Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q3 2019 (← Previous) (Next →)

Filing Date: Nov 12, 2019

Total Value ($000): $70,133 (100.0% shares, 0.0% debt)

Holdings (6)

IHRT IHEARTMEDIA INC 90.2%

Value ($000) $63,233 Shares 725,321 Est. Cost $14.60 Unrealized 0.0%

HYG ISHARES TR 4.6%

Value ($000) $3,208 Shares 36,803 Est. Cost $87.18 Unrealized —

SJNK SPDR SERIES TRUST 3.0%

Value ($000) $2,097 Shares 24,049 Est. Cost $87.20 Unrealized —

JNK SPDR SERIES TRUST 1.0%

Value ($000) $689 Shares 7,902 Est. Cost $95.12 Unrealized —

HYD VANECK VECTORS ETF TR 0.6%

Value ($000) $454 Shares 5,211 Est. Cost $62.07 Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.6%

Value ($000) $452 Shares 178,493 Est. Cost $5.11 Unrealized -38.6%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
IHRT	IHEARTMEDIA INC	725,321	$63,233	90.2%	$14.60	0.0%	COM CL A	45174J509
HYG	ISHARES TR	36,803	$3,208	4.6%	$87.18	—	IBOXX HI YD ETF	464288513
SJNK	SPDR SERIES TRUST	24,049	$2,097	3.0%	$87.20	—	BLOOMBERG SRT TR	78468R408
JNK	SPDR SERIES TRUST	7,902	$689	1.0%	$95.12	—	BLOOMBERG BRCLYS	78468R622
HYD	VANECK VECTORS ETF TR	5,211	$454	0.6%	$62.07	—	HIGH YLD MUN ETF	92189H409
CCO	CLEAR CHANNEL OUTDOOR HLDGS	178,493	$452	0.6%	$5.11	-38.6%	COM	18453H106