ALGORITHMIC INVESTMENT MODELS, LLC

Filed: 5/10/2024ACC: 0001172661-24-002128

📋 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 $135.91M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

Positions

$135.91M

Total AUM (reported)

2.59M

Total Shares

Allocation by class

PORTFOLIO AGRGTE$14.53M10.7%

ENERGY$7.72M5.7%

VAN FTSE DEV MKT$6.62M4.9%

LG-TERM COR BD$6.03M4.4%

OSHARES US QUALT$5.33M3.9%

MID CAP ETF$5.30M3.9%

TECHNOLOGY$4.60M3.4%

Portfolio Concentration

Top 3$28.87M21.2%

4–10$34.33M25.3%

11–25$53.70M39.5%

Rest$19.01M14.0%

Top 3 weight

21.2%

Top 10 weight

46.5%

Voting Authority Distribution

Total shares with voting rights: 2.59M

Sole

Full voting authority

2.59M

% 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

Shares574.57K

TypeSH

Market value$14.53M

10.69%

Sole

574.57K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

ENERGY

Shares81.76K

TypeSH

Market value$7.72M

5.68%

Sole

81.76K

Shared

0.00

None

0.00

VANGUARD TAX-MANAGED FDS

SOLE

VAN FTSE DEV MKT

Shares131.96K

TypeSH

Market value$6.62M

4.87%

Sole

131.96K

Shared

0.00

None

0.00

VANGUARD SCOTTSDALE FDS

SOLE

LG-TERM COR BD

Shares77.07K

TypeSH

Market value$6.03M

4.44%

Sole

77.07K

Shared

0.00

None

0.00

ALPS ETF TR

SOLE

OSHARES US QUALT

Shares107.95K

TypeSH

Market value$5.33M

3.92%

Sole

107.95K

Shared

0.00

None

0.00

VANGUARD INDEX FDS

SOLE

MID CAP ETF

Shares21.22K

TypeSH

Market value$5.30M

3.90%

Sole

21.22K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

TECHNOLOGY

Shares22.10K

TypeSH

Market value$4.60M

3.39%

Sole

22.10K

Shared

0.00

None

0.00

ISHARES TR

SOLE

CORE US AGGBD ET

Shares45.01K

TypeSH

Market value$4.41M

3.24%

Sole

45.01K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI INT-UTILS

Shares66.25K

TypeSH

Market value$4.35M

3.20%

Sole

66.25K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

FINANCIAL

Shares102.15K

TypeSH

Market value$4.30M

3.17%

Sole

102.15K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI MATERIALS

Shares46.25K

TypeSH

Market value$4.30M

3.16%

Sole

46.25K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

INDL

Shares33.92K

TypeSH

Market value$4.27M

3.14%

Sole

33.92K

Shared

0.00

None

0.00

ISHARES TR

SOLE

USD INV GRDE ETF

Shares83.84K

TypeSH

Market value$4.26M

3.13%

Sole

83.84K

Shared

0.00

None

0.00

FIDELITY COVINGTON TRUST

SOLE

MSCI CONSM DIS

Shares51.32K

TypeSH

Market value$4.23M

3.11%

Sole

51.32K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI CONS STPLS

Shares55.41K

TypeSH

Market value$4.23M

3.11%

Sole

55.41K

Shared

0.00

None

0.00

FIDELITY COVINGTON TRUST

SOLE

MSCI COMMNTN SVC

Shares85.34K

TypeSH

Market value$4.23M

3.11%

Sole

85.34K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

SBI HEALTHCARE

Shares28.34K

TypeSH

Market value$4.19M

3.08%

