BTS Asset Management, Inc. Quant / Systematic

Location: Lincoln, MA

CIK: 0001532842 · Show all filings

Period: Q2 2019 (← Previous) (Next →)

Filing Date: Aug 14, 2019

Total Value: $92.05M (100.0% shares, 0.0% debt)

Holdings (18)

IEF iShares 7-10 Year Treasury Bond ETF 87.0%

Value $80.04M Shares 727,904 Est. Cost $109.96 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 8.2%

Value $7.518M Shares 150,223 Est. Cost $49.58 Unrealized —

TLT iShares 20 plus Year Treasury Bond ETF 4.1%

Value $3.78M Shares 28,586 Est. Cost $132.23 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities 0.1%

Value $91,000 Shares 1,727 Est. Cost $52.69 Unrealized —

SRLN SPDR Blackstone / GSO Senior Loan ETF 0.1%

Value $90,000 Shares 1,965 Est. Cost $45.80 Unrealized —

EDV Vanguard Extended Duration Treasury ETF 0.1%

Value $82,000 Shares 651 Est. Cost $125.96 Unrealized —

PFF iShares Preferred & Income Securities ETF 0.1%

Value $68,000 Shares 1,852 Est. Cost $36.72 Unrealized —

LQD iShares iBoxx $ Investment Grade Corporate Bond 0.1%

Value $63,000 Shares 511 Est. Cost $123.29 Unrealized —

MBB iShares MBS ETF 0.1%

Value $61,000 Shares 571 Est. Cost $106.83 Unrealized —

AGZ iShares Agency Bond ETF 0.0%

Value $46,000 Shares 401 Est. Cost $114.71 Unrealized —

SJNK SPDR Bloomberg Barclays Short Term High Yield 0.0%

Value $37,000 Shares 1,391 Est. Cost $27.85 Unrealized —

BWX SPDR Bloomberg Barclays International Treasury 0.0%

Value $31,000 Shares 1,088 Est. Cost $28.49 Unrealized —

TLH iShares 10-20 Year Treasury Bond ETF 0.0%

Value $31,000 Shares 222 Est. Cost $139.64 Unrealized —

IHY VanEck Vectors International High Yield Bond ETF 0.0%

Value $30,000 Shares 1,237 Est. Cost $24.25 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.0%

Value $23,000 Shares 206 Est. Cost $111.65 Unrealized —

TIP iShares TIPS Bond ETF 0.0%

Value $23,000 Shares 201 Est. Cost $114.43 Unrealized —

BND Vanguard Total Bond Market ETF 0.0%

Value $23,000 Shares 281 Est. Cost $81.85 Unrealized —

IBND SPDR Bloomberg Barclays International Corporate 0.0%

Value $15,000 Shares 454 Est. Cost $33.04 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
IEF	iShares 7-10 Year Treasury Bond ETF	727,904	$80.04M	87.0%	$109.96	—	ETF	464287440
HYLB	Xtrackers USD High Yield Corporate Bond ETF	150,223	$7.518M	8.2%	$49.58	—	ETF	233051432
TLT	iShares 20 plus Year Treasury Bond ETF	28,586	$3.78M	4.1%	$132.23	—	ETF	464287432
CWB	SPDR Bloomberg Barclays Convertible Securities	1,727	$91,000	0.1%	$52.69	—	ETF	78464A359
SRLN	SPDR Blackstone / GSO Senior Loan ETF	1,965	$90,000	0.1%	$45.80	—	ETF	78467V608
EDV	Vanguard Extended Duration Treasury ETF	651	$82,000	0.1%	$125.96	—	ETF	921910709
PFF	iShares Preferred & Income Securities ETF	1,852	$68,000	0.1%	$36.72	—	ETF	464288687
LQD	iShares iBoxx $ Investment Grade Corporate Bond	511	$63,000	0.1%	$123.29	—	ETF	464287242
MBB	iShares MBS ETF	571	$61,000	0.1%	$106.83	—	ETF	464288588
AGZ	iShares Agency Bond ETF	401	$46,000	0.0%	$114.71	—	ETF	464288166
SJNK	SPDR Bloomberg Barclays Short Term High Yield	1,391	$37,000	0.0%	$27.85	—	ETF	78468R408
BWX	SPDR Bloomberg Barclays International Treasury	1,088	$31,000	0.0%	$28.49	—	ETF	78464A516
TLH	iShares 10-20 Year Treasury Bond ETF	222	$31,000	0.0%	$139.64	—	ETF	464288653
IHY	VanEck Vectors International High Yield Bond ETF	1,237	$30,000	0.0%	$24.25	—	ETF	92189F445
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	206	$23,000	0.0%	$111.65	—	ETF	464288281
TIP	iShares TIPS Bond ETF	201	$23,000	0.0%	$114.43	—	ETF	464287176
BND	Vanguard Total Bond Market ETF	281	$23,000	0.0%	$81.85	—	ETF	921937835
IBND	SPDR Bloomberg Barclays International Corporate	454	$15,000	0.0%	$33.04	—	ETF	78464A151