BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q1 2024 (← Previous) (Next →)

Filing Date: Apr 22, 2024

Total Value ($000): $120,890 (100.0% shares, 0.0% debt)

Holdings (36)

HYLB Xtrackers USD High Yield Corporate Bond ETF 60.6%

Value ($000) $73,250 Shares 2,050,270 Est. Cost $34.72 Unrealized —

JNK SPDR Bloomberg High Yield Bond ETF 18.4%

Value ($000) $22,293 Shares 234,068 Est. Cost $92.03 Unrealized —

HYD VanEck High Yield Muni ETF 4.9%

Value ($000) $5,907 Shares 113,093 Est. Cost $51.63 Unrealized —

CWB SPDR Bloomberg Convertible Securities ETF 4.7%

Value ($000) $5,686 Shares 77,813 Est. Cost $72.07 Unrealized —

HYG iShares iBoxx High Yield Corporate Bond ETF 1.6%

Value ($000) $1,987 Shares 25,567 Est. Cost $75.07 Unrealized —

DIA SPDR Dow Jones Industrial Average ETF 1.6%

Value ($000) $1,910 Shares 4,805 Est. Cost $377.06 Unrealized —

BND Vanguard Total Bond Market ETF 0.9%

Value ($000) $1,088 Shares 14,963 Est. Cost $68.62 Unrealized —

USHY iShares Broad USD High Yield Corporate Bond ETF 0.7%

Value ($000) $865 Shares 23,635 Est. Cost $36.59 Unrealized —

TFLO iShares Treasury Floating Rate Bond ETF 0.7%

Value ($000) $804 Shares 15,857 Est. Cost $50.48 Unrealized —

VIG Vanguard Dividend Appreciation Index Fund ETF 0.5%

Value ($000) $555 Shares 3,045 Est. Cost $153.59 Unrealized —

PCEF Invesco CEF Income Composite ETF 0.4%

Value ($000) $461 Shares 24,453 Est. Cost $22.83 Unrealized —

IBND SPDR Bloomberg International Corporate Bond ETF 0.4%

Value ($000) $440 Shares 15,127 Est. Cost $29.85 Unrealized —

TLT iShares 20plus Year Treasury Bond ETF 0.4%

Value ($000) $440 Shares 4,648 Est. Cost $98.15 Unrealized —

AMLP Alerian MLP ETF 0.3%

Value ($000) $394 Shares 8,305 Est. Cost $35.91 Unrealized —

VRP Invesco Variable Rate Preferred ETF 0.3%

Value ($000) $365 Shares 15,337 Est. Cost $25.09 Unrealized —

GLD SPDR Gold Shares ETF 0.3%

Value ($000) $364 Shares 1,794 Est. Cost $192.47 Unrealized —

JBBB Janus Henderson B-BBB CLO ETF 0.3%

Value ($000) $361 Shares 7,391 Est. Cost $48.03 Unrealized —

FLOT iShares Floating Rate Bond ETF 0.3%

Value ($000) $358 Shares 7,020 Est. Cost $50.06 Unrealized —

JPST JPMorgan Ultra-Short Income ETF 0.3%

Value ($000) $357 Shares 7,081 Est. Cost $50.24 Unrealized —

VBR Vanguard Small Cap Value Index Fund ETF 0.3%

Value ($000) $328 Shares 1,716 Est. Cost $159.49 Unrealized —

MUB iShares National Muni Bond ETF 0.2%

Value ($000) $266 Shares 2,468 Est. Cost $112.61 Unrealized —

BWX SPDR Bloomberg International Treasury Bond ETF 0.2%

Value ($000) $262 Shares 11,764 Est. Cost $23.08 Unrealized —

PSP Invesco Global Listed Private Equity ETF 0.2%

Value ($000) $195 Shares 2,964 Est. Cost $65.93 Unrealized —

VFH Vanguard Financials ETF 0.2%

Value ($000) $187 Shares 1,830 Est. Cost $102.13 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.2%

