Managers / Q4 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 $132M in U.S.-listed holdings across 46 positions for Q4 2023.
The portfolio is heavily concentrated: XLK alone accounts for 27.4% of reported value.
Compared with Q3 2023, the fund opened 14 new positions and exited 5.
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% · $132M
- Common Stock · 0.1% · $149,520
Quarter-over-Quarter Changes full breakdown →
vs Q3 2023 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| XLRESELECT SECTOR SPDR TR | NEW | +113.8K | 113.8K | +$5M | $5M |
| XLBSELECT SECTOR SPDR TR | NEW | +52.3K | 52.3K | +$4M | $4M |
| XLFSELECT SECTOR SPDR TR | NEW | +118.5K | 118.5K | +$4M | $4M |
| XLVSELECT SECTOR SPDR TR | NEW | +32.5K | 32.5K | +$4M | $4M |
| XLPSELECT SECTOR SPDR TR | NEW | +61.1K | 61.1K | +$4M | $4M |
| XLUSELECT SECTOR SPDR TR | NEW | +68.2K | 68.2K | +$4M | $4M |
| IXNISHARES TR | NEW | +44.9K | 44.9K | +$3M | $3M |
| VRIGINVESCO ACTIVELY MANAGED ETF | NEW | +122.3K | 122.3K | +$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 2023
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | XLKSELECT SECTOR SPDR TR | TECHNOLOGY · RL EST SEL SEC · SBI MATERIALS · INDL · FINANCIAL · SBI HEALTHCARE · SBI CONS STPLS · SBI INT-UTILS | 27.35% | $36M | 511.3K |
| 2 | AGGISHARES TR | CORE US AGGBD ET · AGENCY BOND ETF · CONV BD ETF · USD INV GRDE ETF · GLOBAL TECH ETF · ISHARES SEMICDTR · MRGSTR MD CP GRW · MSCI INDIA ETF · GLOBAL 100 ETF · GOV/CRED BD ETF · INTRM GOV CR ETF · US HOME CONS ETF · IBOXX INV CP ETF · LATN AMER 40 ETF | 20.90% | $28M | 340.5K |
| 3 | SPDR SER TR | PORTFOLIO AGRGTE · S&P CAP MKTS | 10.74% | $14M | 536.6K |
| 4 | VOVANGUARD INDEX FDS | MID CAP ETF · SML CP GRW ETF | 7.23% | $10M | 40.3K |
| 5 | FCOMFIDELITY COVINGTON TRUST | MSCI COMMNTN SVC · MSCI CONSM DIS | 6.84% | $9M | 158.4K |
| 6 | VEAVANGUARD TAX-MANAGED FDShistory → | VAN FTSE DEV MKT | 4.90% | $6M | 134.8K |
| 7 | OUSAALPS ETF TRhistory → | OSHARES US QUALT | 3.85% | $5M | 110.1K |
| 8 | USDUWISDOMTREE TR | BLMBG US BULL · CHINADIV EX FI · INDIA ERNGS FD | 3.58% | $5M | 173.7K |
| 9 | VGSHVANGUARD SCOTTSDALE FDS | SHORT TERM TREAS · SHRT TRM CORP BD | 3.02% | $4M | 62.7K |
| 10 | VEUVANGUARD INTL EQUITY INDEX F | ALLWRLD EX US · TT WRLD ST ETF | 2.71% | $4M | 61.9K |
| 11 | VRIGINVESCO ACTIVELY MANAGED ETFhistory → | VAR RATE INVT | 2.32% | $3M | 122.3K |
| 12 | EMXCISHARES INChistory → | MSCI EMRG CHN | 1.32% | $2M | 31.3K |
| 13 | SPDWSPDR INDEX SHS FDShistory → | PORTFOLIO DEVLPD | 1.27% | $2M | 49.3K |
| 14 | SCHPSCHWAB STRATEGIC TRhistory → | US TIPS ETF | 1.11% | $1M | 28.1K |
| 15 | DBNDDOUBLELINE ETF TRUSThistory → | OPPORTUNISTIC BD | 1.01% | $1M | 28.8K |
| 16 | BTALAGF INVTS TR | US MARKET NETRL | 0.93% | $1M | 72.6K |
| 17 | ASEAGLOBAL X FDS | GBL X FTSE ETF | 0.45% | $591,832 | 39.2K |
| 18 | XMHQINVESCO EXCHANGE TRADED FD T | S&P MDCP QUALITY | 0.35% | $461,381 | 5.2K |
| 19 | IHRTIHEARTMEDIA INC | COM CL A | 0.11% | $149,520 | 56.0K |
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 ↗.