BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q4 2023 (← Previous) (Next →)

Filing Date: Jan 18, 2024

Total Value ($000): $132,544 (100.0% shares, 0.0% debt)

Holdings (25)

HYLB Xtrackers USD High Yield Corporate Bond ETF 45.0%

Value ($000) $59,589 Shares 1,674,731 Est. Cost $34.50 Unrealized —

JNK SPDR Bloomberg High Yield Bond ETF 18.9%

Value ($000) $25,031 Shares 263,965 Est. Cost $92.03 Unrealized —

IEF iShares 7-10 Year Treasury Bond ETF 17.0%

Value ($000) $22,546 Shares 233,727 Est. Cost $96.46 Unrealized —

HYD VanEck High Yield Muni ETF 4.9%

Value ($000) $6,543 Shares 126,725 Est. Cost $51.63 Unrealized —

CWB SPDR Bloomberg Convertible Securities ETF 4.7%

Value ($000) $6,228 Shares 86,219 Est. Cost $72.07 Unrealized —

DIA SPDR Dow Jones Industrial Average ETF 1.9%

Value ($000) $2,466 Shares 6,540 Est. Cost $377.06 Unrealized —

HYG iShares iBoxx High Yield Corporate Bond ETF 1.7%

Value ($000) $2,237 Shares 28,909 Est. Cost $75.07 Unrealized —

BND Vanguard Total Bond Market ETF 1.2%

Value ($000) $1,653 Shares 22,426 Est. Cost $68.62 Unrealized —

VIG Vanguard Dividend Appreciation Index Fund ETF 0.6%

Value ($000) $838 Shares 4,910 Est. Cost $153.59 Unrealized —

TFLO iShares Treasury Floating Rate Bond ETF 0.6%

Value ($000) $735 Shares 14,558 Est. Cost $50.46 Unrealized —

IBND SPDR Bloomberg International Corporate Bond ETF 0.3%

Value ($000) $402 Shares 13,436 Est. Cost $29.94 Unrealized —

PCEF Invesco CEF Income Composite ETF 0.3%

Value ($000) $391 Shares 21,743 Est. Cost $23.33 Unrealized —

TLT iShares 20plus Year Treasury Bond ETF 0.3%

Value ($000) $381 Shares 3,856 Est. Cost $98.88 Unrealized —

VBR Vanguard Small Cap Value Index Fund ETF 0.3%

Value ($000) $342 Shares 1,882 Est. Cost $159.49 Unrealized —

FLOT iShares Floating Rate Bond ETF 0.3%

Value ($000) $332 Shares 6,551 Est. Cost $49.99 Unrealized —

JPST JPMorgan Ultra-Short Income ETF 0.3%

Value ($000) $332 Shares 6,600 Est. Cost $50.23 Unrealized —

VRP Invesco Variable Rate Preferred ETF 0.2%

Value ($000) $331 Shares 14,330 Est. Cost $25.18 Unrealized —

JBBB Janus Henderson B-BBB CLO ETF 0.2%

Value ($000) $327 Shares 6,810 Est. Cost $47.95 Unrealized —

EEM iShares MSCI Emerging Markets ETF 0.2%

Value ($000) $324 Shares 8,053 Est. Cost $38.44 Unrealized —

GLD SPDR Gold Shares ETF 0.2%

Value ($000) $314 Shares 1,640 Est. Cost $191.47 Unrealized —

AMLP Alerian MLP ETF 0.2%

Value ($000) $306 Shares 7,186 Est. Cost $34.11 Unrealized —

BWX SPDR Bloomberg International Treasury Bond ETF 0.2%

Value ($000) $245 Shares 10,561 Est. Cost $23.18 Unrealized —

MUB iShares National Muni Bond ETF 0.2%

Value ($000) $230 Shares 2,117 Est. Cost $113.44 Unrealized —

IYJ iShares US Industrial ETF 0.2%

Value ($000) $216 Shares 1,881 Est. Cost $96.82 Unrealized —

VHT Vanguard Health Care Index Fund ETF 0.2%

Value ($000) $208 Shares 828 Est. Cost $248.88 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYLB	Xtrackers USD High Yield Corporate Bond ETF	1,674,731	$59,589	45.0%	$34.50	—	ETF	233051432
JNK	SPDR Bloomberg High Yield Bond ETF	263,965	$25,031	18.9%	$92.03	—	ETF	78468R622
IEF	iShares 7-10 Year Treasury Bond ETF	233,727	$22,546	17.0%	$96.46	—	ETF	464287440
HYD	VanEck High Yield Muni ETF	126,725	$6,543	4.9%	$51.63	—	ETF	92189H409
CWB	SPDR Bloomberg Convertible Securities ETF	86,219	$6,228	4.7%	$72.07	—	ETF	78464A359
DIA	SPDR Dow Jones Industrial Average ETF	6,540	$2,466	1.9%	$377.06	—	ETF	78467X109
HYG	iShares iBoxx High Yield Corporate Bond ETF	28,909	$2,237	1.7%	$75.07	—	ETF	464288513
BND	Vanguard Total Bond Market ETF	22,426	$1,653	1.2%	$68.62	—	ETF	921937835
VIG	Vanguard Dividend Appreciation Index Fund ETF	4,910	$838	0.6%	$153.59	—	ETF	921908844
TFLO	iShares Treasury Floating Rate Bond ETF	14,558	$735	0.6%	$50.46	—	ETF	46434V860
IBND	SPDR Bloomberg International Corporate Bond ETF	13,436	$402	0.3%	$29.94	—	ETF	78464A151
PCEF	Invesco CEF Income Composite ETF	21,743	$391	0.3%	$23.33	—	ETF	46138E404
TLT	iShares 20plus Year Treasury Bond ETF	3,856	$381	0.3%	$98.88	—	ETF	464287432
VBR	Vanguard Small Cap Value Index Fund ETF	1,882	$342	0.3%	$159.49	—	ETF	922908611
FLOT	iShares Floating Rate Bond ETF	6,551	$332	0.3%	$49.99	—	ETF	46429B655
JPST	JPMorgan Ultra-Short Income ETF	6,600	$332	0.3%	$50.23	—	ETF	46641Q837
VRP	Invesco Variable Rate Preferred ETF	14,330	$331	0.2%	$25.18	—	ETF	46138G870
JBBB	Janus Henderson B-BBB CLO ETF	6,810	$327	0.2%	$47.95	—	ETF	47103U753
EEM	iShares MSCI Emerging Markets ETF	8,053	$324	0.2%	$38.44	—	ETF	464287234
GLD	SPDR Gold Shares ETF	1,640	$314	0.2%	$191.47	—	ETF	78463V107
AMLP	Alerian MLP ETF	7,186	$306	0.2%	$34.11	—	ETF	00162Q452
BWX	SPDR Bloomberg International Treasury Bond ETF	10,561	$245	0.2%	$23.18	—	ETF	78464A516
MUB	iShares National Muni Bond ETF	2,117	$230	0.2%	$113.44	—	ETF	464288414
IYJ	iShares US Industrial ETF	1,881	$216	0.2%	$96.82	—	ETF	464287754
VHT	Vanguard Health Care Index Fund ETF	828	$208	0.2%	$248.88	—	ETF	92204A504