Filed: 11/9/2023ACC: 0001172661-23-003703
📋 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 $138.76M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
37
Positions
$138.76M
Total AUM (reported)
2.42M
Total Shares
Allocation by class
TECHNOLOGY$13.39M9.6%
PORTFOLIO AGRGTE$13.03M9.4%
MSCI CONSM DIS$11.18M8.1%
MSCI COMMNTN SVC$11.02M7.9%
INDL$10.93M7.9%
ENERGY$10.72M7.7%
VAN FTSE DEV MKT$5.90M4.2%
Portfolio Concentration
Top 3$37.60M27.1%
4–10$52.81M38.1%
11–25$39.15M28.2%
Rest$9.20M6.6%
Top 3 weight
27.1%
Top 10 weight
65.2%
Voting Authority Distribution
Total shares with voting rights: 2.42M
Sole
Full voting authority
2.42M
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:
SELECT SECTOR SPDR TR
SOLEShares81.68K
TypeSH
Market value$13.39M
9.65%
Sole
81.68K
Shared
0.00
None
0.00
SPDR SER TR
SOLEShares535.29K
TypeSH
Market value$13.03M
9.39%
Sole
535.29K
Shared
0.00
None
0.00
FIDELITY COVINGTON TRUST
SOLEShares160.06K
TypeSH
Market value$11.18M
8.06%
Sole
160.06K
Shared
0.00
None
0.00
FIDELITY COVINGTON TRUST
SOLEShares277.53K
TypeSH
Market value$11.02M
7.94%
Sole
277.53K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares107.85K
TypeSH
Market value$10.93M
7.88%
Sole
107.85K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares118.63K
TypeSH
Market value$10.72M
7.73%
Sole
118.63K
Shared
0.00
None
0.00
VANGUARD TAX-MANAGED FDS
SOLEShares134.85K
TypeSH
Market value$5.90M
4.25%
Sole
134.85K
Shared
0.00
None
0.00
VANGUARD INDEX FDS
SOLEShares23.84K
TypeSH
Market value$4.96M
3.58%
Sole
23.84K
Shared
0.00
None
0.00
ALPS ETF TR
SOLEShares114.89K
TypeSH
Market value$4.82M
3.47%
Sole
114.89K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares47.40K
TypeSH
Market value$4.46M
3.21%
Sole
47.40K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares42.66K
TypeSH
Market value$4.32M
3.12%
Sole
42.66K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares39.80K
TypeSH
Market value$4.21M
3.03%
Sole
39.80K
Shared
0.00
None
0.00
VANGUARD SCOTTSDALE FDS
SOLEShares68.23K
TypeSH
Market value$3.93M
2.83%
Sole
68.23K
Shared
0.00
None
0.00
VANGUARD INDEX FDS
SOLEShares16.68K
TypeSH
Market value$3.57M
2.57%
Sole
16.68K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares34.08K
TypeSH
Market value$3.41M
2.46%
Sole
34.08K
Shared
0.00
None
0.00
VANGUARD INTL EQUITY INDEX F
SOLEShares60.35K
TypeSH
Market value$3.13M
2.26%
Sole
60.35K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares60.17K
TypeSH
Market value$2.89M
2.08%
Sole
60.17K
Shared
0.00
None
0.00
FIRST TR EXCHANGE TRADED FD
SOLEShares23.18K
TypeSH
Market value$2.18M
1.57%
Sole
23.18K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares4.48K
TypeSH
Market value$2.12M
1.53%
Sole
4.48K
Shared
0.00
None
0.00
WISDOMTREE TR
SOLEShares60.67K
TypeSH
Market value$1.80M
1.29%
Sole
60.67K
Shared
0.00
None
0.00
ISHARES INC
SOLEShares32.31K
TypeSH
Market value$1.61M
1.16%
Sole
32.31K
