Filed: 8/3/2023ACC: 0001172661-23-002718
📋 What this filing means
ALGORITHMIC INVESTMENT MODELS, LLC filed this quarterly 13F‑HR report disclosing 38 equity positions with a total reported market value of $143.95M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
38
Positions
$143.95M
Total AUM (reported)
2.59M
Total Shares
Allocation by class
PORTFOLIO AGRGTE$13.58M9.4%
TECHNOLOGY$13.03M9.1%
MSCI CONSM DIS$12.03M8.4%
SBI INT-INDS$11.71M8.1%
MSCI COMMNTN SVC$11.33M7.9%
CONSMR STAPLES$10.83M7.5%
VAN FTSE DEV MKT$6.25M4.3%
Portfolio Concentration
Top 3$38.64M26.8%
4–10$54.16M37.6%
11–25$39.95M27.8%
Rest$11.21M7.8%
Top 3 weight
26.8%
Top 10 weight
64.5%
Voting Authority Distribution
Total shares with voting rights: 2.59M
Sole
Full voting authority
2.59M
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)
Sole38
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings38
Rows:
SPDR SER TR
SOLEShares535.29K
TypeSH
Market value$13.58M
9.43%
Sole
535.29K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares74.95K
TypeSH
Market value$13.03M
9.05%
Sole
74.95K
Shared
0.00
None
0.00
FIDELITY COVINGTON TRUST
SOLEShares164.13K
TypeSH
Market value$12.03M
8.36%
Sole
164.13K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares109.11K
TypeSH
Market value$11.71M
8.13%
Sole
109.11K
Shared
0.00
None
0.00
FIDELITY COVINGTON TRUST
SOLEShares281.48K
TypeSH
Market value$11.33M
7.87%
Sole
281.48K
Shared
0.00
None
0.00
FIDELITY COVINGTON TRUST
SOLEShares238.35K
TypeSH
Market value$10.83M
7.52%
Sole
238.35K
Shared
0.00
None
0.00
VANGUARD TAX-MANAGED FDS
SOLEShares135.35K
TypeSH
Market value$6.25M
4.34%
Sole
135.35K
Shared
0.00
None
0.00
VANGUARD INDEX FDS
SOLEShares23.84K
TypeSH
Market value$5.25M
3.65%
Sole
23.84K
Shared
0.00
None
0.00
ALPS ETF TR
SOLEShares112.04K
TypeSH
Market value$4.93M
3.42%
Sole
112.04K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares45.22K
TypeSH
Market value$3.86M
2.68%
Sole
45.22K
Shared
0.00
None
0.00
VANGUARD INDEX FDS
SOLEShares16.68K
TypeSH
Market value$3.83M
2.66%
Sole
16.68K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares32.50K
TypeSH
Market value$3.18M
2.21%
Sole
32.50K
Shared
0.00
None
0.00
VANGUARD INTL EQUITY INDEX F
SOLEShares58.11K
TypeSH
Market value$3.16M
2.20%
Sole
58.11K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares28.65K
TypeSH
Market value$3.10M
2.15%
Sole
28.65K
Shared
0.00
None
0.00
VANGUARD SCOTTSDALE FDS
SOLEShares52.24K
TypeSH
Market value$3.02M
2.09%
Sole
52.24K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares58.91K
TypeSH
Market value$2.95M
2.05%
Sole
58.91K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares58.24K
TypeSH
Market value$2.95M
2.05%
Sole
58.24K
Shared
0.00
None
0.00
SCHWAB STRATEGIC TR
SOLEShares53.55K
TypeSH
Market value$2.57M
1.79%
Sole
53.55K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares24.05K
TypeSH
Market value$2.57M
1.79%
Sole
24.05K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares24.69K
TypeSH
Market value$2.57M
