SEC 13F Intelligence

Managers / Q4 2024 · view latest →

Algorithmic Investment Models, LLC

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

Reported Value
$130M
Q4 2024
Positions
49
Filings on Record
22
2021–present window
Filed
Feb 14, 2025
original filing

Summary

Algorithmic Investment Models, LLC reported $130M in U.S.-listed holdings across 49 positions for Q4 2024.

The portfolio is heavily concentrated: XLU alone accounts for 26.5% of reported value.

Compared with Q3 2024, the fund opened 9 new positions and exited 9.

Portfolio Metrics

Turnover
+12.8%
vs prior filed quarter
Top-10 Concentration
+88.1%
share of reported value
Largest Position
+26.5%
Select Sector Spdr Tr
New / Exited
9 / 9
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: 100.0%Common Stock: 0.0%
  • ETP · 100.0% · $130M
  • Common Stock · 0.0% · $24,525

Quarter-over-Quarter Changes full breakdown →

vs Q3 2024 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SDYSPDR SER TRNEW+22.2K22.2K+$3M$3M
STIPISHARES TRNEW+27.8K27.8K+$3M$3M
USDUWISDOMTREE TRNEW+44.3K44.3K+$1M$1M
REZISHARES TRNEW+6.9K6.9K+$561,550$561,550
EXIISHARES TRNEW+2.1K2.1K+$290,086$290,086
FXIISHARES TRNEW+9.3K9.3K+$283,609$283,609
IGEISHARES TRNEW+6.5K6.5K+$279,112$279,112
SPDR INDEX SHS FDSNEW+5.4K5.4K+$278,144$278,144

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

Holdings — Q4 2024

21 positions (from 49 filing rows — )
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1XLUSELECT SECTOR SPDR TRSBI INT-UTILS · FINANCIAL · TECHNOLOGY · SBI CONS STPLS · INDL · RL EST SEL SEC26.55%$34M477.0K
2SDYSPDR SER TRPORTFOLIO AGRGTE · S&P DIVID ETF13.48%$17M605.0K
3USIGISHARES TRUSD INV GRDE ETF · CORE US AGGBD ET · 0-5 YR TIPS ETF · ISHS 1-5YR INVS · MSCI INDIA SM CP · MSCI INDIA ETF · RESIDENTIAL MULT · INTRM GOV CR ETF · LATN AMER 40 ETF · GOV/CRED BD ETF · GLOBAL 100 ETF · GLOB INDSTRL ETF · CHINA LG-CAP ETF · MBS ETF · NORTH AMERN NAT · RUS 1000 VAL ETF13.47%$17M270.8K
4FCOMFIDELITY COVINGTON TRUSTMSCI COMMNTN SVC · MSCI CONSM DIS8.62%$11M153.1K
5VOVANGUARD INDEX FDSMID CAP ETF · SML CP GRW ETF6.08%$8M29.4K
6VEAVANGUARD TAX-MANAGED FDShistory →VAN FTSE DEV MKT4.77%$6M129.5K
7EPIWISDOMTREE TRINDIA ERNGS FD · CHINADIV EX FI · BLMBG US BULL4.10%$5M157.8K
8FLQMFRANKLIN TEMPLETON ETF TRhistory →US MID CP MLTFCT4.01%$5M95.8K
9VRIGINVESCO ACTIVELY MANAGED EXChistory →VAR RATE INVT3.82%$5M197.3K
10VEUVANGUARD INTL EQUITY INDEX FALLWRLD EX US · TT WRLD ST ETF3.18%$4M66.6K
11VCLTVANGUARD SCOTTSDALE FDSLG-TERM COR BD · SHRT TRM CORP BD2.82%$4M48.2K
12BTALAGF INVTS TRhistory →US MARKET NETRL1.90%$2M133.2K
13SPDWSPDR INDEX SHS FDSPORTFOLIO DEVLPD · S&P NORTH AMER1.59%$2M57.7K
14GRIDFIRST TR EXCHANGE TRADED FDhistory →NASDQ CLN EDGE1.34%$2M14.5K
15EMXCISHARES INChistory →MSCI EMRG CHN1.33%$2M31.1K
16SCHPSCHWAB STRATEGIC TRhistory →US TIPS ETF1.17%$2M58.6K
17DBNDDOUBLELINE ETF TRUSThistory →OPPORTUNISTIC BD1.05%$1M29.9K
18ASEAGLOBAL X FDSGBL X FTSE ETF0.48%$618,32238.8K
19SPHQINVESCO EXCHANGE TRADED FD TS&P500 QUALITY0.23%$298,6194.5K
20CRBUCARIBOU BIOSCIENCES INCCOM0.01%$18,80211.8K
21RLMDRELMADA THERAPEUTICS INCCOM0.00%$5,72311.0K

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 ↗.