Algorithmic Investment Models, LLC
In its 13F for Q1 2024 (holdings as of March 31, 2024, filed May 10, 2024), Algorithmic Investment Models, LLC reported 46 stock positions worth $135.9 million. Its top holding was SS SPDR P Agg Bond ETF (SPAB) at 10.7% of the portfolio, followed by SS Energy Select Sector (XLE, 5.7%) and Vanguard Ftse Developed ETF (VEA, 4.9%). Compared with Q4 2023, it opened 5 new positions, sold out of 5, added to 5 and reduced 34. The biggest buy was a new position in SS Energy Select Sector (XLE) and the biggest sale iShares Agency Bond ETF (AGZ, shares −89%).
- Most Recent 13F
- Q2 2026
- Location
- Boston, MA
- CIK
- 0001806628
- Portfolio Value
- $135.9M (Q1 2024)
- SEC Filing
- 0001172661-24-002128 ↗ filed May 10, 2024
Holdings Value
Holdings 46 stocks · $135.9M
| SPAB SS SPDR P Agg Bond ETF | 10.69% | 574,566 | $14.5M | Add +8.1% |
| XLE SS Energy Select Sector | 5.68% | 81,764 | $7.7M | New |
| VEA Vanguard Ftse Developed ETF | 4.87% | 131,964 | $6.6M | Reduce -2.1% |
| VCLT Vanguard Long-Term Corp. Bond | 4.44% | 77,068 | $6.0M | New |
| OUSA Alps Oshares US Quality Divi | 3.92% | 107,948 | $5.3M | Reduce -2.0% |
| VO Vngrd Mrngstr MD-Cap ETF-Usd | 3.90% | 21,223 | $5.3M | Reduce -10.1% |
| XLK SS Technology Select Sector | 3.39% | 22,100 | $4.6M | Reduce -13.9% |
| AGG iShares Core U.S. Aggregate | 3.24% | 45,006 | $4.4M | Reduce -1.4% |
| XLU St Sr Utl SL SE SPDR ETF-Usd | 3.20% | 66,245 | $4.3M | Reduce -2.9% |
| XLF SS Financial Select Sector | 3.17% | 102,146 | $4.3M | Reduce -13.8% |
| XLB SS Materials Select Sector | 3.16% | 46,246 | $4.3M | Reduce -11.6% |
| XLI SS Industrial Select Sector | 3.14% | 33,917 | $4.3M | Reduce -13.5% |
| USIG iShares Broad Usd Investment | 3.13% | 83,843 | $4.3M | Add +37.7% |
| FDIS Fidelity MSCI Cons Discr Ind | 3.11% | 51,321 | $4.2M | Reduce -9.8% |
| XLP SS Consumer Staples Sel Sect | 3.11% | 55,414 | $4.2M | Reduce -9.3% |
| FCOM Fidelity MSCI Comm Serv Indx | 3.11% | 85,340 | $4.2M | Reduce -15.9% |
| XLV SS Health Care Select Sector | 3.08% | 28,336 | $4.2M | Reduce -12.7% |
| XLRE SS Real Estate Select Sector | 3.02% | 103,890 | $4.1M | Reduce -8.7% |
| ICVT iShares Convertible Bond ETF | 2.58% | 43,946 | $3.5M | Reduce -1.9% |
| VEU Vanguard Ftse All-World Ex-U | 2.55% | 59,129 | $3.5M | Reduce -1.0% |
| EPI Wisdomtree India Earnings | 1.95% | 60,891 | $2.7M | Add +436.0% |
| VGSH Vanguard Short-Term Treasury | 1.91% | 44,813 | $2.6M | Reduce -1.5% |
| USDU Wisdomtree BBG Usd Bullish | 1.91% | 98,982 | $2.6M | Reduce -3.8% |
| VRIG Invesco Variable Rate Invest | 1.87% | 101,482 | $2.5M | Reduce -17.0% |
| VBK Van Morst SML-Cap Gro-Usd Inc. | 1.85% | 9,654 | $2.5M | Reduce -42.1% |
