Virtus Investment Advisers, LLC Quant / Systematic

Location: Hartford, CT

CIK: 0000019481 · Show all filings

Period: Q2 2013 (Next →)

Filing Date: Aug 14, 2013

Total Value: $202M (100.0% shares, 0.0% debt)

Holdings (25)

XLU SELECT SECTOR SPDR TR 12.4%

Value $25.04M Shares 665,318 Est. Cost $37.63 Unrealized —

XLY SELECT SECTOR SPDR TR 12.3%

Value $24.83M Shares 440,311 Est. Cost $56.40 Unrealized —

XLP SELECT SECTOR SPDR TR 12.2%

Value $24.63M Shares 620,790 Est. Cost $39.67 Unrealized —

XLF SELECT SECTOR SPDR TR 12.2%

Value $24.61M Shares 1,265,655 Est. Cost $19.45 Unrealized —

XLV SELECT SECTOR SPDR TR 12.1%

Value $24.54M Shares 515,394 Est. Cost $47.61 Unrealized —

XLI SELECT SECTOR SPDR TR 12.0%

Value $24.38M Shares 571,857 Est. Cost $42.64 Unrealized —

XLE SELECT SECTOR SPDR TR 12.0%

Value $24.33M Shares 310,732 Est. Cost $78.30 Unrealized —

XLB SELECT SECTOR SPDR TR 11.8%

Value $23.92M Shares 623,777 Est. Cost $38.35 Unrealized —

OEF ISHARES TR 0.7%

Value $1.439M Shares 20,000 Est. Cost $71.95 Unrealized —

— CIT GROUP INC 0.6%

Value $1.287M Shares 27,601 Est. Cost $46.63 Unrealized —

TIP ISHARES TR 0.2%

Value $504K Shares 4,500 Est. Cost $112.00 Unrealized —

IWO ISHARES TR 0.2%

Value $451K Shares 4,040 Est. Cost $111.63 Unrealized —

IWP ISHARES TR 0.2%

Value $438K Shares 6,110 Est. Cost $71.69 Unrealized —

IWF ISHARES TR 0.2%

Value $434K Shares 5,970 Est. Cost $72.70 Unrealized —

— ISHARES INC 0.1%

Value $300K Shares 16,960 Est. Cost $17.69 Unrealized —

— ISHARES INC 0.1%

Value $239K Shares 21,280 Est. Cost $11.23 Unrealized —

SHY ISHARES TR 0.1%

Value $172K Shares 2,040 Est. Cost $84.31 Unrealized —

TLT ISHARES TR 0.1%

Value $169K Shares 1,530 Est. Cost $110.46 Unrealized —

IEF ISHARES TR 0.1%

Value $169K Shares 1,650 Est. Cost $102.42 Unrealized —

EWL ISHARES INC 0.1%

Value $158K Shares 5,520 Est. Cost $28.62 Unrealized —

EWG ISHARES INC 0.1%

Value $150K Shares 6,060 Est. Cost $24.75 Unrealized —

EWQ ISHARES INC 0.1%

Value $106K Shares 4,560 Est. Cost $23.25 Unrealized —

— ISHARES INC 0.0%

Value $55,000 Shares 4,330 Est. Cost $12.70 Unrealized —

EWD ISHARES INC 0.0%

Value $37,000 Shares 1,240 Est. Cost $29.84 Unrealized —

EWN ISHARES INC 0.0%

Value $27,000 Shares 1,300 Est. Cost $20.77 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
XLU	SELECT SECTOR SPDR TR	665,318	$25.04M	12.4%	$37.63	—	SBI INT-UTILS	81369Y886
XLY	SELECT SECTOR SPDR TR	440,311	$24.83M	12.3%	$56.40	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	620,790	$24.63M	12.2%	$39.67	—	SBI CONS STPLS	81369Y308
XLF	SELECT SECTOR SPDR TR	1,265,655	$24.61M	12.2%	$19.45	—	SBI INT-FINL	81369Y605
XLV	SELECT SECTOR SPDR TR	515,394	$24.54M	12.1%	$47.61	—	SBI HEALTHCARE	81369Y209
XLI	SELECT SECTOR SPDR TR	571,857	$24.38M	12.0%	$42.64	—	SBI INT-INDS	81369Y704
XLE	SELECT SECTOR SPDR TR	310,732	$24.33M	12.0%	$78.30	—	SBI INT-ENERGY	81369Y506
XLB	SELECT SECTOR SPDR TR	623,777	$23.92M	11.8%	$38.35	—	SBI MATERIALS	81369Y100
OEF	ISHARES TR	20,000	$1.439M	0.7%	$71.95	—	S&P 100 IDX FD	464287101
—	CIT GROUP INC	27,601	$1.287M	0.6%	$46.63	—	COM NEW	125581801
TIP	ISHARES TR	4,500	$504K	0.2%	$112.00	—	BARCLYS TIPS BD	464287176
IWO	ISHARES TR	4,040	$451K	0.2%	$111.63	—	RUSL 2000 GROW	464287648
IWP	ISHARES TR	6,110	$438K	0.2%	$71.69	—	RUSSELL MCP GR	464287481
IWF	ISHARES TR	5,970	$434K	0.2%	$72.70	—	RUSSELL1000GRW	464287614
—	ISHARES INC	16,960	$300K	0.1%	$17.69	—	MSCI UTD KINGD	464286699
—	ISHARES INC	21,280	$239K	0.1%	$11.23	—	MSCI JAPAN	464286848
SHY	ISHARES TR	2,040	$172K	0.1%	$84.31	—	BARCLYS 1-3 YR	464287457
TLT	ISHARES TR	1,530	$169K	0.1%	$110.46	—	BARCLYS 20+ YR	464287432
IEF	ISHARES TR	1,650	$169K	0.1%	$102.42	—	BARCLYS 7-10 YR	464287440
EWL	ISHARES INC	5,520	$158K	0.1%	$28.62	—	MSCI SWITZ CAPP	464286749
EWG	ISHARES INC	6,060	$150K	0.1%	$24.75	—	MSCI GERMAN	464286806
EWQ	ISHARES INC	4,560	$106K	0.1%	$23.25	—	MSCI FRANCE	464286707
—	ISHARES INC	4,330	$55,000	0.0%	$12.70	—	MSCI SINGAPORE	464286673
EWD	ISHARES INC	1,240	$37,000	0.0%	$29.84	—	MSCI SWEDEN	464286756
EWN	ISHARES INC	1,300	$27,000	0.0%	$20.77	—	MSCI NETHR INVES	464286814