BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 14, 2020

Total Value ($000): $372,608 (100.0% shares, 0.0% debt)

Holdings (20)

TLT iShares 20 Year Treasury Bond ETF 67.5%

Value ($000) $251,566 Shares 1,535,150 Est. Cost $163.87 Unrealized —

IEF iShares 7-10 Year Treasury Bond ETF 20.9%

Value ($000) $77,874 Shares 637,950 Est. Cost $122.07 Unrealized —

HYD VanEck Vectors High-Yield Municipal Index ETF 9.8%

Value ($000) $36,449 Shares 617,528 Est. Cost $59.02 Unrealized —

SPTL SPDR Portfolio Long Term Treasury ETF 0.8%

Value ($000) $3,069 Shares 65,592 Est. Cost $46.79 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities ETF 0.1%

Value ($000) $520 Shares 8,527 Est. Cost $58.04 Unrealized —

EDV Vanguard Extended Duration Treasury ETF 0.1%

Value ($000) $454 Shares 2,752 Est. Cost $145.45 Unrealized —

SRLN SPDR Blackstone / GSO Senior Loan ETF 0.1%

Value ($000) $432 Shares 9,970 Est. Cost $44.63 Unrealized —

TLH iShares 10-20 Year Treasury Bond ETF 0.1%

Value ($000) $406 Shares 2,435 Est. Cost $164.40 Unrealized —

PFF iShares Preferred & Income Securities ETF 0.1%

Value ($000) $310 Shares 8,971 Est. Cost $35.53 Unrealized —

LQD iShares iBoxx $ Investment Grade Corporate Bond 0.1%

Value ($000) $295 Shares 2,188 Est. Cost $128.97 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 0.1%

Value ($000) $244 Shares 5,223 Est. Cost $48.32 Unrealized —

MBB iShares MBS ETF 0.1%

Value ($000) $230 Shares 2,080 Est. Cost $108.78 Unrealized —

SJNK SPDR Bloomberg Barclays Short Term High Yield 0.0%

Value ($000) $171 Shares 6,826 Est. Cost $26.03 Unrealized —

AGZ iShares Agency Bond ETF 0.0%

Value ($000) $164 Shares 1,356 Est. Cost $118.83 Unrealized —

BND Vanguard Total Bond Market ETF 0.0%

Value ($000) $103 Shares 1,163 Est. Cost $88.56 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.0%

Value ($000) $75 Shares 691 Est. Cost $111.35 Unrealized —

IHY VanEck Vectors International High Yield Bond ETF 0.0%

Value ($000) $72 Shares 3,013 Est. Cost $24.13 Unrealized —

BWX SPDR Bloomberg Barclays International Treasury 0.0%

Value ($000) $70 Shares 2,444 Est. Cost $28.51 Unrealized —

TIP iShares TIPS Bond ETF 0.0%

Value ($000) $70 Shares 572 Est. Cost $118.44 Unrealized —

IBND SPDR Bloomberg Barclays International Corporate 0.0%

Value ($000) $34 Shares 1,013 Est. Cost $33.29 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
TLT	iShares 20 Year Treasury Bond ETF	1,535,150	$251,566	67.5%	$163.87	—	ETF	464287432
IEF	iShares 7-10 Year Treasury Bond ETF	637,950	$77,874	20.9%	$122.07	—	ETF	464287440
HYD	VanEck Vectors High-Yield Municipal Index ETF	617,528	$36,449	9.8%	$59.02	—	ETF	92189H409
SPTL	SPDR Portfolio Long Term Treasury ETF	65,592	$3,069	0.8%	$46.79	—	ETF	78464A664
CWB	SPDR Bloomberg Barclays Convertible Securities ETF	8,527	$520	0.1%	$58.04	—	ETF	78464A359
EDV	Vanguard Extended Duration Treasury ETF	2,752	$454	0.1%	$145.45	—	ETF	921910709
SRLN	SPDR Blackstone / GSO Senior Loan ETF	9,970	$432	0.1%	$44.63	—	ETF	78467V608
TLH	iShares 10-20 Year Treasury Bond ETF	2,435	$406	0.1%	$164.40	—	ETF	464288653
PFF	iShares Preferred & Income Securities ETF	8,971	$310	0.1%	$35.53	—	ETF	464288687
LQD	iShares iBoxx $ Investment Grade Corporate Bond	2,188	$295	0.1%	$128.97	—	ETF	464287242
HYLB	Xtrackers USD High Yield Corporate Bond ETF	5,223	$244	0.1%	$48.32	—	ETF	233051432
MBB	iShares MBS ETF	2,080	$230	0.1%	$108.78	—	ETF	464288588
SJNK	SPDR Bloomberg Barclays Short Term High Yield	6,826	$171	0.0%	$26.03	—	ETF	78468R408
AGZ	iShares Agency Bond ETF	1,356	$164	0.0%	$118.83	—	ETF	464288166
BND	Vanguard Total Bond Market ETF	1,163	$103	0.0%	$88.56	—	ETF	921937835
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	691	$75	0.0%	$111.35	—	ETF	464288281
IHY	VanEck Vectors International High Yield Bond ETF	3,013	$72	0.0%	$24.13	—	ETF	92189F445
BWX	SPDR Bloomberg Barclays International Treasury	2,444	$70	0.0%	$28.51	—	ETF	78464A516
TIP	iShares TIPS Bond ETF	572	$70	0.0%	$118.44	—	ETF	464287176
IBND	SPDR Bloomberg Barclays International Corporate	1,013	$34	0.0%	$33.29	—	ETF	78464A151