SEC 13F Intelligence

Managers / Q2 2021 · view latest →

Algorithmic Investment Models, LLC

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

Reported Value
$102M
Q2 2021
Positions
30
Filings on Record
22
2021–present window
Filed
Aug 4, 2021
original filing

Summary

Algorithmic Investment Models, LLC reported $102M in U.S.-listed holdings across 30 positions for Q2 2021.

Its largest position, XLB, represents 6.5% of the portfolio.

Compared with Q1 2021, the fund opened 9 new positions and exited 9.

Portfolio Metrics

Turnover
+13.0%
vs prior filed quarter
Top-10 Concentration
+64.7%
share of reported value
Largest Position
+6.5%
Materials Spdr
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%
  • ETP · 100.0% · $102M

Quarter-over-Quarter Changes full breakdown →

vs Q1 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
IYGiShares Dow Jones U.S. Financial Services InNEW+6.7K6.7K+$1M$1M
SCZiShares MSCI Eafe Small CAP Index ETFNEW+16.5K16.5K+$1M$1M
IWDiShares Russell 1000 Value Index ETFNEW+7.7K7.7K+$1M$1M
EFViShares MSCI Value Index ETFNEW+23.6K23.6K+$1M$1M
KBESPDR S&P Bank ETFNEW+23.8K23.8K+$1M$1M
EPPiShares MSCI Pacific ex-Japan Index ETFNEW+23.6K23.6K+$1M$1M
IXGiShares S&P Global Financials Sector Index ENEW+8.0K8.0K+$622,000$622,000
XRTSPDR S&P Retail ETFNEW+6.3K6.3K+$609,000$609,000

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

Holdings — Q2 2021

30 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1XLBMaterials SPDRhistory →SBI MATERIALS6.47%$7M79.9K
2XLPConsumer Staples Select Sector SPDRhistory →SBI CONS STPLS6.47%$7M94.0K
3XLEEnergy Select Sector SPDRhistory →ENERGY6.47%$7M122.1K
4XLYConsumer Discretionary Select Sector SPDRhistory →SBI CONS DISCR6.47%$7M36.8K
5XLCThe Communication Services Select Sector SPDR ETFhistory →COMMUNICATION6.47%$7M81.2K
6FIDUFidelity MSCI Industrials Index ETFhistory →MSCI INDL INDX6.47%$7M121.3K
7FUTYFidelity MSCI Utilities Index ETFhistory →MSCI UTILS INDEX6.47%$7M160.3K
8XLFFinancial Select Sector SPDRhistory →FINANCIAL6.47%$7M179.3K
9XLKTechnology Select Sector SPDRhistory →TECHNOLOGY6.47%$7M44.5K
10XLVHealthCare Select Sector SPDRhistory →SBI HEALTHCARE6.47%$7M52.2K
11XLREReal Estate Select Sector SPDR ETFhistory →RL EST SEL SEC6.47%$7M148.4K
12XSOEWisdom Tree Emerging Markets ex-State Owned Enterprises ETFhistory →EM EX ST-OWNED4.42%$4M106.7K
13SPDWSPDR Portfolio Developed World ex-U.S. ETFhistory →PORTFOLIO DEVLPD4.42%$4M122.1K
14NuShares Enhanced Yield U.S. Aggregate Bond ETFNUVEEN ENHNC YLD3.62%$4M147.3K
15FLTBFidelity Limited Term Bond ETFhistory →LTD TRM BD ETF2.87%$3M55.7K
16FDNFirst Trust Dow Jones Internet Index Fundhistory →DJ INTERNT IDX2.20%$2M9.1K
17IYGiShares Dow Jones U.S. Financial Services Inhistory →U.S. FIN SVC ETF1.22%$1M6.7K
18SCZiShares MSCI Eafe Small CAP Index ETFhistory →EAFE SML CP ETF1.20%$1M16.5K
19EPPiShares MSCI Pacific ex-Japan Index ETFhistory →MSCI PAC JP ETF1.20%$1M23.6K
20EFViShares MSCI Value Index ETFhistory →EAFE VALUE ETF1.20%$1M23.6K
21IWDiShares Russell 1000 Value Index ETFhistory →RUS 1000 VAL ETF1.20%$1M7.7K
22KBESPDR S&P Bank ETFhistory →S&P BK ETF1.20%$1M23.8K
23IXGiShares S&P Global Financials Sector Index EGLOBAL FINLS ETF0.61%$622,0008.0K
24AGZiShares Agency Bond ETFAGENCY BOND ETF0.60%$612,0005.2K
25SPDWSPDR Developed World ex-U.S. ETFPORTFOLIO DEVLPD0.60%$612,00016.6K
26XSWSPDR Software & Services ETFCOMP SOFTWARE0.60%$609,0003.6K
27AGGiShares Aggregate Bond ETFCORE US AGGBD ET0.60%$609,0005.3K
28XRTSPDR S&P Retail ETFS&P RETAIL ETF0.60%$609,0006.3K
29VTVanguard Total World Stock ETFTT WRLD ST ETF0.24%$246,0002.4K
30FENYFidelity MSCI Energy Index ETFMSCI ENERGY IDX0.18%$186,00012.7K

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 ↗.