BTS Asset Management, Inc. Quant / Systematic

Location: Lincoln, MA

CIK: 0001532842 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Nov 9, 2017

Total Value: $950M (100.0% shares, 0.0% debt)

Holdings (10)

HYG ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF 43.7%

Value $415M Shares 4,696,279 Est. Cost $87.37 Unrealized —

— SPDR SER TR BARCLAYS HIGH YIELD BD ETF 42.6%

Value $405M Shares 10,887,391 Est. Cost $37.03 Unrealized —

SJNK SPDR Barclays Capital ST High Yield 8.8%

Value $83.89M Shares 3,012,035 Est. Cost $27.85 Unrealized —

DIA SPDR DOW JONES INDL AVERAGE ETF TR UNIT SER 1 2.6%

Value $25.11M Shares 172,742 Est. Cost $145.38 Unrealized —

HYS PIMCO 0-5 year High Yield Corp Bond 0.5%

Value $5.106M Shares 50,423 Est. Cost $99.71 Unrealized —

HYLB Deutsche X-Trackers USD High Yield Corporate Bond 0.5%

Value $5M Shares 97,949 Est. Cost $51.20 Unrealized —

ANGL VanEck Vectors Fallen Angel High Yield Bond ETF 0.4%

Value $3.853M Shares 125,439 Est. Cost $30.64 Unrealized —

— PowerShares High Yield Corp Bond 0.3%

Value $2.655M Shares 139,152 Est. Cost $18.93 Unrealized —

CWB SPDR Bloomberg Barclays Convertible Securities 0.3%

Value $2.508M Shares 49,089 Est. Cost $48.10 Unrealized —

EMB iShares JP Morgan USD Emerging Markets Bond ETF 0.2%

Value $1.993M Shares 17,200 Est. Cost $115.87 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF	4,696,279	$415M	43.7%	$87.37	—	ETF	464288513
—	SPDR SER TR BARCLAYS HIGH YIELD BD ETF	10,887,391	$405M	42.6%	$37.03	—	ETF	78464A417
SJNK	SPDR Barclays Capital ST High Yield	3,012,035	$83.89M	8.8%	$27.85	—	ETF	78468R408
DIA	SPDR DOW JONES INDL AVERAGE ETF TR UNIT SER 1	172,742	$25.11M	2.6%	$145.38	—	ETF	78467X109
HYS	PIMCO 0-5 year High Yield Corp Bond	50,423	$5.106M	0.5%	$99.71	—	ETF	72201R783
HYLB	Deutsche X-Trackers USD High Yield Corporate Bond	97,949	$5M	0.5%	$51.20	—	ETF	233051432
ANGL	VanEck Vectors Fallen Angel High Yield Bond ETF	125,439	$3.853M	0.4%	$30.64	—	ETF	92189F437
—	PowerShares High Yield Corp Bond	139,152	$2.655M	0.3%	$18.93	—	ETF	73936T557
CWB	SPDR Bloomberg Barclays Convertible Securities	49,089	$2.508M	0.3%	$48.10	—	ETF	78464A359
EMB	iShares JP Morgan USD Emerging Markets Bond ETF	17,200	$1.993M	0.2%	$115.87	—	ETF	464288281