Value ($000) $184 Shares 2,046 Est. Cost $89.70 Unrealized —

HYMB SPDR Nuveen Bloomberg High Yield Municipal Bond ETF 0.1%

Value ($000) $181 Shares 7,036 Est. Cost $25.69 Unrealized —

BKLN Invesco Senior Loan ETF 0.1%

Value ($000) $178 Shares 8,419 Est. Cost $21.15 Unrealized —

VCIT Vanguard Intermediate Term Corporate Bond ETF 0.1%

Value ($000) $178 Shares 2,208 Est. Cost $80.53 Unrealized —

IYR iShares US Real Estate ETF 0.1%

Value ($000) $176 Shares 1,963 Est. Cost $89.86 Unrealized —

IYJ iShares US Industrial ETF 0.1%

Value ($000) $172 Shares 1,369 Est. Cost $96.82 Unrealized —

VHT Vanguard Health Care Index Fund ETF 0.1%

Value ($000) $167 Shares 616 Est. Cost $248.88 Unrealized —

EEM iShares MSCI Emerging Markets ETF 0.1%

Value ($000) $153 Shares 3,729 Est. Cost $38.44 Unrealized —

XLE Energy Select Sector SPDR Fund 0.1%

Value ($000) $103 Shares 1,091 Est. Cost $94.39 Unrealized —

VIS Vanguard Industrials ETF 0.1%

Value ($000) $100 Shares 409 Est. Cost $244.05 Unrealized —

IHY VanEck International High Yield Bond ETF 0.1%

Value ($000) $89 Shares 4,303 Est. Cost $20.69 Unrealized —

REM iShare Mortgage Real Estate ETF 0.1%

Value ($000) $88 Shares 3,772 Est. Cost $23.23 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYLB	Xtrackers USD High Yield Corporate Bond ETF	2,050,270	$73,250	60.6%	$34.72	—	ETF	233051432
JNK	SPDR Bloomberg High Yield Bond ETF	234,068	$22,293	18.4%	$92.03	—	ETF	78468R622
HYD	VanEck High Yield Muni ETF	113,093	$5,907	4.9%	$51.63	—	ETF	92189H409
CWB	SPDR Bloomberg Convertible Securities ETF	77,813	$5,686	4.7%	$72.07	—	ETF	78464A359
HYG	iShares iBoxx High Yield Corporate Bond ETF	25,567	$1,987	1.6%	$75.07	—	ETF	464288513
DIA	SPDR Dow Jones Industrial Average ETF	4,805	$1,910	1.6%	$377.06	—	ETF	78467X109
BND	Vanguard Total Bond Market ETF	14,963	$1,088	0.9%	$68.62	—	ETF	921937835
USHY	iShares Broad USD High Yield Corporate Bond ETF	23,635	$865	0.7%	$36.59	—	ETF	46435U853
TFLO	iShares Treasury Floating Rate Bond ETF	15,857	$804	0.7%	$50.48	—	ETF	46434V860
VIG	Vanguard Dividend Appreciation Index Fund ETF	3,045	$555	0.5%	$153.59	—	ETF	921908844
PCEF	Invesco CEF Income Composite ETF	24,453	$461	0.4%	$22.83	—	ETF	46138E404
IBND	SPDR Bloomberg International Corporate Bond ETF	15,127	$440	0.4%	$29.85	—	ETF	78464A151
TLT	iShares 20plus Year Treasury Bond ETF	4,648	$440	0.4%	$98.15	—	ETF	464287432
AMLP	Alerian MLP ETF	8,305	$394	0.3%	$35.91	—	ETF	00162Q452
VRP	Invesco Variable Rate Preferred ETF	15,337	$365	0.3%	$25.09	—	ETF	46138G870
GLD	SPDR Gold Shares ETF	1,794	$364	0.3%	$192.47	—	ETF	78463V107
JBBB	Janus Henderson B-BBB CLO ETF	7,391	$361	0.3%	$48.03	—	ETF	47103U753
FLOT	iShares Floating Rate Bond ETF	7,020	$358	0.3%	$50.06	—	ETF	46429B655
JPST	JPMorgan Ultra-Short Income ETF	7,081	$357	0.3%	$50.24	—	ETF	46641Q837
VBR	Vanguard Small Cap Value Index Fund ETF	1,716	$328	0.3%	$159.49	—	ETF	922908611
MUB	iShares National Muni Bond ETF	2,468	$266	0.2%	$112.61	—	ETF	464288414
BWX	SPDR Bloomberg International Treasury Bond ETF	11,764	$262	0.2%	$23.08	—	ETF	78464A516
PSP	Invesco Global Listed Private Equity ETF	2,964	$195	0.2%	$65.93	—	ETF	46137V118
VFH	Vanguard Financials ETF	1,830	$187	0.2%	$102.13	—	ETF	92204A405
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	2,046	$184	0.2%	$89.70	—	ETF	464288281
HYMB	SPDR Nuveen Bloomberg High Yield Municipal Bond ETF	7,036	$181	0.1%	$25.69	—	ETF	78464A284
BKLN	Invesco Senior Loan ETF	8,419	$178	0.1%	$21.15	—	ETF	46138G508
VCIT	Vanguard Intermediate Term Corporate Bond ETF	2,208	$178	0.1%	$80.53	—	ETF	92206C870
IYR	iShares US Real Estate ETF	1,963	$176	0.1%	$89.86	—	ETF	464287739
IYJ	iShares US Industrial ETF	1,369	$172	0.1%	$96.82	—	ETF	464287754
VHT	Vanguard Health Care Index Fund ETF	616	$167	0.1%	$248.88	—	ETF	92204A504
EEM	iShares MSCI Emerging Markets ETF	3,729	$153	0.1%	$38.44	—	ETF	464287234
XLE	Energy Select Sector SPDR Fund	1,091	$103	0.1%	$94.39	—	ETF	81369Y506
VIS	Vanguard Industrials ETF	409	$100	0.1%	$244.05	—	ETF	92204A603
IHY	VanEck International High Yield Bond ETF	4,303	$89	0.1%	$20.69	—	ETF	92189F445
REM	iShare Mortgage Real Estate ETF	3,772	$88	0.1%	$23.23	—	ETF	46435G342