SEC 13F Intelligence

Managers / Q4 2023 · view latest →

Astor Investment Management LLC

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

Reported Value
$261M
Q4 2023
Positions
29
Filings on Record
26
2019–present window
Filed
Jan 30, 2024
original filing

Summary

Astor Investment Management LLC reported $261M in U.S.-listed holdings across 29 positions for Q4 2023.

The portfolio is heavily concentrated: SPYM alone accounts for 39.3% of reported value.

Compared with Q3 2023, the fund opened 7 new positions and exited 4.

Portfolio Metrics

Turnover
+27.9%
vs prior filed quarter
Top-10 Concentration
+98.5%
share of reported value
Largest Position
+39.3%
Spdr
New / Exited
7 / 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: 100.0%
  • ETP · 100.0% · $261M

Quarter-over-Quarter Changes full breakdown →

vs Q3 2023 (amended baseline)

IssuerMoveShare ΔShares nowValue ΔValue now
FIRST TR EXCHNG TRADED FD VINEW+661.5K661.5K+$23M$23M
SPDR INDEX SHS FDSNEW+304.4K304.4K+$11M$11M
HIGHSIMPLIFY EXCHANGE TRADED FUNNEW+426.3K426.3K+$10M$10M
SPDR SER TRNEW+105.9K105.9K+$4M$4M
SPMDSPDR SER TRNEW+89.5K89.5K+$4M$4M
KMLMKRANESHARES TRNEW+26.3K26.3K+$757,217$757,217
QQQINVESCO QQQ TRNEW+1.2K1.2K+$506,576$506,576
FIRST TR EXCHNG TRADED FD VISOLD OUT323.8K0$13M$0

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

Holdings — Q4 2023

15 positions
#IssuerClass% PortfolioValueShares
1SPYMSPDR SER TRPORTFOLIO S&P500 · BLOOMBERG INVT · PORTFOLI S&P1500 · BLOOMBERG 1-3 MO · SSGA US LRG ETF · PORTFOLIO S&P600 · PORTFOLIO S&P40039.29%$103M2.01M
2SGOVISHARES TR0-3 MNTH TREASRY · SHORT TREAS BD · FLTG RATE NT ETF · 20 YR TR BD ETF · ISHS 1-5YR INVS13.95%$36M394.6K
3JAAAJANUS DETROIT STR TRhistory →HENDRSON AAA CL9.52%$25M494.1K
4FIRST TR EXCHNG TRADED FD VICBOE VEST US EQT8.86%$23M661.5K
5RSPINVESCO EXCHANGE TRADED FD Thistory →S&P500 EQL WGT7.47%$19M123.5K
6XLYSELECT SECTOR SPDR TRSBI CONS DISCR · INDL · SBI CONS STPLS · ENERGY · SBI MATERIALS7.19%$19M175.5K
7SPDR INDEX SHS FDSPORTFOLIO EMG MK4.13%$11M304.4K
8HIGHSIMPLIFY EXCHANGE TRADED FUNhistory →ENHANCED INM ETF4.01%$10M426.3K
9NEARISHARES U S ETF TRhistory →BLACKROCK SH DUR2.10%$5M108.4K
10VOXVANGUARD WORLD FDShistory →COMM SRVC ETF1.99%$5M44.1K
11GBILGOLDMAN SACHS ETF TRACCES TREASURY0.67%$2M17.5K
12KMLMKRANESHARES TRKFA MOUNT LUCAS0.29%$757,21726.3K
13AMLPALPS ETF TRALERIAN MLP0.23%$601,06314.1K
14QQQINVESCO QQQ TRUNIT SER 10.19%$506,5761.2K
15SPYSPDR S&P 500 ETF TRTR UNIT0.12%$305,149642

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 ↗.