Managers / Q1 2021 · 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 $101M in U.S.-listed holdings across 29 positions for Q1 2021.
The portfolio is heavily concentrated: XLK alone accounts for 56.5% of reported value.
Compared with Q4 2020, the fund opened 10 new positions and exited 13.
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% · $101M
Quarter-over-Quarter Changes full breakdown →
vs Q4 2020 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| XLRESELECT SECTOR SPDR TR | NEW | +160.2K | 160.2K | +$6M | $6M |
| XLESELECT SECTOR SPDR TR | NEW | +128.9K | 128.9K | +$6M | $6M |
| FLTBFIDELITY COVINGTON TRUST | NEW | +53.7K | 53.7K | +$3M | $3M |
| AGGiShares TR | NEW | +8.1K | 8.1K | +$922,000 | $922,000 |
| EWTiShares Inc | NEW | +13.3K | 13.3K | +$796,000 | $796,000 |
| AGZiShares TR | NEW | +6.7K | 6.7K | +$784,000 | $784,000 |
| SPDR INDEX SHS FDS | NEW | +13.9K | 13.9K | +$610,000 | $610,000 |
| IEZiShares TR | NEW | +45.5K | 45.5K | +$610,000 | $610,000 |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q1 2021
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | XLKSELECT SECTOR SPDR TR | TECHNOLOGY · RL EST SEL SEC · SBI MATERIALS · SBI INT-FINL · ENERGY · SBI CONS DISCR · SBI HEALTHCARE · COMMUNICATION · SBI CONS STPLS | 56.55% | $57M | 873.4K |
| 2 | FUTYFIDELITY COVINGTON TRUST | MSCI UTILS INDEX · MSCI INDL INDX · LTD TRM BD ETF | 15.35% | $15M | 327.5K |
| 3 | OSI ETF TR | OSHARES US QUALT | 6.44% | $6M | 162.6K |
| 4 | SPDWSPDR INDEX SHS FDS | PORTFOLIO DEVLPD · PORTFOLIO EMG MK | 5.70% | $6M | 159.0K |
| 5 | CXSEWISDOMTREE TR | CHINADIV EX FI · EM EX ST-OWNED | 4.31% | $4M | 86.7K |
| 6 | NUSHARES ETF TR | NUVEEN ENHNC YLD | 3.76% | $4M | 153.0K |
| 7 | AGGiShares TR | CORE US AGGBD ET · AGENCY BOND ETF · ASIA 50 ETF · US OIL EQ&SV ETF · INTRM GOV CR ETF | 3.27% | $3M | 70.1K |
| 8 | FDNFIRST TR EXCHANGE TRADED FDhistory → | DJ INTERNT IDX | 2.15% | $2M | 9.9K |
| 9 | XSWSPDR SER TR | COMP SOFTWARE · S&P 600 SMCP VAL | 1.21% | $1M | 11.3K |
| 10 | EWTiShares Inc | MSCI TAIWAN ETF | 0.79% | $796,000 | 13.3K |
| 11 | VTVANGUARD INTL EQUITY INDEX F | TT WRLD ST ETF | 0.26% | $257,000 | 2.6K |
| 12 | VGSHVANGUARD SCOTTSDALE FDS | SHORT TERM TREAS | 0.22% | $219,000 | 3.6K |
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 ↗.