| EMXC iShares MSCI Emr MRK Ex Chna | 1.30% | 30,667 | $1.8M | Reduce -1.9% |
| SPDW Ste STR SPDR PT DW Eu ETF | 1.28% | 48,452 | $1.7M | Reduce -1.8% |
| CXSE Wisdomtree China Ex-St Ow | 1.16% | 59,503 | $1.6M | No change |
| SCHP Schwab U.S. Tips ETF | 1.07% | 27,884 | $1.5M | Reduce -0.8% |
| ANGL Vaneck Fallen Angel High YLD | 0.94% | 44,167 | $1.3M | New |
| BTAL Agf US Market Neutral Anti-B | 0.93% | 69,891 | $1.3M | Reduce -3.7% |
| INDA iShares MSCI India ETF | 0.88% | 23,284 | $1.2M | No change |
| VCSH Vanguard S/T Corp. Bond ETF | 0.88% | 15,457 | $1.2M | Reduce -10.0% |
| DBND Doubleline Oppor Cor BND-Usd | 0.88% | 26,020 | $1.2M | Reduce -9.8% |
| SPHB Invesco S&P 500 High Beta Et | 0.74% | 11,423 | $1.0M | New |
| ASEA Global X Ftse Southeast Asia | 0.43% | 38,776 | $585K | Reduce -1.2% |
| GVI iShares Intermediate Governm | 0.42% | 5,485 | $570K | Add +1.9% |
| XOP SS SPDR S&P Og Exp & Prod | 0.42% | 3,658 | $567K | New |
| ITB iShares U.S. Home Constructi | 0.39% | 4,611 | $534K | Reduce -1.8% |
| KCE SS SPDR S&P Cap MKTS ETF | 0.39% | 4,825 | $533K | Reduce -7.0% |
| IXN iShares Global Tech ETF | 0.36% | 6,511 | $487K | Reduce -85.5% |
| LQD Ishr Ibx Usd Invgd CB ETF-Ui | 0.36% | 4,443 | $484K | Add +6.8% |
| AGGM iShares 1-10 Year U.S. Aggre | 0.35% | 4,614 | $478K | Reduce -47.2% |
| AGZ iShares Agency Bond ETF | 0.35% | 4,405 | $476K | Reduce -88.8% |
| ILF iShares Latin America 40 ETF | 0.30% | 14,522 | $413K | Reduce -3.2% |
| VT Vanguard Tot World STK ETF | 0.17% | 2,062 | $228K | Reduce -2.8% |
Portfolio Sells Q4 2023 → Q1 2024
| AGZ iShares Agency Bond ETF | Reduce -88.8% | 0.35% | −2.89 |
| IXN iShares Global Tech ETF | Reduce -85.5% | 0.36% | −1.96 |
| SOXX iShares Semiconductor ETF | Sold out | 0.00% | −1.74 |
| IMCG iShares Morningstar Mid-Cap | Sold out | 0.00% | −1.34 |
| VBK Van Morst SML-Cap Gro-Usd Inc. | Reduce -42.1% | 1.85% | −1.21 |
| IOO iShares Global 100 ETF | Sold out | 0.00% | −0.76 |
| VRIG Invesco Variable Rate Invest | Reduce -17.0% | 1.87% | −0.45 |
| XLRE SS Real Estate Select Sector | Reduce -8.7% | 3.02% | −0.44 |
| XLK SS Technology Select Sector | Reduce -13.9% | 3.39% | −0.36 |
| XMHQ Invesco S&P Midcap Qual ETF | Sold out | 0.00% | −0.35 |
| AGGM iShares 1-10 Year U.S. Aggre | Reduce -47.2% | 0.35% | −0.35 |
| FCOM Fidelity MSCI Comm Serv Indx | Reduce -15.9% | 3.11% | −0.32 |
| FDIS Fidelity MSCI Cons Discr Ind | Reduce -9.8% | 3.11% | −0.29 |
| XLV SS Health Care Select Sector | Reduce -12.7% | 3.08% | −0.28 |
| VO Vngrd Mrngstr MD-Cap ETF-Usd | Reduce -10.1% | 3.90% | −0.27 |
| XLI SS Industrial Select Sector | Reduce -13.5% | 3.14% | −0.25 |
| XLB SS Materials Select Sector | Reduce -11.6% | 3.16% | −0.23 |
