SEC 13F Intelligence

Managers / Q2 2020 · view latest →

Astor Investment Management LLC

CIK 0001598416 · 233 S WACKER DRIVE, SUITE 4400, CHICAGO, IL, 60606 · 800-899-8230

Reported Value
$505M
Q2 2020
Positions
42
Filings on Record
26
2019–present window
Filed
Jul 29, 2020
original filing

Summary

Astor Investment Management LLC reported $505M in U.S.-listed holdings across 42 positions for Q2 2020.

Its largest position, Ishares Tr Iboxx Inv Cp Etf, represents 10.2% of the portfolio.

Compared with Q4 2019, the fund opened 13 new positions and exited 18.

Portfolio Metrics

Turnover
+50.8%
vs prior filed quarter
Top-10 Concentration
+67.6%
share of reported value
Largest Position
+10.2%
Ishares Tr Iboxx Inv Cp Etf
New / Exited
13 / 18
positions this quarter

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

13F Reported Value
Q4 ’18: $552MQ4 ’18Q1 ’19: $605MQ2 ’19: $616MQ3 ’19: $624MQ3 ’19Q4 ’19: $592MQ2 ’20: $505MQ3 ’20: $455MQ3 ’20Q4 ’20: $454MQ1 ’21: $439MQ2 ’21: $467MQ2 ’21Q3 ’21: $450MQ4 ’21: $460MQ1 ’22: $422MQ1 ’22Q2 ’22: $373MQ3 ’22: $350MQ4 ’22: $327MQ4 ’22Q3 ’23: $266MQ4 ’23: $261MQ1 ’24: $252MQ1 ’24Q2 ’24: $217MQ3 ’24: $209MQ4 ’24: $195MQ4 ’24Q1 ’25: $188MQ2 ’25: $185Mfilingsflow.com

Portfolio Composition

By security type
ETP: 99.8%Other: 0.2%
  • ETP · 99.8% · $504M
  • Other · 0.2% · $849,000

Quarter-over-Quarter Changes full breakdown →

vs Q4 2019 (amended baseline) · note: prior filed quarter, not the immediately preceding one

IssuerMoveShare ΔShares nowValue ΔValue now
ISHARES TR IBOXX INV CP ETFNEW+381.9K381.9K+$51M$51M
SHVISHARES TR SHORT TREAS BDNEW+427.2K427.2K+$47M$47M
BILSPDR SER TR SPDR BLOOMBERGNEW+398.4K398.4K+$36M$36M
SPTSSPDR SER TR PORTFOLIO SH TSRNEW+927.2K927.2K+$28M$28M
ABERDEEN STD GOLD ETF TR PHYSCL GOLD SHSNEW+1.33M1.33M+$23M$23M
IEIISHARES TR 3 7 YR TREAS BDNEW+169.6K169.6K+$23M$23M
BSVVANGUARD BD INDEX FDS SHORT TRM BONDNEW+266.2K266.2K+$22M$22M
SPTLSPDR SER TR PORTFOLIO LN TSRNEW+455.1K455.1K+$21M$21M

Value changes conflate price moves with buying and selling — share changes are the real signal. Share counts are not split-adjusted.

