ALGORITHMIC INVESTMENT MODELS, LLC

Filed: 11/10/2022ACC: 0001606587-22-002250

📋 What this filing means

ALGORITHMIC INVESTMENT MODELS, LLC filed this quarterly 13F‑HR report disclosing 36 equity positions with a total reported market value of $100.8K. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

Positions

$100.8K

Total AUM (reported)

1.96M

Total Shares

Allocation by class

TR UNIT$14.5K14.4%

PORTFOLIO AGRGTE$12.6K12.5%

ENERGY$7.3K7.2%

SBI INT-UTILS$6.8K6.7%

NUVEEN ENHNC YLD$4.7K4.7%

VAN FTSE DEV MKT$4.4K4.4%

MID CAP ETF$4.2K4.1%

Portfolio Concentration

Top 3$34.3K34.1%

4–10$29.9K29.7%

11–25$32.5K32.2%

Rest$4.1K4.0%

Top 3 weight

34.1%

Top 10 weight

63.7%

Voting Authority Distribution

Total shares with voting rights: 1.96M

Sole

Full voting authority

1.96M

% 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)

Sole36

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings36

Rows:

SPDR S&P 500 ETF TRUST

SOLE

TR UNIT

Shares40.59K

TypeSH

Market value$14.5K

14.38%

Sole

40.59K

Shared

0.00

None

0.00

SPDR PORTFOLIO AGGREGATE BON

SOLE

PORTFOLIO AGRGTE

Shares503.63K

TypeSH

Market value$12.6K

12.47%

Sole

503.63K

Shared

0.00

None

0.00

ENERGY SELECT SECTOR SPDR

SOLE

ENERGY

Shares100.74K

TypeSH

Market value$7.3K

7.20%

Sole

100.74K

Shared

0.00

None

0.00

UTILITIES SELECT SECTOR SPDR

SOLE

SBI INT-UTILS

Shares103.32K

TypeSH

Market value$6.8K

6.72%

Sole

103.32K

Shared

0.00

None

0.00

NUVEEN ENHANCED YIELD U.S. A

SOLE

NUVEEN ENHNC YLD

Shares233.37K

TypeSH

Market value$4.7K

4.71%

Sole

233.37K

Shared

0.00

None

0.00

VANGUARD FTSE DEVELOPED ETF

SOLE

VAN FTSE DEV MKT

Shares121.22K

TypeSH

Market value$4.4K

4.37%

Sole

121.22K

Shared

0.00

None

0.00

VANGUARD MID-CAP ETF

SOLE

MID CAP ETF

Shares22.24K

TypeSH

Market value$4.2K

4.15%

Sole

22.24K

Shared

0.00

None

0.00

VANGUARD SHORT-TERM TREASURY

SOLE

SHORT TERM TREAS

Shares58.55K

TypeSH

Market value$3.4K

3.36%

Sole

58.55K

Shared

0.00

None

0.00

VANGUARD SMALL-CAP GRWTH ETF

SOLE

SML CP GRW ETF

Shares16.60K

TypeSH

Market value$3.2K

3.21%

Sole

16.60K

Shared

0.00

None

0.00

ISHARES 7-10 YEAR TREASURY B

SOLE

7-10 YR TRSY BD

Shares32.98K

TypeSH

Market value$3.2K

3.14%

Sole

32.98K

Shared

0.00

None

0.00

VANGUARD FTSE ALL-WORLD EX-U

SOLE

ALLWRLD EX US

Shares70.73K

TypeSH

Market value$3.1K

3.11%

Sole

70.73K

Shared

0.00

None

0.00

VANGUARD MORTGAGE-BACKED SEC

SOLE

MTG-BKD SECS ETF

Shares65.78K

TypeSH

Market value$3.0K

2.94%

Sole

65.78K

Shared

0.00

None

0.00

ISHARES CORE U.S. AGGREGATE

SOLE

CORE US AGGBD ET

Shares30.36K

TypeSH

Market value$2.9K

2.90%

Sole

30.36K

Shared

0.00

None

0.00

TECHNOLOGY SELECT SECT SPDR

SOLE

TECHNOLOGY

Shares24.15K

TypeSH

Market value$2.9K

2.85%

Sole

24.15K

Shared

0.00

None

0.00

WISDOMTREE BBG USD BULLISH

SOLE

BLMBG US BULL

Shares95.55K

TypeSH

Market value$2.8K

2.82%

Sole

95.55K

Shared

0.00

None

0.00

ISHARES AGENCY BOND ETF

SOLE

AGENCY BOND ETF

Shares24.92K

TypeSH

Market value$2.7K

2.63%

Sole

24.92K

Shared

0.00

None

0.00

PIMCO 0-5 YEAR H/Y CORP BOND

