Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q1 2020 (← Previous) (Next →)

Filing Date: May 15, 2020

Total Value ($000): $104,288 (100.0% shares, 0.0% debt)

Holdings (5)

HYG ISHARES TR 84.6%

Value ($000) $88,213 Shares 1,144,582 Est. Cost $77.17 Unrealized —

BKLN INVESCO EXCHANGE-TRADED FD T 14.0%

Value ($000) $14,553 Shares 711,268 Est. Cost $22.82 Unrealized —

HYD VANECK VECTORS ETF TR 1.0%

Value ($000) $1,069 Shares 20,453 Est. Cost $63.54 Unrealized —

IHRT IHEARTMEDIA INC 0.3%

Value ($000) $333 Shares 45,578 Est. Cost $14.60 Unrealized +0.7%

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.1%

Value ($000) $120 Shares 187,783 Est. Cost $4.98 Unrealized -57.3%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	1,144,582	$88,213	84.6%	$77.17	—	IBOXX HI YD ETF	464288513
BKLN	INVESCO EXCHANGE-TRADED FD T	711,268	$14,553	14.0%	$22.82	—	SR LN ETF	46138G508
HYD	VANECK VECTORS ETF TR	20,453	$1,069	1.0%	$63.54	—	HIGH YLD MUN ETF	92189H409
IHRT	IHEARTMEDIA INC	45,578	$333	0.3%	$14.60	+0.7%	COM CL A	45174J509
CCO	CLEAR CHANNEL OUTDOOR HLDGS	187,783	$120	0.1%	$4.98	-57.3%	COM	18453H106