Algorithmic Investment Models, LLC
In its 13F for Q2 2024 (holdings as of June 30, 2024, filed August 12, 2024), Algorithmic Investment Models, LLC reported 47 stock positions worth $127.9 million. Its top holding was SS SPDR P Agg Bond ETF (SPAB) at 11.2% of the portfolio, followed by Vanguard Ftse Developed ETF (VEA, 4.8%) and Alps Oshares US Quality Divi (OUSA, 4.1%). Compared with Q1 2024, it opened 8 new positions, sold out of 7, added to 8 and reduced 28. The biggest buy was a new position in iShares Russell 1000 Value E (IWD) and the biggest sale an exit from iShares Convertible Bond ETF (ICVT).
- Most Recent 13F
- Q2 2026
- Location
- Boston, MA
- CIK
- 0001806628
- Portfolio Value
- $127.9M (Q2 2024)
- SEC Filing
- 0001172661-24-003228 ↗ filed Aug 12, 2024
Holdings Value
Holdings 47 stocks · $127.9M
| SPAB SS SPDR P Agg Bond ETF | 11.17% | 569,733 | $14.3M | Reduce -0.8% |
| VEA Vanguard Ftse Developed ETF | 4.78% | 123,843 | $6.1M | Reduce -6.2% |
| OUSA Alps Oshares US Quality Divi | 4.12% | 106,159 | $5.3M | Reduce -1.7% |
| VO Vngrd Mrngstr MD-Cap ETF-Usd | 3.92% | 20,727 | $5.0M | Reduce -2.3% |
| XLE SS Energy Select Sector | 3.47% | 48,715 | $4.4M | Reduce -40.4% |
| XLK SS Technology Select Sector | 3.39% | 19,156 | $4.3M | Reduce -13.3% |
| FCOM Fidelity MSCI Comm Serv Indx | 3.37% | 82,482 | $4.3M | Reduce -3.4% |
| XLU St Sr Utl SL SE SPDR ETF-Usd | 3.35% | 62,944 | $4.3M | Reduce -5.0% |
| XLP SS Consumer Staples Sel Sect | 3.21% | 53,672 | $4.1M | Reduce -3.1% |
| XLF SS Financial Select Sector | 3.19% | 99,184 | $4.1M | Reduce -2.9% |
| AGG iShares Core U.S. Aggregate | 3.17% | 41,712 | $4.0M | Reduce -7.3% |
| FDIS Fidelity MSCI Cons Discr Ind | 3.16% | 49,919 | $4.0M | Reduce -2.7% |
| XLV SS Health Care Select Sector | 3.14% | 27,590 | $4.0M | Reduce -2.6% |
| XLI SS Industrial Select Sector | 3.14% | 32,955 | $4.0M | Reduce -2.8% |
| USIG iShares Broad Usd Investment | 3.12% | 79,597 | $4.0M | Reduce -5.1% |
| XLB SS Materials Select Sector | 3.10% | 44,933 | $4.0M | Reduce -2.8% |
| XLRE SS Real Estate Select Sector | 3.06% | 102,044 | $3.9M | Reduce -1.8% |
| VRIG Invesco Variable Rate Invest filed as POWERSHARES ACTIVELY MANAGED | 2.95% | 150,087 | $3.8M | Add +47.9% |
| VEU Vanguard Ftse All-World Ex-U | 2.67% | 58,185 | $3.4M | Reduce -1.6% |
| IWD iShares Russell 1000 Value E | 2.35% | 17,259 | $3.0M | New |
| USDU Wisdomtree BBG Usd Bullish | 2.18% | 103,055 | $2.8M | Add +4.1% |
| VCLT Vanguard Long-Term Corp. Bond | 2.07% | 34,955 | $2.7M | Reduce -54.6% |
| AMLP Alerian MLP ETF | 1.98% | 52,752 | $2.5M | New |
