Managers / Q1 2023 · 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 $144M in U.S.-listed holdings across 37 positions for Q1 2023.
The portfolio is heavily concentrated: SHV alone accounts for 29.4% of reported value.
Compared with Q4 2022, the fund opened 12 new positions and exited 18.
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% · $144M
- Common Stock · 0.0% · $40,620
Quarter-over-Quarter Changes full breakdown →
vs Q4 2022 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| EQLALPS ETF TR | NEW | +142.5K | 142.5K | +$14M | $14M |
| SHVISHARES TR | NEW | +124.0K | 124.0K | +$14M | $14M |
| AGGISHARES TR | NEW | +33.4K | 33.4K | +$3M | $3M |
| IGIBISHARES TR | NEW | +58.9K | 58.9K | +$3M | $3M |
| USIGISHARES TR | NEW | +59.3K | 59.3K | +$3M | $3M |
| TOKISHARES TR | NEW | +31.8K | 31.8K | +$3M | $3M |
| SCHOSCHWAB STRATEGIC TR | NEW | +54.9K | 54.9K | +$3M | $3M |
| XSOEWISDOMTREE TR | NEW | +56.1K | 56.1K | +$2M | $2M |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q1 2023
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | SHVISHARES TR | SHORT TREAS BD · US HOME CONS ETF · CORE US AGGBD ET · ISHS 5-10YR INVT · AGENCY BOND ETF · USD INV GRDE ETF · MSCI KOKUSAI ETF · ISHARES SEMICDTR · GOV/CRED BD ETF · US BR DEL SE ETF · IBOXX INV CP ETF · MSCI INDIA ETF · US INDUSTRIALS · S&P MC 400VL ETF · LATN AMER 40 ETF | 29.41% | $42M | 488.4K |
| 2 | XLKSELECT SECTOR SPDR TR | TECHNOLOGY · SBI INT-INDS · ENERGY | 20.24% | $29M | 272.4K |
| 3 | EQLALPS ETF TR | EQUAL SEC ETF · OSHARES US QUALT | 13.31% | $19M | 260.4K |
| 4 | SPTISPDR SER TR | PORTFOLIO AGRGTE · PORTFLI INTRMDIT | 11.89% | $17M | 659.4K |
| 5 | VOVANGUARD INDEX FDS | MID CAP ETF · SML CP GRW ETF | 5.83% | $8M | 39.3K |
| 6 | VEAVANGUARD TAX-MANAGED FDShistory → | VAN FTSE DEV MKT | 4.51% | $6M | 143.6K |
| 7 | USDUWISDOMTREE TR | BLMBG US BULL · CHINADIV EX FI · EM EX ST-OWNED | 4.02% | $6M | 201.7K |
| 8 | VGSHVANGUARD SCOTTSDALE FDS | SHORT TERM TREAS · SHRT TRM CORP BD | 3.28% | $5M | 72.7K |
| 9 | SCHOSCHWAB STRATEGIC TR | SHT TM US TRES · US TIPS ETF | 2.91% | $4M | 83.0K |
| 10 | VEUVANGUARD INTL EQUITY INDEX Fhistory → | ALLWRLD EX US | 2.26% | $3M | 61.0K |
| 11 | SPDWSPDR INDEX SHS FDShistory → | PORTFOLIO DEVLPD | 1.19% | $2M | 53.5K |
| 12 | EZUISHARES INC | MSCI EURZONE ETF | 0.72% | $1M | 22.9K |
| 13 | ASEAGLOBAL X FDS | GBL X FTSE ETF | 0.41% | $593,943 | 39.2K |
| 14 | ALLBIRDS INC | COM CL A | 0.03% | $40,620 | 33.9K |
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 ↗.