BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 16, 2020

Total Value ($000): $8,579 (100.0% shares, 0.0% debt)

Holdings (16)

EDV Vanguard Extended Duration Treasury ETF 13.0%

Value ($000) $1,113 Shares 6,724 Est. Cost $157.31 Unrealized —

SRLN SPDR Blackstone / GSO Senior Loan ETF 12.6%

Value ($000) $1,081 Shares 24,177 Est. Cost $44.68 Unrealized —

TLH iShares 10-20 Year Treasury Bond ETF 11.9%

Value ($000) $1,018 Shares 6,117 Est. Cost $165.62 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities ETF 10.4%

Value ($000) $888 Shares 12,893 Est. Cost $61.71 Unrealized —

PFF iShares Preferred & Income Securities ETF 8.8%

Value ($000) $756 Shares 20,766 Est. Cost $36.03 Unrealized —

LQD iShares iBoxx $ Investment Grade Corporate Bond 8.2%

Value ($000) $704 Shares 5,229 Est. Cost $132.26 Unrealized —

MBB iShares MBS ETF 6.9%

Value ($000) $591 Shares 5,356 Est. Cost $109.74 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 5.9%

Value ($000) $508 Shares 10,579 Est. Cost $48.17 Unrealized —

SJNK SPDR Bloomberg Barclays Short Term High Yield 5.1%

Value ($000) $439 Shares 16,973 Est. Cost $25.93 Unrealized —

AGZ iShares Agency Bond ETF 4.9%

Value ($000) $423 Shares 3,495 Est. Cost $120.18 Unrealized —

BND Vanguard Total Bond Market ETF 3.0%

Value ($000) $257 Shares 2,915 Est. Cost $88.32 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 2.1%

Value ($000) $180 Shares 1,625 Est. Cost $111.02 Unrealized —

IHY VanEck Vectors International High Yield Bond ETF 2.1%

Value ($000) $178 Shares 7,301 Est. Cost $24.28 Unrealized —

BWX SPDR Bloomberg Barclays International Treasury 2.1%

Value ($000) $177 Shares 5,976 Est. Cost $29.17 Unrealized —

TIP iShares TIPS Bond ETF 2.1%

Value ($000) $177 Shares 1,404 Est. Cost $122.96 Unrealized —

IBND SPDR Bloomberg Barclays International Corporate 1.0%

Value ($000) $89 Shares 2,505 Est. Cost $34.62 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
EDV	Vanguard Extended Duration Treasury ETF	6,724	$1,113	13.0%	$157.31	—	ETF	921910709
SRLN	SPDR Blackstone / GSO Senior Loan ETF	24,177	$1,081	12.6%	$44.68	—	ETF	78467V608
TLH	iShares 10-20 Year Treasury Bond ETF	6,117	$1,018	11.9%	$165.62	—	ETF	464288653
CWB	SPDR Bloomberg Barclays Convertible Securities ETF	12,893	$888	10.4%	$61.71	—	ETF	78464A359
PFF	iShares Preferred & Income Securities ETF	20,766	$756	8.8%	$36.03	—	ETF	464288687
LQD	iShares iBoxx $ Investment Grade Corporate Bond	5,229	$704	8.2%	$132.26	—	ETF	464287242
MBB	iShares MBS ETF	5,356	$591	6.9%	$109.74	—	ETF	464288588
HYLB	Xtrackers USD High Yield Corporate Bond ETF	10,579	$508	5.9%	$48.17	—	ETF	233051432
SJNK	SPDR Bloomberg Barclays Short Term High Yield	16,973	$439	5.1%	$25.93	—	ETF	78468R408
AGZ	iShares Agency Bond ETF	3,495	$423	4.9%	$120.18	—	ETF	464288166
BND	Vanguard Total Bond Market ETF	2,915	$257	3.0%	$88.32	—	ETF	921937835
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	1,625	$180	2.1%	$111.02	—	ETF	464288281
IHY	VanEck Vectors International High Yield Bond ETF	7,301	$178	2.1%	$24.28	—	ETF	92189F445
BWX	SPDR Bloomberg Barclays International Treasury	5,976	$177	2.1%	$29.17	—	ETF	78464A516
TIP	iShares TIPS Bond ETF	1,404	$177	2.1%	$122.96	—	ETF	464287176
IBND	SPDR Bloomberg Barclays International Corporate	2,505	$89	1.0%	$34.62	—	ETF	78464A151