BTS Asset Management, Inc. Quant / Systematic

CIK: 0001532842 · Show all filings

Period: Q4 2024 (← Previous) (Next →)

Filing Date: Jan 15, 2025

Total Value ($000): $100,090 (100.0% shares, 0.0% debt)

Holdings (37)

HYLB Xtrackers USD High Yield Corporate Bond ETF 58.0%

Value ($000) $58,042 Shares 1,608,709 Est. Cost $34.72 Unrealized —

JNK SPDR Bloomberg High Yield Bond ETF 17.4%

Value ($000) $17,454 Shares 182,824 Est. Cost $92.03 Unrealized —

USHY iShares Broad USD High Yield Corporate Bond ETF 8.8%

Value ($000) $8,828 Shares 239,943 Est. Cost $37.56 Unrealized —

DIA SPDR Dow Jones Industrial Average ETF 1.2%

Value ($000) $1,243 Shares 2,922 Est. Cost $423.12 Unrealized —

SPHY SPDR Portfolio High Yield Bond ETF 1.1%

Value ($000) $1,106 Shares 47,109 Est. Cost $23.73 Unrealized —

HYG iShares iBoxx $ High Yield Corporate Bond ETF 1.1%

Value ($000) $1,088 Shares 13,837 Est. Cost $75.07 Unrealized —

FLOT iShares Floating Rate Bond ETF 1.0%

Value ($000) $951 Shares 18,694 Est. Cost $50.69 Unrealized —

RS Reliance Inc. 0.7%

Value ($000) $707 Shares 2,625 Est. Cost $296.62 Unrealized 0.0%

VIG Vanguard Dividend Appreciation ETF 0.6%

Value ($000) $602 Shares 3,073 Est. Cost $195.83 Unrealized —

JEPI JPMorgan Equity Premium Income ETF 0.6%

Value ($000) $600 Shares 10,433 Est. Cost $54.74 Unrealized —

JEPQ JPMorgan Nasdaq Equity Premium Income ETF 0.6%

Value ($000) $599 Shares 10,618 Est. Cost $55.68 Unrealized —

HRL Hormel Foods Corporation 0.5%

Value ($000) $531 Shares 16,928 Est. Cost $30.03 Unrealized 0.0%

GOOGL Alphabet, Inc. 0.5%

Value ($000) $485 Shares 2,561 Est. Cost $174.14 Unrealized 0.0%

TFLO iShares Treasury Floating Rate Bond ETF 0.5%

Value ($000) $475 Shares 9,423 Est. Cost $50.48 Unrealized —

SHY iShares 1-3 Year Treasury Bond ETF 0.5%

Value ($000) $475 Shares 5,799 Est. Cost $81.98 Unrealized —

IBND SPDR Bloomberg International Corporate Bond ETF 0.5%

Value ($000) $473 Shares 16,665 Est. Cost $28.36 Unrealized —

SJM J M Smucker Company 0.5%

Value ($000) $459 Shares 4,164 Est. Cost $109.96 Unrealized 0.0%

ROIV Roivant Sciences Ltd. 0.5%

Value ($000) $458 Shares 38,712 Est. Cost $11.39 Unrealized +3.8%

BND Vanguard Total Bond Market ETF 0.4%

Value ($000) $416 Shares 5,792 Est. Cost $68.62 Unrealized —

META Meta Platforms, Inc. 0.3%

Value ($000) $341 Shares 582 Est. Cost $584.74 Unrealized 0.0%

CSCO Cisco Systems, Inc. 0.3%

Value ($000) $325 Shares 5,486 Est. Cost $55.37 Unrealized 0.0%

JBBB Janus Henderson B-BBB CLO ETF 0.3%

Value ($000) $317 Shares 6,447 Est. Cost $49.16 Unrealized —

AMLP Alerian MLP ETF 0.3%

Value ($000) $317 Shares 6,578 Est. Cost $48.16 Unrealized —

SDOG ALPS Sector Dividend Dogs ETF 0.3%

Value ($000) $317 Shares 5,603 Est. Cost $56.51 Unrealized —

SJNK SPDR Bloomberg Short Term High Yield Bond ETF 0.3%

Value ($000) $317 Shares 12,535 Est. Cost $25.25 Unrealized —

NOBL ProShares S&P 500 Dividend Aristocrats ETF 0.3%

Value ($000) $316 Shares 3,174 Est. Cost $99.55 Unrealized —

HSY The Hershey Company 0.3%

Value ($000) $310 Shares 1,833 Est. Cost $180.57 Unrealized -4.3%

QAI NYLI Hedge Multi-Strategy Tracker ETF 0.3%

Value ($000) $302 Shares 15,775 Est. Cost $32.08 Unrealized —

— Viper Energy Inc. 0.3%

Value ($000) $298 Shares 6,077 Est. Cost $49.07 Unrealized —

GLD SPDR Gold Shares ETF 0.3%

Value ($000) $258 Shares 1,067 Est. Cost $242.97 Unrealized —

NUE Nucor Corporation 0.3%

Value ($000) $255 Shares 2,187 Est. Cost $140.88 Unrealized 0.0%