SOLE

0-5 HIGH YIELD

Shares29.91K

TypeSH

Market value$2.6K

2.59%

Sole

29.91K

Shared

0.00

None

0.00

ISHARES GOVERNMENT/CREDIT BO

SOLE

GOV/CRED BD ETF

Shares25.43K

TypeSH

Market value$2.6K

2.57%

Sole

25.43K

Shared

0.00

None

0.00

ISHARES GOLD TRUST

SOLE

ISHARES NEW

Shares76.18K

TypeSH

Market value$2.4K

2.38%

Sole

76.18K

Shared

0.00

None

0.00

FIDELITY LTD TERM BOND ETF

SOLE

LTD TRM BD ETF

Shares46.11K

TypeSH

Market value$2.2K

2.18%

Sole

46.11K

Shared

0.00

None

0.00

WISDOMTREE CHINA EX-ST OW

SOLE

CHINADIV EX FI

Shares53.23K

TypeSH

Market value$1.7K

1.67%

Sole

53.23K

Shared

0.00

None

0.00

SCHWAB U.S. TIPS ETF

SOLE

US TIPS ETF

Shares27.93K

TypeSH

Market value$1.4K

1.44%

Sole

27.93K

Shared

0.00

None

0.00

ISHARES MSCI INDIA ETF

SOLE

MSCI INDIA ETF

Shares23.31K

TypeSH

Market value$950.00

0.94%

Sole

23.31K

Shared

0.00

None

0.00

ISHARES SEMICONDUCTOR ETF

SOLE

ISHARES SEMICDTR

Shares1.97K

TypeSH

Market value$628.00

0.62%

Sole

1.97K

Shared

0.00

None

0.00

ALPS OSHARES US QUALITY DIVI

SOLE

OSHARES US QUALT

Shares16.13K

TypeSH

Market value$597.00

0.59%

Sole

16.13K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
SPDR S&P 500 ETF TRUSTSOLE	TR UNIT	40.59K	SH	$14.5K 14.38%	40.59K
SPDR PORTFOLIO AGGREGATE BONSOLE	PORTFOLIO AGRGTE	503.63K	SH	$12.6K 12.47%	503.63K
ENERGY SELECT SECTOR SPDRSOLE	ENERGY	100.74K	SH	$7.3K 7.20%	100.74K
UTILITIES SELECT SECTOR SPDRSOLE	SBI INT-UTILS	103.32K	SH	$6.8K 6.72%	103.32K
NUVEEN ENHANCED YIELD U.S. ASOLE	NUVEEN ENHNC YLD	233.37K	SH	$4.7K 4.71%	233.37K
VANGUARD FTSE DEVELOPED ETFSOLE	VAN FTSE DEV MKT	121.22K	SH	$4.4K 4.37%	121.22K
VANGUARD MID-CAP ETFSOLE	MID CAP ETF	22.24K	SH	$4.2K 4.15%	22.24K
VANGUARD SHORT-TERM TREASURYSOLE	SHORT TERM TREAS	58.55K	SH	$3.4K 3.36%	58.55K
VANGUARD SMALL-CAP GRWTH ETFSOLE	SML CP GRW ETF	16.60K	SH	$3.2K 3.21%	16.60K
ISHARES 7-10 YEAR TREASURY BSOLE	7-10 YR TRSY BD	32.98K	SH	$3.2K 3.14%	32.98K
VANGUARD FTSE ALL-WORLD EX-USOLE	ALLWRLD EX US	70.73K	SH	$3.1K 3.11%	70.73K
VANGUARD MORTGAGE-BACKED SECSOLE	MTG-BKD SECS ETF	65.78K	SH	$3.0K 2.94%	65.78K
ISHARES CORE U.S. AGGREGATESOLE	CORE US AGGBD ET	30.36K	SH	$2.9K 2.90%	30.36K
TECHNOLOGY SELECT SECT SPDRSOLE	TECHNOLOGY	24.15K	SH	$2.9K 2.85%	24.15K
WISDOMTREE BBG USD BULLISHSOLE	BLMBG US BULL	95.55K	SH	$2.8K 2.82%	95.55K
ISHARES AGENCY BOND ETFSOLE	AGENCY BOND ETF	24.92K	SH	$2.7K 2.63%	24.92K
PIMCO 0-5 YEAR H/Y CORP BONDSOLE	0-5 HIGH YIELD	29.91K	SH	$2.6K 2.59%	29.91K
ISHARES GOVERNMENT/CREDIT BOSOLE	GOV/CRED BD ETF	25.43K	SH	$2.6K 2.57%	25.43K
ISHARES GOLD TRUSTSOLE	ISHARES NEW	76.18K	SH	$2.4K 2.38%	76.18K
FIDELITY LTD TERM BOND ETFSOLE	LTD TRM BD ETF	46.11K	SH	$2.2K 2.18%	46.11K
WISDOMTREE CHINA EX-ST OWSOLE	CHINADIV EX FI	53.23K	SH	$1.7K 1.67%	53.23K
SCHWAB U.S. TIPS ETFSOLE	US TIPS ETF	27.93K	SH	$1.4K 1.44%	27.93K
ISHARES MSCI INDIA ETFSOLE	MSCI INDIA ETF	23.31K	SH	$950.00 0.94%	23.31K
ISHARES SEMICONDUCTOR ETFSOLE	ISHARES SEMICDTR	1.97K	SH	$628.00 0.62%	1.97K
ALPS OSHARES US QUALITY DIVISOLE	OSHARES US QUALT	16.13K	SH	$597.00 0.59%	16.13K

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