ALGORITHMIC INVESTMENT MODELS, LLC

Filed: 2/9/2023ACC: 0001172661-23-000572

📋 What this filing means

ALGORITHMIC INVESTMENT MODELS, LLC filed this quarterly 13F‑HR report disclosing 43 equity positions with a total reported market value of $141.95M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

Positions

$141.95M

Total AUM (reported)

2.67M

Total Shares

Allocation by class

PORTFOLIO AGRGTE$15.81M11.1%

ENERGY$8.45M6.0%

SBI CONS STPLS$8.29M5.8%

SBI HEALTHCARE$8.26M5.8%

SBI INT-INDS$8.24M5.8%

SBI INT-UTILS$8.18M5.8%

FINANCIAL$8.12M5.7%

Portfolio Concentration

Top 3$32.55M22.9%

4–10$51.69M36.4%

11–25$44.72M31.5%

Rest$12.99M9.1%

Top 3 weight

22.9%

Top 10 weight

59.3%

Voting Authority Distribution

Total shares with voting rights: 2.67M

Sole

Full voting authority

2.67M

% of voting shares100.0%

Shared

Joint voting authority

0.00

% of voting shares0.0%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole43

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings43

Rows:

SPDR SER TR

SOLE

PORTFOLIO AGRGTE

Shares629.15K

TypeSH

Market value$15.81M

11.14%

Sole

629.15K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

ENERGY

Shares96.59K

TypeSH

Market value$8.45M

5.95%

Sole

96.59K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI CONS STPLS

Shares111.21K

TypeSH

Market value$8.29M

5.84%

Sole

111.21K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI HEALTHCARE

Shares60.83K

TypeSH

Market value$8.26M

5.82%

Sole

60.83K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI INT-INDS

Shares83.94K

TypeSH

Market value$8.24M

5.81%

Sole

83.94K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI INT-UTILS

Shares116.09K

TypeSH

Market value$8.18M

5.77%

Sole

116.09K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

FINANCIAL

Shares237.34K

TypeSH

Market value$8.12M

5.72%

Sole

237.34K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI MATERIALS

Shares100.61K

TypeSH

Market value$7.82M

5.51%

Sole

100.61K

Shared

0.00

None

0.00

VANGUARD TAX-MANAGED FDS

SOLE

VAN FTSE DEV MKT

Shares143.63K

TypeSH

Market value$6.03M

4.25%

Sole

143.63K

Shared

0.00

None

0.00

ALPS ETF TR

SOLE

OSHARES US QUALT

Shares121.64K

TypeSH

Market value$5.04M

3.55%

Sole

121.64K

Shared

0.00

None

0.00

VANGUARD INDEX FDS

SOLE

MID CAP ETF

Shares22.67K

TypeSH

Market value$4.62M

3.25%

Sole

22.67K

Shared

0.00

None

0.00

ISHARES TR

SOLE

GLOB HLTHCRE ETF

Shares41.09K

TypeSH

Market value$3.49M

2.46%

Sole

41.09K

Shared

0.00

None

0.00

ISHARES TR

SOLE

US BR DEL SE ETF

Shares36.09K

TypeSH

Market value$3.47M

2.44%

Sole

36.09K

Shared

0.00

None

0.00

VANGUARD INTL EQUITY INDEX F

SOLE

ALLWRLD EX US

Shares67.16K

TypeSH

Market value$3.37M

2.37%

Sole

67.16K

Shared

0.00

None

0.00

VANGUARD INDEX FDS

SOLE

SML CP GRW ETF

Shares16.68K

TypeSH

Market value$3.34M

2.36%

Sole

16.68K

Shared

0.00

None

0.00

SPDR SER TR

SOLE

BBG CONV SEC ETF