NVDA NVIDIA Corporation 0.3%

Value ($000) $254 Shares 1,888 Est. Cost $137.79 Unrealized 0.0%

SEIC SEI Investments Company 0.3%

Value ($000) $253 Shares 3,073 Est. Cost $77.08 Unrealized 0.0%

LMT Lockheed Martin Corporation 0.2%

Value ($000) $244 Shares 502 Est. Cost $527.20 Unrealized 0.0%

SWKS Skyworks Solutions, Inc. 0.2%

Value ($000) $229 Shares 2,585 Est. Cost $86.71 Unrealized 0.0%

CMCSA Comcast Corporation 0.2%

Value ($000) $224 Shares 5,973 Est. Cost $39.99 Unrealized 0.0%

SNA Snap-on, Inc. 0.2%

Value ($000) $220 Shares 649 Est. Cost $327.46 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYLB	Xtrackers USD High Yield Corporate Bond ETF	1,608,709	$58,042	58.0%	$34.72	—	ETF	233051432
JNK	SPDR Bloomberg High Yield Bond ETF	182,824	$17,454	17.4%	$92.03	—	ETF	78468R622
USHY	iShares Broad USD High Yield Corporate Bond ETF	239,943	$8,828	8.8%	$37.56	—	ETF	46435U853
DIA	SPDR Dow Jones Industrial Average ETF	2,922	$1,243	1.2%	$423.12	—	ETF	78467X109
SPHY	SPDR Portfolio High Yield Bond ETF	47,109	$1,106	1.1%	$23.73	—	ETF	78468R606
HYG	iShares iBoxx $ High Yield Corporate Bond ETF	13,837	$1,088	1.1%	$75.07	—	ETF	464288513
FLOT	iShares Floating Rate Bond ETF	18,694	$951	1.0%	$50.69	—	ETF	46429B655
RS	Reliance Inc.	2,625	$707	0.7%	$296.62	0.0%	Equity	759509102
VIG	Vanguard Dividend Appreciation ETF	3,073	$602	0.6%	$195.83	—	ETF	921908844
JEPI	JPMorgan Equity Premium Income ETF	10,433	$600	0.6%	$54.74	—	ETF	46641Q332
JEPQ	JPMorgan Nasdaq Equity Premium Income ETF	10,618	$599	0.6%	$55.68	—	ETF	46654Q203
HRL	Hormel Foods Corporation	16,928	$531	0.5%	$30.03	0.0%	Equity	440452100
GOOGL	Alphabet, Inc.	2,561	$485	0.5%	$174.14	0.0%	Equity	02079K305
TFLO	iShares Treasury Floating Rate Bond ETF	9,423	$475	0.5%	$50.48	—	ETF	46434V860
SHY	iShares 1-3 Year Treasury Bond ETF	5,799	$475	0.5%	$81.98	—	ETF	464287457
IBND	SPDR Bloomberg International Corporate Bond ETF	16,665	$473	0.5%	$28.36	—	ETF	78464A151
SJM	J M Smucker Company	4,164	$459	0.5%	$109.96	0.0%	Equity	832696405
ROIV	Roivant Sciences Ltd.	38,712	$458	0.5%	$11.39	+3.8%	Equity	G76279101
BND	Vanguard Total Bond Market ETF	5,792	$416	0.4%	$68.62	—	ETF	921937835
META	Meta Platforms, Inc.	582	$341	0.3%	$584.74	0.0%	Equity	30303M102
CSCO	Cisco Systems, Inc.	5,486	$325	0.3%	$55.37	0.0%	Equity	17275R102
JBBB	Janus Henderson B-BBB CLO ETF	6,447	$317	0.3%	$49.16	—	ETF	47103U753
AMLP	Alerian MLP ETF	6,578	$317	0.3%	$48.16	—	ETF	00162Q452
SDOG	ALPS Sector Dividend Dogs ETF	5,603	$317	0.3%	$56.51	—	ETF	00162Q858
SJNK	SPDR Bloomberg Short Term High Yield Bond ETF	12,535	$317	0.3%	$25.25	—	ETF	78468R408
NOBL	ProShares S&P 500 Dividend Aristocrats ETF	3,174	$316	0.3%	$99.55	—	ETF	74348A467
HSY	The Hershey Company	1,833	$310	0.3%	$180.57	-4.3%	Equity	427866108
QAI	NYLI Hedge Multi-Strategy Tracker ETF	15,775	$302	0.3%	$32.08	—	ETF	45409B107
—	Viper Energy Inc.	6,077	$298	0.3%	$49.07	—	Equity	92763M105
GLD	SPDR Gold Shares ETF	1,067	$258	0.3%	$242.97	—	ETF	78463V107
NUE	Nucor Corporation	2,187	$255	0.3%	$140.88	0.0%	Equity	670346105
NVDA	NVIDIA Corporation	1,888	$254	0.3%	$137.79	0.0%	Equity	67066G104
SEIC	SEI Investments Company	3,073	$253	0.3%	$77.08	0.0%	Equity	784117103
LMT	Lockheed Martin Corporation	502	$244	0.2%	$527.20	0.0%	Equity	539830109
SWKS	Skyworks Solutions, Inc.	2,585	$229	0.2%	$86.71	0.0%	Equity	83088M102
CMCSA	Comcast Corporation	5,973	$224	0.2%	$39.99	0.0%	Equity	20030N101
SNA	Snap-on, Inc.	649	$220	0.2%	$327.46	0.0%	Equity	833034101