BTS Asset Management, Inc. Quant / Systematic

Location: Lincoln, MA

CIK: 0001532842 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Aug 10, 2017

Total Value: $833M (100.0% shares, 0.0% debt)

Holdings (8)

HYG ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF 44.6%

Value $372M Shares 4,205,596 Est. Cost $87.25 Unrealized —

— SPDR SER TR BARCLAYS HIGH YIELD BD ETF 43.4%

Value $362M Shares 9,718,654 Est. Cost $37.02 Unrealized —

SJNK SPDR Barclays Capital ST High Yield 10.1%

Value $84.25M Shares 3,012,035 Est. Cost $27.85 Unrealized —

HYS PIMCO 0-5 year High Yield Corp Bond 0.6%

Value $5.111M Shares 50,423 Est. Cost $99.71 Unrealized —

HYLB Deutsche X-Trackers USD High Yield Corporate Bond 0.6%

Value $5.015M Shares 97,949 Est. Cost $51.20 Unrealized —

— PowerShares High Yield Corp Bond 0.3%

Value $2.647M Shares 139,152 Est. Cost $18.93 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities 0.3%

Value $2.436M Shares 49,089 Est. Cost $48.10 Unrealized —

ANGL VanEck Vectors Fallen Angel High Yield Bond ETF 0.0%

Value $250K Shares 8,423 Est. Cost $29.56 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF	4,205,596	$372M	44.6%	$87.25	—	ETF	464288513
—	SPDR SER TR BARCLAYS HIGH YIELD BD ETF	9,718,654	$362M	43.4%	$37.02	—	ETF	78464A417
SJNK	SPDR Barclays Capital ST High Yield	3,012,035	$84.25M	10.1%	$27.85	—	ETF	78468R408
HYS	PIMCO 0-5 year High Yield Corp Bond	50,423	$5.111M	0.6%	$99.71	—	ETF	72201R783
HYLB	Deutsche X-Trackers USD High Yield Corporate Bond	97,949	$5.015M	0.6%	$51.20	—	ETF	233051432
—	PowerShares High Yield Corp Bond	139,152	$2.647M	0.3%	$18.93	—	ETF	73936T557
CWB	SPDR Bloomberg Barclays Convertible Securities	49,089	$2.436M	0.3%	$48.10	—	ETF	78464A359
ANGL	VanEck Vectors Fallen Angel High Yield Bond ETF	8,423	$250K	0.0%	$29.56	—	ETF	92189F437