SEC 13F Intelligence

Managers / Q1 2022 · view latest →

Algorithmic Investment Models, LLC

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

Reported Value
$155M
Q1 2022
Positions
39
Filings on Record
22
2021–present window
Filed
May 13, 2022
original filing

Summary

Algorithmic Investment Models, LLC reported $155M in U.S.-listed holdings across 39 positions for Q1 2022.

Its largest position, Spdr Aggregate Bond Etf, represents 8.9% of the portfolio.

Compared with Q4 2021, the fund opened 7 new positions and exited 14.

Portfolio Metrics

Turnover
+24.1%
vs prior filed quarter
Top-10 Concentration
+49.5%
share of reported value
Largest Position
+8.9%
Spdr Aggregate Bond Etf
New / Exited
7 / 14
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% · $155M

Quarter-over-Quarter Changes full breakdown →

vs Q4 2021 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
FMATFidelity MSCI Materials Index ETFNEW+140.7K140.7K+$7M$7M
XLIIndustrial Select Sector SPDRNEW+67.9K67.9K+$7M$7M
VGSHVanguard Short-Term Treasury ETFNEW+68.5K68.5K+$4M$4M
REZiShares Residential and Multisector Real Estate ETFNEW+11.2K11.2K+$1M$1M
IOOiShares S&P Global 100 Index ETFNEW+14.2K14.2K+$1M$1M
IXNiShares S&P Global Information Technology SeNEW+8.2K8.2K+$474,000$474,000
IWDiShares Russell 1000 Value Index ETFNEW+2.9K2.9K+$474,000$474,000
FTECFidelity MSCI Information Technology ETFADDED+55.4K56.9K+$7M$7M

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

Holdings — Q1 2022

39 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1SPDR Aggregate Bond ETFPORTFOLIO AGRGTE8.91%$14M497.6K
2FNCLFidelity MSCI Financials Index ETFhistory →MSCI FINLS IDX4.52%$7M129.5K
3XLPConsumer Staples Select Sector SPDRhistory →SBI CONS STPLS4.51%$7M92.3K
4FTECFidelity MSCI Information Technology ETFhistory →MSCI INFO TECH I4.51%$7M56.9K
5FMATFidelity MSCI Materials Index ETFhistory →MSCI MATLS INDEX4.50%$7M140.7K
6FUTYFidelity MSCI Utilities Index ETFhistory →MSCI UTILS INDEX4.50%$7M145.9K
7XLVHealthCare Select Sector SPDRhistory →SBI HEALTHCARE4.50%$7M51.0K
8XLIIndustrial Select Sector SPDRhistory →SBI INT-INDS4.50%$7M67.9K
9XLEEnergy Select Sector SPDRhistory →ENERGY4.50%$7M91.5K
10XLYConsumer Discretionary Select Sector SPDRhistory →SBI CONS DISCR4.50%$7M37.8K
11XLREReal Estate Select Sector SPDR ETFhistory →RL EST SEL SEC4.50%$7M144.7K
12NuShares Enhanced Yield U.S. Aggregate Bond ETFNUVEEN ENHNC YLD3.96%$6M267.6K
13XSOEWisdomTree Emerging Markets ex State-Owned Enterprises Fund ETFhistory →EM EX ST-OWNED2.95%$5M140.0K
14VEAVanguard Developed Markets ETFhistory →FTSE DEV MKT ETF2.90%$4M93.6K
15VEUVanguard FTSE All-World ex-US ETFhistory →ALLWRLD EX US2.72%$4M73.2K
16XLKTechnology Select Sector SPDRhistory →TECHNOLOGY2.71%$4M26.4K
17VBKVanguard Small Cap ETFhistory →SML CP GRW ETF2.67%$4M16.7K
18VOVanguard Mid Cap ETFhistory →MID CAP ETF2.67%$4M17.4K
19VGSHVanguard Short-Term Treasury ETFhistory →SHORT TERM TREAS2.62%$4M68.5K
20AGGiShares Aggregate Bond ETFhistory →CORE US AGGBD ET2.57%$4M37.2K
21USDUWisdomTree Bloomberg U.S. Dollar Bullish Fundhistory →BLMBG US BULL2.57%$4M150.6K
22GBFiShares Government/Credit Bond ETFhistory →GOV/CRED BD ETF2.57%$4M35.1K
23IEFiShares Barclays 7-10 Year Treasury Bond ETFhistory →BARCLAYS 7 10 YR2.26%$4M32.7K
24AGZiShares Agency Bond ETFhistory →AGENCY BOND ETF1.87%$3M25.9K
25VMBSVanguard Mortgage-Backed Securities ETFhistory →MTG-BKD SECS ETF1.87%$3M58.1K
26SPIBSPDR Portfolio Intermediate Term Corporate Bond ETFhistory →PORTFOLIO INTRMD1.87%$3M85.2K
27FLTBFidelity Limited Term Bond ETFhistory →LTD TRM BD ETF1.69%$3M52.8K
28SCHPSchwab US TIPS ETFhistory →US TIPS ETF1.67%$3M42.7K
29IOOiShares S&P Global 100 Index ETFGLOBAL 100 ETF0.69%$1M14.2K
30REZiShares Residential and Multisector Real Estate ETFRESIDENTIAL MULT0.69%$1M11.2K
31VWOBVanguard Emerging Markets ETFEMERG MKT BD ETF0.56%$864,00012.4K
32SPIPSPDR Portfolio TIPS ETFPORTFLI TIPS ETF0.39%$602,00019.9K
33IWDiShares Russell 1000 Value Index ETFRUS 1000 VAL ETF0.31%$474,0002.9K
34TLHiShares 10-20 Year Treasury Bond ETF10-20 YR TRS ETF0.31%$474,0003.5K
35IXNiShares S&P Global Information Technology SeGLOBAL TECH ETF0.31%$474,0008.2K
36VEUVanguard Intl Equity IndexALLWRLD EX US0.18%$275,0002.6K
37FDISFidelity MSCI Consumer Discretionary ETFMSCI CONSM DIS0.16%$252,0003.1K
38VTVanguard Total World Stock ETFTT WRLD ST ETF0.15%$237,0002.3K
39FHLCFidelity MSCI Health Care Index ETFMSCI HLTH CARE I0.13%$207,0003.2K

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 ↗.