BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q2 2022 (← Previous) (Next →)

Filing Date: Aug 4, 2022

Total Value ($000): $44,513 (100.0% shares, 0.0% debt)

Holdings (38)

BND Vanguard Total Bond Market ETF 10.4%

Value ($000) $4,633 Shares 61,762 Est. Cost $28.42 Unrealized —

VIG Vanguard Dividend Appreciation ETF 10.1%

Value ($000) $4,476 Shares 31,116 Est. Cost $164.26 Unrealized —

SGOV iShares 0-3 Month Treasury Bond ETF 9.8%

Value ($000) $4,346 Shares 43,407 Est. Cost $100.12 Unrealized —

— SPDR Bloomberg Barclays 1-3 Month T-Bill ETF 9.8%

Value ($000) $4,346 Shares 47,498 Est. Cost $91.50 Unrealized —

GSY Invesco Ultra Short Duration ETF 4.9%

Value ($000) $2,174 Shares 43,876 Est. Cost $49.55 Unrealized —

SJB Profunds Short High Yield ETF 4.3%

Value ($000) $1,928 Shares 97,726 Est. Cost $19.73 Unrealized —

EEM iShares MSCI Emerging Market ETF 3.4%

Value ($000) $1,529 Shares 37,948 Est. Cost $40.29 Unrealized —

VCIT Vanguard Intermediate-Term Corporate Bond ETF 3.3%

Value ($000) $1,476 Shares 18,454 Est. Cost $93.26 Unrealized —

SHV iShares Short Treasury Bond ETF 3.3%

Value ($000) $1,449 Shares 13,159 Est. Cost $110.11 Unrealized —

GBIL Goldman Sachs Access Treasury 0-1 Year ETF 3.3%

Value ($000) $1,448 Shares 14,507 Est. Cost $99.81 Unrealized —

VBR Vanguard Small-Cap Value Index ETF 3.2%

Value ($000) $1,406 Shares 9,313 Est. Cost $178.30 Unrealized —

CWB SPDR Bloomberg Convertible Securities ETF 2.6%

Value ($000) $1,139 Shares 17,644 Est. Cost $69.24 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 2.2%

Value ($000) $959 Shares 28,453 Est. Cost $39.14 Unrealized —

REZ iShares Residential and Multisector Real Estate ETF 2.0%

Value ($000) $888 Shares 11,087 Est. Cost $85.31 Unrealized —

VRP Invesco Variable Rate Preferred ETF 1.8%

Value ($000) $821 Shares 34,321 Est. Cost $26.22 Unrealized —

SRLN SPDR Blackstone Senior Loan ET 1.8%

Value ($000) $815 Shares 19,574 Est. Cost $44.86 Unrealized —

MBB iShares MBS ETF 1.8%

Value ($000) $812 Shares 8,333 Est. Cost $108.69 Unrealized —

VFH Vanguard Financials ETF 1.6%

Value ($000) $691 Shares 8,886 Est. Cost $84.55 Unrealized —

FLOT iShares Floating Rate Bond ETF 1.5%

Value ($000) $658 Shares 13,172 Est. Cost $49.95 Unrealized —

QYLD Global X Nasdaq 100 Covered Call ETF 1.5%

Value ($000) $654 Shares 37,448 Est. Cost $21.53 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 1.5%

