BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q3 2023 (← Previous) (Next →)

Filing Date: Oct 10, 2023

Total Value ($000): $154,498 (100.0% shares, 0.0% debt)

Holdings (36)

HYLB Xtrackers USD High Yield Corporate Bond ETF 38.3%

Value ($000) $59,178 Shares 1,743,883 Est. Cost $34.50 Unrealized —

JNK SPDR Bloomberg High Yield Bond ETF 38.2%

Value ($000) $59,040 Shares 652,966 Est. Cost $92.03 Unrealized —

SJNK SPDR Bloomberg Short Term High Yield Bond ETF 8.1%

Value ($000) $12,496 Shares 510,714 Est. Cost $24.47 Unrealized —

BND Vanguard Total Bond Market ETF 3.5%

Value ($000) $5,366 Shares 76,878 Est. Cost $68.62 Unrealized —

HYG iShares iBoxx High Yield Corporate Bond ETF 1.5%

Value ($000) $2,354 Shares 31,930 Est. Cost $75.07 Unrealized —

VIG Vanguard Dividend Appreciation Index Fund ETF 1.1%

Value ($000) $1,678 Shares 10,752 Est. Cost $153.59 Unrealized —

VCIT Vanguard Intermediate-Term Corporate Bond ETF 0.6%

Value ($000) $888 Shares 11,688 Est. Cost $91.50 Unrealized —

MUB iShares National Muni Bond ETF 0.6%

Value ($000) $870 Shares 8,487 Est. Cost $113.44 Unrealized —

JEPQ JPMorgan Nasdaq Equity Premium Income ETF 0.5%

Value ($000) $721 Shares 15,365 Est. Cost $43.72 Unrealized —

JAAA Janus Henderson AAA CLO ETF 0.4%

Value ($000) $690 Shares 13,708 Est. Cost $49.03 Unrealized —

USHY iShares Broad USD High Yield Corporate Bond ETF 0.4%

Value ($000) $682 Shares 19,640 Est. Cost $35.01 Unrealized —

JEPI JPMorgan Equity Premium Income ETF 0.4%

Value ($000) $648 Shares 12,096 Est. Cost $56.58 Unrealized —

GOVT iShares US Treasury Bond ETF 0.4%

Value ($000) $632 Shares 28,661 Est. Cost $23.04 Unrealized —

EEM iShares MSCI Emerging Markets ETF 0.4%

Value ($000) $618 Shares 16,295 Est. Cost $38.44 Unrealized —

AMLP Alerian MLP ETF 0.4%

Value ($000) $587 Shares 13,913 Est. Cost $34.11 Unrealized —

VRP Invesco Variable Rate Preferred ETF 0.4%

Value ($000) $547 Shares 24,459 Est. Cost $25.18 Unrealized —

VBR Vanguard Small Cap Value Index Fund ETF 0.4%

Value ($000) $547 Shares 3,416 Est. Cost $159.49 Unrealized —

TFLO iShares Treasury Floating Rate Bond ETF 0.4%

Value ($000) $544 Shares 10,718 Est. Cost $50.45 Unrealized —

SRLN SPDR Blackstone Senior Loan ETF 0.3%

Value ($000) $534 Shares 12,731 Est. Cost $44.71 Unrealized —

SGOV iShares 0-3 Month Treasury Bond ETF 0.3%

Value ($000) $450 Shares 4,470 Est. Cost $100.67 Unrealized —

CWB SPDR Bloomberg Convertible Securities ETF 0.3%

Value ($000) $415 Shares 6,127 Est. Cost $69.91 Unrealized —

FLOT iShares Floating Rate Bond ETF 0.3%

Value ($000) $410 Shares 8,050 Est. Cost $49.99 Unrealized —

SPHY SPDR Portfolio High Yield Bond ETF 0.3%

Value ($000) $400 Shares 17,827 Est. Cost $22.66 Unrealized —

PCEF Invesco CEF Income Composite ETF 0.3%

Value ($000) $398 Shares 23,250 Est. Cost $23.33 Unrealized —

AGZ iShares Agency Bond ETF 0.3%

Value ($000) $388 Shares 3,665 Est. Cost $115.50 Unrealized —

VGSH Vanguard Short-Term Treasury ETF 0.2%

Value ($000) $386 Shares 6,704 Est. Cost $57.73 Unrealized —

NOBL ProShares S&P 500 Dividend Aristocrats ETF 0.2%

Value ($000) $385 Shares 4,351 Est. Cost $94.27 Unrealized —

HYMB SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 0.2%

Value ($000) $383 Shares 16,076 Est. Cost $38.14 Unrealized —

MBB iShares MBS ETF 0.2%

Value ($000) $374 Shares 4,210 Est. Cost $108.69 Unrealized —

VFH Vanguard Financials Index Fund ETF 0.2%

Value ($000) $369 Shares 4,559 Est. Cost $82.95 Unrealized —

REM iShares Mortgage Real Estate ETF 0.2%

Value ($000) $277 Shares 12,392 Est. Cost $24.40 Unrealized —

IHY VanEck International High Yield Bond ETF 0.2%

Value ($000) $262 Shares 13,379 Est. Cost $23.70 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.2%

