Algorithmic Investment Models, LLC

Registered adviser

CIK

1806628

Location

Boston, MA

Portfolio Value

Micro $83,646,797

Diversification

Moderately concentrated

Filing Date

Global Rank

#8,420 / 8,815 ▼ 48

Top Industry

Asset Management 93.8%

Period ended 4 months ago

Filed Aug 7, 2026 · 3mo

23 quarters · since Dec 2020

Regulatory profile

From Form ADV, the SEC filer profile, 13D/13G type codes and N-CEN, never from the name.

Holder type

Registered adviser

Form ADV roster, Oct 1, 2026

Form ADV adviser

CRD 306354

Roster of Oct 1, 2026

Regulatory AUM

$90,885,460

Main clients

Other (90% of AUM)

Form ADV history

Monthly rosters from Dec 2019; each row is a run with the same figures, newest first.

Rosters	Regulatory AUM	Main clients
Jun 2026 to Oct 2026	$90,885,460	Other (90%)
Apr 2026 to May 2026	$87,816,401	Other (91%)
Mar 2025 to Mar 2026	$156,927,853	Diversified
Jul 2024 to Feb 2025	$152,731,630	Governments and sovereign funds (50%)
Apr 2024 to Jun 2024	$155,335,628	Governments and sovereign funds (51%)
May 2023 to Mar 2024	$166,527,499	Diversified

8 earlier changes not shown.

Portfolio style

Measured from the filed 13F common-share book for Jun 30, 2026, never from the firm's own description.

Style

Concentrated

The top 10 positions are 94.4% of the book (60%+)

Turnover

Medium turnover

55.9% over the last four quarters (30% to under 100%)

Horizon

Medium horizon

Value-weighted holding period 6.4 quarters (4 to under 12)

Closest benchmark: every 13F filer's combined book, active share 94.2%; sector active share 80.9% against the combined 13F book's sector weights.

Over time 23 measured quarters

How the bands are measured

Style bands measure the filed 13F common-share book each closed quarter, tested in this order. Unknown: under $10,000,000 of valued equity or 5 stocks. Index-like (100+ stocks): active share of 20% or less against the closest benchmark, which is the S&P 500, S&P MidCap 400, S&P SmallCap 600, Russell 1000, Russell 2000, Nasdaq-100 or Dow Jones Industrial Average (weighted by an index-tracking fund's reported holdings or the index's constituents nearest the quarter end, over the names resolved to companies, and only when those are 90%+ of its weight) or every 13F filer's combined book, or index series holding 80%+ of the registered fund assets it advises (N-CEN) and equal to 50%+ of its book. Systematic-like: 500+ stocks, 100%+ annual turnover and a top 10 weight of 25% or less. Concentrated: a top 10 weight of 60%+ or 12 or fewer effective positions. Diversified active: none of these. Turnover is the smaller of buys and sells over average equity value, summed over four quarters: low under 30%, high 100%+. Horizon is the value-weighted number of quarters each position has been held: short under 4, long 12+.

Clone Performance

Build a hypothetical price-return history from this filer's public 13F holdings.

View clone backtest

Portfolio Concentration

35 tracked positions · as of Jun 30, 2026 · Δ vs Mar 31, 2026

Top Position

45.4%

−4.4 pts

Top 5

80.4%

−5.1 pts

Top 10

94.4%

−0.3 pts

HHI

2,451

Moderately concentrated−418

Portfolio Trend

23 quarters · across all stocks

Sector Breakdown

As of Jun 30, 2026

Sector	% Portfolio	Value	Positions
Unclassified	93.3%	$78,058,254	30
Financial Services	6.3%	$5,241,449	1
Technology	0.4%	$325,886	1
Real Estate	0.0%	$14,800	1
Healthcare	0.0%	$6,408	2

Last Quarter's Activity

Export CSV

Jun 30, 2026 vs Mar 31, 2026

Added To

Positions the filer increased

10 positions

Ticker	Company	Δ Shares	Shares	Value
GOSS	Gossamer Bio, Inc.	+11,319	22,091	$3,645
XLE	State Street(R) Energy Select Sector SPDR(R) ETF	+6,836	120,252	$6,386,583
FLQM	Franklin U.S. Mid Cap Multifactor Index ETF	+3,982	113,052	$6,544,015
AMLP	Alerian MLP ETF	+1,959	40,867	$0
SHV	iShares 0-1 Year Treasury Bond ETF	+564	7,234	$798,271
LVHI	Franklin International Low Volatility High Dividend Index ETF	+95	15,882	$644,570
DBND	DoubleLine Opportunistic Core Bond ETF	+66	26,309	$1,199,453
VT	VANGUARD TOTAL WORLD STOCK INDEX FUND	+14	2,262	$355,020
USDU	WisdomTree Bloomberg U.S. Dollar Bullish Fund	+9	45,378	$1,213,861
RSP	Victory Portfolios II	+3	2,357	$501,498
No positions match the current search.

