BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q1 2017 (← Previous) (Next →)

Filing Date: Apr 28, 2017

Total Value ($000): $719,540 (100.0% shares, 0.0% debt)

Holdings (7)

HYG ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF 41.2%

Value ($000) $296,400 Shares 3,376,632 Est. Cost $86.97 Unrealized —

— SPDR SER TR BARCLAYS HIGH YIELD BD ETF 41.2%

Value ($000) $296,123 Shares 8,018,511 Est. Cost $36.98 Unrealized —

SJNK SPDR Barclays Capital ST High Yield 6.7%

Value ($000) $48,023 Shares 1,717,593 Est. Cost $27.76 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities 6.2%

Value ($000) $44,350 Shares 922,047 Est. Cost $48.10 Unrealized —

HYS PIMCO 0-5 year High Yield Corp Bond 3.9%

Value ($000) $28,116 Shares 278,217 Est. Cost $99.71 Unrealized —

ANGL VanEck Vectors Fallen Angel High Yield Bond ETF 0.7%

Value ($000) $5,005 Shares 169,319 Est. Cost $29.56 Unrealized —

— PowerShares High Yield Corp Bond 0.2%

Value ($000) $1,523 Shares 80,988 Est. Cost $18.87 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF	3,376,632	$296,400	41.2%	$86.97	—	ETF	464288513
—	SPDR SER TR BARCLAYS HIGH YIELD BD ETF	8,018,511	$296,123	41.2%	$36.98	—	ETF	78464A417
SJNK	SPDR Barclays Capital ST High Yield	1,717,593	$48,023	6.7%	$27.76	—	ETF	78468R408
CWB	SPDR Bloomberg Barclays Convertible Securities	922,047	$44,350	6.2%	$48.10	—	ETF	78464A359
HYS	PIMCO 0-5 year High Yield Corp Bond	278,217	$28,116	3.9%	$99.71	—	ETF	72201R783
ANGL	VanEck Vectors Fallen Angel High Yield Bond ETF	169,319	$5,005	0.7%	$29.56	—	ETF	92189F437
—	PowerShares High Yield Corp Bond	80,988	$1,523	0.2%	$18.87	—	ETF	73936T557