SEC 13F Intelligence

Managers / Q1 2026

Algorithmic Investment Models, LLC

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

Reported Value
$81M
Q1 2026
Positions
32
Filings on Record
22
2019–present window
Filed
May 14, 2026
original filing

Summary

Algorithmic Investment Models, LLC reported $81M in U.S.-listed holdings across 32 positions for Q1 2026.

The portfolio is heavily concentrated: XLE alone accounts for 62.4% of reported value.

Compared with Q4 2025, the fund opened 9 new positions and exited 13.

Portfolio Metrics

Turnover
+21.1%
vs prior filed quarter
Top-10 Concentration
+96.3%
share of reported value
Largest Position
+62.4%
Select Sector Spdr Tr
New / Exited
9 / 13
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%REIT: 0.0%Common Stock: 0.0%
  • ETP · 100.0% · $81M
  • REIT · 0.0% · $23,585
  • Common Stock · 0.0% · $10,635

Quarter-over-Quarter Changes full breakdown →

vs Q4 2025 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
XLPSELECT SECTOR SPDR TRNEW+66.9K66.9K+$5M$5M
DXJWISDOMTREE TRNEW+8.1K8.1K+$1M$1M
RPVINVESCO EXCHANGE TRADED FD TNEW+11.4K11.4K+$1M$1M
COMTISHARES U S ETF TRNEW+35.7K35.7K+$1M$1M
USDUWISDOMTREE TRNEW+45.4K45.4K+$1M$1M
DBX ETF TRNEW+17.8K17.8K+$580,274$580,274
ELMEELME COMMUNITIESNEW+11.7K11.7K+$23,585$23,585
GUTSFRACTYL HEALTH INCNEW+15.5K15.5K+$7,096$7,096

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

Holdings — Q1 2026

17 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1XLESELECT SECTOR SPDR TRSTATE STREET ENE · STATE STREET MAT · STATE STREET HEA · STATE STREET CON · STATE STREET IND · STATE STREET UTI · STATE STREET COM · STATE STREET REA · STATE STREET TEC62.43%$51M704.0K
2XSOEWISDOMTREE TREM EX ST-OWNED · JAPN HEDGE EQT · BLMBG US BULL8.00%$6M153.2K
3FLQMFRANKLIN TEMPLETON ETF TRhistory →US MID CP MLTFCT7.39%$6M109.1K
4VEUVANGUARD INTL EQUITY INDEX FALLWRLD EX US · TT WRLD ST ETF5.48%$4M57.2K
5IEFISHARES TR7-10 YR TRSY BD · TRUST ISHARE 0-1 · INTRM GOV CR ETF · GL CLEAN ENE ETF3.91%$3M57.5K
6AMLPALPS ETF TRhistory →ALERIAN MLP2.53%$2M38.9K
7RPVINVESCO EXCHANGE TRADED FD TS&P500 PUR VAL · S&P500 EQL WGT2.07%$2M13.8K
8XBISPDR SERIES TRUSThistory →STATE STREET SPD1.49%$1M9.5K
9COMTISHARES U S ETF TRhistory →GSCI CMDTY STGY1.49%$1M35.7K
10DBNDDOUBLELINE ETF TRUSThistory →OPPORTUNISTIC CO1.48%$1M26.2K
11VCSHVANGUARD SCOTTSDALE FDShistory →SHRT TRM CORP BD1.42%$1M14.5K
12LEGG MASON ETF INVTFRANKLIN INTL LW0.79%$640,00515.8K
13SPDR INDEX SHS FDSSTATE STREET SPD0.76%$612,3379.3K
14DBX ETF TRXTRACK HRVST CSI0.72%$580,27417.8K
15ELMEELME COMMUNITIESSH BEN INT0.03%$23,58511.7K
16GUTSFRACTYL HEALTH INCCOM0.01%$7,09615.5K
17GOSSGOSSAMER BIO INCCOM0.00%$3,53910.8K

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 ↗.