Trimmed

Positions the filer reduced

14 positions

Ticker	Company	Δ Shares	Shares	Value
XLRE	State Street(R) Real Estate Select Sector SPDR(R) ETF	−13,536	117,994	$5,195,275
XLK	State Street(R) Technology Select Sector SPDR(R) ETF	−11,839	28,301	$5,391,906
—		−11,400	102,938	$5,232,338
XSOE	WisdomTree Emerging Markets ex-State-Owned Enterprises Fund	−8,857	90,817	$4,466,380
XLI	State Street(R) Industrial Select Sector SPDR(R) ETF	−4,843	28,883	$5,349,998
XLV	State Street(R) Health Care Select Sector SPDR(R) ETF	−4,618	32,840	$5,210,394
—		−4,531	62,327	$5,177,503
XBI	State Street(R) SPDR(R) S&P(R) Biotech ETF	−1,803	7,673	$1,214,252
ELME	Elme Communities	−1,734	10,000	$14,800
VEU	Vanguard International Equity Index Funds	−1,379	53,560	$4,485,650
XLU	State Street(R) Utilities Select Sector SPDR(R) ETF	−1,021	116,897	$5,300,109
ASHR	DBX ETF Trust	−739	17,039	$624,649
DXJ	WisdomTree Japan Hedged Equity Fund	−406	7,722	$1,339,921
VCSH	VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND	−109	14,421	$1,139,691
No positions match the current search.

New Positions

Positions the filer opened this quarter

11 positions

Ticker	Company	Shares	Value
XLF	State Street Corp	97,770	$5,241,449
XLY	State Street(R) Consumer Discretionary Select Sector SPDR(R) ETF	44,104	$5,172,517
EWW	iShares MSCI Mexico ETF	16,295	$1,226,524
VRIG	Invesco Variable Rate Investment Grade ETF	48,297	$1,210,805
IXJ	iShares Global Healthcare ETF	12,166	$1,196,891
IYM	iShares U.S. Basic Materials ETF	3,848	$690,831
IOO	iShares Global 100 ETF	4,303	$587,789
BELFA	Bel Fuse Inc	1,119	$325,886
SPDW	State Street(R) SPDR(R) Portfolio Developed World ex-US ETF	4,000	$201,560
ARAY	Accuray Inc	10,630	$2,763
EWU	iShares MSCI United Kingdom ETF	13,597	$0
No positions match the current search.

Sold Out

Positions the filer fully exited

8 positions

Ticker	Company	Shares	Value
XLC	State Street(R) Communication Services Select Sector SPDR(R) ETF	48,590	$5,386,687
RPV	Invesco S&P 500 Pure Value ETF	11,420	$1,226,393
COMT	iShares GSCI Commodity Dynamic Roll Strategy ETF	35,704	$1,207,152
IEF	iShares 7-10 Year Treasury Bond ETF	12,421	$1,185,460
—		6,183	$659,602
EWX	State Street(R) SPDR(R) S&P(R) Emerging Markets Small Cap ETF	9,261	$612,337
ICLN	iShares Global Clean Energy ETF	32,232	$589,523
GUTS	Fractyl Health, Inc.	15,500	$7,098
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

35 tracked positions · $83,646,797 total · filing declares 35 positions · $86,392,965 · as of Jun 30, 2026