Shared
0.00
None
0.00
SPDR INDEX SHS FDS
SOLEShares50.76K
TypeSH
Market value$1.57M
1.13%
Sole
50.76K
Shared
0.00
None
0.00
VANGUARD SCOTTSDALE FDS
SOLEShares20.02K
TypeSH
Market value$1.50M
1.08%
Sole
20.02K
Shared
0.00
None
0.00
DOUBLELINE ETF TRUST
SOLEShares33.65K
TypeSH
Market value$1.48M
1.07%
Sole
33.65K
Shared
0.00
None
0.00
SCHWAB STRATEGIC TR
SOLEShares28.10K
TypeSH
Market value$1.42M
1.02%
Sole
28.10K
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
SELECT SECTOR SPDR TRSOLE | TECHNOLOGY | 81.68K | SH | $13.39M 9.65% | 81.68K | 0.00 | 0.00 |
SPDR SER TRSOLE | PORTFOLIO AGRGTE | 535.29K | SH | $13.03M 9.39% | 535.29K | 0.00 | 0.00 |
FIDELITY COVINGTON TRUSTSOLE | MSCI CONSM DIS | 160.06K | SH | $11.18M 8.06% | 160.06K | 0.00 | 0.00 |
FIDELITY COVINGTON TRUSTSOLE | MSCI COMMNTN SVC | 277.53K | SH | $11.02M 7.94% | 277.53K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | INDL | 107.85K | SH | $10.93M 7.88% | 107.85K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | ENERGY | 118.63K | SH | $10.72M 7.73% | 118.63K | 0.00 | 0.00 |
VANGUARD TAX-MANAGED FDSSOLE | VAN FTSE DEV MKT | 134.85K | SH | $5.90M 4.25% | 134.85K | 0.00 | 0.00 |
VANGUARD INDEX FDSSOLE | MID CAP ETF | 23.84K | SH | $4.96M 3.58% | 23.84K | 0.00 | 0.00 |
ALPS ETF TRSOLE | OSHARES US QUALT | 114.89K | SH | $4.82M 3.47% | 114.89K | 0.00 | 0.00 |
ISHARES TRSOLE | CORE US AGGBD ET | 47.40K | SH | $4.46M 3.21% | 47.40K | 0.00 | 0.00 |
ISHARES TRSOLE | INTRM GOV CR ETF | 42.66K | SH | $4.32M 3.12% | 42.66K | 0.00 | 0.00 |
ISHARES TRSOLE | AGENCY BOND ETF | 39.80K | SH | $4.21M 3.03% | 39.80K | 0.00 | 0.00 |
VANGUARD SCOTTSDALE FDSSOLE | SHORT TERM TREAS | 68.23K | SH | $3.93M 2.83% | 68.23K | 0.00 | 0.00 |
VANGUARD INDEX FDSSOLE | SML CP GRW ETF | 16.68K | SH | $3.57M 2.57% | 16.68K | 0.00 | 0.00 |
ISHARES TRSOLE | GOV/CRED BD ETF | 34.08K | SH | $3.41M 2.46% | 34.08K | 0.00 | 0.00 |
VANGUARD INTL EQUITY INDEX FSOLE | ALLWRLD EX US | 60.35K | SH | $3.13M 2.26% | 60.35K | 0.00 | 0.00 |
ISHARES TRSOLE | USD INV GRDE ETF | 60.17K | SH | $2.89M 2.08% | 60.17K | 0.00 | 0.00 |
FIRST TR EXCHANGE TRADED FDSOLE | NASDQ CLN EDGE | 23.18K | SH | $2.18M 1.57% | 23.18K | 0.00 | 0.00 |
ISHARES TRSOLE | ISHARES SEMICDTR | 4.48K | SH | $2.12M 1.53% | 4.48K | 0.00 | 0.00 |
WISDOMTREE TRSOLE | CHINADIV EX FI | 60.67K | SH | $1.80M 1.29% | 60.67K | 0.00 | 0.00 |
ISHARES INCSOLE | MSCI EMRG CHN | 32.31K | SH | $1.61M 1.16% | 32.31K | 0.00 | 0.00 |
SPDR INDEX SHS FDSSOLE | PORTFOLIO DEVLPD | 50.76K | SH | $1.57M 1.13% | 50.76K | 0.00 | 0.00 |
VANGUARD SCOTTSDALE FDSSOLE | SHRT TRM CORP BD | 20.02K | SH | $1.50M 1.08% | 20.02K | 0.00 | 0.00 |
DOUBLELINE ETF TRUSTSOLE | OPPORTUNISTIC BD | 33.65K | SH | $1.48M 1.07% | 33.65K | 0.00 | 0.00 |
SCHWAB STRATEGIC TRSOLE | US TIPS ETF | 28.10K | SH | $1.42M 1.02% | 28.10K | 0.00 | 0.00 |
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