Virtus Investment Advisers, LLC Quant / Systematic

Location: Hartford, CT

CIK: 0000019481 · Show all filings

Period: Q2 2020 (← Previous) (Next →)

Filing Date: Aug 5, 2020

Total Value: $187M (100.0% shares, 0.0% debt)

Holdings (5)

HYG ISHARES TR 65.6%

Value $123M Shares 1,501,364 Est. Cost $78.23 Unrealized —

LQD ISHARES TR 23.2%

Value $43.35M Shares 322,279 Est. Cost $134.50 Unrealized —

JNK SPDR SER TR 11.0%

Value $20.48M Shares 202,456 Est. Cost $101.16 Unrealized —

HYD VANECK VECTORS ETF TR 0.2%

Value $356K Shares 6,000 Est. Cost $63.54 Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.1%

Value $196K Shares 187,783 Est. Cost $4.98 Unrealized -81.1%

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
HYG	ISHARES TR	1,501,364	$123M	65.6%	$78.23	—	IBOXX HI YD ETF	464288513
LQD	ISHARES TR	322,279	$43.35M	23.2%	$134.50	—	IBOXX INV CP ETF	464287242
JNK	SPDR SER TR	202,456	$20.48M	11.0%	$101.16	—	BLOOMBERG BRCLYS	78468R622
HYD	VANECK VECTORS ETF TR	6,000	$356K	0.2%	$63.54	—	HIGH YLD MUN ETF	92189H409
CCO	CLEAR CHANNEL OUTDOOR HLDGS	187,783	$196K	0.1%	$4.98	-81.1%	COM	18453H106