Algorithmic Investment Models, LLC
In its 13F for Q3 2024 (holdings as of September 30, 2024, filed November 5, 2024), Algorithmic Investment Models, LLC reported 49 stock positions worth $136.2 million. Its top holding was SS SPDR P Agg Bond ETF (SPAB) at 10.9% of the portfolio, followed by Vanguard Ftse Developed ETF (VEA, 4.8%) and SS Health Care Select Sector (XLV, 4.6%). Compared with Q2 2024, it opened 13 new positions, sold out of 11, added to 21 and reduced 6. The biggest buy was a new position in Franklin U.S. Mid Cap Multif (FLQM) and the biggest sale an exit from Alps Oshares US Quality Divi (OUSA).
- Most Recent 13F
- Q2 2026
- Location
- Boston, MA
- CIK
- 0001806628
- Portfolio Value
- $136.2M (Q3 2024)
- SEC Filing
- 0001172661-24-004462 ↗ filed Nov 5, 2024
Holdings Value
Holdings 49 stocks · $136.2M
| SPAB SS SPDR P Agg Bond ETF | 10.93% | 569,733 | $14.9M | No change |
| VEA Vanguard Ftse Developed ETF | 4.80% | 123,843 | $6.5M | No change |
| XLV SS Health Care Select Sector | 4.56% | 40,295 | $6.2M | Add +46.0% |
| FLQM Franklin U.S. Mid Cap Multif | 4.16% | 101,757 | $5.7M | New |
| AGG iShares Core U.S. Aggregate | 4.08% | 54,824 | $5.6M | Add +31.4% |
| VO Vngrd Mrngstr MD-Cap ETF-Usd | 4.01% | 20,727 | $5.5M | No change |
| FCOM Fidelity MSCI Comm Serv Indx | 3.68% | 90,997 | $5.0M | Add +10.3% |
| FDIS Fidelity MSCI Cons Discr Ind | 3.66% | 56,393 | $5.0M | Add +13.0% |
| XLK SS Technology Select Sector | 3.63% | 21,909 | $4.9M | Add +14.4% |
| XLB SS Materials Select Sector | 3.63% | 51,252 | $4.9M | Add +14.1% |
| XLI SS Industrial Select Sector | 3.62% | 36,412 | $4.9M | Add +10.5% |
| XLU St Sr Utl SL SE SPDR ETF-Usd | 3.56% | 59,945 | $4.8M | Reduce -4.8% |
| XLF SS Financial Select Sector | 3.49% | 104,891 | $4.8M | Add +5.8% |
| XLP SS Consumer Staples Sel Sect | 3.38% | 55,535 | $4.6M | Add +3.5% |
| XLRE SS Real Estate Select Sector | 3.36% | 102,519 | $4.6M | Add +0.5% |
| USIG iShares Broad Usd Investment | 3.08% | 79,765 | $4.2M | Add +0.2% |
| VRIG Invesco Variable Rate Invest | 2.84% | 154,088 | $3.9M | Add +2.7% |
| VEU Vanguard Ftse All-World Ex-U | 2.74% | 59,194 | $3.7M | Add +1.7% |
| VCLT Vanguard Long-Term Corp. Bond | 2.32% | 38,852 | $3.2M | Add +11.2% |
| IAI iShares U.S. Broker-Dealers | 1.94% | 20,573 | $2.6M | New |
| IGSB iShares 1-5Y Inv Grade Corp. | 1.91% | 49,319 | $2.6M | New |
| VBK Van Morst SML-Cap Gro-Usd Inc. | 1.90% | 9,654 | $2.6M | No change |
| BTAL Agf US Market Neutral Anti-B | 1.85% | 128,419 | $2.5M | Add +97.6% |
