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Algorithmic Investment Models, LLC — 13F Portfolio Breakdown & Top Holdings (Q2 2026)
Algorithmic Investment Models, LLCCIK: 0001806628
Momentum followerQuality / disciplined sizingDiversified strategy
Total reported value
$86.4M
Reporting period: 2026-06-30 · Number of holdings: 35
Algorithmic Investment Models, LLC disclosed 35 holdings in its latest 13F filing for the period ending 2026-06-30, with total reported value of $86.4M and a quarterly turnover rate of 37.3%.
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Personality snowflake
- Concentration
- 20.99
- Portfolio Stability
- 37.26
- Momentum
- 100
- Sector conviction
- 0
- Diversification
- 70
- Sizing Uniformity
- 90.72
Sector classification currently covers about 0% of this portfolio's disclosed value; the remainder includes holdings (e.g. unmapped tickers, options, or other security types) not yet covered by our sector mapping.
Source and citation information
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Recent moves
View source Form 13F filing on SEC.govSold out XLC
New buy XLF
New buy XLY
Sold out RPV
Sold out COMT
Sold out IEF
Holdings Map
New buyAddUnchangedTrim
Top 10 holdings by weight
Full holdings list this quarter
| # | Ticker | Issuer | Asset Subclass | Weight | Weight Change | Shares Change | 4Q Trend |
|---|---|---|---|---|---|---|---|
| 1 | FLQM | Franklin U.s. Mid Cap Multif | ETF-Other | 7.57% | +0.18% | +3.65% | |
| 2 | XLE | Ss Energy Select Sector | ETF-Other | 7.39% | -1.18% | +6.03% | |
| 3 | XLK | Ss Technology Select Sector | ETF-Tech | 6.24% | -0.34% | -29.49% | |
| 4 | XLI | Ss Industrial Select Sector | ETF-Other | 6.19% | -0.54% | -14.36% | |
| 5 | XLU | St Sr Utl Sl Se Spdr Etf-usd | ETF-Other | 6.13% | -0.55% | -0.87% | |
| 6 | XLF | Ss Financial Select Sector | ETF-Other | 6.07% | +6.07% | NEW | |
| 7 | XLB | Ss Materials Select Sector | ETF-Other | 6.06% | -0.99% | -9.97% | |
| 8 | XLV | Ss Health Care Select Sector | ETF-Other | 6.03% | -0.75% | -12.33% | |
| 9 | XLRE | Ss Real Estate Select Sector | ETF-Other | 6.01% | -0.62% | -10.29% | |
| 10 | XLP | Ss Consumer Staples Sel Sect | ETF-Other | 5.99% | -0.77% | -6.78% | |
| 11 | XLY | Ss Consumer Disc Select Sect | ETF-Other | 5.99% | +5.99% | NEW | |
| 12 | VEU | Vanguard Ftse All-world Ex-u | ETF-Other | 5.19% | +0.10% | -2.51% | |
| 13 | XSOE | Wisdmtree Emerg Mkt Ex-st Ow | ETF-Other | 5.17% | +0.24% | -8.89% | |
| 14 | AMLP | Alerian Mlp ETF | ETF-Other | 2.45% | -0.08% | +5.04% | |
| 15 | DXJ | Wisdomtree Japan Hedged Eq | ETF-Other | 1.55% | -0.04% | -5.00% | |
| 16 | EWW | Ishares Msci Mexico ETF | ETF-Other | 1.42% | +1.42% | NEW | |
| 17 | XBI | Ss Spdr S&p Biotech ETF | ETF-Tech | 1.41% | -0.08% | -19.03% | |
| 18 | USDU | Wisdomtree Bbg Usd Bullish | ETF-Other | 1.41% | -0.07% | +0.02% | |
| 19 | VRIG | Invesco Variable Rate Invest | ETF-Other | 1.40% | +1.40% | NEW | |
| 20 | DBND | Doubleline Oppor Cor Bnd-usd | ETF-Other | 1.39% | -0.09% | +0.25% | |
| 21 | IXJ | Ishares Global Healthcare Et | ETF-Other | 1.39% | +1.39% | NEW | |
