S. and international equity ETFs to provide diversified stock-market exposure; - Core fixed-income ETFs or funds to provide income and dampen volatility; - Select sector, factor, or real-asset ETFs (e.g., REITs) in some models for additional diversification. Security selection at the individual-stock level, if present, is typically secondary to asset-allocation decisions and is often confined to larger, well-known issuers. Sector and factor exposures in client portfolios emerge from the composition of the chosen ETFs and the weighting of equity versus fixed income, rather than from deep fundamental stock research on each name. Within the Form 13F dataset, this strategy manifests as a compact roster of U.S.-listed ETFs and any directly held large-cap equities that meet reporting thresholds. A holdings-based review of FIAT’s 13F Portfolio Composition over time will generally show: - Dominant positions in a handful of broad-market and style ETFs used as core building blocks across client accounts; - Limited direct single-stock exposure relative to the ETF weights; - Gradual, not frequent, changes in the ETF lineup, with adjustments more likely tied to cost, tracking, or implementation upgrades than to short-term tactical calls. By feeding the 13F time series into a Portfolio Simulator or Backtesting Service, analysts can construct a long-only replication of FIAT WEALTH MANAGEMENT LLC’s disclosed U.S.-listed sleeve. That replicated portfolio serves as the basis for a 13F-derived Historical Track Record, illustrating how this aggregate ETF-and-equity book would have compounded if held between filing dates.

FIAT WEALTH MANAGEMENT LLC appears in the 13F universe as a retail-focused RIA whose disclosed positions consist largely of U.S.-listed ETFs and, secondarily, individual equities used to construct model portfolios for advisory clients. Its filings under CIK #2012153 provide a consistent, rules-based record of these building blocks and their aggregate weights through time. By aggregating the firm’s 13F reports into a unified dataset, an analytics platform can construct a 13F-based Historical Track Record that mirrors a portfolio holding FIAT’s disclosed U.S.-listed positions between quarter-ends. Examining this reconstructed capital trajectory alongside changes in 13F Portfolio Composition—the balance between equity and bond ETFs, sector and regional exposures embedded in those funds, and the concentration in core vehicles—helps allocators and researchers understand how the firm’s ETF-based implementation responds to different market regimes. Overlaying diagnostics such as Max Drawdown Depth and a holdings-derived Sharpe Ratio provides additional insight into the variability and risk-adjusted characteristics of this 13F-implied, long-only stream. Used within a Portfolio Simulator and related Performance Backtests Online, these analytics offer a public-data-driven complement to traditional due diligence, and raise the key analytical question: to what extent does the regime sensitivity observed in this aggregate ETF sleeve align with the actual outcomes of FIAT WEALTH MANAGEMENT LLC’s various client model portfolios, once client-specific risk levels, cash flows, and non-reportable holdings are taken into account?

The risk characteristics observed for FIAT WEALTH MANAGEMENT LLC’s Form 13F book are those of a diversified, long-only ETF and equity portfolio embedded within retail advisory accounts. At the client level, risk is determined by each investor’s chosen model (conservative, balanced, aggressive) and the mix of growth and defensive assets. Within the 13F lens, key risk dimensions include: - Equity market sensitivity: The aggregate 13F portfolio will typically exhibit meaningful beta to U.S. equity indices, given the prominence of broad equity ETFs. The effective beta for any individual client depends on their allocation between equity and fixed-income ETFs. - Interest-rate and credit risk via any bond ETFs in the 13F set, which introduce duration and spread exposure but also mitigate overall volatility when blended with equities. - Instrument-level concentration at the ETF level, as a small number of core funds are likely to represent a large percentage of disclosed market value, while issuer-level concentration within those funds is diversified by design. By treating each Form 13F as a quarter-end snapshot and running Performance Backtests Online, an allocator can reconstruct a synthetic, long-only capital path that assumes FIAT WEALTH MANAGEMENT LLC’s disclosed holdings are held between filings. From this reconstructed stream, one can estimate volatility, downside capture in equity drawdowns, and Max Drawdown Depth for the 13F-based replication, and compute a holdings-derived Sharpe Ratio to summarize risk-adjusted outcomes for this unhedged U.S.-listed sleeve. It is important to recognize that these analytics describe only the aggregated U.S.-listed securities and do not capture: - How those securities are allocated across different client risk profiles; - Non-reportable holdings (e.g., mutual funds, separate accounts, cash and insurance products); - Intra-quarter rebalancing and ongoing contributions and withdrawals, which materially affect individual account paths. As a result, the volatility and drawdown statistics inferred from 13F-based backtests characterize a model-like, aggregate sleeve rather than the exact realized experience of any specific FIAT client.