SEC 13F Intelligence

Managers / Q4 2021 · view latest →

Algorithmic Investment Models, LLC

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

Reported Value
$173M
Q4 2021
Positions
47
Filings on Record
22
2021–present window
Filed
Feb 9, 2022
original filing

Summary

Algorithmic Investment Models, LLC reported $173M in U.S.-listed holdings across 47 positions for Q4 2021.

Its largest position, Spdr Portfolio Aggregate Bond Etf, represents 8.5% of the portfolio.

Compared with Q3 2021, the fund opened 15 new positions and exited 9.

Portfolio Metrics

Turnover
+12.8%
vs prior filed quarter
Top-10 Concentration
+44.2%
share of reported value
Largest Position
+8.5%
Spdr Portfolio Aggregate Bond Etf
New / Exited
15 / 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% · $173M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SPDR Portfolio Aggregate Bond ETFNEW+494.7K494.7K+$15M$15M
XLEEnergy Select Sector SPDRNEW+122.6K122.6K+$7M$7M
VEAVanguard FTSE Developed Markets ETFNEW+93.3K93.3K+$5M$5M
VOVanguard Mid-Cap ETFNEW+17.3K17.3K+$4M$4M
VBKVanguard Small-Cap Growth ETFNEW+15.6K15.6K+$4M$4M
iShares iBoxx $ Investop Investment Grade BoNEW+22.9K22.9K+$3M$3M
AGZiShares Agency Bond ETFNEW+25.9K25.9K+$3M$3M
USIGiShares Broad USD Investment Grade Corporate Bond ETFNEW+50.7K50.7K+$3M$3M

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

Holdings — Q4 2021

47 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1SPDR Portfolio Aggregate Bond ETFPORTFOLIO AGRGTE8.46%$15M494.7K
2XLKTechnology Select Sector SPDRhistory →TECHNOLOGY4.26%$7M42.4K
3XLPConsumer Staples Select Sector SPDRhistory →SBI CONS STPLS3.94%$7M88.4K
4XLYConsumer Discretionary Select Sector SPDRhistory →SBI CONS DISCR3.93%$7M33.3K
5XLEEnergy Select Sector SPDRhistory →ENERGY3.93%$7M122.6K
6FIDUFidelity MSCI Industrials Index ETFhistory →MSCI INDL INDX3.93%$7M121.1K
7FUTYFidelity MSCI Utilities Index ETFhistory →MSCI UTILS INDEX3.93%$7M146.9K
8XLFFinancial Select Sector SPDRhistory →FINANCIAL3.93%$7M174.2K
9XLVHealthCare Select Sector SPDRhistory →SBI HEALTHCARE3.93%$7M48.3K
10XLCThe Communication Services Select Sector SPDR ETFhistory →COMMUNICATION3.93%$7M87.6K
11XLBMaterials SPDRhistory →SBI MATERIALS3.93%$7M75.1K
12XLREReal Estate Select Sector SPDR ETFhistory →RL EST SEL SEC3.93%$7M131.3K
13NuShares Enhanced Yield U.S. Aggregate Bond ETFNUVEEN ENHNC YLD3.84%$7M269.8K
14XSOEWisdomTree Emerging Markets ex State-Owned Enterprises Fund ETFhistory →EM EX ST-OWNED2.79%$5M131.2K
15VEAVanguard FTSE Developed Markets ETFhistory →FTSE DEV MKT ETF2.75%$5M93.3K
16SPDWSPDR Portfolio Developed World ex-U.S. ETFhistory →PORTFOLIO DEVLPD2.70%$5M128.3K
17XSOEWisdom Tree Emerging Markets ex-State Owned Enterprises ETFhistory →EM EX ST-OWNED2.67%$5M125.6K
18VOVanguard Mid-Cap ETFhistory →MID CAP ETF2.54%$4M17.3K
19VBKVanguard Small-Cap Growth ETFhistory →SML CP GRW ETF2.54%$4M15.6K
20AGGiShares Aggregate Bond ETFhistory →CORE US AGGBD ET2.45%$4M37.1K
21IEFiShares Barclays 7-10 Year Treasury Bond ETFhistory →BARCLAYS 7 10 YR2.45%$4M36.8K
22SPIBSPDR Portfolio Intermediate Term Corporate Bond ETFhistory →PORTFOLIO INTRMD2.45%$4M117.2K
23VMBSVanguard Mortgage-Backed Securities ETFhistory →MTG-BKD SECS ETF2.45%$4M80.2K
24GBFiShares Government/Credit Bond ETFhistory →GOV/CRED BD ETF2.13%$4M30.3K
25USDUWisdomTree Bloomberg U.S. Dollar Bullish Fundhistory →BLMBG US BULL2.13%$4M141.4K
26iShares iBoxx $ Investop Investment Grade BoIBOXX INV CP ETF1.75%$3M22.9K
27USIGiShares Broad USD Investment Grade Corporate Bond ETFhistory →USD INV GRDE ETF1.75%$3M50.7K
28AGZiShares Agency Bond ETFhistory →AGENCY BOND ETF1.75%$3M25.9K
29FLTBFidelity Limited Term Bond ETFhistory →LTD TRM BD ETF1.62%$3M54.2K
30SCHPSchwab US TIPS ETFhistory →US TIPS ETF1.59%$3M43.7K
31FDNFirst Trust Dow Jones Internet Index Fundhistory →DJ INTERNT IDX1.34%$2M10.2K
32VEUVanguard FTSE All-World ex-US ETFALLWRLD EX US0.70%$1M19.7K
33VWOBVanguard Emerging Markets Govt Bd Idx ETFEMERG MKT BD ETF0.53%$915,00011.8K
34SPIPSPDR Portfolio TIPS ETFPORTFLI TIPS ETF0.38%$655,00020.8K
35EWCiShares MSCI Canada Index ETFMSCI CDA ETF0.38%$655,00017.1K
36LTPZPIMCO 15 Year U.S. TIPS ETF15+ YR US TIPS0.32%$550,0006.0K
37EFViShares MSCI Value Index ETFEAFE VALUE ETF0.32%$550,00010.9K
38SPDR S&P Capital Markets ETFS&P CAP MKTS0.32%$550,0005.3K
39TLHiShares 10-20 Year Treasury Bond ETF10-20 YR TRS ETF0.32%$550,0003.7K
40VEUVanguard Intl Equity IndexALLWRLD EX US0.16%$275,0002.6K
41VTVanguard Total World Stock ETFTT WRLD ST ETF0.15%$261,0002.4K
42FDISFidelity MSCI Consumer Discretionary ETFMSCI CONSM DIS0.14%$248,0002.8K
43FNCLFidelity MSCI Financials Index ETFMSCI FINLS IDX0.13%$217,0003.9K
44FTECFidelity MSCI Information Technology ETFMSCI INFO TECH I0.12%$205,0001.5K
45FCOMFidelity MSCI Communication Services Index ETFMSCI COMMNTN SVC0.12%$204,0004.0K
46FHLCFidelity MSCI Health Care Index ETFMSCI HLTH CARE I0.12%$203,0003.0K
47FENYFidelity MSCI Energy Index ETFMSCI ENERGY IDX0.11%$195,00012.9K

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 ↗.