| 22 | VCSH | Vanguard S/t CORP Bond ETF | ETF-Corp Bonds | 1.32% | -0.10% | -0.75% | |
| 23 | SHV | Ishares 0-1 Year Treasury Bo | ETF-Gov Bonds | 0.92% | +0.01% | +8.46% | |
| 24 | IYM | Ishares U.s. Basic Materials | ETF-Other | 0.80% | +0.80% | NEW | |
| 25 | LVHI | Franklin International Low V | ETF-Other | 0.75% | -0.04% | +0.60% | |
| 26 | EWU | Ishares Msci United Kingdom | ETF-Other | 0.73% | +0.73% | NEW | |
| 27 | ASHR | Xtrackers Harvest Csi 300 Ch | ETF-Other | 0.72% | — | -4.16% | |
| 28 | IOO | Ishares Global 100 ETF | ETF-Other | 0.68% | +0.68% | NEW | |
| 29 | RSP | Invesco S&p 500 Equal Weight | ETF-Large Cap & Growth | 0.58% | +0.02% | +0.13% | |
| 30 | VT | Vanguard Tot World Stk ETF | ETF-Other | 0.41% | +0.03% | +0.62% | |
| 31 | BELFA | Bel Fuse Inc-cl A | Stock-Other | 0.38% | +0.38% | NEW | |
| 32 | SPDW | Ste Str Spdr Pt Dw EU ETF | ETF-Other | 0.23% | +0.23% | NEW | |
| 33 | ELME | Elme Communities | Stock-Other | 0.02% | -0.01% | -14.78% | |
| 34 | GOSS | Gossamer Bio Inc | Stock-Other | — | — | +105.08% | |
| 35 | ARAY | Accuray Inc | Stock-Other | — | — | NEW |
Portfolio Performance
Performance for Q3 2026
+3.3%
Performance Last 4 Quarters
+15%
- Stdev
- +9.2%
- Beta
- +0.61
- Alpha
- +1.1%
- Max Drawdown
- -4.4%
- Annualized Perf
- +13.7%
- Batting Avg vs S&P
- +44.4%
- Sortino
- +2.7
- Stutzer
- +0.42
- Treynor
- +0.22
- Sterling
- +0.99
- Calmar
- +3.09
- Information Ratio
- -0.97
- Tracking Error
- +6.9%
- Stdev Down
- +4.9%
- Winning Months %
- +72.2%
- Losing Months %
- +27.8%
- Best 12 Months
- +24.5%
- Worst 12 Months
- +6.4%
- Efficiency Ratio
- +0.56
- Sharpe
- +1.45
- Stdev Sectors
- —
- Skewness
- -0.24
- Kurtosis
- +0.03
- Upside Potential
- +4.17
Reported value over time
Sector allocation
Not enough sector-mapped data yet
Sector allocation over time
Quarterly history
| Period | Holdings | Total value | Stability | Top holdings | |
|---|---|---|---|---|---|
| 2026 Q2 | 35 | $86.4M | 37 | ||
| 2026 Q1 | 32 | $81.0M | 42 | ||
| 2025 Q4 | 36 | $81.1M | 65 | ||
| 2025 Q3 | 49 | $150.6M | 75 | ||
| 2025 Q2 | 43 | $146.2M | 0 | ||
| 2025 Q1 | 59 | $135.8M | 100 | ||
| 2024 Q4 | 49 | $129.8M | 0 | ||
| 2024 Q3 | 49 | $136.2M | 0 | ||
| 2024 Q2 | 47 | $127.9M | 0 | ||
| 2024 Q1 | 46 | $135.9M | 0 | ||
| 2023 Q4 | 46 | $131.8M | 0 | ||
| 2023 Q3 | 37 | $138.8M | 0 | ||
| 2023 Q2 | 38 | $144.0M | 0 | ||
| 2023 Q1 | 37 | $143.9M | 0 | ||
| 2022 Q4 | 43 | $141.9M | 0 | ||
| 2022 Q3 | 36 | $100.8M | 0 | ||
| 2022 Q2 | 29 | $121.2M | 0 | ||
| 2022 Q1 | 39 | $155.2M | 0 | ||
| 2021 Q4 | 47 | $173.1M | 0 | ||
| 2021 Q3 | 40 | $116.7M | 0 | ||
| 2021 Q2 | 30 | $101.6M | 100 | ||
| 2021 Q1 | 29 | $100.7M | 43 | ||
| 2020 Q4 | 32 | $100.0M | 0 |
Holding changes this quarter
Algorithmic Investment Models, LLC's most significant position changes for 2026-06-30: Sold out: Ss Comm Select Sector Spdr (XLC); New buy: Ss Financial Select Sector (XLF); New buy: Ss Consumer Disc Select Sect (XLY); New buy: Ishares Msci Mexico ETF (EWW); Sold out: Invesco S&p 500 Pure Value E (RPV).
