Managers / Q3 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 $139M in U.S.-listed holdings across 37 positions for Q3 2023.
The portfolio is heavily concentrated: XLK alone accounts for 25.4% of reported value.
Compared with Q2 2023, the fund opened 8 new positions and exited 9.
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% · $139M
Quarter-over-Quarter Changes full breakdown →
vs Q2 2023 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| XLESELECT SECTOR SPDR TR | NEW | +118.6K | 118.6K | +$11M | $11M |
| GRIDFIRST TR EXCHANGE TRADED FD | NEW | +23.2K | 23.2K | +$2M | $2M |
| EMXCISHARES INC | NEW | +32.3K | 32.3K | +$2M | $2M |
| BTALAGF INVTS TR | NEW | +65.5K | 65.5K | +$1M | $1M |
| ICVTISHARES TR | NEW | +17.1K | 17.1K | +$1M | $1M |
| IOOISHARES TR | NEW | +13.4K | 13.4K | +$983,540 | $983,540 |
| SPDR SER TR | NEW | +10.6K | 10.6K | +$915,808 | $915,808 |
| XLYSELECT SECTOR SPDR TR | NEW | +1.3K | 1.3K | +$210,885 | $210,885 |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q3 2023
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | XLKSELECT SECTOR SPDR TR | TECHNOLOGY · INDL · ENERGY · SBI CONS DISCR | 25.41% | $35M | 309.5K |
| 2 | AGGISHARES TR | CORE US AGGBD ET · INTRM GOV CR ETF · AGENCY BOND ETF · GOV/CRED BD ETF · USD INV GRDE ETF · ISHARES SEMICDTR · CONV BD ETF · MSCI INDIA ETF · GLOBAL 100 ETF · US HOME CONS ETF · IBOXX INV CP ETF · MBS ETF · LATN AMER 40 ETF | 19.21% | $27M | 315.5K |
| 3 | FDISFIDELITY COVINGTON TRUST | MSCI CONSM DIS · MSCI COMMNTN SVC | 16.00% | $22M | 437.6K |
| 4 | SPTISPDR SER TR | PORTFOLIO AGRGTE · PORTFLI INTRMDIT · S&P CAP MKTS | 10.74% | $15M | 580.6K |
| 5 | VOVANGUARD INDEX FDS | MID CAP ETF · SML CP GRW ETF | 6.15% | $9M | 40.5K |
| 6 | VEAVANGUARD TAX-MANAGED FDShistory → | VAN FTSE DEV MKT | 4.25% | $6M | 134.8K |
| 7 | VGSHVANGUARD SCOTTSDALE FDS | SHORT TERM TREAS · SHRT TRM CORP BD | 3.92% | $5M | 88.2K |
| 8 | OUSAALPS ETF TRhistory → | OSHARES US QUALT | 3.47% | $5M | 114.9K |
| 9 | VEUVANGUARD INTL EQUITY INDEX Fhistory → | ALLWRLD EX US | 2.26% | $3M | 60.4K |
| 10 | GRIDFIRST TR EXCHANGE TRADED FDhistory → | NASDQ CLN EDGE | 1.57% | $2M | 23.2K |
| 11 | CXSEWISDOMTREE TRhistory → | CHINADIV EX FI | 1.29% | $2M | 60.7K |
| 12 | EMXCISHARES INChistory → | MSCI EMRG CHN | 1.16% | $2M | 32.3K |
| 13 | SPDWSPDR INDEX SHS FDShistory → | PORTFOLIO DEVLPD | 1.13% | $2M | 50.8K |
| 14 | DBNDDOUBLELINE ETF TRUSThistory → | OPPORTUNISTIC BD | 1.07% | $1M | 33.6K |
| 15 | SCHPSCHWAB STRATEGIC TRhistory → | US TIPS ETF | 1.02% | $1M | 28.1K |
| 16 | BTALAGF INVTS TR | US MARKET NETRL | 0.94% | $1M | 65.5K |
| 17 | ASEAGLOBAL X FDS | GBL X FTSE ETF | 0.41% | $570,986 | 39.2K |
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 ↗.