All sectors Financial Services Healthcare Real Estate Technology

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	Held (qtrs)	Est. cost/share	% of Portfolio
FLQM	Franklin U.S. Mid Cap Multifactor Index ETF	Added	113,052	+3,982	$6,544,015	+9.2%	8	$53.47	7.82%
XLE	State Street(R) Energy Select Sector SPDR(R) ETF	Added	120,252	+6,836	$6,386,583	−8.1%	4	unpriced	7.64%
XLK	State Street(R) Technology Select Sector SPDR(R) ETF	Reduced	28,301	-11,839	$5,391,906	+1.1%	5	unpriced	6.45%
XLI	State Street(R) Industrial Select Sector SPDR(R) ETF	Reduced	28,883	-4,843	$5,349,998	−1.9%	15	unpriced	6.40%
XLU	State Street(R) Utilities Select Sector SPDR(R) ETF	Reduced	116,897	-1,021	$5,300,109	−2.1%	11	unpriced	6.34%
XLF	State Street Corp Financial Services	NEW	97,770	NEW	$5,241,449	NEW	1	$51.97	6.27%
		Reduced	102,938	-11,400	$5,232,338	−8.4%	4	$45.53	6.26%
XLV	State Street(R) Health Care Select Sector SPDR(R) ETF	Reduced	32,840	-4,618	$5,210,394	−5.1%	4	unpriced	6.23%
XLRE	State Street(R) Real Estate Select Sector SPDR(R) ETF	Reduced	117,994	-13,536	$5,195,275	−3.3%	11	unpriced	6.21%
		Reduced	62,327	-4,531	$5,177,503	−5.5%	2	$84.22	6.19%
XLY	State Street(R) Consumer Discretionary Select Sector SPDR(R) ETF	NEW	44,104	NEW	$5,172,517	NEW	1	$116.72	6.18%
VEU	Vanguard International Equity Index Funds	Reduced	53,560	-1,379	$4,485,650	+8.7%	19	$60.18	5.36%
XSOE	WisdomTree Emerging Markets ex-State-Owned Enterprises Fund	Reduced	90,817	-8,857	$4,466,380	+11.7%	6	unpriced	5.34%
DXJ	WisdomTree Japan Hedged Equity Fund	Reduced	7,722	-406	$1,339,921	+4.0%	2	$157.83	1.60%
EWW	iShares MSCI Mexico ETF	NEW	16,295	NEW	$1,226,524	NEW	1	$77.60	1.47%
XBI	State Street(R) SPDR(R) S&P(R) Biotech ETF	Reduced	7,673	-1,803	$1,214,252	+0.3%	3	$116.74	1.45%
USDU	WisdomTree Bloomberg U.S. Dollar Bullish Fund	Added	45,378	+9	$1,213,861	+1.6%	2	unpriced	1.45%
VRIG	Invesco Variable Rate Investment Grade ETF	NEW	48,297	NEW	$1,210,805	NEW	1	$25.07	1.45%
DBND	DoubleLine Opportunistic Core Bond ETF	Added	26,309	+66	$1,199,453	−0.2%	13	$46.07	1.43%
IXJ	iShares Global Healthcare ETF	NEW	12,166	NEW	$1,196,891	NEW	1	unpriced	1.43%
VCSH	VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND	Reduced	14,421	-109	$1,139,691	−1.1%	15	$75.80	1.36%
SHV	iShares 0-1 Year Treasury Bond ETF	Added	7,234	+564	$798,271	+8.4%	6	unpriced	0.95%
IYM	iShares U.S. Basic Materials ETF	NEW	3,848	NEW	$690,831	NEW	1	unpriced	0.83%
LVHI	Franklin International Low Volatility High Dividend Index ETF	Added	15,882	+95	$644,570	+0.7%	6	$32.08	0.77%
ASHR	DBX ETF Trust	Reduced	17,039	-739	$624,649	+7.6%	2	$33.51	0.75%
IOO	iShares Global 100 ETF	NEW	4,303	NEW	$587,789	NEW	1	unpriced	0.70%
RSP	Victory Portfolios II	Added	2,357	+3	$501,498	+11.0%	6	$178.15	0.60%
VT	VANGUARD TOTAL WORLD STOCK INDEX FUND	Added	2,262	+14	$355,020	+14.2%	5	$119.81	0.42%
BELFA	Bel Fuse Inc Technology	NEW	1,119	NEW	$325,886	NEW	1	$243.11	0.39%
SPDW	State Street(R) SPDR(R) Portfolio Developed World ex-US ETF	NEW	4,000	NEW	$201,560	NEW	1	$49.57	0.24%
ELME	Elme Communities Real Estate	Reduced	10,000	-1,734	$14,800	−37.2%	2	$3.30	0.02%
GOSS	Gossamer Bio, Inc. Healthcare	Added	22,091	+11,319	$3,645	+2.9%	2	$0.91	0.00%
ARAY	Accuray Inc Healthcare	NEW	10,630	NEW	$2,763	NEW	1	$0.37	0.00%
AMLP	Alerian MLP ETF	Added	40,867	+1,959	$0	—	6	unpriced	0.00%
EWU	iShares MSCI United Kingdom ETF	NEW	13,597	NEW	$0	NEW	1	unpriced	0.00%

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.