BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q3 2018 (← Previous) (Next →)

Filing Date: Nov 13, 2018

Total Value ($000): $781,716 (100.0% shares, 0.0% debt)

Holdings (5)

— SPDR SER TR BARCLAYS HIGH YIELD BD ETF 56.1%

Value ($000) $438,366 Shares 12,159,940 Est. Cost $36.77 Unrealized —

HYG ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF 39.2%

Value ($000) $306,563 Shares 3,546,543 Est. Cost $87.37 Unrealized —

HYLB Deutsche X-Trackers USD High Yield Corporate Bond 3.0%

Value ($000) $23,735 Shares 476,041 Est. Cost $49.58 Unrealized —

SJNK SPDR Barclays Capital ST High Yield 0.9%

Value ($000) $7,226 Shares 261,895 Est. Cost $27.85 Unrealized —

ANGL VanEck Vectors Fallen Angel High Yield Bond ETF 0.7%

Value ($000) $5,826 Shares 200,352 Est. Cost $29.70 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR SER TR BARCLAYS HIGH YIELD BD ETF	12,159,940	$438,366	56.1%	$36.77	—	ETF	78464A417
HYG	ISHARES TR IBOXX $ HIGH YIELD CORP BD ETF	3,546,543	$306,563	39.2%	$87.37	—	ETF	464288513
HYLB	Deutsche X-Trackers USD High Yield Corporate Bond	476,041	$23,735	3.0%	$49.58	—	ETF	233051432
SJNK	SPDR Barclays Capital ST High Yield	261,895	$7,226	0.9%	$27.85	—	ETF	78468R408
ANGL	VanEck Vectors Fallen Angel High Yield Bond ETF	200,352	$5,826	0.7%	$29.70	—	ETF	92189F437