BTS Asset Management, Inc. Quant / Systematic

Location: Lincoln, MA

CIK: 0001532842 · Show all filings

Period: Q4 2020 (← Previous) (Next →)

Filing Date: Mar 3, 2021

Total Value: $504M (100.0% shares, 0.0% debt)

Holdings (21)

HYG iShares iBoxx High Yield Corporate Bond ETF 62.3%

Value $314M Shares 3,593,886 Est. Cost $87.30 Unrealized —

JNK SPDR Bloomberg Barclays High Yield Bond ETF 23.7%

Value $119M Shares 1,095,128 Est. Cost $108.94 Unrealized —

HYD VanEck Vectors High Yield Muni ETF 5.5%

Value $27.84M Shares 452,348 Est. Cost $61.54 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities ETF 2.3%

Value $11.37M Shares 137,341 Est. Cost $80.81 Unrealized —

USMV iShares MSCI USA Min Vol Factor ETF 2.1%

Value $10.65M Shares 152,648 Est. Cost $69.77 Unrealized —

VIG Vanguard Dividend Appreciation ETF 2.1%

Value $10.36M Shares 73,368 Est. Cost $141.17 Unrealized —

HYLB Xtrackers USD High Yield Corporate Bond ETF 0.6%

Value $3.261M Shares 65,113 Est. Cost $49.77 Unrealized —

SRLN SPDR Blackstone / GSO Senior Loan ETF 0.2%

Value $1.103M Shares 24,177 Est. Cost $44.68 Unrealized —

EDV Vanguard Extended Duration Treasury ETF 0.2%

Value $1.024M Shares 6,724 Est. Cost $157.31 Unrealized —

TLH iShares 10-20 Year Treasury Bond ETF 0.2%

Value $974K Shares 6,117 Est. Cost $165.62 Unrealized —

PFF iShares Preferred & Income Securities ETF 0.2%

Value $800K Shares 20,766 Est. Cost $36.03 Unrealized —

LQD iShares iBoxx $ Investment Grade Corporate Bond ETF 0.1%

Value $722K Shares 5,229 Est. Cost $132.26 Unrealized —

MBB iShares MBS ETF 0.1%

Value $590K Shares 5,356 Est. Cost $109.74 Unrealized —

SJNK SPDR Bloomberg Barclays Short Term High Yield Bond ETF 0.1%

Value $457K Shares 16,973 Est. Cost $25.93 Unrealized —

AGZ iShares Agency Bond ETF 0.1%

Value $417K Shares 3,495 Est. Cost $120.18 Unrealized —

BND Vanguard Total Bond Market ETF 0.1%

Value $257K Shares 2,915 Est. Cost $88.32 Unrealized —

IHY VanEck Vectors International High Yield Bond ETF 0.0%

Value $189K Shares 7,301 Est. Cost $24.28 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.0%

Value $188K Shares 1,625 Est. Cost $111.02 Unrealized —

BWX SPDR Bloomberg Barclays International Treasury Bond ETF 0.0%

Value $186K Shares 5,976 Est. Cost $29.17 Unrealized —

TIP iShares TIPS Bond ETF 0.0%

Value $179K Shares 1,404 Est. Cost $122.96 Unrealized —

IBND SPDR Bloomberg Barclays International Corporate Bond ETF 0.0%

Value $95,000 Shares 2,505 Est. Cost $34.62 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
HYG	iShares iBoxx High Yield Corporate Bond ETF	3,593,886	$314M	62.3%	$87.30	—	ETF	464288513
JNK	SPDR Bloomberg Barclays High Yield Bond ETF	1,095,128	$119M	23.7%	$108.94	—	ETF	78468R622
HYD	VanEck Vectors High Yield Muni ETF	452,348	$27.84M	5.5%	$61.54	—	ETF	92189H409
CWB	SPDR Bloomberg Barclays Convertible Securities ETF	137,341	$11.37M	2.3%	$80.81	—	ETF	78464A359
USMV	iShares MSCI USA Min Vol Factor ETF	152,648	$10.65M	2.1%	$69.77	—	ETF	46429B697
VIG	Vanguard Dividend Appreciation ETF	73,368	$10.36M	2.1%	$141.17	—	ETF	921908844
HYLB	Xtrackers USD High Yield Corporate Bond ETF	65,113	$3.261M	0.6%	$49.77	—	ETF	233051432
SRLN	SPDR Blackstone / GSO Senior Loan ETF	24,177	$1.103M	0.2%	$44.68	—	ETF	78467V608
EDV	Vanguard Extended Duration Treasury ETF	6,724	$1.024M	0.2%	$157.31	—	ETF	921910709
TLH	iShares 10-20 Year Treasury Bond ETF	6,117	$974K	0.2%	$165.62	—	ETF	464288653
PFF	iShares Preferred & Income Securities ETF	20,766	$800K	0.2%	$36.03	—	ETF	464288687
LQD	iShares iBoxx $ Investment Grade Corporate Bond ETF	5,229	$722K	0.1%	$132.26	—	ETF	464287242
MBB	iShares MBS ETF	5,356	$590K	0.1%	$109.74	—	ETF	464288588
SJNK	SPDR Bloomberg Barclays Short Term High Yield Bond ETF	16,973	$457K	0.1%	$25.93	—	ETF	78468R408
AGZ	iShares Agency Bond ETF	3,495	$417K	0.1%	$120.18	—	ETF	464288166
BND	Vanguard Total Bond Market ETF	2,915	$257K	0.1%	$88.32	—	ETF	921937835
IHY	VanEck Vectors International High Yield Bond ETF	7,301	$189K	0.0%	$24.28	—	ETF	92189F445
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	1,625	$188K	0.0%	$111.02	—	ETF	464288281
BWX	SPDR Bloomberg Barclays International Treasury Bond ETF	5,976	$186K	0.0%	$29.17	—	ETF	78464A516
TIP	iShares TIPS Bond ETF	1,404	$179K	0.0%	$122.96	—	ETF	464287176
IBND	SPDR Bloomberg Barclays International Corporate Bond ETF	2,505	$95,000	0.0%	$34.62	—	ETF	78464A151