Filed: 8/12/2024ACC: 0001172661-24-003228
📋 What this filing means
ALGORITHMIC INVESTMENT MODELS, LLC filed this quarterly 13F‑HR report disclosing 47 equity positions with a total reported market value of $127.92M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.
47
Positions
$127.92M
Total AUM (reported)
2.47M
Total Shares
Allocation by class
PORTFOLIO AGRGTE$14.29M11.2%
VAN FTSE DEV MKT$6.12M4.8%
OSHARES US QUALT$5.27M4.1%
MID CAP ETF$5.02M3.9%
ENERGY$4.44M3.5%
TECHNOLOGY$4.33M3.4%
MSCI COMMNTN SVC$4.31M3.4%
Portfolio Concentration
Top 3$25.68M20.1%
4–10$30.58M23.9%
11–25$51.07M39.9%
Rest$20.59M16.1%
Top 3 weight
20.1%
Top 10 weight
44.0%
Voting Authority Distribution
Total shares with voting rights: 2.47M
Sole
Full voting authority
2.47M
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)
Sole47
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings47
Rows:
SPDR SER TR
SOLEShares569.73K
TypeSH
Market value$14.29M
11.17%
Sole
569.73K
Shared
0.00
None
0.00
VANGUARD TAX-MANAGED FDS
SOLEShares123.84K
TypeSH
Market value$6.12M
4.78%
Sole
123.84K
Shared
0.00
None
0.00
ALPS ETF TR
SOLEShares106.16K
TypeSH
Market value$5.27M
4.12%
Sole
106.16K
Shared
0.00
None
0.00
VANGUARD INDEX FDS
SOLEShares20.73K
TypeSH
Market value$5.02M
3.92%
Sole
20.73K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares48.72K
TypeSH
Market value$4.44M
3.47%
Sole
48.72K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares19.16K
TypeSH
Market value$4.33M
3.39%
Sole
19.16K
Shared
0.00
None
0.00
FIDELITY COVINGTON TRUST
SOLEShares82.48K
TypeSH
Market value$4.31M
3.37%
Sole
82.48K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares62.94K
TypeSH
Market value$4.29M
3.35%
Sole
62.94K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares53.67K
TypeSH
Market value$4.11M
3.21%
Sole
53.67K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares99.18K
TypeSH
Market value$4.08M
3.19%
Sole
99.18K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares41.71K
TypeSH
Market value$4.05M
3.17%
Sole
41.71K
Shared
0.00
None
0.00
FIDELITY COVINGTON TRUST
SOLEShares49.92K
TypeSH
Market value$4.04M
3.16%
Sole
49.92K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares27.59K
TypeSH
Market value$4.02M
3.14%
Sole
27.59K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares32.95K
TypeSH
Market value$4.02M
3.14%
Sole
32.95K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares79.60K
TypeSH
Market value$4.00M
3.12%
Sole
79.60K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares44.93K
TypeSH
Market value$3.97M
3.10%
Sole
44.93K
Shared
0.00
None
0.00
SELECT SECTOR SPDR TR
SOLEShares102.04K
TypeSH
Market value$3.92M
3.06%
Sole
102.04K
Shared
0.00
None
0.00
POWERSHARES ACTIVELY MANAGED
SOLEShares150.09K
TypeSH
Market value$3.77M
2.95%
Sole
150.09K
Shared
0.00
None
0.00
VANGUARD INTL EQUITY INDEX F
SOLEShares58.19K
TypeSH
Market value$3.41M
2.67%
Sole
58.19K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares17.26K
TypeSH
Market value$3.01M
2.35%
Sole
17.26K
Shared
0.00
None
0.00
WISDOMTREE TR