Value ($000) $258 Shares 3,121 Est. Cost $58.39 Unrealized —

SDOG ALPS Sector Dividend Dogs ETF 0.2%

Value ($000) $244 Shares 5,185 Est. Cost $52.87 Unrealized —

VHT Vanguard Health Care Index Fund ETF 0.2%

Value ($000) $242 Shares 1,023 Est. Cost $248.88 Unrealized —

IYJ iShares US Industrial ETF 0.2%

Value ($000) $238 Shares 2,358 Est. Cost $96.82 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYLB	Xtrackers USD High Yield Corporate Bond ETF	1,743,883	$59,178	38.3%	$34.50	—	ETF	233051432
JNK	SPDR Bloomberg High Yield Bond ETF	652,966	$59,040	38.2%	$92.03	—	ETF	78468R622
SJNK	SPDR Bloomberg Short Term High Yield Bond ETF	510,714	$12,496	8.1%	$24.47	—	ETF	78468R408
BND	Vanguard Total Bond Market ETF	76,878	$5,366	3.5%	$68.62	—	ETF	921937835
HYG	iShares iBoxx High Yield Corporate Bond ETF	31,930	$2,354	1.5%	$75.07	—	ETF	464288513
VIG	Vanguard Dividend Appreciation Index Fund ETF	10,752	$1,678	1.1%	$153.59	—	ETF	921908844
VCIT	Vanguard Intermediate-Term Corporate Bond ETF	11,688	$888	0.6%	$91.50	—	ETF	92206C870
MUB	iShares National Muni Bond ETF	8,487	$870	0.6%	$113.44	—	ETF	464288414
JEPQ	JPMorgan Nasdaq Equity Premium Income ETF	15,365	$721	0.5%	$43.72	—	ETF	46654Q203
JAAA	Janus Henderson AAA CLO ETF	13,708	$690	0.4%	$49.03	—	ETF	47103U845
USHY	iShares Broad USD High Yield Corporate Bond ETF	19,640	$682	0.4%	$35.01	—	ETF	46435U853
JEPI	JPMorgan Equity Premium Income ETF	12,096	$648	0.4%	$56.58	—	ETF	46641Q332
GOVT	iShares US Treasury Bond ETF	28,661	$632	0.4%	$23.04	—	ETF	46429B267
EEM	iShares MSCI Emerging Markets ETF	16,295	$618	0.4%	$38.44	—	ETF	464287234
AMLP	Alerian MLP ETF	13,913	$587	0.4%	$34.11	—	ETF	00162Q452
VRP	Invesco Variable Rate Preferred ETF	24,459	$547	0.4%	$25.18	—	ETF	46138G870
VBR	Vanguard Small Cap Value Index Fund ETF	3,416	$547	0.4%	$159.49	—	ETF	922908611
TFLO	iShares Treasury Floating Rate Bond ETF	10,718	$544	0.4%	$50.45	—	ETF	46434V860
SRLN	SPDR Blackstone Senior Loan ETF	12,731	$534	0.3%	$44.71	—	ETF	78467V608
SGOV	iShares 0-3 Month Treasury Bond ETF	4,470	$450	0.3%	$100.67	—	ETF	46436E718
CWB	SPDR Bloomberg Convertible Securities ETF	6,127	$415	0.3%	$69.91	—	ETF	78464A359
FLOT	iShares Floating Rate Bond ETF	8,050	$410	0.3%	$49.99	—	ETF	46429B655
SPHY	SPDR Portfolio High Yield Bond ETF	17,827	$400	0.3%	$22.66	—	ETF	78468R606
PCEF	Invesco CEF Income Composite ETF	23,250	$398	0.3%	$23.33	—	ETF	46138E404
AGZ	iShares Agency Bond ETF	3,665	$388	0.3%	$115.50	—	ETF	464288166
VGSH	Vanguard Short-Term Treasury ETF	6,704	$386	0.2%	$57.73	—	ETF	92206C102
NOBL	ProShares S&P 500 Dividend Aristocrats ETF	4,351	$385	0.2%	$94.27	—	ETF	74348A467
HYMB	SPDR Nuveen Bloomberg High Yield Municipal Bond ETF	16,076	$383	0.2%	$38.14	—	ETF	78464A284
MBB	iShares MBS ETF	4,210	$374	0.2%	$108.69	—	ETF	464288588
VFH	Vanguard Financials Index Fund ETF	4,559	$369	0.2%	$82.95	—	ETF	92204A405
REM	iShares Mortgage Real Estate ETF	12,392	$277	0.2%	$24.40	—	ETF	46435G342
IHY	VanEck International High Yield Bond ETF	13,379	$262	0.2%	$23.70	—	ETF	92189F445
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	3,121	$258	0.2%	$58.39	—	ETF	464288281
SDOG	ALPS Sector Dividend Dogs ETF	5,185	$244	0.2%	$52.87	—	ETF	00162Q858
VHT	Vanguard Health Care Index Fund ETF	1,023	$242	0.2%	$248.88	—	ETF	92204A504
IYJ	iShares US Industrial ETF	2,358	$238	0.2%	$96.82	—	ETF	464287754