BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q1 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $275,825 (100.0% shares, 0.0% debt)

Holdings (6)

— SPDR SER TR BARCLAYS HIGH YIELD BD ETF 48.4%

Value ($000) $133,508 Shares 3,910,368 Est. Cost $34.39 Unrealized —

HYG ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF 48.2%

Value ($000) $132,901 Shares 1,633,136 Est. Cost $81.84 Unrealized —

SJNK SPDR Barclays Capital ST High Yield 1.9%

Value ($000) $5,193 Shares 201,530 Est. Cost $25.77 Unrealized —

HYS PIMCO 0-5 year High Yield Corp Bond 1.5%

Value ($000) $4,178 Shares 44,984 Est. Cost $92.88 Unrealized —

MUB iShares National Muni Bond ETF 0.0%

Value ($000) $34 Shares 305 Est. Cost $111.48 Unrealized —

ZROZ PIMCO ETF TR 0.0%

Value ($000) $11 Shares 90 Est. Cost $122.22 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR SER TR BARCLAYS HIGH YIELD BD ETF	3,910,368	$133,508	48.4%	$34.39	—	ETF	78464A417
HYG	ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF	1,633,136	$132,901	48.2%	$81.84	—	ETF	464288513
SJNK	SPDR Barclays Capital ST High Yield	201,530	$5,193	1.9%	$25.77	—	ETF	78468R408
HYS	PIMCO 0-5 year High Yield Corp Bond	44,984	$4,178	1.5%	$92.88	—	ETF	72201R783
MUB	iShares National Muni Bond ETF	305	$34	0.0%	$111.48	—	ETF	464288414
ZROZ	PIMCO ETF TR	90	$11	0.0%	$122.22	—	ETF	72201R882