Managers / Q4 2022 · 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 $142M in U.S.-listed holdings across 43 positions for Q4 2022.
The portfolio is heavily concentrated: XLE alone accounts for 41.0% of reported value.
Compared with Q3 2022, the fund opened 17 new positions and exited 10.
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 · 99.9% · $142M
- Common Stock · 0.1% · $151,169
Quarter-over-Quarter Changes full breakdown →
vs Q3 2022 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| XLPSELECT SECTOR SPDR TR | NEW | +111.2K | 111.2K | +$8M | $8M |
| XLVSELECT SECTOR SPDR TR | NEW | +60.8K | 60.8K | +$8M | $8M |
| XLISELECT SECTOR SPDR TR | NEW | +83.9K | 83.9K | +$8M | $8M |
| XLFSELECT SECTOR SPDR TR | NEW | +237.3K | 237.3K | +$8M | $8M |
| XLBSELECT SECTOR SPDR TR | NEW | +100.6K | 100.6K | +$8M | $8M |
| IXJISHARES TR | NEW | +41.1K | 41.1K | +$3M | $3M |
| IAIISHARES TR | NEW | +36.1K | 36.1K | +$3M | $3M |
| IGSBISHARES TR | NEW | +59.3K | 59.3K | +$3M | $3M |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q4 2022
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | XLESELECT SECTOR SPDR TR | ENERGY · SBI CONS STPLS · SBI HEALTHCARE · SBI INT-INDS · SBI INT-UTILS · FINANCIAL · SBI MATERIALS · TECHNOLOGY | 41.03% | $58M | 813.6K |
| 2 | IXJISHARES TR | GLOB HLTHCRE ETF · US BR DEL SE ETF · ISHS 1-5YR INVS · AGENCY BOND ETF · GOV/CRED BD ETF · ISHARES SEMICDTR · MSCI INDIA ETF · US HOME CONS ETF · US INDUSTRIALS · U.S. MED DVC ETF · LATN AMER 40 ETF | 14.86% | $21M | 265.6K |
| 3 | CWBSPDR SER TR | PORTFOLIO AGRGTE · BBG CONV SEC ETF · S&P DIVID ETF | 13.93% | $20M | 684.1K |
| 4 | VOVANGUARD INDEX FDS | MID CAP ETF · SML CP GRW ETF | 5.61% | $8M | 39.3K |
| 5 | VEAVANGUARD TAX-MANAGED FDShistory → | VAN FTSE DEV MKT | 4.25% | $6M | 143.6K |
| 6 | OUSAALPS ETF TRhistory → | OSHARES US QUALT | 3.55% | $5M | 121.6K |
| 7 | VGSHVANGUARD SCOTTSDALE FDS | SHORT TERM TREAS · SHRT TRM CORP BD | 3.31% | $5M | 73.2K |
| 8 | USDUWISDOMTREE TR | BLMBG US BULL · CHINADIV EX FI | 3.27% | $5M | 158.3K |
| 9 | VEUVANGUARD INTL EQUITY INDEX Fhistory → | ALLWRLD EX US | 2.37% | $3M | 67.2K |
| 10 | HYSPIMCO ETF TRhistory → | 0-5 HIGH YIELD | 2.05% | $3M | 32.6K |
| 11 | FTSLFIRST TR EXCHANGE-TRADED FDhistory → | SENIOR LN FD | 1.84% | $3M | 58.5K |
| 12 | SPDWSPDR INDEX SHS FDS | PORTFOLIO DEVLPD · S&P NORTH AMER | 1.57% | $2M | 66.8K |
| 13 | SCHPSCHWAB STRATEGIC TRhistory → | US TIPS ETF | 1.03% | $1M | 28.1K |
| 14 | FENYFIDELITY COVINGTON TRUST | MSCI ENERGY IDX · MSCI FINLS IDX · MSCI MATLS INDEX | 0.54% | $766,014 | 22.0K |
| 15 | ASEAGLOBAL X FDS | GBL X FTSE ETF | 0.41% | $586,290 | 39.2K |
| 16 | FLTBFIDELITY MERRIMACK STR TR | LTD TRM BD ETF | 0.29% | $407,139 | 8.5K |
| 17 | ALLBIRDS INC | COM CL A | 0.07% | $97,582 | 40.3K |
| 18 | GRNDGRINDR INC | COM | 0.04% | $53,587 | 11.5K |
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 ↗.