BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q3 2022 (← Previous) (Next →)

Filing Date: Nov 8, 2022

Total Value ($000): $31,758 (100.0% shares, 0.0% debt)

Holdings (33)

BIL SPDR Bloomberg 1-3 Month T-Bill ETF 12.8%

Value ($000) $4,067 Shares 44,407 Est. Cost $91.58 Unrealized —

SGOV iShares 0-3 Month Treasury Bond ETF 12.8%

Value ($000) $4,066 Shares 40,561 Est. Cost $100.12 Unrealized —

GBIL Goldman Sachs Access Treasury 0-1 Year ETF 6.4%

Value ($000) $2,033 Shares 20,368 Est. Cost $99.81 Unrealized —

VCIT Vanguard Intermediate-Term Corporate Bond ETF 5.3%

Value ($000) $1,676 Shares 17,666 Est. Cost $93.26 Unrealized —

BND Vanguard Total Bond Market ETF 4.5%

Value ($000) $1,422 Shares 16,872 Est. Cost $28.42 Unrealized —

GSY Invesco Ultra Short Duration ETF 4.3%

Value ($000) $1,355 Shares 27,424 Est. Cost $49.55 Unrealized —

SHV iShares Short Treasury Bond ETF 4.3%

Value ($000) $1,355 Shares 12,320 Est. Cost $110.11 Unrealized —

EMGF iShares MSCI Emerging Markets ETF 3.7%

Value ($000) $1,180 Shares 33,691 Est. Cost $35.02 Unrealized —

MUB iShares National Muni Bond ETF 3.1%

Value ($000) $998 Shares 8,924 Est. Cost $114.36 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 3.1%

Value ($000) $993 Shares 27,265 Est. Cost $39.14 Unrealized —

SRLN SPDR Blackstone Senior Loan ET 3.0%

Value ($000) $967 Shares 22,204 Est. Cost $44.71 Unrealized —

QYLD Global X Nasdaq 100 Covered Call ETF 3.0%

Value ($000) $953 Shares 44,794 Est. Cost $21.49 Unrealized —

MBB iShares MBS ETF 2.8%

Value ($000) $890 Shares 8,123 Est. Cost $108.69 Unrealized —

VRP Invesco Variable Rate Preferred ETF 2.8%

Value ($000) $878 Shares 34,183 Est. Cost $26.22 Unrealized —

AMLP Alerian MLP ETF 2.3%

Value ($000) $733 Shares 19,978 Est. Cost $34.11 Unrealized —

SCHP Schwab US TIPS ETF 2.2%

Value ($000) $696 Shares 11,240 Est. Cost $62.34 Unrealized —

SJNK SPDR Bloomberg Short Term High Yield Bond ETF 2.0%

Value ($000) $645 Shares 25,523 Est. Cost $26.45 Unrealized —

FLOT iShares Floating Rate Bond ETF 2.0%

Value ($000) $632 Shares 12,630 Est. Cost $49.95 Unrealized —

JAAA Janus Henderson AAA CLO ETF 2.0%

Value ($000) $629 Shares 12,830 Est. Cost $49.03 Unrealized —

REZ iShares Residential and Multisector Real Estate ETF 1.7%

Value ($000) $530 Shares 6,661 Est. Cost $85.31 Unrealized —

PCEF Invesco CEF Income Composite ETF 1.7%

Value ($000) $527 Shares 23,976 Est. Cost $23.58 Unrealized —

TFLO iShares Treasury Floating Rate Bond ETF 1.5%

Value ($000) $479 Shares 9,500 Est. Cost $50.45 Unrealized —

CWB SPDR Bloomberg Convertible Securities ETF 1.4%

Value ($000) $456 Shares 6,918 Est. Cost $69.24 Unrealized —

EAGG iShares TR US Industrials ETF 1.4%

Value ($000) $454 Shares 5,367 Est. Cost $84.59 Unrealized —

IHY VanEck International High Yield Bond ETF 1.3%

Value ($000) $402 Shares 16,488 Est. Cost $24.33 Unrealized —

BWX SPDR Bloomberg International Treasury Bond ETF 1.2%

Value ($000) $387 Shares 13,916 Est. Cost $27.68 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 1.2%

