Filed: 5/11/2023ACC: 0001172661-23-002014
📋 What this filing means
ALGORITHMIC INVESTMENT MODELS, LLC filed this quarterly 13F‑HR report disclosing 37 equity positions with a total reported market value of $143.92M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
37
Positions
$143.92M
Total AUM (reported)
2.43M
Total Shares
Allocation by class
PORTFOLIO AGRGTE$16.18M11.2%
EQUAL SEC ETF$14.18M9.9%
SHORT TREAS BD$13.70M9.5%
TECHNOLOGY$10.85M7.5%
SBI INT-INDS$9.20M6.4%
ENERGY$9.08M6.3%
VAN FTSE DEV MKT$6.49M4.5%
Portfolio Concentration
Top 3$44.06M30.6%
4–10$49.05M34.1%
11–25$40.76M28.3%
Rest$10.05M7.0%
Top 3 weight
30.6%
Top 10 weight
64.7%
Voting Authority Distribution
Total shares with voting rights: 2.43M
Sole
Full voting authority
2.43M
shares
% of voting shares100.0%
Shared
Joint voting authority
0.00
shares
% of voting shares0.0%
None
No voting authority
0.00
shares
% of voting shares0.0%
Investment Discretion (by position count)
Sole37
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings37
Rows:
SPDR SER TR
SOLEShares627.23K
TypeSH
Market value$16.18M
11.24%
Sole
627.23K
Shared
0.00
None
0.00
ALPS ETF TR
SOLEShares142.47K
TypeSH
Market value$14.18M
9.85%
Sole
142.47K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares124.01K
TypeSH
Market value$13.70M
9.52%
Sole
124.01K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares71.83K
TypeSH
Market value$10.85M
7.54%
Sole
71.83K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares90.92K
TypeSH
Market value$9.20M
6.39%
Sole
90.92K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares109.62K
TypeSH
Market value$9.08M
6.31%
Sole
109.62K
Shared
0.00
None
0.00
VANGUARD TAX-MANAGED FDS
SOLEShares143.63K
TypeSH
Market value$6.49M
4.51%
Sole
143.63K
Shared
0.00
None
0.00
ALPS ETF TR
SOLEShares117.97K
TypeSH
Market value$4.97M
3.45%
Sole
117.97K
Shared
0.00
None
0.00
VANGUARD INDEX FDS
SOLEShares22.67K
TypeSH
Market value$4.78M
3.32%
Sole
22.67K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares52.41K
TypeSH
Market value$3.68M
2.56%
Sole
52.41K
Shared
0.00
None
0.00
VANGUARD INDEX FDS
SOLEShares16.68K
TypeSH
Market value$3.61M
2.51%
Sole
16.68K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares33.43K
TypeSH
Market value$3.33M
2.31%
Sole
33.43K
Shared
0.00
None
0.00
VANGUARD INTL EQUITY INDEX F
SOLEShares60.96K
TypeSH
Market value$3.26M
2.26%
Sole
60.96K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares58.94K
TypeSH
Market value$3.02M
2.10%
Sole
58.94K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares27.91K
TypeSH
Market value$3.02M
2.10%
Sole
27.91K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares59.25K
TypeSH
Market value$3.00M
2.09%
Sole
59.25K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares31.76K
TypeSH
Market value$2.79M
1.94%
Sole
31.76K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares6.18K
TypeSH
Market value$2.75M
1.91%
Sole
6.18K
Shared
0.00
None
0.00
VANGUARD SCOTTSDALE FDS
SOLEShares46.53K
TypeSH
Market value$2.72M
1.89%
Sole
46.53K
Shared
0.00
None
