BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q1 2022 (← Previous) (Next →)

Filing Date: May 13, 2022

Total Value ($000): $326,148 (100.0% shares, 0.0% debt)

Holdings (32)

HYG iShares iBoxx High Yield Corporate Bond ETF 33.2%

Value ($000) $108,371 Shares 1,316,936 Est. Cost $87.30 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 22.4%

Value ($000) $73,049 Shares 1,936,605 Est. Cost $39.14 Unrealized —

JNK SPDR Bloomberg High Yield Bond ETF 22.1%

Value ($000) $71,974 Shares 702,188 Est. Cost $109.08 Unrealized —

SHYG iShares 0-5 Year High Yield Corporate Bond ETF 12.8%

Value ($000) $41,741 Shares 949,514 Est. Cost $43.96 Unrealized —

VIG Vanguard Dividend Appreciation ETF 1.7%

Value ($000) $5,456 Shares 33,216 Est. Cost $164.26 Unrealized —

BND Vanguard Total Bond Market ETF 1.5%

Value ($000) $4,811 Shares 60,487 Est. Cost $27.44 Unrealized —

USHY iShares Broad USD High Yield Corporate Bond ETF 1.0%

Value ($000) $3,203 Shares 82,427 Est. Cost $38.86 Unrealized —

SJNK SPDR Bloomberg Short Term High Yield Bond ETF 0.6%

Value ($000) $2,033 Shares 77,489 Est. Cost $26.75 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.6%

