SEC 13F Intelligence

Managers / Q3 2022 · view latest →

Algorithmic Investment Models, LLC

CIK 0001806628 · 125 NEWBURY STREET, 4TH FLOOR, BOSTON, MA, 02116 · 888-777-0535

Reported Value
$101M
Q3 2022
Positions
36
Filings on Record
22
2021–present window
Filed
Nov 10, 2022
original filing

Summary

Algorithmic Investment Models, LLC reported $101M in U.S.-listed holdings across 36 positions for Q3 2022.

Its largest position, SPY, represents 14.4% of the portfolio.

Compared with Q2 2022, the fund opened 15 new positions and exited 8.

Portfolio Metrics

Turnover
+30.6%
vs prior filed quarter
Top-10 Concentration
+63.7%
share of reported value
Largest Position
+14.4%
Spdr S P 500 Etf
New / Exited
15 / 8
positions this quarter

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

13F Reported Value
Q4 ’20: $100MQ4 ’20Q1 ’21: $101MQ2 ’21: $102MQ3 ’21: $117MQ3 ’21Q4 ’21: $173MQ1 ’22: $155MQ2 ’22: $121MQ2 ’22Q3 ’22: $101MQ4 ’22: $142MQ1 ’23: $144MQ1 ’23Q2 ’23: $144MQ3 ’23: $139MQ4 ’23: $132MQ4 ’23Q1 ’24: $136MQ2 ’24: $128MQ3 ’24: $136MQ3 ’24Q4 ’24: $130MQ1 ’25: $136MQ2 ’25: $146MQ2 ’25Q3 ’25: $151MQ4 ’25: $81MQ1 ’26: $81MQ1 ’26filingsflow.com

Portfolio Composition

By security type
ETP: 99.9%Common Stock: 0.1%
  • ETP · 99.9% · $101M
  • Common Stock · 0.1% · $59,000

Quarter-over-Quarter Changes full breakdown →

vs Q2 2022 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SPYSPDR S&P 500 ETF TRUSTNEW+40.6K40.6K+$14M$14M
XLUUTILITIES SELECT SECTOR SPDRNEW+103.3K103.3K+$7M$7M
HYSPIMCO 0-5 YEAR H/Y CORP BONDNEW+29.9K29.9K+$3M$3M
IAUISHARES GOLD TRUSTNEW+76.2K76.2K+$2M$2M
CXSEWISDOMTREE CHINA EX-ST OWNEW+53.2K53.2K+$2M$2M
INDAISHARES MSCI INDIA ETFNEW+23.3K23.3K+$950,000$950,000
OUSAALPS OSHARES US QUALITY DIVINEW+16.1K16.1K+$597,000$597,000
ASEAGLOBAL X FTSE SOUTHEAST ASIANEW+42.2K42.2K+$577,000$577,000

