SEC 13F Intelligence

Managers / Q3 2021 · view latest →

Algorithmic Investment Models, LLC

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

Reported Value
$117M
Q3 2021
Positions
40
Filings on Record
22
2021–present window
Filed
Nov 3, 2021
original filing

Summary

Algorithmic Investment Models, LLC reported $117M in U.S.-listed holdings across 40 positions for Q3 2021.

Its largest position, XLK, represents 7.2% of the portfolio.

Compared with Q2 2021, the fund opened 21 new positions and exited 11.

Portfolio Metrics

Turnover
+14.6%
vs prior filed quarter
Top-10 Concentration
+67.4%
share of reported value
Largest Position
+7.2%
Technology Select Sector Spdr
New / Exited
21 / 11
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% · $117M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SPIPSPDR Portfolio TIPS ETFNEW+40.1K40.1K+$1M$1M
SPIBSPDR Portfolio Intermediate Term Corporate Bond ETFNEW+34.2K34.2K+$1M$1M
VMBSVanguard Mortgage-Backed Securities ETFNEW+23.4K23.4K+$1M$1M
USDUWisdomTree Bloomberg U.S. Dollar Bullish FundNEW+24.7K24.7K+$641,000$641,000
EWCiShares MSCI Canada Index ETFNEW+17.7K17.7K+$641,000$641,000
IEFiShares Barclays 7-10 Year Treasury Bond ETFNEW+5.6K5.6K+$641,000$641,000
GBFiShares Government/Credit Bond ETFNEW+5.3K5.3K+$641,000$641,000
SDYSPDR S&P Dividend ETFNEW+5.2K5.2K+$606,000$606,000

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

Holdings — Q3 2021

40 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1XLKTechnology Select Sector SPDRhistory →TECHNOLOGY7.21%$8M56.3K
2XLYConsumer Discretionary Select Sector SPDRhistory →SBI CONS DISCR6.69%$8M43.5K
3XLREReal Estate Select Sector SPDR ETFhistory →RL EST SEL SEC6.69%$8M175.5K
4XLBMaterials SPDRhistory →SBI MATERIALS6.69%$8M98.6K
5XLPConsumer Staples Select Sector SPDRhistory →SBI CONS STPLS6.69%$8M113.3K
6XLCThe Communication Services Select Sector SPDR ETFhistory →COMMUNICATION6.69%$8M97.4K
7XLFFinancial Select Sector SPDRhistory →FINANCIAL6.69%$8M207.9K
8FUTYFidelity MSCI Utilities Index ETFhistory →MSCI UTILS INDEX6.69%$8M189.6K
9FIDUFidelity MSCI Industrials Index ETFhistory →MSCI INDL INDX6.69%$8M150.4K
10XLVHealthCare Select Sector SPDRhistory →SBI HEALTHCARE6.69%$8M61.3K
11NuShares Enhanced Yield U.S. Aggregate Bond ETFNUVEEN ENHNC YLD5.47%$6M257.4K
12FLTBFidelity Limited Term Bond ETFhistory →LTD TRM BD ETF4.80%$6M107.2K
13SPDWSPDR Portfolio Developed World ex-U.S. ETFhistory →PORTFOLIO DEVLPD4.41%$5M142.3K
14XSOEWisdom Tree Emerging Markets ex-State Owned Enterprises ETFhistory →EM EX ST-OWNED4.41%$5M138.0K
15FDNFirst Trust Dow Jones Internet Index Fundhistory →DJ INTERNT IDX2.22%$3M11.0K
16VMBSVanguard Mortgage-Backed Securities ETFhistory →MTG-BKD SECS ETF1.07%$1M23.4K
17XSWSPDR Software & Services ETFhistory →COMP SOFTWARE1.07%$1M7.3K
18SPIPSPDR Portfolio TIPS ETFhistory →PORTFLI TIPS ETF1.07%$1M40.1K
19SPIBSPDR Portfolio Intermediate Term Corporate Bond ETFhistory →PORTFOLIO INTRMD1.07%$1M34.2K
20USDUWisdomTree Bloomberg U.S. Dollar Bullish FundBLMBG US BULL0.55%$641,00024.7K
21AGGiShares Aggregate Bond ETFCORE US AGGBD ET0.55%$641,0005.6K
22IEFiShares Barclays 7-10 Year Treasury Bond ETFBARCLAYS 7 10 YR0.55%$641,0005.6K
23GBFiShares Government/Credit Bond ETFGOV/CRED BD ETF0.55%$641,0005.3K
24EWCiShares MSCI Canada Index ETFMSCI CDA ETF0.55%$641,00017.7K
25IJJiShares S&P Mid-Cap 400 Value ETFS&P MC 400VL ETF0.52%$606,0005.9K
26LTPZPIMCO 15 Year U.S. TIPS ETF15+ YR US TIPS0.52%$606,0007.0K
27SDYSPDR S&P Dividend ETFS&P DIVID ETF0.52%$606,0005.2K
28ITBiShares US Home Construction ETFUS HOME CONS ETF0.52%$606,0009.2K
29VTVanguard Int'l Eq INDEX TT WRLD STTT WRLD ST ETF0.23%$273,0002.6K
30VTVanguard Total World Stock ETFTT WRLD ST ETF0.21%$246,0002.4K
31FNCLFidelity MSCI Financials Index ETFMSCI FINLS IDX0.17%$204,0003.8K
32XLUUtilities Select Sector SPDRSBI INT-UTILS0.17%$204,0003.2K
33FSTAFidelity MSCI Consumer Staples Index ETFCONSMR STAPLES0.17%$204,0004.9K
34FDISFidelity MSCI Consumer Discretionary ETFMSCI CONSM DIS0.17%$204,0002.5K
35FCOMFidelity MSCI Communication Services Index ETFMSCI COMMNTN SVC0.17%$204,0003.8K
36XLIIndustrial Select Sector SPDRSBI INT-INDS0.17%$204,0002.1K
37FRELFidelity MSCI Real Estate ETFMSCI RL EST ETF0.17%$204,0006.7K
38FMATFidelity MSCI Materials Index ETFMSCI MATLS INDEX0.17%$204,0004.6K
39FTECFidelity MSCI Information Technology ETFMSCI INFO TECH I0.17%$204,0001.7K
40FHLCFidelity MSCI Health Care Index ETFMSCI HLTH CARE I0.17%$204,0003.2K

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 ↗.