BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 14, 2020

Total Value ($000): $623,529 (100.0% shares, 0.0% debt)

Holdings (20)

JNK SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF 45.8%

Value ($000) $285,783 Shares 9,959,533 Est. Cost $55.28 Unrealized —

HYG iShares iBoxx High Yield Corporate Bond ETF 43.2%

Value ($000) $269,083 Shares 3,060,777 Est. Cost $86.76 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities 3.3%

Value ($000) $20,678 Shares 372,777 Est. Cost $55.46 Unrealized —

SPLV Invesco S&P 500 Low Volatility ETF 3.3%

Value ($000) $20,508 Shares 352,013 Est. Cost $58.26 Unrealized —

TLT iShares TR Barclays 20 YR Treas BD ETF 3.1%

Value ($000) $19,327 Shares 141,260 Est. Cost $136.82 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 0.6%

Value ($000) $3,922 Shares 77,858 Est. Cost $49.58 Unrealized —

SJNK SPDR Bloomberg Barclays Short Term High Yield 0.6%

Value ($000) $3,627 Shares 134,643 Est. Cost $26.83 Unrealized —

SRLN SPDR Blackstone / GSO Senior Loan ETF 0.0%

Value ($000) $92 Shares 1,965 Est. Cost $45.80 Unrealized —

EDV Vanguard Extended Duration Treasury ETF 0.0%

Value ($000) $85 Shares 651 Est. Cost $125.96 Unrealized —

PFF iShares Preferred & Income Securities ETF 0.0%

Value ($000) $70 Shares 1,852 Est. Cost $36.72 Unrealized —

LQD iShares iBoxx $ Investment Grade Corporate Bond 0.0%

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

MBB iShares MBS ETF 0.0%

Value ($000) $62 Shares 571 Est. Cost $106.83 Unrealized —

AGZ iShares Agency Bond ETF 0.0%

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

TLH iShares 10-20 Year Treasury Bond ETF 0.0%

Value ($000) $32 Shares 222 Est. Cost $139.64 Unrealized —

IHY VanEck Vectors International High Yield Bond ETF 0.0%

Value ($000) $31 Shares 1,237 Est. Cost $24.25 Unrealized —

BWX SPDR Bloomberg Barclays International Treasury 0.0%

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

BND Vanguard Total Bond Market ETF 0.0%

Value ($000) $24 Shares 281 Est. Cost $81.85 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.0%

Value ($000) $24 Shares 206 Est. Cost $111.65 Unrealized —

TIP iShares TIPS Bond ETF 0.0%

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

IBND SPDR Bloomberg Barclays International Corporate 0.0%

Value ($000) $16 Shares 454 Est. Cost $33.04 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
JNK	SPDR BLOOMBERG BARCLAYS HIGH YIELD BOND ETF	9,959,533	$285,783	45.8%	$55.28	—	ETF	78468R622
HYG	iShares iBoxx High Yield Corporate Bond ETF	3,060,777	$269,083	43.2%	$86.76	—	ETF	464288513
CWB	SPDR Bloomberg Barclays Convertible Securities	372,777	$20,678	3.3%	$55.46	—	ETF	78464A359
SPLV	Invesco S&P 500 Low Volatility ETF	352,013	$20,508	3.3%	$58.26	—	ETF	46138E354
TLT	iShares TR Barclays 20 YR Treas BD ETF	141,260	$19,327	3.1%	$136.82	—	ETF	464287432
HYLB	Xtrackers USD High Yield Corporate Bond ETF	77,858	$3,922	0.6%	$49.58	—	ETF	233051432
SJNK	SPDR Bloomberg Barclays Short Term High Yield	134,643	$3,627	0.6%	$26.83	—	ETF	78468R408
SRLN	SPDR Blackstone / GSO Senior Loan ETF	1,965	$92	0.0%	$45.80	—	ETF	78467V608
EDV	Vanguard Extended Duration Treasury ETF	651	$85	0.0%	$125.96	—	ETF	921910709
PFF	iShares Preferred & Income Securities ETF	1,852	$70	0.0%	$36.72	—	ETF	464288687
LQD	iShares iBoxx $ Investment Grade Corporate Bond	511	$65	0.0%	$123.29	—	ETF	464287242
MBB	iShares MBS ETF	571	$62	0.0%	$106.83	—	ETF	464288588
AGZ	iShares Agency Bond ETF	401	$46	0.0%	$114.71	—	ETF	464288166
TLH	iShares 10-20 Year Treasury Bond ETF	222	$32	0.0%	$139.64	—	ETF	464288653
IHY	VanEck Vectors International High Yield Bond ETF	1,237	$31	0.0%	$24.25	—	ETF	92189F445
BWX	SPDR Bloomberg Barclays International Treasury	1,088	$31	0.0%	$28.49	—	ETF	78464A516
BND	Vanguard Total Bond Market ETF	281	$24	0.0%	$81.85	—	ETF	921937835
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	206	$24	0.0%	$111.65	—	ETF	464288281
TIP	iShares TIPS Bond ETF	201	$23	0.0%	$114.43	—	ETF	464287176
IBND	SPDR Bloomberg Barclays International Corporate	454	$16	0.0%	$33.04	—	ETF	78464A151