BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q2 2024 (← Previous) (Next →)

Filing Date: Aug 5, 2024

Total Value ($000): $107,350 (100.0% shares, 0.0% debt)

Holdings (22)

HYLB Xtrackers USD High Yield Corporate Bond ETF 62.9%

Value ($000) $67,569 Shares 1,904,747 Est. Cost $34.72 Unrealized —

JNK SPDR Bloomberg High Yield Bond ETF 19.1%

Value ($000) $20,514 Shares 217,464 Est. Cost $92.03 Unrealized —

HYD VanEck High Yield Muni ETF 5.0%

Value ($000) $5,403 Shares 104,490 Est. Cost $51.63 Unrealized —

CWB SPDR Bloomberg Convertible Securities ETF 4.9%

Value ($000) $5,248 Shares 72,791 Est. Cost $72.07 Unrealized —

HYG iShares iBoxx High Yield Corporate Bond ETF 1.7%

Value ($000) $1,805 Shares 23,403 Est. Cost $75.07 Unrealized —

USHY iShares Broad USD High Yield Corporate Bond ETF 0.7%

Value ($000) $785 Shares 21,640 Est. Cost $36.59 Unrealized —

TFLO iShares Treasury Floating Rate Bond ETF 0.7%

Value ($000) $768 Shares 15,154 Est. Cost $50.48 Unrealized —

BND Vanguard Total Bond Market ETF 0.5%

Value ($000) $583 Shares 8,056 Est. Cost $68.62 Unrealized —

JAAA Janus Henderson AAA CLO ETF 0.4%

Value ($000) $427 Shares 8,384 Est. Cost $50.88 Unrealized —

FLOT iShares Floating Rate Bond ETF 0.4%

Value ($000) $426 Shares 8,345 Est. Cost $50.23 Unrealized —

JBBB Janus Henderson B-BBB CLO ETF 0.4%

Value ($000) $422 Shares 8,572 Est. Cost $48.19 Unrealized —

STLD Steel Dynamics Inc 0.3%

Value ($000) $370 Shares 2,955 Est. Cost $130.12 Unrealized 0.0%

VIG Vanguard Dividend Appreciation Index Fund ETF 0.3%

Value ($000) $364 Shares 1,985 Est. Cost $153.59 Unrealized —

PCEF Invesco CEF Income Composite ETF 0.3%

Value ($000) $346 Shares 18,383 Est. Cost $22.83 Unrealized —

AMLP Alerian MLP ETF 0.3%

Value ($000) $344 Shares 7,165 Est. Cost $35.91 Unrealized —

BWX SPDR Bloomberg International Treasury Bond ETF 0.3%

Value ($000) $335 Shares 15,620 Est. Cost $22.68 Unrealized —

VRP Invesco Variable Rate Preferred ETF 0.3%

Value ($000) $332 Shares 13,857 Est. Cost $25.09 Unrealized —

TIP iShares TIPS Bond ETF 0.3%

Value ($000) $320 Shares 2,999 Est. Cost $106.78 Unrealized —

LW Lamb Weston Holdings Inc 0.3%

Value ($000) $274 Shares 3,288 Est. Cost $82.13 Unrealized 0.0%

TLT iShares 20plus Year Treasury Bond ETF 0.2%

Value ($000) $259 Shares 2,819 Est. Cost $98.15 Unrealized —

IBND SPDR Bloomberg International Corporate Bond ETF 0.2%

Value ($000) $255 Shares 8,896 Est. Cost $29.85 Unrealized —

VPU Vanguard Utilities ETF 0.2%

Value ($000) $202 Shares 1,359 Est. Cost $148.51 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYLB	Xtrackers USD High Yield Corporate Bond ETF	1,904,747	$67,569	62.9%	$34.72	—	ETF	233051432
JNK	SPDR Bloomberg High Yield Bond ETF	217,464	$20,514	19.1%	$92.03	—	ETF	78468R622
HYD	VanEck High Yield Muni ETF	104,490	$5,403	5.0%	$51.63	—	ETF	92189H409
CWB	SPDR Bloomberg Convertible Securities ETF	72,791	$5,248	4.9%	$72.07	—	ETF	78464A359
HYG	iShares iBoxx High Yield Corporate Bond ETF	23,403	$1,805	1.7%	$75.07	—	ETF	464288513
USHY	iShares Broad USD High Yield Corporate Bond ETF	21,640	$785	0.7%	$36.59	—	ETF	46435U853
TFLO	iShares Treasury Floating Rate Bond ETF	15,154	$768	0.7%	$50.48	—	ETF	46434V860
BND	Vanguard Total Bond Market ETF	8,056	$583	0.5%	$68.62	—	ETF	921937835
JAAA	Janus Henderson AAA CLO ETF	8,384	$427	0.4%	$50.88	—	ETF	47103U845
FLOT	iShares Floating Rate Bond ETF	8,345	$426	0.4%	$50.23	—	ETF	46429B655
JBBB	Janus Henderson B-BBB CLO ETF	8,572	$422	0.4%	$48.19	—	ETF	47103U753
STLD	Steel Dynamics Inc	2,955	$370	0.3%	$130.12	0.0%	Common Stock	858119100
VIG	Vanguard Dividend Appreciation Index Fund ETF	1,985	$364	0.3%	$153.59	—	ETF	921908844
PCEF	Invesco CEF Income Composite ETF	18,383	$346	0.3%	$22.83	—	ETF	46138E404
AMLP	Alerian MLP ETF	7,165	$344	0.3%	$35.91	—	ETF	00162Q452
BWX	SPDR Bloomberg International Treasury Bond ETF	15,620	$335	0.3%	$22.68	—	ETF	78464A516
VRP	Invesco Variable Rate Preferred ETF	13,857	$332	0.3%	$25.09	—	ETF	46138G870
TIP	iShares TIPS Bond ETF	2,999	$320	0.3%	$106.78	—	ETF	464287176
LW	Lamb Weston Holdings Inc	3,288	$274	0.3%	$82.13	0.0%	Common Stock	513272104
TLT	iShares 20plus Year Treasury Bond ETF	2,819	$259	0.2%	$98.15	—	ETF	464287432
IBND	SPDR Bloomberg International Corporate Bond ETF	8,896	$255	0.2%	$29.85	—	ETF	78464A151
VPU	Vanguard Utilities ETF	1,359	$202	0.2%	$148.51	—	ETF	92204A876