Shares47.97K

TypeSH

Market value$3.09M

2.17%

Sole

47.97K

Shared

0.00

None

0.00

ISHARES TR

SOLE

ISHS 1-5YR INVS

Shares59.34K

TypeSH

Market value$2.96M

2.08%

Sole

59.34K

Shared

0.00

None

0.00

PIMCO ETF TR

SOLE

0-5 HIGH YIELD

Shares32.60K

TypeSH

Market value$2.91M

2.05%

Sole

32.60K

Shared

0.00

None

0.00

VANGUARD SCOTTSDALE FDS

SOLE

SHORT TERM TREAS

Shares46.25K

TypeSH

Market value$2.67M

1.88%

Sole

46.25K

Shared

0.00

None

0.00

ISHARES TR

SOLE

AGENCY BOND ETF

Shares24.77K

TypeSH

Market value$2.64M

1.86%

Sole

24.77K

Shared

0.00

None

0.00

ISHARES TR

SOLE

GOV/CRED BD ETF

Shares25.54K

TypeSH

Market value$2.62M

1.85%

Sole

25.54K

Shared

0.00

None

0.00

FIRST TR EXCHANGE-TRADED FD

SOLE

SENIOR LN FD

Shares58.49K

TypeSH

Market value$2.61M

1.84%

Sole

58.49K

Shared

0.00

None

0.00

WISDOMTREE TR

SOLE

BLMBG US BULL

Shares98.52K

TypeSH

Market value$2.57M

1.81%

Sole

98.52K

Shared

0.00

None

0.00

ISHARES TR

SOLE

ISHARES SEMICDTR

Shares6.60K

TypeSH

Market value$2.30M

1.62%

Sole

6.60K

Shared

0.00

None

0.00

WISDOMTREE TR

SOLE

CHINADIV EX FI

Shares59.74K

TypeSH

Market value$2.08M

1.46%

Sole

59.74K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
SPDR SER TRSOLE	PORTFOLIO AGRGTE	629.15K	SH	$15.81M 11.14%	629.15K
SELECT SECTOR SPDR TRSOLE	ENERGY	96.59K	SH	$8.45M 5.95%	96.59K
SELECT SECTOR SPDR TRSOLE	SBI CONS STPLS	111.21K	SH	$8.29M 5.84%	111.21K
SELECT SECTOR SPDR TRSOLE	SBI HEALTHCARE	60.83K	SH	$8.26M 5.82%	60.83K
SELECT SECTOR SPDR TRSOLE	SBI INT-INDS	83.94K	SH	$8.24M 5.81%	83.94K
SELECT SECTOR SPDR TRSOLE	SBI INT-UTILS	116.09K	SH	$8.18M 5.77%	116.09K
SELECT SECTOR SPDR TRSOLE	FINANCIAL	237.34K	SH	$8.12M 5.72%	237.34K
SELECT SECTOR SPDR TRSOLE	SBI MATERIALS	100.61K	SH	$7.82M 5.51%	100.61K
VANGUARD TAX-MANAGED FDSSOLE	VAN FTSE DEV MKT	143.63K	SH	$6.03M 4.25%	143.63K
ALPS ETF TRSOLE	OSHARES US QUALT	121.64K	SH	$5.04M 3.55%	121.64K
VANGUARD INDEX FDSSOLE	MID CAP ETF	22.67K	SH	$4.62M 3.25%	22.67K
ISHARES TRSOLE	GLOB HLTHCRE ETF	41.09K	SH	$3.49M 2.46%	41.09K
ISHARES TRSOLE	US BR DEL SE ETF	36.09K	SH	$3.47M 2.44%	36.09K
VANGUARD INTL EQUITY INDEX FSOLE	ALLWRLD EX US	67.16K	SH	$3.37M 2.37%	67.16K
VANGUARD INDEX FDSSOLE	SML CP GRW ETF	16.68K	SH	$3.34M 2.36%	16.68K
SPDR SER TRSOLE	BBG CONV SEC ETF	47.97K	SH	$3.09M 2.17%	47.97K
ISHARES TRSOLE	ISHS 1-5YR INVS	59.34K	SH	$2.96M 2.08%	59.34K
PIMCO ETF TRSOLE	0-5 HIGH YIELD	32.60K	SH	$2.91M 2.05%	32.60K
VANGUARD SCOTTSDALE FDSSOLE	SHORT TERM TREAS	46.25K	SH	$2.67M 1.88%	46.25K
ISHARES TRSOLE	AGENCY BOND ETF	24.77K	SH	$2.64M 1.86%	24.77K
ISHARES TRSOLE	GOV/CRED BD ETF	25.54K	SH	$2.62M 1.85%	25.54K
FIRST TR EXCHANGE-TRADED FDSOLE	SENIOR LN FD	58.49K	SH	$2.61M 1.84%	58.49K
WISDOMTREE TRSOLE	BLMBG US BULL	98.52K	SH	$2.57M 1.81%	98.52K
ISHARES TRSOLE	ISHARES SEMICDTR	6.60K	SH	$2.30M 1.62%	6.60K
WISDOMTREE TRSOLE	CHINADIV EX FI	59.74K	SH	$2.08M 1.46%	59.74K

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