Holdings — Q2 2020

42 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1ISHARES TR IBOXX INV CP ETFCOM10.18%$51M381.9K
2SHVISHARES TR SHORT TREAS BDhistory →COM9.38%$47M427.2K
3ITOTISHARES TR CORE SandP TTL STKhistory →COM8.56%$43M622.4K
4JPSTJ P MORGAN EXCHANGE-TRADED FD ULTRA SHRT INChistory →COM8.10%$41M805.5K
5BILSPDR SER TR SPDR BLOOMBERGhistory →COM7.23%$36M398.4K
6SPTSSPDR SER TR PORTFOLIO SH TSRhistory →COM5.64%$28M927.2K
7QQQINVESCO QQQ TR UNIT SER 1history →COM4.90%$25M99.9K
8IGSBISHARES TR SH TR CRPORT ETFhistory →COM4.54%$23M419.1K
9GLDSPDR GOLD TR GOLD SHShistory →COM4.54%$23M137.0K
10LMBSFIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFThistory →COM4.52%$23M441.6K
11ABERDEEN STD GOLD ETF TR PHYSCL GOLD SHSCOM4.51%$23M1.33M
12IEIISHARES TR 3 7 YR TREAS BDhistory →COM4.49%$23M169.6K
13BSVVANGUARD BD INDEX FDS SHORT TRM BONDhistory →COM4.38%$22M266.2K
14FLRNSPDR SER TR BLOMBERG BRC INVhistory →COM4.36%$22M722.6K
15SPTLSPDR SER TR PORTFOLIO LN TSRhistory →COM4.23%$21M455.1K
16RSPINVESCO EXCHANGE TRADED FD TR SandP500 EQLhistory →COM4.06%$20M201.2K
17AGGISHARES TR CORE US AGGBD EThistory →COM1.38%$7M58.9K
18FXLFIRST TR EXCHANGE TRADED FD II TECH ALPHADEXhistory →COM1.24%$6M74.9K
19GSYINVESCO ACTIVELY MANAGED ETF ULTRA SHRT DURCOM0.58%$3M58.2K
20XLVSELECT SECTOR SPDR TR SBI HEALTHCARECOM0.55%$3M27.6K
21VOXVANGUARD WORLD FDS COMM SRVC ETFCOM0.51%$3M27.9K
22NEARISHARES U S ETF TR SHT MAT BD ETFCOM0.47%$2M47.2K
23XLPSELECT SECTOR SPDR TR SBI CONS STPLSCOM0.39%$2M33.8K
24TLTISHARES TR 20 YR TR BD ETFCOM0.33%$2M10.2K
25AMA Fund LtdCOM0.17%$849,00011.3K
26FXHFIRST TR EXCHANGE TRADED FD II HLTH CARE ALPHCOM0.15%$773,0008.6K
27XLRESELECT SECTOR SPDR TR RL EST SEL SECCOM0.14%$722,00020.8K
28XLESELECT SECTOR SPDR TR ENERGYCOM0.12%$600,00015.9K
29AMLPALPS ETF TR ALERIAN MLPCOM0.10%$510,00020.7K
30TURISHARES INC MSCI TURKEY ETFCOM0.02%$120,0005.2K
31EWTISHARES INC MSCI TAIWAN ETFCOM0.02%$119,0003.0K
32EZAISHARES INC MSCI STH AFR ETFCOM0.02%$119,0003.4K
33MCHIISHARES TR MSCI CHINA ETFCOM0.02%$118,0001.8K
34EWZISHARES INC MSCI BRAZIL ETFCOM0.02%$118,0004.1K
35ECHISHARES INC MSCI CHILE ETFCOM0.02%$117,0004.7K
36THDISHARES INC MSCI THAILND ETFCOM0.02%$116,0001.6K
37EPOLISHARES TR MSCI POLAND ETFCOM0.02%$114,0006.9K
38EWWISHARES INC MSCI MEXICO ETFCOM0.02%$83,0002.6K
39EPHEISHARES TR MSCI PHILIPS ETFCOM0.01%$32,0001.2K
40EWMISHARES INC MSCI MLY ETF NEWCOM0.01%$32,0001.3K
41INDAISHARES TR MSCI INDIA ETFCOM0.01%$31,0001.1K
42FLOTISHARES TR FLTG RATE NT ETFCOM0.00%$25,000496

Filing History

QuarterReported ValuePositionsFiledTypeLinks
Q2 2025$185M28Jul 18, 202513F-HRchanges · EDGAR ↗
Q1 2025$188M23May 12, 202513F-HRchanges · EDGAR ↗
Q4 2024$195M30Jan 22, 202513F-HRchanges · EDGAR ↗
Q3 2024$209M31Oct 24, 202413F-HRchanges · EDGAR ↗
Q2 2024$217M30Jul 31, 202413F-HRchanges · EDGAR ↗
Q1 2024$252M30Apr 30, 202413F-HRchanges · EDGAR ↗
Q4 2023$261M29Jan 30, 202413F-HRchanges · EDGAR ↗
Q3 2023$266M26Nov 2, 202313F-HRchanges · EDGAR ↗
Q2 2023Under review25Jul 31, 202313F-HRchanges · EDGAR ↗
Q1 2023Under review24Apr 19, 202313F-HRchanges · EDGAR ↗
Q4 2022$327M22Feb 1, 202313F-HRchanges · EDGAR ↗
Q3 2022$350M23Oct 17, 202213F-HRchanges · EDGAR ↗
Q2 2022$373M29Jul 29, 202213F-HRchanges · EDGAR ↗
Q1 2022$422M55May 16, 202213F-HRchanges · EDGAR ↗
Q4 2021$460M48Jan 20, 202213F-HRchanges · EDGAR ↗
Q3 2021$450M51Oct 20, 202113F-HRchanges · EDGAR ↗
Q2 2021$467M57Jul 19, 202113F-HRchanges · EDGAR ↗
Q1 2021$439M56Apr 15, 202113F-HRchanges · EDGAR ↗
Q4 2020$454M56Jan 12, 202113F-HRchanges · EDGAR ↗
Q3 2020$455M57Nov 16, 202013F-HRchanges · EDGAR ↗
Q2 2020$505M42Jul 29, 202013F-HRchanges · EDGAR ↗
Q4 2019$592M47Jan 21, 202013F-HRchanges · EDGAR ↗
Q3 2019$624M54Nov 4, 201913F-HRchanges · EDGAR ↗
Q2 2019$616M54Jul 23, 201913F-HRchanges · EDGAR ↗
Q1 2019$605M54Apr 10, 201913F-HRchanges · EDGAR ↗
Q4 2018$552M47Jan 9, 201913F-HRchanges · 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 ↗.