Virtus Investment Advisers, LLC Quant / Systematic

Location: Hartford, CT

CIK: 0000019481 · Show all filings

Period: Q3 2020 (← Previous) (Next →)

Filing Date: Nov 13, 2020

Total Value: $37.47M (100.0% shares, 0.0% debt)

Holdings (5)

LQD ISHARES TR 97.5%

Value $36.54M Shares 271,269 Est. Cost $134.50 Unrealized —

IHRT IHEARTMEDIA INC 1.0%

Value $370K Shares 45,578 Est. Cost $8.51 Unrealized 0.0%

HYD VANECK VECTORS ETF TR 1.0%

Value $359K Shares 6,000 Est. Cost $63.54 Unrealized —

CCO CLEAR CHANNEL OUTDOOR HLDGS 0.5%

Value $188K Shares 187,783 Est. Cost $4.98 Unrealized -78.5%

— DENBURY INC 0.0%

Value $5,000 Shares 298 Est. Cost $16.78 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES TR	271,269	$36.54M	97.5%	$134.50	—	IBOXX INV CP ETF	464287242
IHRT	IHEARTMEDIA INC	45,578	$370K	1.0%	$8.51	0.0%	COM CL A	45174J509
HYD	VANECK VECTORS ETF TR	6,000	$359K	1.0%	$63.54	—	HIGH YLD MUN ETF	92189H409
CCO	CLEAR CHANNEL OUTDOOR HLDGS	187,783	$188K	0.5%	$4.98	-78.5%	COM	18453H106
—	DENBURY INC	298	$5,000	0.0%	$16.78	—	COM	24790A101