SEC 13F Intelligence

Managers / Q3 2020 · view latest →

Astor Investment Management LLC

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

Reported Value
$455M
Q3 2020
Positions
57
Filings on Record
26
2019–present window
Filed
Nov 16, 2020
original filing

Summary

Astor Investment Management LLC reported $455M in U.S.-listed holdings across 57 positions for Q3 2020.

Its largest position, RSPT, represents 10.4% of the portfolio.

Compared with Q2 2020, the fund opened 19 new positions and exited 4.

Portfolio Metrics

Turnover
+33.3%
vs prior filed quarter
Top-10 Concentration
+65.1%
share of reported value
Largest Position
+10.4%
Invesco Exchange Traded Fd Tr Sandp500 Eql
New / Exited
19 / 4
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: 99.6%Other: 0.4%
  • ETP · 99.6% · $453M
  • Other · 0.4% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q2 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SPYMSPDR SER TR PORTFOLIO SandP500NEW+1.09M1.09M+$43M$43M
RSPTINVESCO EXCHANGE TRADED FD TR SandP500 EQLNEW+130.5K130.5K+$27M$27M
USMVISHARES TR MSCI USA MIN VOLNEW+369.3K369.3K+$24M$24M
SPDR INDEX SHS FDS PORTFOLIO EMG MKNEW+532.6K532.6K+$19M$19M
IEMGISHARES INC CORE MSCI EMKTNEW+152.2K152.2K+$8M$8M
XLISELECT SECTOR SPDR TR SBI INT-INDSNEW+94.2K94.2K+$7M$7M
SPYSPDR SandP 500 ETF TR TR UNITNEW+4.4K4.4K+$1M$1M
IWRISHARES TR RUS MID CAP ETFNEW+8.3K8.3K+$474,000$474,000

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

Holdings — Q3 2020

56 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1RSPTINVESCO EXCHANGE TRADED FD TR SandP500 EQLCOM10.41%$47M314.3K
2SPYMSPDR SER TR PORTFOLIO SandP500history →COM9.44%$43M1.09M
3ITOTISHARES TR CORE SandP TTL STKhistory →COM8.69%$40M523.5K
4ISHARES TR IBOXX INV CP ETFCOM7.82%$36M264.0K
5QQQINVESCO QQQ TR UNIT SER 1history →COM5.99%$27M98.0K
6USMVISHARES TR MSCI USA MIN VOLhistory →COM5.17%$24M369.3K
7GLDSPDR GOLD TR GOLD SHShistory →COM4.51%$21M115.9K
8IGSBISHARES TR ISHS 1-5YR INVShistory →COM4.38%$20M362.6K
9LMBSFIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFThistory →COM4.36%$20M383.6K
10ABERDEEN STD GOLD ETF TR PHYSCL GOLD SHSCOM4.34%$20M1.09M
11SPDR INDEX SHS FDS PORTFOLIO EMG MKCOM4.28%$19M532.6K
12BSVVANGUARD BD INDEX FDS SHORT TRM BONDhistory →COM4.27%$19M234.1K
13FLRNSPDR SER TR BLOMBERG BRC INVhistory →COM4.26%$19M633.8K
14IEIISHARES TR 3 7 YR TREAS BDhistory →COM4.23%$19M144.1K
15SPTSSPDR SER TR PORTFOLIO SH TSRhistory →COM4.22%$19M625.9K
16XLVSELECT SECTOR SPDR TR SBI HEALTHCAREhistory →COM2.40%$11M103.7K
17VOXVANGUARD WORLD FDS COMM SRVC ETFhistory →COM2.10%$10M93.8K
18IEMGISHARES INC CORE MSCI EMKThistory →COM1.77%$8M152.2K
19XLISELECT SECTOR SPDR TR SBI INT-INDShistory →COM1.59%$7M94.2K
20XLPSELECT SECTOR SPDR TR SBI CONS STPLShistory →COM1.54%$7M109.6K
21FXLFIRST TR EXCHANGE TRADED FD II TECH ALPHADEXhistory →COM1.12%$5M56.2K
22TLTISHARES TR 20 YR TR BD ETFCOM0.76%$3M21.1K
23XLRESELECT SECTOR SPDR TR RL EST SEL SECCOM0.71%$3M91.7K
24AMA Fund LtdCOM0.38%$2M20.5K
25SPYSPDR SandP 500 ETF TR TR UNITCOM0.32%$1M4.4K
26AMLPALPS ETF TR ALERIAN MLPCOM0.20%$921,00046.1K
27FXHFIRST TR EXCHANGE TRADED FD II HLTH CARE ALPHCOM0.15%$676,0007.1K
28IWRISHARES TR RUS MID CAP ETFCOM0.10%$474,0008.3K
29EWTISHARES INC MSCI TAIWAN ETFCOM0.04%$172,0003.8K
30MCHIISHARES TR MSCI CHINA ETFCOM0.04%$170,0002.3K
31INDAISHARES TR MSCI INDIA ETFCOM0.04%$170,0005.0K
32EWWISHARES INC MSCI MEXICO ETFCOM0.03%$115,0003.5K
33ECHISHARES INC MSCI CHILE ETFCOM0.03%$115,0004.8K
34EPOLISHARES TR MSCI POLAND ETFCOM0.03%$114,0006.9K
35EZAISHARES INC MSCI STH AFR ETFCOM0.02%$113,0003.1K
36EIDOISHARES TR MSCI INDONIA ETFCOM0.02%$112,0006.5K
37EPHEISHARES TR MSCI PHILIPS ETFCOM0.02%$111,0004.2K
38EWMISHARES INC MSCI MLY ETF NEWCOM0.02%$111,0004.3K
39SHVISHARES TR SHORT TREAS BDCOM0.02%$110,000997
40THDISHARES INC MSCI THAILND ETFCOM0.02%$110,0001.8K
41ISHARES INC MSCI RUSSIA ETFCOM0.02%$109,0003.4K
42TURISHARES INC MSCI TURKEY ETFCOM0.02%$109,0005.5K
43EWZISHARES INC MSCI BRAZIL ETFCOM0.02%$105,0003.8K
44NEARISHARES U S ETF TR SHT MAT BD ETFCOM0.01%$25,000504
45HYSPIMCO ETF TR 0-5 HIGH YIELDCOM0.00%$20,000220
46INDEXIQ ETF TR IQ SandP HGH YLDCOM0.00%$20,000824
47IGIBISHARES TR ISHS 5-10YR INVTCOM0.00%$20,000334
48GSYINVESCO ACTIVELY MANAGED ETF ULTRA SHRT DURCOM0.00%$18,000357
49ISHARES TR CORE TOTAL USDCOM0.00%$15,000294
50ANGLVANECK VECTORS ETF TR FALLEN ANGEL HGCOM0.00%$13,000441
51TIPISHARES TR TIPS BD ETFCOM0.00%$12,000102
52FLOTISHARES TR FLTG RATE NT ETFCOM0.00%$12,000254
53FTSLFIRST TR EXCHANGE-TRADED FD IV SENIOR LN FDCOM0.00%$12,000278
54ISHARES TR IBOXX HI YD ETFCOM0.00%$12,000150
55BBHYJ P MORGAN EXCHANGE-TRADED FD HIGH YLDCOM0.00%$6,000138
56BILSPDR SER TR SPDR BLOOMBERGCOM0.00%$06

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 ↗.