| MUB iShares National Muni Bond E | 1.93% | 23,194 | $2.5M | New |
| VBK Van Morst SML-Cap Gro-Usd Inc. | 1.89% | 9,654 | $2.4M | No change |
| EPI Wisdomtree India Earnings | 1.62% | 42,887 | $2.1M | Reduce -29.6% |
| CXSE Wisdomtree China Ex-St Ow | 1.47% | 70,922 | $1.9M | Add +19.2% |
| EMXC iShares MSCI Emr MRK Ex Chna | 1.40% | 30,160 | $1.8M | Reduce -1.6% |
| SPDW Ste STR SPDR PT DW Eu ETF | 1.31% | 47,628 | $1.7M | Reduce -1.7% |
| SCHP Schwab U.S. Tips ETF | 1.19% | 29,282 | $1.5M | Add +5.0% |
| XOP SS SPDR S&P Og Exp & Prod | 1.18% | 10,386 | $1.5M | Add +183.9% |
| BTAL Agf US Market Neutral Anti-B | 1.00% | 64,998 | $1.3M | Reduce -7.0% |
| RPV Invesco S&P 500 Pure Value E | 0.99% | 15,108 | $1.3M | New |
| VCSH Vanguard S/T Corp. Bond ETF | 0.96% | 15,886 | $1.2M | Add +2.8% |
| DBND Doubleline Oppor Cor BND-Usd | 0.96% | 26,945 | $1.2M | Add +3.5% |
| INDA iShares MSCI India ETF | 0.83% | 18,961 | $1.1M | Reduce -18.6% |
| ASEA Global X Ftse Southeast Asia | 0.44% | 38,776 | $563K | No change |
| KCE SS SPDR S&P Cap MKTS ETF | 0.40% | 4,675 | $516K | Reduce -3.1% |
| SPHB Invesco S&P 500 High Beta Et | 0.39% | 5,975 | $505K | Reduce -47.7% |
| GRID First TRST Nasd Class Edg Sgiif | 0.39% | 4,297 | $497K | New |
| GVI iShares Intermediate Governm | 0.30% | 3,751 | $389K | Reduce -31.6% |
| ILF iShares Latin America 40 ETF | 0.28% | 14,522 | $360K | No change |
| IWR iShares Russell Mid-Cap ETF | 0.23% | 3,567 | $289K | New |
| AGGM iShares 1-10 Year U.S. Aggre | 0.23% | 2,802 | $288K | Reduce -39.3% |
| VT Vanguard Tot World STK ETF | 0.19% | 2,206 | $248K | Add +7.0% |
| IJJ iShares S&P Mid-Cap 400 Valu | 0.18% | 2,047 | $232K | New |
| KBE SS SPDR S&P Bank ETF | 0.17% | 4,681 | $217K | New |
Portfolio Sells Q1 2024 → Q2 2024
| ICVT iShares Convertible Bond ETF | Sold out | 0.00% | −2.58 |
| VCLT Vanguard Long-Term Corp. Bond | Reduce -54.6% | 2.07% | −2.36 |
| XLE SS Energy Select Sector | Reduce -40.4% | 3.47% | −2.21 |
| VGSH Vanguard Short-Term Treasury | Sold out | 0.00% | −1.91 |
| ANGL Vaneck Fallen Angel High YLD | Sold out | 0.00% | −0.94 |
| ITB iShares U.S. Home Constructi | Sold out | 0.00% | −0.39 |
| IXN iShares Global Tech ETF | Sold out | 0.00% | −0.36 |
| LQD Ishr Ibx Usd Invgd CB ETF-Ui | Sold out | 0.00% | −0.36 |
| AGZ iShares Agency Bond ETF | Sold out | 0.00% | −0.35 |
| SPHB Invesco S&P 500 High Beta Et | Reduce -47.7% | 0.39% | −0.34 |
| EPI Wisdomtree India Earnings | Reduce -29.6% | 1.62% | −0.33 |
| AGGM iShares 1-10 Year U.S. Aggre | Reduce -39.3% | 0.23% | −0.13 |
