ALGORITHMIC INVESTMENT MODELS, LLC

Filed: 2/12/2024ACC: 0001172661-24-000653

📋 What this filing means

ALGORITHMIC INVESTMENT MODELS, LLC filed this quarterly 13F‑HR report disclosing 46 equity positions with a total reported market value of $131.79M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

Positions

$131.79M

Total AUM (reported)

2.56M

Total Shares

Allocation by class

PORTFOLIO AGRGTE$13.62M10.3%

VAN FTSE DEV MKT$6.46M4.9%

MID CAP ETF$5.49M4.2%

OSHARES US QUALT$5.08M3.9%

TECHNOLOGY$4.94M3.7%

RL EST SEL SEC$4.56M3.5%

CORE US AGGBD ET$4.53M3.4%

Portfolio Concentration

Top 3$25.58M19.4%

4–10$32.59M24.7%

11–25$54.01M41.0%

Rest$19.60M14.9%

Top 3 weight

19.4%

Top 10 weight

44.1%

Voting Authority Distribution

Total shares with voting rights: 2.56M

Sole

Full voting authority

2.56M

% 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)

Sole46

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings46

Rows:

SPDR SER TR

SOLE

PORTFOLIO AGRGTE

Shares531.37K

TypeSH

Market value$13.62M

10.34%

Sole

531.37K

Shared

0.00

None

0.00

VANGUARD TAX-MANAGED FDS

SOLE

VAN FTSE DEV MKT

Shares134.85K

TypeSH

Market value$6.46M

4.90%

Sole

134.85K

Shared

0.00

None

0.00

VANGUARD INDEX FDS

SOLE

MID CAP ETF

Shares23.61K

TypeSH

Market value$5.49M

4.17%

Sole

23.61K

Shared

0.00

None

0.00

ALPS ETF TR

SOLE

OSHARES US QUALT

Shares110.13K

TypeSH

Market value$5.08M

3.85%

Sole

110.13K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

TECHNOLOGY

Shares25.66K

TypeSH

Market value$4.94M

3.75%

Sole

25.66K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

RL EST SEL SEC

Shares113.84K

TypeSH

Market value$4.56M

3.46%

Sole

113.84K

Shared

0.00

None

0.00

ISHARES TR

SOLE

CORE US AGGBD ET

Shares45.63K

TypeSH

Market value$4.53M

3.44%

Sole

45.63K

Shared

0.00

None

0.00

FIDELITY COVINGTON TRUST

SOLE

MSCI COMMNTN SVC

Shares101.54K

TypeSH

Market value$4.52M

3.43%

Sole

101.54K

Shared

0.00

None

0.00

FIDELITY COVINGTON TRUST

SOLE

MSCI CONSM DIS

Shares56.91K

TypeSH

Market value$4.49M

3.41%

Sole

56.91K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI MATERIALS

Shares52.30K

TypeSH

Market value$4.47M

3.39%

Sole

52.30K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

INDL

Shares39.22K

TypeSH

Market value$4.47M

3.39%

Sole

39.22K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

FINANCIAL

Shares118.45K

TypeSH

Market value$4.45M

3.38%

Sole

118.45K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI HEALTHCARE

Shares32.45K

TypeSH

Market value$4.43M

3.36%

Sole

32.45K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI CONS STPLS

Shares61.13K

TypeSH

Market value$4.40M

3.34%

Sole

61.13K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI INT-UTILS

Shares68.23K

TypeSH

Market value$4.32M

3.28%

Sole

68.23K

Shared

0.00

None

0.00

ISHARES TR

SOLE

AGENCY BOND ETF

Shares39.37K

TypeSH

Market value$4.27M

3.24%