Value ($000) $1,990 Shares 20,352 Est. Cost $58.39 Unrealized —

VBR Vanguard Small-Cap Value Index ETF 0.6%

Value ($000) $1,957 Shares 10,976 Est. Cost $178.30 Unrealized —

VCIT Vanguard Intermediate-Term Corporate Bond ETF 0.5%

Value ($000) $1,470 Shares 17,090 Est. Cost $94.31 Unrealized —

SRLN SPDR Blackstone Senior Loan ET 0.3%

Value ($000) $882 Shares 19,613 Est. Cost $44.86 Unrealized —

MBB iShares MBS ETF 0.3%

Value ($000) $851 Shares 8,223 Est. Cost $108.84 Unrealized —

VRP Invesco Variable Rate Preferred ETF 0.3%

Value ($000) $839 Shares 34,321 Est. Cost $26.22 Unrealized —

REZ iShares Residential and Multisector Real Estate ETF 0.2%

Value ($000) $748 Shares 7,709 Est. Cost $87.59 Unrealized —

SCHP Schwab US TIPS ETF 0.2%

Value ($000) $702 Shares 11,568 Est. Cost $62.34 Unrealized —

QYLD Global X Nasdaq 100 Covered Call ETF 0.2%

Value ($000) $695 Shares 31,714 Est. Cost $22.27 Unrealized —

AMLP Alerian MLP ETF 0.2%

Value ($000) $583 Shares 15,226 Est. Cost $33.30 Unrealized —

MUB iShares National Muni Bond ETF 0.2%

Value ($000) $499 Shares 4,554 Est. Cost $116.87 Unrealized —

PCEF Invesco CEF Income Composite ETF 0.2%

Value ($000) $493 Shares 22,323 Est. Cost $24.41 Unrealized —

IHY VanEck International High Yield Bond ETF 0.1%

Value ($000) $349 Shares 15,732 Est. Cost $24.81 Unrealized —

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

Value ($000) $345 Shares 11,041 Est. Cost $32.20 Unrealized —

AGZ iShares Agency Bond ETF 0.1%

Value ($000) $342 Shares 3,047 Est. Cost $119.50 Unrealized —

PHYL PGIM Active High Yield Bond ETF 0.1%

Value ($000) $333 Shares 8,722 Est. Cost $41.09 Unrealized —

VHT Vanguard Health Care ETF 0.1%

Value ($000) $324 Shares 1,260 Est. Cost $257.14 Unrealized —

VFH Vanguard Financials ETF 0.1%

Value ($000) $324 Shares 3,391 Est. Cost $95.55 Unrealized —

CWB SPDR Bloomberg Convertible Securities ETF 0.1%

Value ($000) $309 Shares 4,016 Est. Cost $85.12 Unrealized —

VGT Vangaurd Sector Information Technology ETF 0.1%

Value ($000) $303 Shares 718 Est. Cost $422.01 Unrealized —

VCR Vanguard Consumer Discretionary ETF 0.1%

Value ($000) $301 Shares 968 Est. Cost $310.95 Unrealized —

— Invesco Global Listed Private Equity ETF 0.1%

Value ($000) $300 Shares 22,890 Est. Cost $15.10 Unrealized —

BWX SPDR Bloomberg International Treasury Bond ETF 0.1%

Value ($000) $287 Shares 11,013 Est. Cost $28.92 Unrealized —

IBND SPDR Bloomberg International Corporate Bond ETF 0.1%

Value ($000) $284 Shares 8,900 Est. Cost $35.28 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	iShares iBoxx High Yield Corporate Bond ETF	1,316,936	$108,371	33.2%	$87.30	—	ETF	464288513
HYLB	Xtrackers USD High Yield Corporate Bond ETF	1,936,605	$73,049	22.4%	$39.14	—	ETF	233051432
JNK	SPDR Bloomberg High Yield Bond ETF	702,188	$71,974	22.1%	$109.08	—	ETF	78468R622
SHYG	iShares 0-5 Year High Yield Corporate Bond ETF	949,514	$41,741	12.8%	$43.96	—	ETF	46434V407
VIG	Vanguard Dividend Appreciation ETF	33,216	$5,456	1.7%	$164.26	—	ETF	921908844
BND	Vanguard Total Bond Market ETF	60,487	$4,811	1.5%	$27.44	—	ETF	921937835
USHY	iShares Broad USD High Yield Corporate Bond ETF	82,427	$3,203	1.0%	$38.86	—	ETF	46435U853
SJNK	SPDR Bloomberg Short Term High Yield Bond ETF	77,489	$2,033	0.6%	$26.75	—	ETF	78468R408
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	20,352	$1,990	0.6%	$58.39	—	ETF	464288281
VBR	Vanguard Small-Cap Value Index ETF	10,976	$1,957	0.6%	$178.30	—	ETF	922908611
VCIT	Vanguard Intermediate-Term Corporate Bond ETF	17,090	$1,470	0.5%	$94.31	—	ETF	92206C870
SRLN	SPDR Blackstone Senior Loan ET	19,613	$882	0.3%	$44.86	—	ETF	78467V608
MBB	iShares MBS ETF	8,223	$851	0.3%	$108.84	—	ETF	464288588
VRP	Invesco Variable Rate Preferred ETF	34,321	$839	0.3%	$26.22	—	ETF	46138G870
REZ	iShares Residential and Multisector Real Estate ETF	7,709	$748	0.2%	$87.59	—	ETF	464288562
SCHP	Schwab US TIPS ETF	11,568	$702	0.2%	$62.34	—	ETF	808524870
QYLD	Global X Nasdaq 100 Covered Call ETF	31,714	$695	0.2%	$22.27	—	ETF	37954Y483
AMLP	Alerian MLP ETF	15,226	$583	0.2%	$33.30	—	ETF	00162Q452
MUB	iShares National Muni Bond ETF	4,554	$499	0.2%	$116.87	—	ETF	464288414
PCEF	Invesco CEF Income Composite ETF	22,323	$493	0.2%	$24.41	—	ETF	46138E404
IHY	VanEck International High Yield Bond ETF	15,732	$349	0.1%	$24.81	—	ETF	92189F445
QAI	IndexIQ ETF Trust - IQ Hedge Multi-Strategy Tracker ETF	11,041	$345	0.1%	$32.20	—	ETF	45409B107
AGZ	iShares Agency Bond ETF	3,047	$342	0.1%	$119.50	—	ETF	464288166
PHYL	PGIM Active High Yield Bond ETF	8,722	$333	0.1%	$41.09	—	ETF	69344A206
VHT	Vanguard Health Care ETF	1,260	$324	0.1%	$257.14	—	ETF	92204A504
VFH	Vanguard Financials ETF	3,391	$324	0.1%	$95.55	—	ETF	92204A405
CWB	SPDR Bloomberg Convertible Securities ETF	4,016	$309	0.1%	$85.12	—	ETF	78464A359
VGT	Vangaurd Sector Information Technology ETF	718	$303	0.1%	$422.01	—	ETF	92204A702
VCR	Vanguard Consumer Discretionary ETF	968	$301	0.1%	$310.95	—	ETF	92204A108
—	Invesco Global Listed Private Equity ETF	22,890	$300	0.1%	$15.10	—	ETF	46137V589
BWX	SPDR Bloomberg International Treasury Bond ETF	11,013	$287	0.1%	$28.92	—	ETF	78464A516
IBND	SPDR Bloomberg International Corporate Bond ETF	8,900	$284	0.1%	$35.28	—	ETF	78464A151