Managers / Q2 2023 · 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 $144M in U.S.-listed holdings across 38 positions for Q2 2023.
The portfolio is heavily concentrated: FDIS alone accounts for 23.7% of reported value.
Compared with Q1 2023, the fund opened 9 new positions and exited 8.
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% · $144M
- Common Stock · 0.0% · $34,979
Quarter-over-Quarter Changes full breakdown →
vs Q1 2023 (amended baseline)
| Issuer | Move | Share Δ | Shares now | Value Δ | Value now |
|---|---|---|---|---|---|
| FDISFIDELITY COVINGTON TRUST | NEW | +164.1K | 164.1K | +$12M | $12M |
| FCOMFIDELITY COVINGTON TRUST | NEW | +281.5K | 281.5K | +$11M | $11M |
| FSTAFIDELITY COVINGTON TRUST | NEW | +238.3K | 238.3K | +$11M | $11M |
| IEFISHARES TR | NEW | +26.1K | 26.1K | +$3M | $3M |
| DBNDDOUBLELINE ETF TRUST | NEW | +31.6K | 31.6K | +$1M | $1M |
| GVIISHARES TR | NEW | +9.7K | 9.7K | +$997,036 | $997,036 |
| GLDSPDR GOLD TR | NEW | +5.0K | 5.0K | +$899,550 | $899,550 |
| EFGISHARES TR | NEW | +5.9K | 5.9K | +$558,435 | $558,435 |
Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.
Holdings — Q2 2023
| # | Issuer | Class | % Portfolio | Value ↓ | Shares |
|---|---|---|---|---|---|
| 1 | FDISFIDELITY COVINGTON TRUST | MSCI CONSM DIS · MSCI COMMNTN SVC · CONSMR STAPLES | 23.75% | $34M | 684.0K |
| 2 | ITBISHARES TR | US HOME CONS ETF · CORE US AGGBD ET · IBOXX INV CP ETF · USD INV GRDE ETF · ISHS 5-10YR INVT · AGENCY BOND ETF · GOV/CRED BD ETF · 7-10 YR TRSY BD · ISHARES SEMICDTR · MSCI INDIA ETF · INTRM GOV CR ETF · EAFE GRWTH ETF · LATN AMER 40 ETF · MBS ETF | 20.53% | $30M | 361.8K |
| 3 | XLKSELECT SECTOR SPDR TR | TECHNOLOGY · SBI INT-INDS | 17.19% | $25M | 184.1K |
| 4 | SPTISPDR SER TR | PORTFOLIO AGRGTE · PORTFLI INTRMDIT | 10.06% | $14M | 567.3K |
| 5 | VOVANGUARD INDEX FDS | MID CAP ETF · SML CP GRW ETF | 6.31% | $9M | 40.5K |
| 6 | VEAVANGUARD TAX-MANAGED FDShistory → | VAN FTSE DEV MKT | 4.34% | $6M | 135.3K |
| 7 | OUSAALPS ETF TRhistory → | OSHARES US QUALT | 3.42% | $5M | 112.0K |
| 8 | VGSHVANGUARD SCOTTSDALE FDS | SHORT TERM TREAS · SHRT TRM CORP BD | 3.11% | $4M | 71.5K |
| 9 | SCHOSCHWAB STRATEGIC TR | SHT TM US TRES · US TIPS ETF | 2.81% | $4M | 81.7K |
| 10 | CXSEWISDOMTREE TR | CHINADIV EX FI · EM EX ST-OWNED | 2.38% | $3M | 116.9K |
| 11 | VEUVANGUARD INTL EQUITY INDEX Fhistory → | ALLWRLD EX US | 2.20% | $3M | 58.1K |
| 12 | SPDWSPDR INDEX SHS FDShistory → | PORTFOLIO DEVLPD | 1.14% | $2M | 50.2K |
| 13 | DBNDDOUBLELINE ETF TRUSThistory → | OPPORTUNISTIC BD | 1.01% | $1M | 31.6K |
| 14 | EZUISHARES INC | MSCI EURZONE ETF | 0.70% | $1M | 22.0K |
| 15 | GLDSPDR GOLD TR | GOLD SHS | 0.62% | $899,550 | 5.0K |
| 16 | ASEAGLOBAL X FDS | GBL X FTSE ETF | 0.40% | $571,103 | 39.2K |
| 17 | ALLBIRDS INC | COM CL A | 0.02% | $34,979 | 27.8K |
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 ↗.