Value ($000) $646 Shares 7,578 Est. Cost $58.39 Unrealized —

JAAA Janus Henderson AAA CLO ETF 1.5%

Value ($000) $646 Shares 13,176 Est. Cost $49.03 Unrealized —

SCHP Schwab US TIPS ETF 1.4%

Value ($000) $644 Shares 11,543 Est. Cost $62.34 Unrealized —

AMLP Alerian MLP ETF 1.2%

Value ($000) $523 Shares 15,188 Est. Cost $33.30 Unrealized —

VHT Vanguard Health Care ETF 1.1%

Value ($000) $505 Shares 2,136 Est. Cost $248.65 Unrealized —

PCEF Invesco CEF Income Composite ETF 1.1%

Value ($000) $497 Shares 26,278 Est. Cost $23.58 Unrealized —

SJNK SPDR Bloomberg Short Term High Yield Bond ETF 1.1%

Value ($000) $493 Shares 20,430 Est. Cost $26.75 Unrealized —

MUB iShares National Muni Bond ETF 1.1%

Value ($000) $491 Shares 4,615 Est. Cost $116.73 Unrealized —

TFLO iShares Treasury Floating Rate Bond ETF 1.1%

Value ($000) $485 Shares 9,614 Est. Cost $50.45 Unrealized —

IYJ iShares U.S. Industrials ETF 1.0%

Value ($000) $460 Shares 5,194 Est. Cost $88.56 Unrealized —

AGZ iShares Agency Bond ETF 0.8%

Value ($000) $334 Shares 3,036 Est. Cost $119.50 Unrealized —

IHY VanEck International High Yield Bond ETF 0.7%

Value ($000) $329 Shares 17,165 Est. Cost $24.33 Unrealized —

PHYL PGIM Active High Yield Bond ETF 0.7%

Value ($000) $329 Shares 9,675 Est. Cost $40.39 Unrealized —

BWX SPDR Bloomberg International Treasury Bond ETF 0.7%

Value ($000) $324 Shares 14,002 Est. Cost $27.68 Unrealized —

QAI IndexIQ ETF Trust - IQ Hedge Multi-Strategy Tracker ETF 0.7%

Value ($000) $321 Shares 11,173 Est. Cost $32.16 Unrealized —

IBND SPDR Bloomberg International Corporate Bond ETF 0.7%

Value ($000) $320 Shares 11,391 Est. Cost $33.71 Unrealized —

— Invesco Global Listed Private Equity ETF 0.7%

Value ($000) $300 Shares 53,976 Est. Cost $9.60 Unrealized —

VGT Vangaurd Sector Information Technology ETF 0.5%

Value ($000) $218 Shares 657 Est. Cost $422.01 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BND	Vanguard Total Bond Market ETF	61,762	$4,633	10.4%	$28.42	—	ETF	921937835
VIG	Vanguard Dividend Appreciation ETF	31,116	$4,476	10.1%	$164.26	—	ETF	921908844
SGOV	iShares 0-3 Month Treasury Bond ETF	43,407	$4,346	9.8%	$100.12	—	ETF	46436E718
—	SPDR Bloomberg Barclays 1-3 Month T-Bill ETF	47,498	$4,346	9.8%	$91.50	—	ETF	78464A680
GSY	Invesco Ultra Short Duration ETF	43,876	$2,174	4.9%	$49.55	—	ETF	46090A887
SJB	Profunds Short High Yield ETF	97,726	$1,928	4.3%	$19.73	—	ETF	74347R131
EEM	iShares MSCI Emerging Market ETF	37,948	$1,529	3.4%	$40.29	—	ETF	464287234
VCIT	Vanguard Intermediate-Term Corporate Bond ETF	18,454	$1,476	3.3%	$93.26	—	ETF	92206C870
SHV	iShares Short Treasury Bond ETF	13,159	$1,449	3.3%	$110.11	—	ETF	464288679
GBIL	Goldman Sachs Access Treasury 0-1 Year ETF	14,507	$1,448	3.3%	$99.81	—	ETF	381430529
VBR	Vanguard Small-Cap Value Index ETF	9,313	$1,406	3.2%	$178.30	—	ETF	922908611
CWB	SPDR Bloomberg Convertible Securities ETF	17,644	$1,139	2.6%	$69.24	—	ETF	78464A359
HYLB	Xtrackers USD High Yield Corporate Bond ETF	28,453	$959	2.2%	$39.14	—	ETF	233051432
REZ	iShares Residential and Multisector Real Estate ETF	11,087	$888	2.0%	$85.31	—	ETF	464288562
VRP	Invesco Variable Rate Preferred ETF	34,321	$821	1.8%	$26.22	—	ETF	46138G870
SRLN	SPDR Blackstone Senior Loan ET	19,574	$815	1.8%	$44.86	—	ETF	78467V608
MBB	iShares MBS ETF	8,333	$812	1.8%	$108.69	—	ETF	464288588
VFH	Vanguard Financials ETF	8,886	$691	1.6%	$84.55	—	ETF	92204A405
FLOT	iShares Floating Rate Bond ETF	13,172	$658	1.5%	$49.95	—	ETF	46429B655
QYLD	Global X Nasdaq 100 Covered Call ETF	37,448	$654	1.5%	$21.53	—	ETF	37954Y483
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	7,578	$646	1.5%	$58.39	—	ETF	464288281
JAAA	Janus Henderson AAA CLO ETF	13,176	$646	1.5%	$49.03	—	ETF	47103U845
SCHP	Schwab US TIPS ETF	11,543	$644	1.4%	$62.34	—	ETF	808524870
AMLP	Alerian MLP ETF	15,188	$523	1.2%	$33.30	—	ETF	00162Q452
VHT	Vanguard Health Care ETF	2,136	$505	1.1%	$248.65	—	ETF	92204A504
PCEF	Invesco CEF Income Composite ETF	26,278	$497	1.1%	$23.58	—	ETF	46138E404
SJNK	SPDR Bloomberg Short Term High Yield Bond ETF	20,430	$493	1.1%	$26.75	—	ETF	78468R408
MUB	iShares National Muni Bond ETF	4,615	$491	1.1%	$116.73	—	ETF	464288414
TFLO	iShares Treasury Floating Rate Bond ETF	9,614	$485	1.1%	$50.45	—	ETF	46434V860
IYJ	iShares U.S. Industrials ETF	5,194	$460	1.0%	$88.56	—	ETF	464287754
AGZ	iShares Agency Bond ETF	3,036	$334	0.8%	$119.50	—	ETF	464288166
IHY	VanEck International High Yield Bond ETF	17,165	$329	0.7%	$24.33	—	ETF	92189F445
PHYL	PGIM Active High Yield Bond ETF	9,675	$329	0.7%	$40.39	—	ETF	69344A206
BWX	SPDR Bloomberg International Treasury Bond ETF	14,002	$324	0.7%	$27.68	—	ETF	78464A516
QAI	IndexIQ ETF Trust - IQ Hedge Multi-Strategy Tracker ETF	11,173	$321	0.7%	$32.16	—	ETF	45409B107
IBND	SPDR Bloomberg International Corporate Bond ETF	11,391	$320	0.7%	$33.71	—	ETF	78464A151
—	Invesco Global Listed Private Equity ETF	53,976	$300	0.7%	$9.60	—	ETF	46137V589
VGT	Vangaurd Sector Information Technology ETF	657	$218	0.5%	$422.01	—	ETF	92204A702