Sole

39.37K

Shared

0.00

None

0.00

VANGUARD INDEX FDS

SOLE

SML CP GRW ETF

Shares16.68K

TypeSH

Market value$4.03M

3.06%

Sole

16.68K

Shared

0.00

None

0.00

ISHARES TR

SOLE

CONV BD ETF

Shares44.82K

TypeSH

Market value$3.52M

2.67%

Sole

44.82K

Shared

0.00

None

0.00

VANGUARD INTL EQUITY INDEX F

SOLE

ALLWRLD EX US

Shares59.74K

TypeSH

Market value$3.35M

2.54%

Sole

59.74K

Shared

0.00

None

0.00

ISHARES TR

SOLE

USD INV GRDE ETF

Shares60.88K

TypeSH

Market value$3.12M

2.37%

Sole

60.88K

Shared

0.00

None

0.00

ISHARES TR

SOLE

GLOBAL TECH ETF

Shares44.87K

TypeSH

Market value$3.06M

2.32%

Sole

44.87K

Shared

0.00

None

0.00

INVESCO ACTIVELY MANAGED ETF

SOLE

VAR RATE INVT

Shares122.33K

TypeSH

Market value$3.06M

2.32%

Sole

122.33K

Shared

0.00

None

0.00

VANGUARD SCOTTSDALE FDS

SOLE

SHORT TERM TREAS

Shares45.50K

TypeSH

Market value$2.65M

2.01%

Sole

45.50K

Shared

0.00

None

0.00

WISDOMTREE TR

SOLE

BLMBG US BULL

Shares102.87K

TypeSH

Market value$2.58M

1.96%

Sole

102.87K

Shared

0.00

None

0.00

ISHARES TR

SOLE

ISHARES SEMICDTR

Shares3.98K

TypeSH

Market value$2.29M

1.74%

Sole

3.98K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
SPDR SER TRSOLE	PORTFOLIO AGRGTE	531.37K	SH	$13.62M 10.34%	531.37K
VANGUARD TAX-MANAGED FDSSOLE	VAN FTSE DEV MKT	134.85K	SH	$6.46M 4.90%	134.85K
VANGUARD INDEX FDSSOLE	MID CAP ETF	23.61K	SH	$5.49M 4.17%	23.61K
ALPS ETF TRSOLE	OSHARES US QUALT	110.13K	SH	$5.08M 3.85%	110.13K
SELECT SECTOR SPDR TRSOLE	TECHNOLOGY	25.66K	SH	$4.94M 3.75%	25.66K
SELECT SECTOR SPDR TRSOLE	RL EST SEL SEC	113.84K	SH	$4.56M 3.46%	113.84K
ISHARES TRSOLE	CORE US AGGBD ET	45.63K	SH	$4.53M 3.44%	45.63K
FIDELITY COVINGTON TRUSTSOLE	MSCI COMMNTN SVC	101.54K	SH	$4.52M 3.43%	101.54K
FIDELITY COVINGTON TRUSTSOLE	MSCI CONSM DIS	56.91K	SH	$4.49M 3.41%	56.91K
SELECT SECTOR SPDR TRSOLE	SBI MATERIALS	52.30K	SH	$4.47M 3.39%	52.30K
SELECT SECTOR SPDR TRSOLE	INDL	39.22K	SH	$4.47M 3.39%	39.22K
SELECT SECTOR SPDR TRSOLE	FINANCIAL	118.45K	SH	$4.45M 3.38%	118.45K
SELECT SECTOR SPDR TRSOLE	SBI HEALTHCARE	32.45K	SH	$4.43M 3.36%	32.45K
SELECT SECTOR SPDR TRSOLE	SBI CONS STPLS	61.13K	SH	$4.40M 3.34%	61.13K
SELECT SECTOR SPDR TRSOLE	SBI INT-UTILS	68.23K	SH	$4.32M 3.28%	68.23K
ISHARES TRSOLE	AGENCY BOND ETF	39.37K	SH	$4.27M 3.24%	39.37K
VANGUARD INDEX FDSSOLE	SML CP GRW ETF	16.68K	SH	$4.03M 3.06%	16.68K
ISHARES TRSOLE	CONV BD ETF	44.82K	SH	$3.52M 2.67%	44.82K
VANGUARD INTL EQUITY INDEX FSOLE	ALLWRLD EX US	59.74K	SH	$3.35M 2.54%	59.74K
ISHARES TRSOLE	USD INV GRDE ETF	60.88K	SH	$3.12M 2.37%	60.88K
ISHARES TRSOLE	GLOBAL TECH ETF	44.87K	SH	$3.06M 2.32%	44.87K
INVESCO ACTIVELY MANAGED ETFSOLE	VAR RATE INVT	122.33K	SH	$3.06M 2.32%	122.33K
VANGUARD SCOTTSDALE FDSSOLE	SHORT TERM TREAS	45.50K	SH	$2.65M 2.01%	45.50K
WISDOMTREE TRSOLE	BLMBG US BULL	102.87K	SH	$2.58M 1.96%	102.87K
ISHARES TRSOLE	ISHARES SEMICDTR	3.98K	SH	$2.29M 1.74%	3.98K

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