* This report is exclusively curated by the AlphaSMO team. AlphaSMO is the web's most authoritative 13F / Inside Trader database, delivering precise insider trading and institutional holdings insights.
Filing History
FAQ
What is Algorithmic Investment Models, LLC and what type of investor is it?
Algorithmic Investment Models, LLC is an investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2026-06-30), the firm manages a tracked equity portfolio valued at approximately $86.4M, spread across 35 disclosed positions.
What are Algorithmic Investment Models, LLC's largest equity positions?
Based on the latest 13F filing, Algorithmic Investment Models, LLC's top holdings by market value are:
1. Franklin U.s. Mid Cap Multif (FLQM) — $6.5M (7.6%)
2. Ss Energy Select Sector (XLE) — $6.4M (7.4%)
3. Ss Technology Select Sector (XLK) — $5.4M (6.2%)
4. Ss Industrial Select Sector (XLI) — $5.3M (6.2%)
5. St Sr Utl Sl Se Spdr Etf-usd (XLU) — $5.3M (6.1%)
What changes did Algorithmic Investment Models, LLC make in its most recent portfolio filing?
In the latest reported quarter, Algorithmic Investment Models, LLC made 43 notable position adjustments: 11 new positions were initiated, 10 existing holdings were added to, 14 positions were partially reduced, and 8 were completely exited. The largest of these moves: Sold out: Ss Comm Select Sector Spdr (XLC); New buy: Ss Financial Select Sector (XLF); New buy: Ss Consumer Disc Select Sect (XLY); New buy: Ishares Msci Mexico ETF (EWW); Sold out: Invesco S&p 500 Pure Value E (RPV)
What sectors does Algorithmic Investment Models, LLC focus on?
Sector breakdown data is not yet available for Algorithmic Investment Models, LLC. Check back after the next 13F processing cycle.
Investment Profile
Algorithmic Investment Models, LLC returned an annualized 13.7% over the trailing 36 months — outperforming the S&P 500 by 1.1 points — based on a reconstructed track record of its disclosed 13F positions, with a beta of 0.61 (less volatile than the market) and a 44% quarterly batting average against the index.
Its portfolio is broadly diversified and moderately active.
Its turnover score has risen from 0 to 37 over the past 4 quarters — a shift toward more active trading.
It has added to its FLQM position over the past two quarters (+$692.3K, now $6.5M), while trimming XLI over the same stretch (-$804.3K, still holding $5.3M).
Peer Institutions
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Concentration100.0
Portfolio Stability43.3
Sector conviction0.0
AUM within 0.0% of this institution
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EA
Empery Asset Management, LP
CIK 0001469336
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SA
Smith Affiliated Capital Corp.
CIK 0001540138
Total reported value
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Concentration100.0
Portfolio Stability15.4
Sector conviction43.8
AUM within 0.1% of this institution
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Developer Access
Access Algorithmic Investment Models, LLC's institutional profile programmatically:
REST API
curl https://alphasmo.com/api/v1/institutions/algorithmic-investment-models-llcCLI
npx alphasmo institutions get algorithmic-investment-models-llc