BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q4 2021 (← Previous) (Next →)

Filing Date: Feb 15, 2022

Total Value ($000): $279,043 (100.0% shares, 0.0% debt)

Holdings (27)

HYG iShares iBoxx High Yield Corporate Bond ETF 54.3%

Value ($000) $151,600 Shares 1,742,209 Est. Cost $87.30 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 14.2%

Value ($000) $39,630 Shares 994,582 Est. Cost $40.48 Unrealized —

SPLV Invesco S&P 500 Low Volatility ETF 13.8%

Value ($000) $38,454 Shares 560,754 Est. Cost $60.98 Unrealized —

USMV iShares MSCI USA Min Vol Factor ETF 6.6%

Value ($000) $18,498 Shares 228,577 Est. Cost $80.93 Unrealized —

CWB SPDR Bloomberg Convertible Securities ETF 6.3%

Value ($000) $17,555 Shares 211,578 Est. Cost $85.12 Unrealized —

VCIT Vanguard Intermediate-Term Corporate Bond ETF 0.6%

Value ($000) $1,561 Shares 16,826 Est. Cost $94.44 Unrealized —

BND Vanguard Total Bond Market ETF 0.4%

Value ($000) $1,121 Shares 65,995 Est. Cost $27.44 Unrealized —

MBB iShares MBS ETF 0.3%

Value ($000) $883 Shares 8,223 Est. Cost $108.84 Unrealized —

SRLN SPDR Blackstone Senior Loan ET 0.3%

Value ($000) $882 Shares 19,334 Est. Cost $44.86 Unrealized —

VRP Invesco Variable Rate Preferred ETF 0.3%

Value ($000) $876 Shares 33,783 Est. Cost $26.25 Unrealized —

REZ iShares Residential and Multisector Real Estate ETF 0.3%

Value ($000) $757 Shares 7,709 Est. Cost $87.59 Unrealized —

SCHP Schwab US TIPS ETF 0.3%

Value ($000) $716 Shares 11,390 Est. Cost $62.37 Unrealized —

QYLD Global X Nasdaq 100 Covered Call ETF 0.3%

Value ($000) $704 Shares 31,714 Est. Cost $22.27 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.2%

Value ($000) $696 Shares 19,264 Est. Cost $56.16 Unrealized —

PCEF Invesco CEF Income Composite ETF 0.2%

Value ($000) $532 Shares 21,976 Est. Cost $24.44 Unrealized —

MUB iShares National Muni Bond ETF 0.2%

Value ($000) $530 Shares 4,554 Est. Cost $116.87 Unrealized —

SJNK SPDR Bloomberg Short Term High Yield Bond ETF 0.2%

Value ($000) $527 Shares 19,423 Est. Cost $28.28 Unrealized —

IEF iShares 7-10 Year Treasury Bond ETF 0.2%

Value ($000) $521 Shares 4,528 Est. Cost $115.06 Unrealized —

AMLP Alerian MLP ETF 0.2%

Value ($000) $491 Shares 14,978 Est. Cost $33.21 Unrealized —

IHY VanEck International High Yield Bond ETF 0.1%

Value ($000) $371 Shares 15,388 Est. Cost $24.86 Unrealized —

— Invesco Global Listed Private Equity ETF 0.1%

Value ($000) $354 Shares 22,890 Est. Cost $15.10 Unrealized —

AGZ iShares Agency Bond ETF 0.1%

Value ($000) $352 Shares 3,001 Est. Cost $119.61 Unrealized —

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

Value ($000) $351 Shares 11,041 Est. Cost $32.20 Unrealized —

PHYL PGIM Active High Yield Bond ETF 0.1%

Value ($000) $349 Shares 8,599 Est. Cost $41.13 Unrealized —

BWX SPDR Bloomberg International Treasury Bond ETF 0.1%

Value ($000) $309 Shares 10,916 Est. Cost $28.92 Unrealized —

IBND SPDR Bloomberg International Corporate Bond ETF 0.1%

Value ($000) $305 Shares 8,820 Est. Cost $35.28 Unrealized —

JNK SPDR Bloomberg High Yield Bond ETF 0.0%

Value ($000) $118 Shares 1,087,106 Est. Cost $109.08 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	iShares iBoxx High Yield Corporate Bond ETF	1,742,209	$151,600	54.3%	$87.30	—	ETF	464288513
HYLB	Xtrackers USD High Yield Corporate Bond ETF	994,582	$39,630	14.2%	$40.48	—	ETF	233051432
SPLV	Invesco S&P 500 Low Volatility ETF	560,754	$38,454	13.8%	$60.98	—	ETF	46138E354
USMV	iShares MSCI USA Min Vol Factor ETF	228,577	$18,498	6.6%	$80.93	—	ETF	46429B697
CWB	SPDR Bloomberg Convertible Securities ETF	211,578	$17,555	6.3%	$85.12	—	ETF	78464A359
VCIT	Vanguard Intermediate-Term Corporate Bond ETF	16,826	$1,561	0.6%	$94.44	—	ETF	92206C870
BND	Vanguard Total Bond Market ETF	65,995	$1,121	0.4%	$27.44	—	ETF	921937835
MBB	iShares MBS ETF	8,223	$883	0.3%	$108.84	—	ETF	464288588
SRLN	SPDR Blackstone Senior Loan ET	19,334	$882	0.3%	$44.86	—	ETF	78467V608
VRP	Invesco Variable Rate Preferred ETF	33,783	$876	0.3%	$26.25	—	ETF	46138G870
REZ	iShares Residential and Multisector Real Estate ETF	7,709	$757	0.3%	$87.59	—	ETF	464288562
SCHP	Schwab US TIPS ETF	11,390	$716	0.3%	$62.37	—	ETF	808524870
QYLD	Global X Nasdaq 100 Covered Call ETF	31,714	$704	0.3%	$22.27	—	ETF	37954Y483
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	19,264	$696	0.2%	$56.16	—	ETF	464288281
PCEF	Invesco CEF Income Composite ETF	21,976	$532	0.2%	$24.44	—	ETF	46138E404
MUB	iShares National Muni Bond ETF	4,554	$530	0.2%	$116.87	—	ETF	464288414
SJNK	SPDR Bloomberg Short Term High Yield Bond ETF	19,423	$527	0.2%	$28.28	—	ETF	78468R408
IEF	iShares 7-10 Year Treasury Bond ETF	4,528	$521	0.2%	$115.06	—	ETF	464287440
AMLP	Alerian MLP ETF	14,978	$491	0.2%	$33.21	—	ETF	00162Q452
IHY	VanEck International High Yield Bond ETF	15,388	$371	0.1%	$24.86	—	ETF	92189F445
—	Invesco Global Listed Private Equity ETF	22,890	$354	0.1%	$15.10	—	ETF	46137V589
AGZ	iShares Agency Bond ETF	3,001	$352	0.1%	$119.61	—	ETF	464288166
QAI	IndexIQ ETF Trust - IQ Hedge Multi-Strategy Tracker ETF	11,041	$351	0.1%	$32.20	—	ETF	45409B107
PHYL	PGIM Active High Yield Bond ETF	8,599	$349	0.1%	$41.13	—	ETF	69344A206
BWX	SPDR Bloomberg International Treasury Bond ETF	10,916	$309	0.1%	$28.92	—	ETF	78464A516
IBND	SPDR Bloomberg International Corporate Bond ETF	8,820	$305	0.1%	$35.28	—	ETF	78464A151
JNK	SPDR Bloomberg High Yield Bond ETF	1,087,106	$118	0.0%	$109.08	—	ETF	78468R622