Sole

28.34K

Shared

0.00

None

0.00

SELECT SECTOR SPDR TR

SOLE

RL EST SEL SEC

Shares103.89K

TypeSH

Market value$4.11M

3.02%

Sole

103.89K

Shared

0.00

None

0.00

ISHARES TR

SOLE

CONV BD ETF

Shares43.95K

TypeSH

Market value$3.51M

2.58%

Sole

43.95K

Shared

0.00

None

0.00

VANGUARD INTL EQUITY INDEX F

SOLE

ALLWRLD EX US

Shares59.13K

TypeSH

Market value$3.47M

2.55%

Sole

59.13K

Shared

0.00

None

0.00

WISDOMTREE TR

SOLE

INDIA ERNGS FD

Shares60.89K

TypeSH

Market value$2.65M

1.95%

Sole

60.89K

Shared

0.00

None

0.00

VANGUARD SCOTTSDALE FDS

SOLE

SHORT TERM TREAS

Shares44.81K

TypeSH

Market value$2.60M

1.91%

Sole

44.81K

Shared

0.00

None

0.00

WISDOMTREE TR

SOLE

BLMBG US BULL

Shares98.98K

TypeSH

Market value$2.59M

1.91%

Sole

98.98K

Shared

0.00

None

0.00

INVESCO ACTIVELY MANAGED ETF

SOLE

VAR RATE INVT

Shares101.48K

TypeSH

Market value$2.55M

1.87%

Sole

101.48K

Shared

0.00

None

0.00

VANGUARD INDEX FDS

SOLE

SML CP GRW ETF

Shares9.65K

TypeSH

Market value$2.52M

1.85%

Sole

9.65K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
SPDR SER TRSOLE	PORTFOLIO AGRGTE	574.57K	SH	$14.53M 10.69%	574.57K
SELECT SECTOR SPDR TRSOLE	ENERGY	81.76K	SH	$7.72M 5.68%	81.76K
VANGUARD TAX-MANAGED FDSSOLE	VAN FTSE DEV MKT	131.96K	SH	$6.62M 4.87%	131.96K
VANGUARD SCOTTSDALE FDSSOLE	LG-TERM COR BD	77.07K	SH	$6.03M 4.44%	77.07K
ALPS ETF TRSOLE	OSHARES US QUALT	107.95K	SH	$5.33M 3.92%	107.95K
VANGUARD INDEX FDSSOLE	MID CAP ETF	21.22K	SH	$5.30M 3.90%	21.22K
SELECT SECTOR SPDR TRSOLE	TECHNOLOGY	22.10K	SH	$4.60M 3.39%	22.10K
ISHARES TRSOLE	CORE US AGGBD ET	45.01K	SH	$4.41M 3.24%	45.01K
SELECT SECTOR SPDR TRSOLE	SBI INT-UTILS	66.25K	SH	$4.35M 3.20%	66.25K
SELECT SECTOR SPDR TRSOLE	FINANCIAL	102.15K	SH	$4.30M 3.17%	102.15K
SELECT SECTOR SPDR TRSOLE	SBI MATERIALS	46.25K	SH	$4.30M 3.16%	46.25K
SELECT SECTOR SPDR TRSOLE	INDL	33.92K	SH	$4.27M 3.14%	33.92K
ISHARES TRSOLE	USD INV GRDE ETF	83.84K	SH	$4.26M 3.13%	83.84K
FIDELITY COVINGTON TRUSTSOLE	MSCI CONSM DIS	51.32K	SH	$4.23M 3.11%	51.32K
SELECT SECTOR SPDR TRSOLE	SBI CONS STPLS	55.41K	SH	$4.23M 3.11%	55.41K
FIDELITY COVINGTON TRUSTSOLE	MSCI COMMNTN SVC	85.34K	SH	$4.23M 3.11%	85.34K
SELECT SECTOR SPDR TRSOLE	SBI HEALTHCARE	28.34K	SH	$4.19M 3.08%	28.34K
SELECT SECTOR SPDR TRSOLE	RL EST SEL SEC	103.89K	SH	$4.11M 3.02%	103.89K
ISHARES TRSOLE	CONV BD ETF	43.95K	SH	$3.51M 2.58%	43.95K
VANGUARD INTL EQUITY INDEX FSOLE	ALLWRLD EX US	59.13K	SH	$3.47M 2.55%	59.13K
WISDOMTREE TRSOLE	INDIA ERNGS FD	60.89K	SH	$2.65M 1.95%	60.89K
VANGUARD SCOTTSDALE FDSSOLE	SHORT TERM TREAS	44.81K	SH	$2.60M 1.91%	44.81K
WISDOMTREE TRSOLE	BLMBG US BULL	98.98K	SH	$2.59M 1.91%	98.98K
INVESCO ACTIVELY MANAGED ETFSOLE	VAR RATE INVT	101.48K	SH	$2.55M 1.87%	101.48K
VANGUARD INDEX FDSSOLE	SML CP GRW ETF	9.65K	SH	$2.52M 1.85%	9.65K

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