BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q3 2021 (← Previous) (Next →)

Filing Date: Nov 12, 2021

Total Value ($000): $466,726 (100.0% shares, 0.0% debt)

Holdings (25)

HYG iShares iBoxx High Yield Corporate Bond ETF 40.9%

Value ($000) $190,849 Shares 2,180,707 Est. Cost $87.30 Unrealized —

JNK SPDR Bloomberg Barclays High Yield Bond ETF 31.6%

Value ($000) $147,490 Shares 1,348,227 Est. Cost $109.08 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 11.1%

Value ($000) $51,643 Shares 1,288,322 Est. Cost $40.48 Unrealized —

SPLV Invesco S&P 500 Low Volatility ETF 9.4%

Value ($000) $43,722 Shares 717,018 Est. Cost $60.98 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities ETF 4.9%

Value ($000) $22,870 Shares 267,964 Est. Cost $85.12 Unrealized —

VCIT Vanguard Intermediate-Term Corporate Bond ETF 0.3%

Value ($000) $1,276 Shares 13,511 Est. Cost $94.85 Unrealized —

BND Vanguard Total Bond Market ETF 0.2%

Value ($000) $851 Shares 9,963 Est. Cost $86.22 Unrealized —

MBB iShares MBS ETF 0.2%

Value ($000) $715 Shares 6,612 Est. Cost $109.19 Unrealized —

SRLN SPDR Blackstone / GSO Senior Loan ETF 0.2%

Value ($000) $715 Shares 15,535 Est. Cost $44.68 Unrealized —

VRP Invesco Variable Rate Preferred ETF 0.2%

Value ($000) $711 Shares 27,128 Est. Cost $26.33 Unrealized —

SCHP Schwab US TIPS ETF 0.1%

Value ($000) $573 Shares 9,157 Est. Cost $62.25 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.1%

Value ($000) $562 Shares 5,107 Est. Cost $111.69 Unrealized —

QYLD Global X Nasdaq 100 Covered Call ETF 0.1%

Value ($000) $561 Shares 25,426 Est. Cost $22.29 Unrealized —

REZ iShares Residential and Multisector Real Estate ETF 0.1%

Value ($000) $557 Shares 6,505 Est. Cost $85.63 Unrealized —

SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF 0.1%

Value ($000) $427 Shares 15,595 Est. Cost $28.56 Unrealized —

MUB iShares National Muni Bond ETF 0.1%

Value ($000) $424 Shares 3,652 Est. Cost $116.99 Unrealized —

PCEF Invesco CEF Income Composite ETF 0.1%

Value ($000) $422 Shares 17,607 Est. Cost $24.50 Unrealized —

AMLP Alerian MLP ETF 0.1%

Value ($000) $397 Shares 11,913 Est. Cost $33.32 Unrealized —

AGZ iShares Agency Bond ETF 0.1%

Value ($000) $286 Shares 2,413 Est. Cost $120.18 Unrealized —

PHYL PGIM Active High Yield Bond ETF 0.1%

Value ($000) $285 Shares 6,906 Est. Cost $41.27 Unrealized —

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

Value ($000) $282 Shares 8,874 Est. Cost $32.30 Unrealized —

BWX SPDR Bloomberg Barclays International Treasury Bond ETF 0.1%

Value ($000) $279 Shares 9,705 Est. Cost $28.99 Unrealized —

IHY VanEck Vectors International High Yield Bond ETF 0.1%

Value ($000) $278 Shares 11,165 Est. Cost $25.15 Unrealized —

IBND SPDR Bloomberg Barclays International Corporate Bond ETF 0.1%

Value ($000) $277 Shares 7,835 Est. Cost $35.37 Unrealized —

— Invesco Global Listed Private Equity ETF 0.1%

Value ($000) $274 Shares 18,264 Est. Cost $15.00 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	iShares iBoxx High Yield Corporate Bond ETF	2,180,707	$190,849	40.9%	$87.30	—	ETF	464288513
JNK	SPDR Bloomberg Barclays High Yield Bond ETF	1,348,227	$147,490	31.6%	$109.08	—	ETF	78468R622
HYLB	Xtrackers USD High Yield Corporate Bond ETF	1,288,322	$51,643	11.1%	$40.48	—	ETF	233051432
SPLV	Invesco S&P 500 Low Volatility ETF	717,018	$43,722	9.4%	$60.98	—	ETF	46138E354
CWB	SPDR Bloomberg Barclays Convertible Securities ETF	267,964	$22,870	4.9%	$85.12	—	ETF	78464A359
VCIT	Vanguard Intermediate-Term Corporate Bond ETF	13,511	$1,276	0.3%	$94.85	—	ETF	92206C870
BND	Vanguard Total Bond Market ETF	9,963	$851	0.2%	$86.22	—	ETF	921937835
MBB	iShares MBS ETF	6,612	$715	0.2%	$109.19	—	ETF	464288588
SRLN	SPDR Blackstone / GSO Senior Loan ETF	15,535	$715	0.2%	$44.68	—	ETF	78467V608
VRP	Invesco Variable Rate Preferred ETF	27,128	$711	0.2%	$26.33	—	ETF	46138G870
SCHP	Schwab US TIPS ETF	9,157	$573	0.1%	$62.25	—	ETF	808524870
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	5,107	$562	0.1%	$111.69	—	ETF	464288281
QYLD	Global X Nasdaq 100 Covered Call ETF	25,426	$561	0.1%	$22.29	—	ETF	37954Y483
REZ	iShares Residential and Multisector Real Estate ETF	6,505	$557	0.1%	$85.63	—	ETF	464288562
SJNK	SPDR Bloomberg Barclays Short Term High Yield Bond ETF	15,595	$427	0.1%	$28.56	—	ETF	78468R408
MUB	iShares National Muni Bond ETF	3,652	$424	0.1%	$116.99	—	ETF	464288414
PCEF	Invesco CEF Income Composite ETF	17,607	$422	0.1%	$24.50	—	ETF	46138E404
AMLP	Alerian MLP ETF	11,913	$397	0.1%	$33.32	—	ETF	00162Q452
AGZ	iShares Agency Bond ETF	2,413	$286	0.1%	$120.18	—	ETF	464288166
PHYL	PGIM Active High Yield Bond ETF	6,906	$285	0.1%	$41.27	—	ETF	69344A206
QAI	IndexIQ ETF Trust - IQ Hedge Multi-Strategy Tracker ETF	8,874	$282	0.1%	$32.30	—	ETF	45409B107
BWX	SPDR Bloomberg Barclays International Treasury Bond ETF	9,705	$279	0.1%	$28.99	—	ETF	78464A516
IHY	VanEck Vectors International High Yield Bond ETF	11,165	$278	0.1%	$25.15	—	ETF	92189F445
IBND	SPDR Bloomberg Barclays International Corporate Bond ETF	7,835	$277	0.1%	$35.37	—	ETF	78464A151
—	Invesco Global Listed Private Equity ETF	18,264	$274	0.1%	$15.00	—	ETF	46137V589