BTS Asset Management, Inc. Quant / Systematic

Location: Lincoln, MA

CIK: 0001532842 · Show all filings

Period: Q3 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value: $486M (100.0% shares, 0.0% debt)

Holdings (6)

— SPDR SER TR BARCLAYS HIGH YIELD BD ETF 48.7%

Value $237M Shares 6,406,018 Est. Cost $37.01 Unrealized —

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

Value $234M Shares 2,697,948 Est. Cost $86.82 Unrealized —

— PowerShares High Yield Corp Bond 1.0%

Value $5.011M Shares 265,553 Est. Cost $18.87 Unrealized —

HYS PIMCO 0-5 year High Yield Corp Bond 1.0%

Value $4.994M Shares 50,423 Est. Cost $99.04 Unrealized —

SJNK SPDR Barclays Capital ST High Yield 1.0%

Value $4.987M Shares 181,028 Est. Cost $27.55 Unrealized —

ZROZ PIMCO 25Plus Year Zero Coupon U.S. Treasury Index ETF 0.0%

Value $12,000 Shares 90 Est. Cost $122.22 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR SER TR BARCLAYS HIGH YIELD BD ETF	6,406,018	$237M	48.7%	$37.01	—	ETF	78464A417
HYG	ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF	2,697,948	$234M	48.2%	$86.82	—	ETF	464288513
—	PowerShares High Yield Corp Bond	265,553	$5.011M	1.0%	$18.87	—	ETF	73936T557
HYS	PIMCO 0-5 year High Yield Corp Bond	50,423	$4.994M	1.0%	$99.04	—	ETF	72201R783
SJNK	SPDR Barclays Capital ST High Yield	181,028	$4.987M	1.0%	$27.55	—	ETF	78468R408
ZROZ	PIMCO 25Plus Year Zero Coupon U.S. Treasury Index ETF	90	$12,000	0.0%	$122.22	—	ETF	72201R882