BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $549,076 (100.0% shares, 0.0% debt)

Holdings (6)

HYG ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF 44.2%

Value ($000) $242,792 Shares 2,805,247 Est. Cost $86.81 Unrealized —

— SPDR SER TR BARCLAYS HIGH YIELD BD ETF 44.2%

Value ($000) $242,773 Shares 6,660,615 Est. Cost $36.99 Unrealized —

SJNK SPDR Barclays Capital ST High Yield 5.6%

Value ($000) $30,729 Shares 1,110,169 Est. Cost $27.66 Unrealized —

HYS PIMCO 0-5 year High Yield Corp Bond 5.1%

Value ($000) $27,782 Shares 278,217 Est. Cost $99.71 Unrealized —

— PowerShares High Yield Corp Bond 0.9%

Value ($000) $4,990 Shares 265,553 Est. Cost $18.87 Unrealized —

ZROZ PIMCO ETF TR 0.0%

Value ($000) $10 Shares 90 Est. Cost $122.22 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF	2,805,247	$242,792	44.2%	$86.81	—	ETF	464288513
—	SPDR SER TR BARCLAYS HIGH YIELD BD ETF	6,660,615	$242,773	44.2%	$36.99	—	ETF	78464A417
SJNK	SPDR Barclays Capital ST High Yield	1,110,169	$30,729	5.6%	$27.66	—	ETF	78468R408
HYS	PIMCO 0-5 year High Yield Corp Bond	278,217	$27,782	5.1%	$99.71	—	ETF	72201R783
—	PowerShares High Yield Corp Bond	265,553	$4,990	0.9%	$18.87	—	ETF	73936T557
ZROZ	PIMCO ETF TR	90	$10	0.0%	$122.22	—	ETF	72201R882