| XLP SS Consumer Staples Sel Sect | Reduce -9.3% | 3.11% | −0.23 |
| XLF SS Financial Select Sector | Reduce -13.8% | 3.17% | −0.21 |
| AGG iShares Core U.S. Aggregate | Reduce -1.4% | 3.24% | −0.19 |
| DBND Doubleline Oppor Cor BND-Usd | Reduce -9.8% | 0.88% | −0.13 |
| VCSH Vanguard S/T Corp. Bond ETF | Reduce -10.0% | 0.88% | −0.13 |
| IHRT Iheartmedia Inc. Class A | Sold out | 0.00% | −0.11 |
| VGSH Vanguard Short-Term Treasury | Reduce -1.5% | 1.91% | −0.10 |
| ICVT iShares Convertible Bond ETF | Reduce -1.9% | 2.58% | −0.09 |
| XLU St Sr Utl SL SE SPDR ETF-Usd | Reduce -2.9% | 3.20% | −0.08 |
| USDU Wisdomtree BBG Usd Bullish | Reduce -3.8% | 1.91% | −0.05 |
| SCHP Schwab U.S. Tips ETF | Reduce -0.8% | 1.07% | −0.04 |
| VEA Vanguard Ftse Developed ETF | Reduce -2.1% | 4.87% | −0.03 |
| ILF iShares Latin America 40 ETF | Reduce -3.2% | 0.30% | −0.03 |
| ASEA Global X Ftse Southeast Asia | Reduce -1.2% | 0.43% | −0.02 |
| EMXC iShares MSCI Emr MRK Ex Chna | Reduce -1.9% | 1.30% | −0.02 |
| KCE SS SPDR S&P Cap MKTS ETF | Reduce -7.0% | 0.39% | −0.01 |
| BTAL Agf US Market Neutral Anti-B | Reduce -3.7% | 0.93% | −0.01 |
| VT Vanguard Tot World STK ETF | Reduce -2.8% | 0.17% | +0.00 |
| SPDW Ste STR SPDR PT DW Eu ETF | Reduce -1.8% | 1.28% | +0.00 |
| VEU Vanguard Ftse All-World Ex-U | Reduce -1.0% | 2.55% | +0.01 |
| ITB iShares U.S. Home Constructi | Reduce -1.8% | 0.39% | +0.03 |
| OUSA Alps Oshares US Quality Divi | Reduce -2.0% | 3.92% | +0.07 |
Portfolio Buys Q4 2023 → Q1 2024
| XLE SS Energy Select Sector | New | 5.68% | +5.68 |
| VCLT Vanguard Long-Term Corp. Bond | New | 4.44% | +4.44 |
| EPI Wisdomtree India Earnings | Add +436.0% | 1.95% | +1.60 |
| ANGL Vaneck Fallen Angel High YLD | New | 0.94% | +0.94 |
| USIG iShares Broad Usd Investment | Add +37.7% | 3.13% | +0.76 |
| SPHB Invesco S&P 500 High Beta Et | New | 0.74% | +0.74 |
| XOP SS SPDR S&P Og Exp & Prod | New | 0.42% | +0.42 |
| SPAB SS SPDR P Agg Bond ETF | Add +8.1% | 10.69% | +0.35 |
| LQD Ishr Ibx Usd Invgd CB ETF-Ui | Add +6.8% | 0.36% | +0.01 |
| GVI iShares Intermediate Governm | Add +1.9% | 0.42% | −0.01 |
All Filings
| Quarter | Positions | 13F Reported Value | Top Holdings |
|---|---|---|---|
| Q2 2026 | 35 | $86.4M | FLQM, XLE, XLK, XLI, XLU |
| Q1 2026 | 32 | $81.0M | XLE, FLQM, XLB, XLV, XLP |
| Q4 2025 | 36 | $81.1M | XLI, FLQM, XLV, XLK, FNCL |
| Q3 2025 | 49 | $150.6M | SPAB, VEA, XLI, FLQM, VO |
| Q2 2025 | 43 | $146.2M | SPAB, VEA, XLK, XLC, XLI |
| Q1 2025 | 59 | $135.8M | SPAB, VEA, XLF, VRIG, XLU |
| Q4 2024 | 49 | $129.8M | SPAB, VEA, XLU, XLF, XLK |
| Q3 2024 | 49 | $136.2M | SPAB, VEA, XLV, FLQM, AGG |
| Q2 2024 | 47 | $127.9M | SPAB, VEA, OUSA, VO, XLE |
| Q1 2024 | 46 | $135.9M | SPAB, XLE, VEA, VCLT, OUSA |