| GVI iShares Intermediate Governm | Reduce -31.6% | 0.30% | −0.12 |
| VEA Vanguard Ftse Developed ETF | Reduce -6.2% | 4.78% | −0.09 |
| AGG iShares Core U.S. Aggregate | Reduce -7.3% | 3.17% | −0.08 |
| XLB SS Materials Select Sector | Reduce -2.8% | 3.10% | −0.06 |
| INDA iShares MSCI India ETF | Reduce -18.6% | 0.83% | −0.06 |
| USIG iShares Broad Usd Investment | Reduce -5.1% | 3.12% | −0.01 |
| XLI SS Industrial Select Sector | Reduce -2.8% | 3.14% | −0.00 |
| XLK SS Technology Select Sector | Reduce -13.3% | 3.39% | +0.00 |
| KCE SS SPDR S&P Cap MKTS ETF | Reduce -3.1% | 0.40% | +0.01 |
| VO Vngrd Mrngstr MD-Cap ETF-Usd | Reduce -2.3% | 3.92% | +0.02 |
| XLF SS Financial Select Sector | Reduce -2.9% | 3.19% | +0.02 |
| SPDW Ste STR SPDR PT DW Eu ETF | Reduce -1.7% | 1.31% | +0.03 |
| XLRE SS Real Estate Select Sector | Reduce -1.8% | 3.06% | +0.04 |
| FDIS Fidelity MSCI Cons Discr Ind | Reduce -2.7% | 3.16% | +0.05 |
| XLV SS Health Care Select Sector | Reduce -2.6% | 3.14% | +0.06 |
| BTAL Agf US Market Neutral Anti-B | Reduce -7.0% | 1.00% | +0.07 |
| EMXC iShares MSCI Emr MRK Ex Chna | Reduce -1.6% | 1.40% | +0.10 |
| XLP SS Consumer Staples Sel Sect | Reduce -3.1% | 3.21% | +0.10 |
| VEU Vanguard Ftse All-World Ex-U | Reduce -1.6% | 2.67% | +0.12 |
| XLU St Sr Utl SL SE SPDR ETF-Usd | Reduce -5.0% | 3.35% | +0.15 |
| OUSA Alps Oshares US Quality Divi | Reduce -1.7% | 4.12% | +0.19 |
| FCOM Fidelity MSCI Comm Serv Indx | Reduce -3.4% | 3.37% | +0.26 |
| SPAB SS SPDR P Agg Bond ETF | Reduce -0.8% | 11.17% | +0.49 |
Portfolio Buys Q1 2024 → Q2 2024
| IWD iShares Russell 1000 Value E | New | 2.35% | +2.35 |
| AMLP Alerian MLP ETF | New | 1.98% | +1.98 |
| MUB iShares National Muni Bond E | New | 1.93% | +1.93 |
| VRIG Invesco Variable Rate Invest | Add +47.9% | 2.95% | +1.08 |
| RPV Invesco S&P 500 Pure Value E | New | 0.99% | +0.99 |
| XOP SS SPDR S&P Og Exp & Prod | Add +183.9% | 1.18% | +0.76 |
| GRID First TRST Nasd Class Edg Sgiif | New | 0.39% | +0.39 |
| CXSE Wisdomtree China Ex-St Ow | Add +19.2% | 1.47% | +0.32 |
| USDU Wisdomtree BBG Usd Bullish | Add +4.1% | 2.18% | +0.27 |
| IWR iShares Russell Mid-Cap ETF | New | 0.23% | +0.23 |
| IJJ iShares S&P Mid-Cap 400 Valu | New | 0.18% | +0.18 |
| KBE SS SPDR S&P Bank ETF | New | 0.17% | +0.17 |
| SCHP Schwab U.S. Tips ETF | Add +5.0% | 1.19% | +0.12 |
| VCSH Vanguard S/T Corp. Bond ETF | Add +2.8% | 0.96% | +0.08 |
| DBND Doubleline Oppor Cor BND-Usd | Add +3.5% | 0.96% | +0.08 |
| VT Vanguard Tot World STK ETF | Add +7.0% | 0.19% | +0.03 |
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 |