Managers / Q2 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 $128M in U.S.-listed holdings across 47 positions for Q2 2024.
The portfolio is heavily concentrated: XLE alone accounts for 29.1% of reported value.
Compared with Q1 2024, the fund opened 8 new positions and exited 7.
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% · $128M
Quarter-over-Quarter Changes full breakdown →
vs Q1 2024 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| IWDISHARES TR | NEW | +17.3K | 17.3K | +$3M | $3M |
| AMLPALPS ETF TR | NEW | +52.8K | 52.8K | +$3M | $3M |
| MUBISHARES TR | NEW | +23.2K | 23.2K | +$2M | $2M |
| RPVINVESCO EXCHANGE TRADED FD T | NEW | +15.1K | 15.1K | +$1M | $1M |
| GRIDFIRST TR EXCHANGE TRADED FD | NEW | +4.3K | 4.3K | +$496,647 | $496,647 |
| IWRISHARES TR | NEW | +3.6K | 3.6K | +$289,212 | $289,212 |
| IJJISHARES TR | NEW | +2.0K | 2.0K | +$232,253 | $232,253 |
| KBESPDR SER TR | NEW | +4.7K | 4.7K | +$217,152 | $217,152 |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q2 2024
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | XLESELECT SECTOR SPDR TR | ENERGY · TECHNOLOGY · SBI INT-UTILS · SBI CONS STPLS · FINANCIAL · SBI HEALTHCARE · INDL · SBI MATERIALS · RL EST SEL SEC | 29.06% | $37M | 491.2K |
| 2 | XOPSPDR SER TR | PORTFOLIO AGRGTE · S&P OILGAS EXP · S&P CAP MKTS · S&P BK ETF | 12.93% | $17M | 589.5K |
| 3 | AGGISHARES TR | CORE US AGGBD ET · USD INV GRDE ETF · RUS 1000 VAL ETF · NATIONAL MUN ETF · MSCI INDIA ETF · INTRM GOV CR ETF · LATN AMER 40 ETF · RUS MID CAP ETF · GOV/CRED BD ETF · S&P MC 400VL ETF | 12.62% | $16M | 207.4K |
| 4 | FCOMFIDELITY COVINGTON TRUST | MSCI COMMNTN SVC · MSCI CONSM DIS | 6.53% | $8M | 132.4K |
| 5 | OUSAALPS ETF TR | OSHARES US QUALT · ALERIAN MLP | 6.10% | $8M | 158.9K |
| 6 | VOVANGUARD INDEX FDS | MID CAP ETF · SML CP GRW ETF | 5.81% | $7M | 30.4K |
| 7 | USDUWISDOMTREE TR | BLMBG US BULL · INDIA ERNGS FD · CHINADIV EX FI | 5.27% | $7M | 216.9K |
| 8 | VEAVANGUARD TAX-MANAGED FDShistory → | VAN FTSE DEV MKT | 4.78% | $6M | 123.8K |
| 9 | VCLTVANGUARD SCOTTSDALE FDS | LG-TERM COR BD · SHRT TRM CORP BD | 3.03% | $4M | 50.8K |
| 10 | VRIGPOWERSHARES ACTIVELY MANAGEDhistory → | VAR RATE INVT | 2.95% | $4M | 150.1K |
| 11 | VEUVANGUARD INTL EQUITY INDEX F | ALLWRLD EX US · TT WRLD ST ETF | 2.86% | $4M | 60.4K |
| 12 | EMXCISHARES INChistory → | MSCI EMRG CHN | 1.40% | $2M | 30.2K |
| 13 | SPDWSPDR INDEX SHS FDShistory → | PORTFOLIO DEVLPD | 1.31% | $2M | 47.6K |
| 14 | SCHPSCHWAB STRATEGIC TRhistory → | US TIPS ETF | 1.19% | $2M | 29.3K |
| 15 | BTALAGF INVTS TR | US MARKET NETRL | 1.00% | $1M | 65.0K |
| 16 | RPVINVESCO EXCHANGE TRADED FD T | S&P500 PUR VAL | 0.99% | $1M | 15.1K |
| 17 | DBNDDOUBLELINE ETF TRUST | OPPORTUNISTIC BD | 0.96% | $1M | 26.9K |
| 18 | ASEAGLOBAL X FDS | GBL X FTSE ETF | 0.44% | $563,028 | 38.8K |
| 19 | SPHBINVESCO EXCH TRADED FD TR II | S&P 500 HB ETF | 0.39% | $504,589 | 6.0K |
| 20 | GRIDFIRST TR EXCHANGE TRADED FD | NASDQ CLN EDGE | 0.39% | $496,647 | 4.3K |
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 ↗.