BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $5,219 (100.0% shares, 0.0% debt)

Holdings (16)

VBR Vanguard Small-Cap Viper 64.5%

Value ($000) $3,366 Shares 37,910 Est. Cost $88.79 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities 4.7%

Value ($000) $244 Shares 4,538 Est. Cost $55.46 Unrealized —

SRLN SPDR Blackstone / GSO Senior Loan ETF 4.5%

Value ($000) $237 Shares 5,169 Est. Cost $45.83 Unrealized —

TLH iShares 10-20 Year Treasury Bond ETF 4.2%

Value ($000) $220 Shares 1,317 Est. Cost $162.43 Unrealized —

EDV Vanguard Extended Duration Treasury ETF 3.9%

Value ($000) $201 Shares 1,519 Est. Cost $129.60 Unrealized —

PFF iShares Preferred & Income Securities ETF 3.7%

Value ($000) $192 Shares 5,347 Est. Cost $36.19 Unrealized —

LQD iShares iBoxx $ Investment Grade Corporate Bond 3.0%

Value ($000) $155 Shares 1,237 Est. Cost $124.47 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 2.3%

Value ($000) $120 Shares 2,917 Est. Cost $49.58 Unrealized —

MBB iShares MBS ETF 2.3%

Value ($000) $119 Shares 1,106 Est. Cost $107.20 Unrealized —

SJNK SPDR Bloomberg Barclays Short Term High Yield 1.9%

Value ($000) $99 Shares 3,733 Est. Cost $26.83 Unrealized —

AGZ iShares Agency Bond ETF 1.6%

Value ($000) $86 Shares 718 Est. Cost $116.95 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.9%

Value ($000) $46 Shares 399 Est. Cost $113.41 Unrealized —

IHY VanEck Vectors International High Yield Bond ETF 0.8%

Value ($000) $41 Shares 1,675 Est. Cost $24.31 Unrealized —

BWX SPDR Bloomberg Barclays International Treasury 0.7%

Value ($000) $38 Shares 1,355 Est. Cost $28.40 Unrealized —

TIP iShares TIPS Bond ETF 0.7%

Value ($000) $37 Shares 317 Est. Cost $115.27 Unrealized —

IBND SPDR Bloomberg Barclays International Corporate 0.3%

Value ($000) $18 Shares 544 Est. Cost $33.05 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
VBR	Vanguard Small-Cap Viper	37,910	$3,366	64.5%	$88.79	—	ETF	922908611
CWB	SPDR Bloomberg Barclays Convertible Securities	4,538	$244	4.7%	$55.46	—	ETF	78464A359
SRLN	SPDR Blackstone / GSO Senior Loan ETF	5,169	$237	4.5%	$45.83	—	ETF	78467V608
TLH	iShares 10-20 Year Treasury Bond ETF	1,317	$220	4.2%	$162.43	—	ETF	464288653
EDV	Vanguard Extended Duration Treasury ETF	1,519	$201	3.9%	$129.60	—	ETF	921910709
PFF	iShares Preferred & Income Securities ETF	5,347	$192	3.7%	$36.19	—	ETF	464288687
LQD	iShares iBoxx $ Investment Grade Corporate Bond	1,237	$155	3.0%	$124.47	—	ETF	464287242
HYLB	Xtrackers USD High Yield Corporate Bond ETF	2,917	$120	2.3%	$49.58	—	ETF	233051432
MBB	iShares MBS ETF	1,106	$119	2.3%	$107.20	—	ETF	464288588
SJNK	SPDR Bloomberg Barclays Short Term High Yield	3,733	$99	1.9%	$26.83	—	ETF	78468R408
AGZ	iShares Agency Bond ETF	718	$86	1.6%	$116.95	—	ETF	464288166
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	399	$46	0.9%	$113.41	—	ETF	464288281
IHY	VanEck Vectors International High Yield Bond ETF	1,675	$41	0.8%	$24.31	—	ETF	92189F445
BWX	SPDR Bloomberg Barclays International Treasury	1,355	$38	0.7%	$28.40	—	ETF	78464A516
TIP	iShares TIPS Bond ETF	317	$37	0.7%	$115.27	—	ETF	464287176
IBND	SPDR Bloomberg Barclays International Corporate	544	$18	0.3%	$33.05	—	ETF	78464A151