Managers / Q4 2020 · view latest →
Algorithmic Investment Models, LLC
CIK 0001806628 · 125 NEWBURY STREET, 4TH FLOOR, BOSTON, MA, 02116 · 888-777-0535
Summary
Algorithmic Investment Models, LLC reported $100M in U.S.-listed holdings across 32 positions for Q4 2020.
The portfolio is heavily concentrated: XLY alone accounts for 48.3% of reported value.
Portfolio Metrics
Methodology: turnover is min(value bought, value sold) ÷ average reported value across the two quarters — value-based, so market moves inflate it slightly versus a share-based measure. Concentration and largest position are shares of the filing’s total reported value, options excluded, with multiple share classes and repeated sub-manager rows for the same issuer combined into one position — the same rule the holdings table uses by default. New/exited counts compare against the prior filed quarter. All figures derive solely from the fund’s 13F filings.
Reported Value by Quarter
Portfolio Composition
- ETP · 100.0% · $100M
Quarter-over-Quarter Changes full breakdown →
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| XLYSELECT SECTOR SPDR TR | NEW | +45.9K | 45.9K | +$7M | $7M |
| XLKSELECT SECTOR SPDR TR | NEW | +53.6K | 53.6K | +$7M | $7M |
| XLVSELECT SECTOR SPDR TR | NEW | +59.5K | 59.5K | +$7M | $7M |
| XLPSELECT SECTOR SPDR TR | NEW | +100.1K | 100.1K | +$7M | $7M |
| FUTYFIDELITY COVINGTON TRUST | NEW | +166.4K | 166.4K | +$7M | $7M |
| XLFSELECT SECTOR SPDR TR | NEW | +229.0K | 229.0K | +$7M | $7M |
| XLBSELECT SECTOR SPDR TR | NEW | +93.3K | 93.3K | +$7M | $7M |
| FRELFIDELITY COVINGTON TRUST | NEW | +266.0K | 266.0K | +$7M | $7M |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q4 2020
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | XLYSELECT SECTOR SPDR TR | SBI CONS DISCR · TECHNOLOGY · COMMUNICATION · SBI HEALTHCARE · SBI CONS STPLS · SBI INT-FINL · SBI MATERIALS · SBI INT-UTILS | 48.29% | $48M | 684.6K |
| 2 | FUTYFIDELITY COVINGTON TRUST | MSCI UTILS INDEX · MSCI INDL INDX · MSCI RL EST ETF | 20.25% | $20M | 576.0K |
| 3 | OSI ETF TR | OSHARES US QUALT | 6.34% | $6M | 165.5K |
| 4 | XSOEWISDOMTREE TR | EM EX ST-OWNED · CHINADIV EX FI | 4.87% | $5M | 101.5K |
| 5 | TLHiShares TR | 10-20 YR TRS ETF · BARCLAYS 7 10 YR · GLB CNS DISC ETF · ASIA 50 ETF · PHLX SEMICND ETF · GLOBAL TECH ETF · GOV/CRED BD ETF · MSCI ACWI EX US | 4.35% | $4M | 32.6K |
| 6 | SPDWSPDR INDEX SHS FDShistory → | PORTFOLIO DEVLPD | 4.24% | $4M | 125.8K |
| 7 | NUSHARES ETF TR | NUVEEN ENHNC YLD | 3.35% | $3M | 130.4K |
| 8 | TOTLSSGA ACTIVE ETF TRhistory → | SPDR TR TACTIC | 3.09% | $3M | 62.7K |
| 9 | FDNFIRST TR EXCHANGE TRADED FDhistory → | DJ INTERNT IDX | 2.74% | $3M | 12.9K |
| 10 | SPTLSPDR SER TR | PORTFOLIO LN TSR · COMP SOFTWARE | 1.11% | $1M | 21.1K |
| 11 | EWAiShares Inc | MSCI AUST ETF | 0.63% | $626,000 | 26.1K |
| 12 | LTPZPIMCO ETF TR | 15+ YR US TIPS | 0.26% | $262,000 | 3.0K |
| 13 | VGSHVANGUARD SCOTTSDALE FDS | SHORT TERM TREAS | 0.25% | $253,000 | 4.1K |
| 14 | VTVANGUARD INTL EQUITY INDEX F | TT WRLD ST ETF | 0.24% | $236,000 | 2.6K |
Filing History
| Quarter | Reported Value | Positions | Filed | Type | Links |
|---|---|---|---|---|---|
| Q1 2026 | $81M | 32 | May 14, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q4 2025 | $81M | 36 | Feb 10, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q3 2025 | $151M | 49 | Nov 10, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q2 2025 | $146M | 43 | Aug 11, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q1 2025 | $136M | 59 | May 15, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q4 2024 | $130M | 49 | Feb 14, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q3 2024 | $136M | 49 | Nov 5, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q2 2024 | $128M | 47 | Aug 12, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q1 2024 | $136M | 46 | May 10, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q4 2023 | $132M | 46 | Feb 12, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q3 2023 | $139M | 37 | Nov 9, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q2 2023 | $144M | 38 | Aug 3, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q1 2023 | $144M | 37 | May 11, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q4 2022 | $142M | 43 | Feb 9, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q3 2022 | $101M | 36 | Nov 10, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q2 2022 | $121M | 29 | Aug 10, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q1 2022 | $155M | 39 | May 13, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q4 2021 | $173M | 47 | Feb 9, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q3 2021 | $117M | 40 | Nov 3, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q2 2021 | $102M | 30 | Aug 4, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q1 2021 | $101M | 29 | May 4, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q4 2020 | $100M | 32 | Feb 9, 2021 | 13F-HR | changes · EDGAR ↗ |
13F filings are due up to 45 days after quarter end, so holdings shown here lag the fund’s current book. Source: original SEC filing on EDGAR ↗.