Managers / Q3 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 49 positions for Q3 2024.
The portfolio is heavily concentrated: XLV alone accounts for 29.2% of reported value.
Compared with Q2 2024, the fund opened 13 new positions and exited 11.
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
- Common Stock · 0.0% · $57,287
Quarter-over-Quarter Changes full breakdown →
vs Q2 2024 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| FLQMFRANKLIN TEMPLETON ETF TR | NEW | +101.8K | 101.8K | +$6M | $6M |
| IAIISHARES TR | NEW | +20.6K | 20.6K | +$3M | $3M |
| IGSBISHARES TR | NEW | +49.3K | 49.3K | +$3M | $3M |
| SPHQINVESCO EXCHANGE TRADED FD T | NEW | +24.1K | 24.1K | +$2M | $2M |
| SMINISHARES TR | NEW | +15.4K | 15.4K | +$1M | $1M |
| TOKISHARES TR | NEW | +2.7K | 2.7K | +$316,173 | $316,173 |
| CWBSPDR SER TR | NEW | +4.1K | 4.1K | +$314,708 | $314,708 |
| IOOISHARES TR | NEW | +2.3K | 2.3K | +$232,729 | $232,729 |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q3 2024
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | XLVSELECT SECTOR SPDR TR | SBI HEALTHCARE · TECHNOLOGY · SBI MATERIALS · INDL · SBI INT-UTILS · FINANCIAL · SBI CONS STPLS · RL EST SEL SEC | 29.23% | $40M | 472.8K |
| 2 | AGGISHARES TR | CORE US AGGBD ET · USD INV GRDE ETF · US BR DEL SE ETF · ISHS 1-5YR INVS · MSCI INDIA SM CP · MSCI INDIA ETF · INTRM GOV CR ETF · LATN AMER 40 ETF · MSCI KOKUSAI ETF · GOV/CRED BD ETF · GLOBAL 100 ETF · RUS 1000 VAL ETF · MBS ETF · 20 YR TR BD ETF | 14.51% | $20M | 271.1K |
| 3 | CWBSPDR SER TR | PORTFOLIO AGRGTE · S&P CAP MKTS · BBG CONV SEC ETF · S&P BIOTECH | 11.74% | $16M | 580.6K |
| 4 | FCOMFIDELITY COVINGTON TRUST | MSCI COMMNTN SVC · MSCI CONSM DIS | 7.34% | $10M | 147.4K |
| 5 | VOVANGUARD INDEX FDS | MID CAP ETF · SML CP GRW ETF | 5.91% | $8M | 30.4K |
| 6 | VEAVANGUARD TAX-MANAGED FDShistory → | VAN FTSE DEV MKT | 4.80% | $7M | 123.8K |
| 7 | FLQMFRANKLIN TEMPLETON ETF TRhistory → | US MID CP MLTFCT | 4.16% | $6M | 101.8K |
| 8 | CXSEWISDOMTREE TR | CHINADIV EX FI · INDIA ERNGS FD | 3.32% | $5M | 114.0K |
| 9 | VCLTVANGUARD SCOTTSDALE FDS | LG-TERM COR BD · SHRT TRM CORP BD | 3.22% | $4M | 54.3K |
| 10 | VEUVANGUARD INTL EQUITY INDEX F | ALLWRLD EX US · TT WRLD ST ETF | 3.21% | $4M | 64.6K |
| 11 | VRIGINVESCO ACTIVELY MANAGED EXChistory → | VAR RATE INVT | 2.84% | $4M | 154.1K |
| 12 | BTALAGF INVTS TRhistory → | US MARKET NETRL | 1.85% | $3M | 128.4K |
| 13 | GRIDFIRST TR EXCHANGE TRADED FDhistory → | NASDQ CLN EDGE | 1.40% | $2M | 15.0K |
| 14 | SPDWSPDR INDEX SHS FDShistory → | PORTFOLIO DEVLPD | 1.37% | $2M | 49.8K |
| 15 | EMXCISHARES INChistory → | MSCI EMRG CHN | 1.33% | $2M | 29.7K |
| 16 | SPHQINVESCO EXCHANGE TRADED FD Thistory → | S&P500 QUALITY | 1.19% | $2M | 24.1K |
| 17 | SCHPSCHWAB STRATEGIC TRhistory → | US TIPS ETF | 1.15% | $2M | 29.3K |
| 18 | DBNDDOUBLELINE ETF TRUST | OPPORTUNISTIC BD | 0.89% | $1M | 25.7K |
| 19 | ASEAGLOBAL X FDS | GBL X FTSE ETF | 0.49% | $671,600 | 38.8K |
| 20 | CRBUCARIBOU BIOSCIENCES INC | COM | 0.02% | $31,987 | 16.3K |
| 21 | GUTSFRACTYL HEALTH INC | COM | 0.02% | $25,300 | 10.0K |
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 ↗.