SOLEShares103.06K
TypeSH
Market value$2.79M
2.18%
Sole
103.06K
Shared
0.00
None
0.00
VANGUARD SCOTTSDALE FDS
SOLEShares34.95K
TypeSH
Market value$2.65M
2.07%
Sole
34.95K
Shared
0.00
None
0.00
ALPS ETF TR
SOLEShares52.75K
TypeSH
Market value$2.53M
1.98%
Sole
52.75K
Shared
0.00
None
0.00
ISHARES TR
SOLEShares23.19K
TypeSH
Market value$2.47M
1.93%
Sole
23.19K
Shared
0.00
None
0.00
VANGUARD INDEX FDS
SOLEShares9.65K
TypeSH
Market value$2.41M
1.89%
Sole
9.65K
Shared
0.00
None
0.00
| Issuer | Class | Shares | Type | Value / Portfolio % | Voting — Sole | Shared | None |
|---|---|---|---|---|---|---|---|
SPDR SER TRSOLE | PORTFOLIO AGRGTE | 569.73K | SH | $14.29M 11.17% | 569.73K | 0.00 | 0.00 |
VANGUARD TAX-MANAGED FDSSOLE | VAN FTSE DEV MKT | 123.84K | SH | $6.12M 4.78% | 123.84K | 0.00 | 0.00 |
ALPS ETF TRSOLE | OSHARES US QUALT | 106.16K | SH | $5.27M 4.12% | 106.16K | 0.00 | 0.00 |
VANGUARD INDEX FDSSOLE | MID CAP ETF | 20.73K | SH | $5.02M 3.92% | 20.73K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | ENERGY | 48.72K | SH | $4.44M 3.47% | 48.72K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | TECHNOLOGY | 19.16K | SH | $4.33M 3.39% | 19.16K | 0.00 | 0.00 |
FIDELITY COVINGTON TRUSTSOLE | MSCI COMMNTN SVC | 82.48K | SH | $4.31M 3.37% | 82.48K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | SBI INT-UTILS | 62.94K | SH | $4.29M 3.35% | 62.94K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | SBI CONS STPLS | 53.67K | SH | $4.11M 3.21% | 53.67K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | FINANCIAL | 99.18K | SH | $4.08M 3.19% | 99.18K | 0.00 | 0.00 |
ISHARES TRSOLE | CORE US AGGBD ET | 41.71K | SH | $4.05M 3.17% | 41.71K | 0.00 | 0.00 |
FIDELITY COVINGTON TRUSTSOLE | MSCI CONSM DIS | 49.92K | SH | $4.04M 3.16% | 49.92K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | SBI HEALTHCARE | 27.59K | SH | $4.02M 3.14% | 27.59K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | INDL | 32.95K | SH | $4.02M 3.14% | 32.95K | 0.00 | 0.00 |
ISHARES TRSOLE | USD INV GRDE ETF | 79.60K | SH | $4.00M 3.12% | 79.60K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | SBI MATERIALS | 44.93K | SH | $3.97M 3.10% | 44.93K | 0.00 | 0.00 |
SELECT SECTOR SPDR TRSOLE | RL EST SEL SEC | 102.04K | SH | $3.92M 3.06% | 102.04K | 0.00 | 0.00 |
POWERSHARES ACTIVELY MANAGEDSOLE | VAR RATE INVT | 150.09K | SH | $3.77M 2.95% | 150.09K | 0.00 | 0.00 |
VANGUARD INTL EQUITY INDEX FSOLE | ALLWRLD EX US | 58.19K | SH | $3.41M 2.67% | 58.19K | 0.00 | 0.00 |
ISHARES TRSOLE | RUS 1000 VAL ETF | 17.26K | SH | $3.01M 2.35% | 17.26K | 0.00 | 0.00 |
WISDOMTREE TRSOLE | BLMBG US BULL | 103.06K | SH | $2.79M 2.18% | 103.06K | 0.00 | 0.00 |
VANGUARD SCOTTSDALE FDSSOLE | LG-TERM COR BD | 34.95K | SH | $2.65M 2.07% | 34.95K | 0.00 | 0.00 |
ALPS ETF TRSOLE | ALERIAN MLP | 52.75K | SH | $2.53M 1.98% | 52.75K | 0.00 | 0.00 |
ISHARES TRSOLE | NATIONAL MUN ETF | 23.19K | SH | $2.47M 1.93% | 23.19K | 0.00 | 0.00 |
VANGUARD INDEX FDSSOLE | SML CP GRW ETF | 9.65K | SH | $2.41M 1.89% | 9.65K | 0.00 | 0.00 |
Page 1 of 2