Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q4 2019 (← Previous) (Next →)

Filing Date: Feb 13, 2020

Total Value ($000): $74,138 (100.0% shares, 0.0% debt)

Holdings (6)

HYG ISHARES TR 73.0%

Value ($000) $54,143 Shares 11,779 Est. Cost $87.18 Unrealized —

BKLN INVESCO EXCHNG TRADED FD TR 21.9%

Value ($000) $16,231 Shares 711,268 Est. Cost $22.82 Unrealized —

HYD VANECK VECTORS ETF TR 1.8%

Value ($000) $1,321 Shares 20,630 Est. Cost $63.54 Unrealized —

SJNK SPDR SERIES TRUST 1.5%

Value ($000) $1,136 Shares 42,175 Est. Cost $61.30 Unrealized —

IHRT IHEARTMEDIA INC 1.0%

Value ($000) $770 Shares 45,578 Est. Cost $14.60 Unrealized +3.8%

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.7%

Value ($000) $537 Shares 187,783 Est. Cost $4.98 Unrealized -49.2%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	11,779	$54,143	73.0%	$87.18	—	IBOXX HI YD ETF	464288513
BKLN	INVESCO EXCHNG TRADED FD TR	711,268	$16,231	21.9%	$22.82	—	SR LN ETF	46138G508
HYD	VANECK VECTORS ETF TR	20,630	$1,321	1.8%	$63.54	—	HIGH YLD MUN ETF	92189H409
SJNK	SPDR SERIES TRUST	42,175	$1,136	1.5%	$61.30	—	BLOOMBERG SRT TR	78468R408
IHRT	IHEARTMEDIA INC	45,578	$770	1.0%	$14.60	+3.8%	COM CL A	45174J509
CCO	CLEAR CHANNEL OUTDOOR HLDGS	187,783	$537	0.7%	$4.98	-49.2%	COM	18453H106