BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q2 2021 (← Previous) (Next →)

Filing Date: Aug 16, 2021

Total Value ($000): $524,946 (100.0% shares, 0.0% debt)

Holdings (22)

HYG iShares iBoxx High Yield Corporate Bond ETF 37.0%

Value ($000) $194,383 Shares 2,210,225 Est. Cost $87.30 Unrealized —

JNK SPDR Bloomberg Barclays High Yield Bond ETF 26.7%

Value ($000) $139,987 Shares 1,274,687 Est. Cost $109.06 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 23.7%

Value ($000) $124,476 Shares 3,090,281 Est. Cost $40.48 Unrealized —

HYD VanEck Vectors High Yield Muni ETF 5.3%

Value ($000) $27,996 Shares 441,453 Est. Cost $61.54 Unrealized —

SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF 4.9%

Value ($000) $25,884 Shares 904,642 Est. Cost $28.56 Unrealized —

VCIT Vanguard Intermediate-Term Corporate Bond ETF 0.3%

Value ($000) $1,567 Shares 16,520 Est. Cost $94.85 Unrealized —

BND Vanguard Total Bond Market ETF 0.3%

Value ($000) $1,391 Shares 16,221 Est. Cost $86.22 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities ETF 0.2%

Value ($000) $1,167 Shares 13,443 Est. Cost $80.81 Unrealized —

USHY iShares Broad USD High Yield Corporate Bond ETF 0.2%

Value ($000) $999 Shares 23,993 Est. Cost $41.64 Unrealized —

VRP Invesco Variable Rate Preferred ETF 0.2%

Value ($000) $898 Shares 34,103 Est. Cost $26.33 Unrealized —

SRLN SPDR Blackstone / GSO Senior Loan ETF 0.2%

Value ($000) $889 Shares 19,267 Est. Cost $44.68 Unrealized —

MBB iShares MBS ETF 0.2%

Value ($000) $870 Shares 8,048 Est. Cost $109.19 Unrealized —

SCHP Schwab US TIPS ETF 0.1%

Value ($000) $714 Shares 11,470 Est. Cost $62.25 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.1%

Value ($000) $699 Shares 6,245 Est. Cost $111.69 Unrealized —

PCEF Invesco CEF Income Composite ETF 0.1%

Value ($000) $581 Shares 23,712 Est. Cost $24.50 Unrealized —

MUB iShares National Muni Bond ETF 0.1%

Value ($000) $531 Shares 4,539 Est. Cost $116.99 Unrealized —

IHY VanEck Vectors International High Yield Bond ETF 0.1%

Value ($000) $526 Shares 20,521 Est. Cost $25.15 Unrealized —

QAI IndexIQ ETF Trust - IQ Hedge Multi-Strategy Tracker ETF 0.1%

Value ($000) $355 Shares 10,992 Est. Cost $32.30 Unrealized —

AGZ iShares Agency Bond ETF 0.1%

Value ($000) $351 Shares 2,972 Est. Cost $120.18 Unrealized —

QYLD Global X Nasdaq 100 Covered Call ETF 0.1%

Value ($000) $344 Shares 15,335 Est. Cost $22.43 Unrealized —

IBND SPDR Bloomberg Barclays International Corporate Bond ETF 0.0%

Value ($000) $171 Shares 4,717 Est. Cost $35.39 Unrealized —

BWX SPDR Bloomberg Barclays International Treasury Bond ETF 0.0%

Value ($000) $167 Shares 5,706 Est. Cost $29.17 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	iShares iBoxx High Yield Corporate Bond ETF	2,210,225	$194,383	37.0%	$87.30	—	ETF	464288513
JNK	SPDR Bloomberg Barclays High Yield Bond ETF	1,274,687	$139,987	26.7%	$109.06	—	ETF	78468R622
HYLB	Xtrackers USD High Yield Corporate Bond ETF	3,090,281	$124,476	23.7%	$40.48	—	ETF	233051432
HYD	VanEck Vectors High Yield Muni ETF	441,453	$27,996	5.3%	$61.54	—	ETF	92189H409
SJNK	SPDR Bloomberg Barclays Short Term High Yield Bond ETF	904,642	$25,884	4.9%	$28.56	—	ETF	78468R408
VCIT	Vanguard Intermediate-Term Corporate Bond ETF	16,520	$1,567	0.3%	$94.85	—	ETF	92206C870
BND	Vanguard Total Bond Market ETF	16,221	$1,391	0.3%	$86.22	—	ETF	921937835
CWB	SPDR Bloomberg Barclays Convertible Securities ETF	13,443	$1,167	0.2%	$80.81	—	ETF	78464A359
USHY	iShares Broad USD High Yield Corporate Bond ETF	23,993	$999	0.2%	$41.64	—	ETF	46435U853
VRP	Invesco Variable Rate Preferred ETF	34,103	$898	0.2%	$26.33	—	ETF	46138G870
SRLN	SPDR Blackstone / GSO Senior Loan ETF	19,267	$889	0.2%	$44.68	—	ETF	78467V608
MBB	iShares MBS ETF	8,048	$870	0.2%	$109.19	—	ETF	464288588
SCHP	Schwab US TIPS ETF	11,470	$714	0.1%	$62.25	—	ETF	808524870
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	6,245	$699	0.1%	$111.69	—	ETF	464288281
PCEF	Invesco CEF Income Composite ETF	23,712	$581	0.1%	$24.50	—	ETF	46138E404
MUB	iShares National Muni Bond ETF	4,539	$531	0.1%	$116.99	—	ETF	464288414
IHY	VanEck Vectors International High Yield Bond ETF	20,521	$526	0.1%	$25.15	—	ETF	92189F445
QAI	IndexIQ ETF Trust - IQ Hedge Multi-Strategy Tracker ETF	10,992	$355	0.1%	$32.30	—	ETF	45409B107
AGZ	iShares Agency Bond ETF	2,972	$351	0.1%	$120.18	—	ETF	464288166
QYLD	Global X Nasdaq 100 Covered Call ETF	15,335	$344	0.1%	$22.43	—	ETF	37954Y483
IBND	SPDR Bloomberg Barclays International Corporate Bond ETF	4,717	$171	0.0%	$35.39	—	ETF	78464A151
BWX	SPDR Bloomberg Barclays International Treasury Bond ETF	5,706	$167	0.0%	$29.17	—	ETF	78464A516