1.78%
Sole
24.69K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares26.12K
TypeSH
Market value$2.52M
1.75%
Sole
26.12K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares4.85K
TypeSH
Market value$2.46M
1.71%
Sole
4.85K
Shared
0.00
None
0.00
WISDOMTREE TR
SOLEShares60.67K
TypeSH
Market value$1.86M
1.29%
Sole
60.67K
Shared
0.00
None
0.00
SPDR INDEX SHS FDS
SOLEShares50.24K
TypeSH
Market value$1.63M
1.14%
Sole
50.24K
Shared
0.00
None
0.00
WISDOMTREE TR
SOLEShares56.26K
TypeSH
Market value$1.57M
1.09%
Sole
56.26K
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
SPDR SER TRSOLE | PORTFOLIO AGRGTE | 535.29K | SH | $13.58M 9.43% | 535.29K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | TECHNOLOGY | 74.95K | SH | $13.03M 9.05% | 74.95K | 0.00 | 0.00 |
FIDELITY COVINGTON TRUSTSOLE | MSCI CONSM DIS | 164.13K | SH | $12.03M 8.36% | 164.13K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | SBI INT-INDS | 109.11K | SH | $11.71M 8.13% | 109.11K | 0.00 | 0.00 |
FIDELITY COVINGTON TRUSTSOLE | MSCI COMMNTN SVC | 281.48K | SH | $11.33M 7.87% | 281.48K | 0.00 | 0.00 |
FIDELITY COVINGTON TRUSTSOLE | CONSMR STAPLES | 238.35K | SH | $10.83M 7.52% | 238.35K | 0.00 | 0.00 |
VANGUARD TAX-MANAGED FDSSOLE | VAN FTSE DEV MKT | 135.35K | SH | $6.25M 4.34% | 135.35K | 0.00 | 0.00 |
VANGUARD INDEX FDSSOLE | MID CAP ETF | 23.84K | SH | $5.25M 3.65% | 23.84K | 0.00 | 0.00 |
ALPS ETF TRSOLE | OSHARES US QUALT | 112.04K | SH | $4.93M 3.42% | 112.04K | 0.00 | 0.00 |
ISHARES TRSOLE | US HOME CONS ETF | 45.22K | SH | $3.86M 2.68% | 45.22K | 0.00 | 0.00 |
VANGUARD INDEX FDSSOLE | SML CP GRW ETF | 16.68K | SH | $3.83M 2.66% | 16.68K | 0.00 | 0.00 |
ISHARES TRSOLE | CORE US AGGBD ET | 32.50K | SH | $3.18M 2.21% | 32.50K | 0.00 | 0.00 |
VANGUARD INTL EQUITY INDEX FSOLE | ALLWRLD EX US | 58.11K | SH | $3.16M 2.20% | 58.11K | 0.00 | 0.00 |
ISHARES TRSOLE | IBOXX INV CP ETF | 28.65K | SH | $3.10M 2.15% | 28.65K | 0.00 | 0.00 |
VANGUARD SCOTTSDALE FDSSOLE | SHORT TERM TREAS | 52.24K | SH | $3.02M 2.09% | 52.24K | 0.00 | 0.00 |
ISHARES TRSOLE | USD INV GRDE ETF | 58.91K | SH | $2.95M 2.05% | 58.91K | 0.00 | 0.00 |
ISHARES TRSOLE | ISHS 5-10YR INVT | 58.24K | SH | $2.95M 2.05% | 58.24K | 0.00 | 0.00 |
SCHWAB STRATEGIC TRSOLE | SHT TM US TRES | 53.55K | SH | $2.57M 1.79% | 53.55K | 0.00 | 0.00 |
ISHARES TRSOLE | AGENCY BOND ETF | 24.05K | SH | $2.57M 1.79% | 24.05K | 0.00 | 0.00 |
ISHARES TRSOLE | GOV/CRED BD ETF | 24.69K | SH | $2.57M 1.78% | 24.69K | 0.00 | 0.00 |
ISHARES TRSOLE | 7-10 YR TRSY BD | 26.12K | SH | $2.52M 1.75% | 26.12K | 0.00 | 0.00 |
ISHARES TRSOLE | ISHARES SEMICDTR | 4.85K | SH | $2.46M 1.71% | 4.85K | 0.00 | 0.00 |
WISDOMTREE TRSOLE | CHINADIV EX FI | 60.67K | SH | $1.86M 1.29% | 60.67K | 0.00 | 0.00 |
SPDR INDEX SHS FDSSOLE | PORTFOLIO DEVLPD | 50.24K | SH | $1.63M 1.14% | 50.24K | 0.00 | 0.00 |
WISDOMTREE TRSOLE | EM EX ST-OWNED | 56.26K | SH | $1.57M 1.09% | 56.26K | 0.00 | 0.00 |
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