| CXSE Wisdomtree China Ex-St Ow | 1.73% | 70,922 | $2.4M | No change |
| EPI Wisdomtree India Earnings | 1.59% | 43,053 | $2.2M | Add +0.4% |
| GRID First TRST Nasd Class Edg Sgiif | 1.40% | 14,996 | $1.9M | Add +249.0% |
| SPDW Ste STR SPDR PT DW Eu ETF | 1.37% | 49,782 | $1.9M | Add +4.5% |
| EMXC iShares MSCI Emr MRK Ex Chna | 1.33% | 29,740 | $1.8M | Reduce -1.4% |
| SPHQ Invesco S&P 500 Quality ETF | 1.19% | 24,088 | $1.6M | New |
| SCHP Schwab U.S. Tips ETF | 1.15% | 29,282 | $1.6M | No change |
| SMIN iShares MSCI India Small-Cap | 0.97% | 15,371 | $1.3M | New |
| VCSH Vanguard S/T Corp. Bond ETF | 0.90% | 15,437 | $1.2M | Reduce -2.8% |
| DBND Doubleline Oppor Cor BND-Usd | 0.89% | 25,656 | $1.2M | Reduce -4.8% |
| INDA iShares MSCI India ETF | 0.81% | 18,961 | $1.1M | No change |
| ASEA Global X Ftse Southeast Asia | 0.49% | 38,776 | $672K | No change |
| VT Vanguard Tot World STK ETF | 0.48% | 5,422 | $649K | Add +145.8% |
| KCE SS SPDR S&P Cap MKTS ETF | 0.40% | 4,383 | $547K | Reduce -6.3% |
| GVI iShares Intermediate Governm | 0.30% | 3,869 | $414K | Add +3.1% |
| ILF iShares Latin America 40 ETF | 0.28% | 14,522 | $376K | No change |
| TOK iShares MSCI Kokusai ETF | 0.23% | 2,713 | $316K | New |
| CWB SS SPDR BB Conv Sec ETF | 0.23% | 4,109 | $315K | New |
| AGGM iShares 1-10 Year U.S. Aggre | 0.23% | 2,892 | $309K | Add +3.2% |
| IOO iShares Global 100 ETF | 0.17% | 2,347 | $233K | New |
| IWD iShares Russell 1000 Value E | 0.17% | 1,223 | $232K | Reduce -92.9% |
| XBI SS SPDR S&P Biotech ETF | 0.17% | 2,329 | $230K | New |
| MBB iShares MBS ETF | 0.17% | 2,389 | $229K | New |
| TLT iShares 20+ Year Treasury BD | 0.17% | 2,330 | $229K | New |
| CRBU Caribou Biosciences Inc. | 0.02% | 16,320 | $32K | New |
| GUTS Fractyl Health Inc. | 0.02% | 10,000 | $25K | New |
Portfolio Sells Q2 2024 → Q3 2024
| OUSA Alps Oshares US Quality Divi | Sold out | 0.00% | −4.12 |
| XLE SS Energy Select Sector | Sold out | 0.00% | −3.47 |
| IWD iShares Russell 1000 Value E | Reduce -92.9% | 0.17% | −2.18 |
| USDU Wisdomtree BBG Usd Bullish | Sold out | 0.00% | −2.18 |
| AMLP Alerian MLP ETF | Sold out | 0.00% | −1.98 |
| MUB iShares National Muni Bond E | Sold out | 0.00% | −1.93 |
| XOP SS SPDR S&P Og Exp & Prod | Sold out | 0.00% | −1.18 |
| RPV Invesco S&P 500 Pure Value E | Sold out | 0.00% | −0.99 |
| SPHB Invesco S&P 500 High Beta Et | Sold out | 0.00% | −0.39 |
| IWR iShares Russell Mid-Cap ETF | Sold out | 0.00% | −0.23 |
| IJJ iShares S&P Mid-Cap 400 Valu | Sold out | 0.00% | −0.18 |
| KBE SS SPDR S&P Bank ETF | Sold out | 0.00% | −0.17 |