0.00
SCHWAB STRATEGIC TR
SOLEShares54.92K
TypeSH
Market value$2.68M
1.86%
Sole
54.92K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares25K
TypeSH
Market value$2.64M
1.84%
Sole
25K
Shared
0.00
None
0.00
WISDOMTREE TR
SOLEShares97.13K
TypeSH
Market value$2.53M
1.76%
Sole
97.13K
Shared
0.00
None
0.00
VANGUARD SCOTTSDALE FDS
SOLEShares26.20K
TypeSH
Market value$2.00M
1.39%
Sole
26.20K
Shared
0.00
None
0.00
SPDR INDEX SHS FDS
SOLEShares53.50K
TypeSH
Market value$1.72M
1.19%
Sole
53.50K
Shared
0.00
None
0.00
WISDOMTREE TR
SOLEShares48.51K
TypeSH
Market value$1.69M
1.17%
Sole
48.51K
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
SPDR SER TRSOLE | PORTFOLIO AGRGTE | 627.23K | SH | $16.18M 11.24% | 627.23K | 0.00 | 0.00 |
ALPS ETF TRSOLE | EQUAL SEC ETF | 142.47K | SH | $14.18M 9.85% | 142.47K | 0.00 | 0.00 |
ISHARES TRSOLE | SHORT TREAS BD | 124.01K | SH | $13.70M 9.52% | 124.01K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | TECHNOLOGY | 71.83K | SH | $10.85M 7.54% | 71.83K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | SBI INT-INDS | 90.92K | SH | $9.20M 6.39% | 90.92K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | ENERGY | 109.62K | SH | $9.08M 6.31% | 109.62K | 0.00 | 0.00 |
VANGUARD TAX-MANAGED FDSSOLE | VAN FTSE DEV MKT | 143.63K | SH | $6.49M 4.51% | 143.63K | 0.00 | 0.00 |
ALPS ETF TRSOLE | OSHARES US QUALT | 117.97K | SH | $4.97M 3.45% | 117.97K | 0.00 | 0.00 |
VANGUARD INDEX FDSSOLE | MID CAP ETF | 22.67K | SH | $4.78M 3.32% | 22.67K | 0.00 | 0.00 |
ISHARES TRSOLE | US HOME CONS ETF | 52.41K | SH | $3.68M 2.56% | 52.41K | 0.00 | 0.00 |
VANGUARD INDEX FDSSOLE | SML CP GRW ETF | 16.68K | SH | $3.61M 2.51% | 16.68K | 0.00 | 0.00 |
ISHARES TRSOLE | CORE US AGGBD ET | 33.43K | SH | $3.33M 2.31% | 33.43K | 0.00 | 0.00 |
VANGUARD INTL EQUITY INDEX FSOLE | ALLWRLD EX US | 60.96K | SH | $3.26M 2.26% | 60.96K | 0.00 | 0.00 |
ISHARES TRSOLE | ISHS 5-10YR INVT | 58.94K | SH | $3.02M 2.10% | 58.94K | 0.00 | 0.00 |
ISHARES TRSOLE | AGENCY BOND ETF | 27.91K | SH | $3.02M 2.10% | 27.91K | 0.00 | 0.00 |
ISHARES TRSOLE | USD INV GRDE ETF | 59.25K | SH | $3.00M 2.09% | 59.25K | 0.00 | 0.00 |
ISHARES TRSOLE | MSCI KOKUSAI ETF | 31.76K | SH | $2.79M 1.94% | 31.76K | 0.00 | 0.00 |
ISHARES TRSOLE | ISHARES SEMICDTR | 6.18K | SH | $2.75M 1.91% | 6.18K | 0.00 | 0.00 |
VANGUARD SCOTTSDALE FDSSOLE | SHORT TERM TREAS | 46.53K | SH | $2.72M 1.89% | 46.53K | 0.00 | 0.00 |
SCHWAB STRATEGIC TRSOLE | SHT TM US TRES | 54.92K | SH | $2.68M 1.86% | 54.92K | 0.00 | 0.00 |
ISHARES TRSOLE | GOV/CRED BD ETF | 25K | SH | $2.64M 1.84% | 25K | 0.00 | 0.00 |
WISDOMTREE TRSOLE | BLMBG US BULL | 97.13K | SH | $2.53M 1.76% | 97.13K | 0.00 | 0.00 |
VANGUARD SCOTTSDALE FDSSOLE | SHRT TRM CORP BD | 26.20K | SH | $2.00M 1.39% | 26.20K | 0.00 | 0.00 |
SPDR INDEX SHS FDSSOLE | PORTFOLIO DEVLPD | 53.50K | SH | $1.72M 1.19% | 53.50K | 0.00 | 0.00 |
WISDOMTREE TRSOLE | CHINADIV EX FI | 48.51K | SH | $1.69M 1.17% | 48.51K | 0.00 | 0.00 |
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