SEC 13F Intelligence

Managers / Q4 2020 · view latest →

Astor Investment Management LLC

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

Reported Value
$454M
Q4 2020
Positions
56
Filings on Record
26
2019–present window
Filed
Jan 12, 2021
original filing

Summary

Astor Investment Management LLC reported $454M in U.S.-listed holdings across 56 positions for Q4 2020.

The portfolio is heavily concentrated: RSP alone accounts for 25.7% of reported value.

Compared with Q3 2020, the fund opened 6 new positions and exited 7.

Portfolio Metrics

Turnover
+32.1%
vs prior filed quarter
Top-10 Concentration
+73.1%
share of reported value
Largest Position
+25.7%
Invesco Exchange Traded Fd Tr Sandp500 Eql
New / Exited
6 / 7
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% · $452M
  • Other · 0.4% · $2M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2020 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
SPDR SER TR PORTFOLI SandP1500NEW+815.9K815.9K+$38M$38M
XSOEWISDOMTREE TR EM EX ST-OWNEDNEW+492.8K492.8K+$20M$20M
XLYSELECT SECTOR SPDR TR SBI CONS DISCRNEW+65.3K65.3K+$10M$10M
RPGINVESCO EXCHANGE TRADED FD TR SandP500 PURNEW+24.2K24.2K+$4M$4M
AGGISHARES TR CORE US AGGBD ETNEW+4.0K4.0K+$476,000$476,000
INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 CBNEW+832832+$18,000$18,000
RSPINVESCO EXCHANGE TRADED FD TR SandP500 EQLADDED+284.1K467.9K+$40M$60M
ISHARES INC MSCI RUSSIA ETFADDED+4.6K7.9K+$186,000$295,000

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

Holdings — Q4 2020

55 positions
Export to Excel
#IssuerClass% PortfolioValue ↓Shares
1RSPINVESCO EXCHANGE TRADED FD TR SandP500 EQLCOM25.73%$117M693.5K
2SPYMSPDR SER TR PORTFOLIO SandP500history →COM9.25%$42M955.4K
3SPDR SER TR PORTFOLI SandP1500COM8.28%$38M815.9K
4USMVISHARES TR MSCI USA MIN VOLhistory →COM4.99%$23M334.1K
5GLDSPDR GOLD TR GOLD SHShistory →COM4.43%$20M112.7K
6XSOEWISDOMTREE TR EM EX ST-OWNEDhistory →COM4.30%$20M492.8K
7ABERDEEN STD GOLD ETF TR PHYSCL GOLD SHSCOM4.13%$19M1.03M
8IGSBISHARES TR ISHS 1-5YR INVShistory →COM4.04%$18M332.6K
9LMBSFIRST TR EXCHANGE-TRADED FD IV FST LOW OPPT EFThistory →COM3.99%$18M352.3K
10FLRNSPDR SER TR BLOMBERG BRC INVhistory →COM3.97%$18M589.2K
11BSVVANGUARD BD INDEX FDS SHORT TRM BONDhistory →COM3.96%$18M216.8K
12SPDR INDEX SHS FDS PORTFOLIO EMG MKCOM2.48%$11M267.6K
13ISHARES TR IBOXX INV CP ETFCOM2.44%$11M80.3K
14XLYSELECT SECTOR SPDR TR SBI CONS DISCRhistory →COM2.31%$10M65.3K
15XLVSELECT SECTOR SPDR TR SBI HEALTHCAREhistory →COM2.30%$10M92.2K
16QQQINVESCO QQQ TR UNIT SER 1history →COM2.25%$10M32.6K
17VOXVANGUARD WORLD FDS COMM SRVC ETFhistory →COM2.12%$10M80.3K
18IEMGISHARES INC CORE MSCI EMKThistory →COM1.75%$8M128.0K
19XLPSELECT SECTOR SPDR TR SBI CONS STPLShistory →COM1.53%$7M102.9K
20FXLFIRST TR EXCHANGE TRADED FD II TECH ALPHADEXhistory →COM1.22%$6M49.7K
21TLTISHARES TR 20 YR TR BD ETFhistory →COM1.03%$5M29.8K
22RPGINVESCO EXCHANGE TRADED FD TR SandP500 PURCOM0.87%$4M24.2K
23XLRESELECT SECTOR SPDR TR RL EST SEL SECCOM0.69%$3M85.7K
24AMA Fund LtdCOM0.43%$2M26.9K
25SPYSPDR SandP 500 ETF TR TR UNITCOM0.36%$2M4.4K
26FXHFIRST TR EXCHANGE TRADED FD II HLTH CARE ALPHCOM0.16%$714,0006.6K
27AGGISHARES TR CORE US AGGBD ETCOM0.10%$476,0004.0K
28EIDOISHARES TR MSCI INDONIA ETFCOM0.07%$298,00012.8K
29THDISHARES INC MSCI THAILND ETFCOM0.07%$298,0003.9K
30EPOLISHARES TR MSCI POLAND ETFCOM0.07%$298,00015.7K
31INDAISHARES TR MSCI INDIA ETFCOM0.07%$298,0007.4K
32EZAISHARES INC MSCI STH AFR ETFCOM0.07%$298,0006.8K
33MCHIISHARES TR MSCI CHINA ETFCOM0.07%$298,0003.7K
34EWZISHARES INC MSCI BRAZIL ETFCOM0.07%$298,0008.0K
35EWTISHARES INC MSCI TAIWAN ETFCOM0.07%$297,0005.6K
36TURISHARES INC MSCI TURKEY ETFCOM0.07%$296,00011.2K
37EWWISHARES INC MSCI MEXICO ETFCOM0.07%$296,0006.9K
38ECHISHARES INC MSCI CHILE ETFCOM0.06%$295,0009.8K
39ISHARES INC MSCI RUSSIA ETFCOM0.06%$295,0007.9K
40EPHEISHARES TR MSCI PHILIPS ETFCOM0.02%$89,0002.8K
41EWMISHARES INC MSCI MLY ETF NEWCOM0.02%$89,0003.1K
42NEARISHARES U S ETF TR BLACKROCK ST MATCOM0.01%$25,000504
43HYSPIMCO ETF TR 0-5 HIGH YIELDCOM0.00%$21,000220
44INDEXIQ ETF TR IQ SandP HGH YLDCOM0.00%$20,000824
45IGIBISHARES TR ISHS 5-10YR INVTCOM0.00%$20,000334
46INVESCO EXCH TRD SLF IDX FD TR BULSHS 2022 CBCOM0.00%$18,000832
47ISHARES TR CORE TOTAL USDCOM0.00%$16,000294
48ANGLVANECK VECTORS ETF TR FALLEN ANGEL HGCOM0.00%$14,000441
49FTSLFIRST TR EXCHANGE-TRADED FD IV SENIOR LN FDCOM0.00%$13,000278
50ISHARES TR IBOXX HI YD ETFCOM0.00%$13,000150
51TIPISHARES TR TIPS BD ETFCOM0.00%$13,000102
52FLOTISHARES TR FLTG RATE NT ETFCOM0.00%$12,000254
53BBHYJ P MORGAN EXCHANGE-TRADED FD HIGH YLDCOM0.00%$7,000138
54SPTSSPDR SER TR PORTFOLIO SH TSRCOM0.00%$2,00069
55BILSPDR 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 ↗.