Value ($000) $378 Shares 3,690 Est. Cost $58.39 Unrealized —

PHYL PGIM Active High Yield Bond ETF 1.1%

Value ($000) $361 Shares 8,969 Est. Cost $40.39 Unrealized —

AGZ iShares Agency Bond ETF 1.1%

Value ($000) $345 Shares 2,901 Est. Cost $119.50 Unrealized —

SDOG ALPS Sector Dividend Dogs ETF 1.0%

Value ($000) $318 Shares 5,990 Est. Cost $53.09 Unrealized —

DIV Global SuperDividend US ETF 1.0%

Value ($000) $318 Shares 15,400 Est. Cost $20.65 Unrealized —

BIZD VanEck BDC Income ETF 1.0%

Value ($000) $318 Shares 19,800 Est. Cost $16.06 Unrealized —

JEPI JPMorgan Equity Premium Income ETF 1.0%

Value ($000) $317 Shares 5,500 Est. Cost $57.64 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
BIL	SPDR Bloomberg 1-3 Month T-Bill ETF	44,407	$4,067	12.8%	$91.58	—	ETF	78468R663
SGOV	iShares 0-3 Month Treasury Bond ETF	40,561	$4,066	12.8%	$100.12	—	ETF	46436E718
GBIL	Goldman Sachs Access Treasury 0-1 Year ETF	20,368	$2,033	6.4%	$99.81	—	ETF	381430529
VCIT	Vanguard Intermediate-Term Corporate Bond ETF	17,666	$1,676	5.3%	$93.26	—	ETF	92206C870
BND	Vanguard Total Bond Market ETF	16,872	$1,422	4.5%	$28.42	—	ETF	921937835
GSY	Invesco Ultra Short Duration ETF	27,424	$1,355	4.3%	$49.55	—	ETF	46090A887
SHV	iShares Short Treasury Bond ETF	12,320	$1,355	4.3%	$110.11	—	ETF	464288679
EMGF	iShares MSCI Emerging Markets ETF	33,691	$1,180	3.7%	$35.02	—	ETF	46434G889
MUB	iShares National Muni Bond ETF	8,924	$998	3.1%	$114.36	—	ETF	464288414
HYLB	Xtrackers USD High Yield Corporate Bond ETF	27,265	$993	3.1%	$39.14	—	ETF	233051432
SRLN	SPDR Blackstone Senior Loan ET	22,204	$967	3.0%	$44.71	—	ETF	78467V608
QYLD	Global X Nasdaq 100 Covered Call ETF	44,794	$953	3.0%	$21.49	—	ETF	37954Y483
MBB	iShares MBS ETF	8,123	$890	2.8%	$108.69	—	ETF	464288588
VRP	Invesco Variable Rate Preferred ETF	34,183	$878	2.8%	$26.22	—	ETF	46138G870
AMLP	Alerian MLP ETF	19,978	$733	2.3%	$34.11	—	ETF	00162Q452
SCHP	Schwab US TIPS ETF	11,240	$696	2.2%	$62.34	—	ETF	808524870
SJNK	SPDR Bloomberg Short Term High Yield Bond ETF	25,523	$645	2.0%	$26.45	—	ETF	78468R408
FLOT	iShares Floating Rate Bond ETF	12,630	$632	2.0%	$49.95	—	ETF	46429B655
JAAA	Janus Henderson AAA CLO ETF	12,830	$629	2.0%	$49.03	—	ETF	47103U845
REZ	iShares Residential and Multisector Real Estate ETF	6,661	$530	1.7%	$85.31	—	ETF	464288562
PCEF	Invesco CEF Income Composite ETF	23,976	$527	1.7%	$23.58	—	ETF	46138E404
TFLO	iShares Treasury Floating Rate Bond ETF	9,500	$479	1.5%	$50.45	—	ETF	46434V860
CWB	SPDR Bloomberg Convertible Securities ETF	6,918	$456	1.4%	$69.24	—	ETF	78464A359
EAGG	iShares TR US Industrials ETF	5,367	$454	1.4%	$84.59	—	ETF	46435U549
IHY	VanEck International High Yield Bond ETF	16,488	$402	1.3%	$24.33	—	ETF	92189F445
BWX	SPDR Bloomberg International Treasury Bond ETF	13,916	$387	1.2%	$27.68	—	ETF	78464A516
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	3,690	$378	1.2%	$58.39	—	ETF	464288281
PHYL	PGIM Active High Yield Bond ETF	8,969	$361	1.1%	$40.39	—	ETF	69344A206
AGZ	iShares Agency Bond ETF	2,901	$345	1.1%	$119.50	—	ETF	464288166
SDOG	ALPS Sector Dividend Dogs ETF	5,990	$318	1.0%	$53.09	—	ETF	00162Q858
DIV	Global SuperDividend US ETF	15,400	$318	1.0%	$20.65	—	ETF	37950E291
BIZD	VanEck BDC Income ETF	19,800	$318	1.0%	$16.06	—	ETF	92189F411
JEPI	JPMorgan Equity Premium Income ETF	5,500	$317	1.0%	$57.64	—	ETF	46641Q332