BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q3 2024 (← Previous) (Next →)

Filing Date: Oct 22, 2024

Total Value ($000): $104,895 (100.0% shares, 0.0% debt)

Holdings (30)

HYLB Xtrackers USD High Yield Corporate Bond ETF 60.3%

Value ($000) $63,285 Shares 1,714,110 Est. Cost $34.72 Unrealized —

JNK SPDR Bloomberg High Yield Bond ETF 18.1%

Value ($000) $18,996 Shares 194,248 Est. Cost $92.03 Unrealized —

USHY iShares Broad USD High Yield Corporate Bond ETF 9.2%

Value ($000) $9,605 Shares 255,101 Est. Cost $37.56 Unrealized —

DIA SPDR Dow Jones Industrial Average ETF 1.3%

Value ($000) $1,338 Shares 3,162 Est. Cost $423.12 Unrealized —

HYG iShares iBoxx $ High Yield Corporate Bond ETF 1.1%

Value ($000) $1,168 Shares 14,546 Est. Cost $75.07 Unrealized —

FLOT iShares Floating Rate Bond ETF 0.9%

Value ($000) $991 Shares 19,407 Est. Cost $50.69 Unrealized —

QAI NYLI Hedge Multi-Strategy Tracker ETF 0.6%

Value ($000) $661 Shares 20,593 Est. Cost $32.08 Unrealized —

CWB SPDR Bloomberg Convertible Securities ETF 0.6%

Value ($000) $659 Shares 8,607 Est. Cost $72.07 Unrealized —

STLD Steel Dynamics, Inc. 0.6%

Value ($000) $615 Shares 4,881 Est. Cost $125.67 Unrealized -5.4%

JEPI JPMorgan Equity Premium Income ETF 0.6%

Value ($000) $615 Shares 11,237 Est. Cost $54.74 Unrealized —

SPHY SPDR Portfolio High Yield Bond ETF 0.5%

Value ($000) $510 Shares 21,210 Est. Cost $24.05 Unrealized —

TFLO iShares Treasury Floating Rate Bond ETF 0.5%

Value ($000) $495 Shares 9,789 Est. Cost $50.48 Unrealized —

JAAA Janus Henderson AAA CLO ETF 0.5%

Value ($000) $495 Shares 9,731 Est. Cost $50.88 Unrealized —

MUB iShares National Muni Bond ETF 0.5%

Value ($000) $495 Shares 4,554 Est. Cost $108.64 Unrealized —

BND Vanguard Total Bond Market ETF 0.5%

Value ($000) $488 Shares 6,495 Est. Cost $68.62 Unrealized —

ROIV Roivant Sciences Ltd. 0.4%

Value ($000) $450 Shares 38,980 Est. Cost $11.39 Unrealized 0.0%

GLD SPDR Gold Shares ETF 0.3%

Value ($000) $335 Shares 1,377 Est. Cost $242.97 Unrealized —

VYM Vanguard High Dividend Yield ETF 0.3%

Value ($000) $332 Shares 2,591 Est. Cost $128.20 Unrealized —

IHY VanEck International High Yield Bond ETF 0.3%

Value ($000) $331 Shares 15,312 Est. Cost $21.63 Unrealized —

EMB iShares J.P. Morgan USD Emerging Markets Bond ETF 0.3%

Value ($000) $330 Shares 3,528 Est. Cost $93.59 Unrealized —

VRP Invesco Variable Rate Preferred ETF 0.3%

Value ($000) $329 Shares 13,467 Est. Cost $25.09 Unrealized —

XLY Consumer Discretionary Select Sector SPDR Fund 0.3%

Value ($000) $312 Shares 1,555 Est. Cost $200.37 Unrealized —

CNH CNH Industrial N.V. 0.3%

Value ($000) $297 Shares 26,741 Est. Cost $10.00 Unrealized 0.0%

MSFT Microsoft Corporation 0.3%

Value ($000) $288 Shares 669 Est. Cost $423.10 Unrealized 0.0%

ACN Accenture plc 0.3%

Value ($000) $286 Shares 813 Est. Cost $322.76 Unrealized 0.0%

