BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 15, 2018

Total Value ($000): $836,054 (100.0% shares, 0.0% debt)

Holdings (5)

— SPDR SER TR BARCLAYS HIGH YIELD BD ETF 56.3%

Value ($000) $470,979 Shares 13,244,631 Est. Cost $36.77 Unrealized —

HYG ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF 39.0%

Value ($000) $326,084 Shares 3,823,681 Est. Cost $87.37 Unrealized —

HYLB Deutsche X-Trackers USD High Yield Corporate Bond 2.9%

Value ($000) $24,265 Shares 493,390 Est. Cost $49.58 Unrealized —

SJNK SPDR Barclays Capital ST High Yield 0.9%

Value ($000) $7,363 Shares 272,852 Est. Cost $27.85 Unrealized —

ANGL VanEck Vectors Fallen Angel High Yield Bond ETF 0.9%

Value ($000) $7,363 Shares 255,734 Est. Cost $29.70 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR SER TR BARCLAYS HIGH YIELD BD ETF	13,244,631	$470,979	56.3%	$36.77	—	ETF	78464A417
HYG	ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF	3,823,681	$326,084	39.0%	$87.37	—	ETF	464288513
HYLB	Deutsche X-Trackers USD High Yield Corporate Bond	493,390	$24,265	2.9%	$49.58	—	ETF	233051432
SJNK	SPDR Barclays Capital ST High Yield	272,852	$7,363	0.9%	$27.85	—	ETF	78468R408
ANGL	VanEck Vectors Fallen Angel High Yield Bond ETF	255,734	$7,363	0.9%	$29.70	—	ETF	92189F437