| DBND Doubleline Oppor Cor BND-Usd | Reduce -4.8% | 0.89% | −0.06 |
| EMXC iShares MSCI Emr MRK Ex Chna | Reduce -1.4% | 1.33% | −0.06 |
| VCSH Vanguard S/T Corp. Bond ETF | Reduce -2.8% | 0.90% | −0.06 |
| KCE SS SPDR S&P Cap MKTS ETF | Reduce -6.3% | 0.40% | −0.00 |
| XLU St Sr Utl SL SE SPDR ETF-Usd | Reduce -4.8% | 3.56% | +0.20 |
Portfolio Buys Q2 2024 → Q3 2024
| FLQM Franklin U.S. Mid Cap Multif | New | 4.16% | +4.16 |
| IAI iShares U.S. Broker-Dealers | New | 1.94% | +1.94 |
| IGSB iShares 1-5Y Inv Grade Corp. | New | 1.91% | +1.91 |
| XLV SS Health Care Select Sector | Add +46.0% | 4.56% | +1.41 |
| SPHQ Invesco S&P 500 Quality ETF | New | 1.19% | +1.19 |
| GRID First TRST Nasd Class Edg Sgiif | Add +249.0% | 1.40% | +1.01 |
| SMIN iShares MSCI India Small-Cap | New | 0.97% | +0.97 |
| AGG iShares Core U.S. Aggregate | Add +31.4% | 4.08% | +0.91 |
| BTAL Agf US Market Neutral Anti-B | Add +97.6% | 1.85% | +0.85 |
| XLB SS Materials Select Sector | Add +14.1% | 3.63% | +0.52 |
| FDIS Fidelity MSCI Cons Discr Ind | Add +13.0% | 3.66% | +0.50 |
| XLI SS Industrial Select Sector | Add +10.5% | 3.62% | +0.48 |
| FCOM Fidelity MSCI Comm Serv Indx | Add +10.3% | 3.68% | +0.31 |
| XLF SS Financial Select Sector | Add +5.8% | 3.49% | +0.30 |
| XLRE SS Real Estate Select Sector | Add +0.5% | 3.36% | +0.30 |
| VT Vanguard Tot World STK ETF | Add +145.8% | 0.48% | +0.28 |
| VCLT Vanguard Long-Term Corp. Bond | Add +11.2% | 2.32% | +0.24 |
| XLK SS Technology Select Sector | Add +14.4% | 3.63% | +0.24 |
| TOK iShares MSCI Kokusai ETF | New | 0.23% | +0.23 |
| CWB SS SPDR BB Conv Sec ETF | New | 0.23% | +0.23 |
| XLP SS Consumer Staples Sel Sect | Add +3.5% | 3.38% | +0.17 |
| IOO iShares Global 100 ETF | New | 0.17% | +0.17 |
| XBI SS SPDR S&P Biotech ETF | New | 0.17% | +0.17 |
| MBB iShares MBS ETF | New | 0.17% | +0.17 |
| TLT iShares 20+ Year Treasury BD | New | 0.17% | +0.17 |
| VEU Vanguard Ftse All-World Ex-U | Add +1.7% | 2.74% | +0.07 |
| SPDW Ste STR SPDR PT DW Eu ETF | Add +4.5% | 1.37% | +0.07 |
| CRBU Caribou Biosciences Inc. | New | 0.02% | +0.02 |
| GUTS Fractyl Health Inc. | New | 0.02% | +0.02 |
| AGGM iShares 1-10 Year U.S. Aggre | Add +3.2% | 0.23% | +0.00 |
| GVI iShares Intermediate Governm | Add +3.1% | 0.30% | +0.00 |
| EPI Wisdomtree India Earnings | Add +0.4% | 1.59% | −0.02 |
| USIG iShares Broad Usd Investment | Add +0.2% | 3.08% | −0.05 |
| VRIG Invesco Variable Rate Invest | Add +2.7% | 2.84% | −0.11 |
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 |