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q3 2022

36 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1SPYSPDR S&P 500 ETF TRUSThistory →TR UNIT14.38%$14M40.6K
2SPDR PORTFOLIO AGGREGATE BONPORTFOLIO AGRGTE12.47%$13M503.6K
3XLEENERGY SELECT SECTOR SPDRhistory →ENERGY7.20%$7M100.7K
4XLUUTILITIES SELECT SECTOR SPDRhistory →SBI INT-UTILS6.72%$7M103.3K
5NUVEEN ENHANCED YIELD U.S. ANUVEEN ENHNC YLD4.71%$5M233.4K
6VEAVANGUARD FTSE DEVELOPED ETFhistory →VAN FTSE DEV MKT4.37%$4M121.2K
7VOVANGUARD MID-CAP ETFhistory →MID CAP ETF4.15%$4M22.2K
8VGSHVANGUARD SHORT-TERM TREASURYhistory →SHORT TERM TREAS3.36%$3M58.6K
9VBKVANGUARD SMALL-CAP GRWTH ETFhistory →SML CP GRW ETF3.21%$3M16.6K
10IEFISHARES 7-10 YEAR TREASURY Bhistory →7-10 YR TRSY BD3.14%$3M33.0K
11VEUVANGUARD FTSE ALL-WORLD EX-Uhistory →ALLWRLD EX US3.11%$3M70.7K
12VMBSVANGUARD MORTGAGE-BACKED SEChistory →MTG-BKD SECS ETF2.94%$3M65.8K
13AGGISHARES CORE U.S. AGGREGATEhistory →CORE US AGGBD ET2.90%$3M30.4K
14XLKTECHNOLOGY SELECT SECT SPDRhistory →TECHNOLOGY2.85%$3M24.2K
15USDUWISDOMTREE BBG USD BULLISHhistory →BLMBG US BULL2.82%$3M95.5K
16AGZISHARES AGENCY BOND ETFhistory →AGENCY BOND ETF2.63%$3M24.9K
17HYSPIMCO 0-5 YEAR H/Y CORP BONDhistory →0-5 HIGH YIELD2.59%$3M29.9K
18GBFISHARES GOVERNMENT/CREDIT BOhistory →GOV/CRED BD ETF2.57%$3M25.4K
19IAUISHARES GOLD TRUSThistory →ISHARES NEW2.38%$2M76.2K
20FLTBFIDELITY LTD TERM BOND ETFhistory →LTD TRM BD ETF2.18%$2M46.1K
21CXSEWISDOMTREE CHINA EX-ST OWhistory →CHINADIV EX FI1.67%$2M53.2K
22SCHPSCHWAB U.S. TIPS ETFhistory →US TIPS ETF1.44%$1M27.9K
23INDAISHARES MSCI INDIA ETFMSCI INDIA ETF0.94%$950,00023.3K
24SOXXISHARES SEMICONDUCTOR ETFISHARES SEMICDTR0.62%$628,0002.0K
25OUSAALPS OSHARES US QUALITY DIVIOSHARES US QUALT0.59%$597,00016.1K
26ASEAGLOBAL X FTSE SOUTHEAST ASIAGBL X FTSE ETF0.57%$577,00042.2K
27IOOISHARES GLOBAL 100 ETFGLOBAL 100 ETF0.57%$573,0009.6K
28SDYSPDR S&P DIVIDEND ETFS&P DIVID ETF0.56%$565,0005.1K
29ITBISHARES U.S. HOME CONSTRUCTIUS HOME CONS ETF0.43%$438,0008.4K
30IHIISHARES U.S. MEDICAL DEVICESU.S. MED DVC ETF0.38%$378,0008.0K
31XLYCONSUMER DISCRETIONARY SELTSBI CONS DISCR0.37%$372,0002.6K
32ILFISHARES LATIN AMERICA 40 ETFLATN AMER 40 ETF0.36%$366,00015.4K
33GVIISHARES INTERMEDIATE GOVERNMINTRM GOV CR ETF0.32%$319,0003.1K
34CWBSPDR BLOOMBERG CONVERTIBLE SBBG CONV SEC ETF0.21%$215,0003.4K
35MBBISHARES MBS ETFMBS ETF0.21%$207,0002.3K
36ALLBIRDS INC-CL ACOM CL A0.06%$59,00019.4K

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q1 2026$81M32May 14, 202613F-HRchanges · EDGAR ↗
Q4 2025$81M36Feb 10, 202613F-HRchanges · EDGAR ↗
Q3 2025$151M49Nov 10, 202513F-HRchanges · EDGAR ↗
Q2 2025$146M43Aug 11, 202513F-HRchanges · EDGAR ↗
Q1 2025$136M59May 15, 202513F-HRchanges · EDGAR ↗
Q4 2024$130M49Feb 14, 202513F-HRchanges · EDGAR ↗
Q3 2024$136M49Nov 5, 202413F-HRchanges · EDGAR ↗
Q2 2024$128M47Aug 12, 202413F-HRchanges · EDGAR ↗
Q1 2024$136M46May 10, 202413F-HRchanges · EDGAR ↗
Q4 2023$132M46Feb 12, 202413F-HRchanges · EDGAR ↗
Q3 2023$139M37Nov 9, 202313F-HRchanges · EDGAR ↗
Q2 2023$144M38Aug 3, 202313F-HRchanges · EDGAR ↗
Q1 2023$144M37May 11, 202313F-HRchanges · EDGAR ↗
Q4 2022$142M43Feb 9, 202313F-HRchanges · EDGAR ↗
Q3 2022$101M36Nov 10, 202213F-HRchanges · EDGAR ↗
Q2 2022$121M29Aug 10, 202213F-HRchanges · EDGAR ↗
Q1 2022$155M39May 13, 202213F-HRchanges · EDGAR ↗
Q4 2021$173M47Feb 9, 202213F-HRchanges · EDGAR ↗
Q3 2021$117M40Nov 3, 202113F-HRchanges · EDGAR ↗
Q2 2021$102M30Aug 4, 202113F-HRchanges · EDGAR ↗
Q1 2021$101M29May 4, 202113F-HRchanges · EDGAR ↗
Q4 2020$100M32Feb 9, 202113F-HRchanges · 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 ↗.