Managers / Q1 2024 · view latest →
Algorithmic Investment Models, LLC
CIK 0001806628 · 125 NEWBURY STREET, 4TH FLOOR, BOSTON, MA, 02116 · 888-777-0535
Summary
Algorithmic Investment Models, LLC reported $136M in U.S.-listed holdings across 46 positions for Q1 2024.
The portfolio is heavily concentrated: XLE alone accounts for 31.0% of reported value.
Compared with Q4 2023, the fund opened 5 new positions and exited 5.
Portfolio Metrics
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
Portfolio Composition
- ETP · 100.0% · $136M
Quarter-over-Quarter Changes full breakdown →
vs Q4 2023 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| XLESELECT SECTOR SPDR TR | NEW | +81.8K | 81.8K | +$8M | $8M |
| VCLTVANGUARD SCOTTSDALE FDS | NEW | +77.1K | 77.1K | +$6M | $6M |
| ANGLVANECK ETF TRUST | NEW | +44.2K | 44.2K | +$1M | $1M |
| SPHBINVESCO EXCH TRADED FD TR II | NEW | +11.4K | 11.4K | +$1M | $1M |
| XOPSPDR SER TR | NEW | +3.7K | 3.7K | +$566,734 | $566,734 |
| EPIWISDOMTREE TR | ADDED | +49.5K | 60.9K | +$2M | $3M |
| SOXXISHARES TR | SOLD OUT | −4.0K | 0 | −$2M | $0 |
| IMCGISHARES TR | SOLD OUT | −27.3K | 0 | −$2M | $0 |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q1 2024
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | XLESELECT SECTOR SPDR TR | ENERGY · TECHNOLOGY · SBI INT-UTILS · FINANCIAL · SBI MATERIALS · INDL · SBI CONS STPLS · SBI HEALTHCARE · RL EST SEL SEC | 30.95% | $42M | 540.1K |
| 2 | AGGISHARES TR | CORE US AGGBD ET · USD INV GRDE ETF · CONV BD ETF · MSCI INDIA ETF · INTRM GOV CR ETF · US HOME CONS ETF · GLOBAL TECH ETF · IBOXX INV CP ETF · GOV/CRED BD ETF · AGENCY BOND ETF · LATN AMER 40 ETF | 12.37% | $17M | 240.7K |
| 3 | XOPSPDR SER TR | PORTFOLIO AGRGTE · S&P OILGAS EXP · S&P CAP MKTS | 11.50% | $16M | 583.0K |
| 4 | VCLTVANGUARD SCOTTSDALE FDS | LG-TERM COR BD · SHORT TERM TREAS · SHRT TRM CORP BD | 7.23% | $10M | 137.3K |
| 5 | FDISFIDELITY COVINGTON TRUST | MSCI CONSM DIS · MSCI COMMNTN SVC | 6.23% | $8M | 136.7K |
| 6 | VOVANGUARD INDEX FDS | MID CAP ETF · SML CP GRW ETF | 5.75% | $8M | 30.9K |
| 7 | EPIWISDOMTREE TR | INDIA ERNGS FD · BLMBG US BULL · CHINADIV EX FI | 5.01% | $7M | 219.4K |
| 8 | VEAVANGUARD TAX-MANAGED FDShistory → | VAN FTSE DEV MKT | 4.87% | $7M | 132.0K |
| 9 | OUSAALPS ETF TRhistory → | OSHARES US QUALT | 3.92% | $5M | 107.9K |
| 10 | VEUVANGUARD INTL EQUITY INDEX F | ALLWRLD EX US · TT WRLD ST ETF | 2.72% | $4M | 61.2K |
| 11 | VRIGINVESCO ACTIVELY MANAGED ETFhistory → | VAR RATE INVT | 1.87% | $3M | 101.5K |
| 12 | EMXCISHARES INChistory → | MSCI EMRG CHN | 1.30% | $2M | 30.7K |
| 13 | SPDWSPDR INDEX SHS FDShistory → | PORTFOLIO DEVLPD | 1.28% | $2M | 48.5K |
| 14 | SCHPSCHWAB STRATEGIC TRhistory → | US TIPS ETF | 1.07% | $1M | 27.9K |
| 15 | ANGLVANECK ETF TRUST | FALLEN ANGEL HG | 0.94% | $1M | 44.2K |
| 16 | BTALAGF INVTS TR | US MARKET NETRL | 0.93% | $1M | 69.9K |
| 17 | DBNDDOUBLELINE ETF TRUST | OPPORTUNISTIC BD | 0.88% | $1M | 26.0K |
| 18 | SPHBINVESCO EXCH TRADED FD TR II | S&P 500 HB ETF | 0.74% | $1M | 11.4K |
| 19 | ASEAGLOBAL X FDS | GBL X FTSE ETF | 0.43% | $585,130 | 38.8K |
Filing History
| Quarter | Reported Value | Positions | Filed | Type | Links |
|---|---|---|---|---|---|
| Q1 2026 | $81M | 32 | May 14, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q4 2025 | $81M | 36 | Feb 10, 2026 | 13F-HR | changes · EDGAR ↗ |
| Q3 2025 | $151M | 49 | Nov 10, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q2 2025 | $146M | 43 | Aug 11, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q1 2025 | $136M | 59 | May 15, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q4 2024 | $130M | 49 | Feb 14, 2025 | 13F-HR | changes · EDGAR ↗ |
| Q3 2024 | $136M | 49 | Nov 5, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q2 2024 | $128M | 47 | Aug 12, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q1 2024 | $136M | 46 | May 10, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q4 2023 | $132M | 46 | Feb 12, 2024 | 13F-HR | changes · EDGAR ↗ |
| Q3 2023 | $139M | 37 | Nov 9, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q2 2023 | $144M | 38 | Aug 3, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q1 2023 | $144M | 37 | May 11, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q4 2022 | $142M | 43 | Feb 9, 2023 | 13F-HR | changes · EDGAR ↗ |
| Q3 2022 | $101M | 36 | Nov 10, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q2 2022 | $121M | 29 | Aug 10, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q1 2022 | $155M | 39 | May 13, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q4 2021 | $173M | 47 | Feb 9, 2022 | 13F-HR | changes · EDGAR ↗ |
| Q3 2021 | $117M | 40 | Nov 3, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q2 2021 | $102M | 30 | Aug 4, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q1 2021 | $101M | 29 | May 4, 2021 | 13F-HR | changes · EDGAR ↗ |
| Q4 2020 | $100M | 32 | Feb 9, 2021 | 13F-HR | changes · 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 ↗.