BTS Asset Management, Inc. Quant / Systematic

Location: Lincoln, MA

CIK: 0001532842 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 12, 2019

Total Value: $731M (100.0% shares, 0.0% debt)

Holdings (18)

JNK SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF 49.3%

Value $360M Shares 3,329,849 Est. Cost $108.22 Unrealized —

HYG iShares iBoxx High Yield Corporate Bond ETF 49.1%

Value $359M Shares 4,138,416 Est. Cost $86.76 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 0.8%

Value $5.682M Shares 114,106 Est. Cost $49.58 Unrealized —

SJNK SPDR Bloomberg Barclays Short Term High Yield 0.7%

Value $5.343M Shares 199,176 Est. Cost $26.83 Unrealized —

EDV Vanguard Extended Duration Treasury ETF 0.0%

Value $92,000 Shares 651 Est. Cost $125.96 Unrealized —

SRLN SPDR Blackstone / GSO Senior Loan ETF 0.0%

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

CWB SPDR Bloomberg Barclays Convertible Securities 0.0%

Value $89,000 Shares 1,727 Est. Cost $52.69 Unrealized —

PFF iShares Preferred & Income Securities ETF 0.0%

Value $69,000 Shares 1,852 Est. Cost $36.72 Unrealized —

LQD iShares iBoxx $ Investment Grade Corporate Bond 0.0%

Value $65,000 Shares 511 Est. Cost $123.29 Unrealized —

MBB iShares MBS ETF 0.0%

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 —

TLH iShares 10-20 Year Treasury Bond ETF 0.0%

Value $33,000 Shares 222 Est. Cost $139.64 Unrealized —

BWX SPDR Bloomberg Barclays International Treasury 0.0%

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

IHY VanEck Vectors International High Yield Bond ETF 0.0%

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

BND Vanguard Total Bond Market ETF 0.0%

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

TIP iShares TIPS Bond ETF 0.0%

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

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.0%

Value $23,000 Shares 206 Est. Cost $111.65 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
JNK	SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF	3,329,849	$360M	49.3%	$108.22	—	ETF	78468R622
HYG	iShares iBoxx High Yield Corporate Bond ETF	4,138,416	$359M	49.1%	$86.76	—	ETF	464288513
HYLB	Xtrackers USD High Yield Corporate Bond ETF	114,106	$5.682M	0.8%	$49.58	—	ETF	233051432
SJNK	SPDR Bloomberg Barclays Short Term High Yield	199,176	$5.343M	0.7%	$26.83	—	ETF	78468R408
EDV	Vanguard Extended Duration Treasury ETF	651	$92,000	0.0%	$125.96	—	ETF	921910709
SRLN	SPDR Blackstone / GSO Senior Loan ETF	1,965	$90,000	0.0%	$45.80	—	ETF	78467V608
CWB	SPDR Bloomberg Barclays Convertible Securities	1,727	$89,000	0.0%	$52.69	—	ETF	78464A359
PFF	iShares Preferred & Income Securities ETF	1,852	$69,000	0.0%	$36.72	—	ETF	464288687
LQD	iShares iBoxx $ Investment Grade Corporate Bond	511	$65,000	0.0%	$123.29	—	ETF	464287242
MBB	iShares MBS ETF	571	$61,000	0.0%	$106.83	—	ETF	464288588
AGZ	iShares Agency Bond ETF	401	$46,000	0.0%	$114.71	—	ETF	464288166
TLH	iShares 10-20 Year Treasury Bond ETF	222	$33,000	0.0%	$139.64	—	ETF	464288653
BWX	SPDR Bloomberg Barclays International Treasury	1,088	$31,000	0.0%	$28.49	—	ETF	78464A516
IHY	VanEck Vectors International High Yield Bond ETF	1,237	$30,000	0.0%	$24.25	—	ETF	92189F445
BND	Vanguard Total Bond Market ETF	281	$23,000	0.0%	$81.85	—	ETF	921937835
TIP	iShares TIPS Bond ETF	201	$23,000	0.0%	$114.43	—	ETF	464287176
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	206	$23,000	0.0%	$111.65	—	ETF	464288281
IBND	SPDR Bloomberg Barclays International Corporate	454	$15,000	0.0%	$33.04	—	ETF	78464A151