JEPQ JPMorgan Nasdaq Equity Premium Income ETF 0.3%

Value ($000) $284 Shares 5,170 Est. Cost $54.93 Unrealized —

CUBE CubeSmart 0.3%

Value ($000) $266 Shares 4,949 Est. Cost $53.83 Unrealized —

COKE Coca-Cola Consolidated, Inc 0.2%

Value ($000) $222 Shares 170 Est. Cost $121.11 Unrealized 0.0%

IEF iShares 7-10 Year Treasury Bond ETF 0.2%

Value ($000) $213 Shares 2,169 Est. Cost $98.13 Unrealized —

HSY The Hershey Company 0.2%

Value ($000) $205 Shares 1,070 Est. Cost $186.05 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYLB	Xtrackers USD High Yield Corporate Bond ETF	1,714,110	$63,285	60.3%	$34.72	—	ETF	233051432
JNK	SPDR Bloomberg High Yield Bond ETF	194,248	$18,996	18.1%	$92.03	—	ETF	78468R622
USHY	iShares Broad USD High Yield Corporate Bond ETF	255,101	$9,605	9.2%	$37.56	—	ETF	46435U853
DIA	SPDR Dow Jones Industrial Average ETF	3,162	$1,338	1.3%	$423.12	—	ETF	78467X109
HYG	iShares iBoxx $ High Yield Corporate Bond ETF	14,546	$1,168	1.1%	$75.07	—	ETF	464288513
FLOT	iShares Floating Rate Bond ETF	19,407	$991	0.9%	$50.69	—	ETF	46429B655
QAI	NYLI Hedge Multi-Strategy Tracker ETF	20,593	$661	0.6%	$32.08	—	ETF	45409B107
CWB	SPDR Bloomberg Convertible Securities ETF	8,607	$659	0.6%	$72.07	—	ETF	78464A359
STLD	Steel Dynamics, Inc.	4,881	$615	0.6%	$125.67	-5.4%	Equity	858119100
JEPI	JPMorgan Equity Premium Income ETF	11,237	$615	0.6%	$54.74	—	ETF	46641Q332
SPHY	SPDR Portfolio High Yield Bond ETF	21,210	$510	0.5%	$24.05	—	ETF	78468R606
TFLO	iShares Treasury Floating Rate Bond ETF	9,789	$495	0.5%	$50.48	—	ETF	46434V860
JAAA	Janus Henderson AAA CLO ETF	9,731	$495	0.5%	$50.88	—	ETF	47103U845
MUB	iShares National Muni Bond ETF	4,554	$495	0.5%	$108.64	—	ETF	464288414
BND	Vanguard Total Bond Market ETF	6,495	$488	0.5%	$68.62	—	ETF	921937835
ROIV	Roivant Sciences Ltd.	38,980	$450	0.4%	$11.39	0.0%	Equity	G76279101
GLD	SPDR Gold Shares ETF	1,377	$335	0.3%	$242.97	—	ETF	78463V107
VYM	Vanguard High Dividend Yield ETF	2,591	$332	0.3%	$128.20	—	ETF	921946406
IHY	VanEck International High Yield Bond ETF	15,312	$331	0.3%	$21.63	—	ETF	92189F445
EMB	iShares J.P. Morgan USD Emerging Markets Bond ETF	3,528	$330	0.3%	$93.59	—	ETF	464288281
VRP	Invesco Variable Rate Preferred ETF	13,467	$329	0.3%	$25.09	—	ETF	46138G870
XLY	Consumer Discretionary Select Sector SPDR Fund	1,555	$312	0.3%	$200.37	—	ETF	81369Y407
CNH	CNH Industrial N.V.	26,741	$297	0.3%	$10.00	0.0%	Equity	N20944109
MSFT	Microsoft Corporation	669	$288	0.3%	$423.10	0.0%	Equity	594918104
ACN	Accenture plc	813	$286	0.3%	$322.76	0.0%	Equity	G1151C101
JEPQ	JPMorgan Nasdaq Equity Premium Income ETF	5,170	$284	0.3%	$54.93	—	ETF	46654Q203
CUBE	CubeSmart	4,949	$266	0.3%	$53.83	—	Equity	229663109
COKE	Coca-Cola Consolidated, Inc	170	$222	0.2%	$121.11	0.0%	Equity	191098102
IEF	iShares 7-10 Year Treasury Bond ETF	2,169	$213	0.2%	$98.13	—	ETF	464287440
HSY	The Hershey Company	1,070	$205	0.2%	$186.05	0.0%	Equity	427866108