Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q3 2013 (← Previous) (Next →)

Filing Date: Nov 14, 2013

Total Value ($000): $216,435 (100.0% shares, 0.0% debt)

Holdings (25)

XLI SELECT SECTOR SPDR TR 14.2%

Value ($000) $30,671 Shares 660,944 Est. Cost $43.15 Unrealized —

XLY SELECT SECTOR SPDR TR 14.1%

Value ($000) $30,562 Shares 504,068 Est. Cost $56.94 Unrealized —

XLB SELECT SECTOR SPDR TR 14.0%

Value ($000) $30,331 Shares 722,001 Est. Cost $38.84 Unrealized —

XLK SELECT SECTOR SPDR TR 13.9%

Value ($000) $30,105 Shares 939,602 Est. Cost $32.04 Unrealized —

XLF SELECT SECTOR SPDR TR 13.8%

Value ($000) $29,875 Shares 1,500,890 Est. Cost $19.52 Unrealized —

XLV SELECT SECTOR SPDR TR 13.8%

Value ($000) $29,794 Shares 588,940 Est. Cost $47.98 Unrealized —

XLE SELECT SECTOR SPDR TR 13.7%

Value ($000) $29,695 Shares 358,163 Est. Cost $78.91 Unrealized —

OEF ISHARES 0.7%

Value ($000) $1,587 Shares 21,200 Est. Cost $72.11 Unrealized —

IWO ISHARES 0.3%

Value ($000) $551 Shares 4,380 Est. Cost $112.73 Unrealized —

TIP ISHARES 0.2%

Value ($000) $523 Shares 4,650 Est. Cost $112.02 Unrealized —

IWP ISHARES 0.2%

Value ($000) $515 Shares 6,580 Est. Cost $72.16 Unrealized —

IWF ISHARES 0.2%

Value ($000) $504 Shares 6,450 Est. Cost $73.10 Unrealized —

LQD ISHARES 0.2%

Value ($000) $391 Shares 3,440 Est. Cost $113.66 Unrealized —

— ISHARES 0.1%

Value ($000) $288 Shares 24,180 Est. Cost $11.31 Unrealized —

— ISHARES 0.1%

Value ($000) $274 Shares 13,960 Est. Cost $17.69 Unrealized —

HYG ISHARES 0.1%

Value ($000) $132 Shares 1,440 Est. Cost $91.67 Unrealized —

EWL ISHARES 0.1%

Value ($000) $129 Shares 4,110 Est. Cost $28.62 Unrealized —

EWG ISHARES 0.1%

Value ($000) $115 Shares 4,150 Est. Cost $24.75 Unrealized —

EWQ ISHARES 0.1%

Value ($000) $113 Shares 4,220 Est. Cost $23.25 Unrealized —

EWA ISHARES 0.0%

Value ($000) $100 Shares 3,970 Est. Cost $25.19 Unrealized —

EWH ISHARES 0.0%

Value ($000) $42 Shares 2,080 Est. Cost $20.19 Unrealized —

EWD ISHARES 0.0%

Value ($000) $39 Shares 1,130 Est. Cost $29.84 Unrealized —

EWN ISHARES 0.0%

Value ($000) $37 Shares 1,560 Est. Cost $21.26 Unrealized —

EWP ISHARES 0.0%

Value ($000) $36 Shares 1,050 Est. Cost $34.29 Unrealized —

— ISHARES 0.0%

Value ($000) $26 Shares 1,850 Est. Cost $14.05 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLI	SELECT SECTOR SPDR TR	660,944	$30,671	14.2%	$43.15	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	504,068	$30,562	14.1%	$56.94	—	SBI CONS DISCR	81369Y407
XLB	SELECT SECTOR SPDR TR	722,001	$30,331	14.0%	$38.84	—	SBI MATERIALS	81369Y100
XLK	SELECT SECTOR SPDR TR	939,602	$30,105	13.9%	$32.04	—	TECHNOLOGY	81369Y803
XLF	SELECT SECTOR SPDR TR	1,500,890	$29,875	13.8%	$19.52	—	SBI INT-FINL	81369Y605
XLV	SELECT SECTOR SPDR TR	588,940	$29,794	13.8%	$47.98	—	SBI HEALTHCARE	81369Y209
XLE	SELECT SECTOR SPDR TR	358,163	$29,695	13.7%	$78.91	—	SBI INT-ENERGY	81369Y506
OEF	ISHARES	21,200	$1,587	0.7%	$72.11	—	S&P 100 ETF	464287101
IWO	ISHARES	4,380	$551	0.3%	$112.73	—	RUS 2000 GRW ETF	464287648
TIP	ISHARES	4,650	$523	0.2%	$112.02	—	TIPS BD ETF	464287176
IWP	ISHARES	6,580	$515	0.2%	$72.16	—	RUS MD CP GR ETF	464287481
IWF	ISHARES	6,450	$504	0.2%	$73.10	—	RUS 1000 GRW ETF	464287614
LQD	ISHARES	3,440	$391	0.2%	$113.66	—	IBOXX INV CP ETF	464287242
—	ISHARES	24,180	$288	0.1%	$11.31	—	MSCI JAPAN ETF	464286848
—	ISHARES	13,960	$274	0.1%	$17.69	—	MSCI UK ETF	464286699
HYG	ISHARES	1,440	$132	0.1%	$91.67	—	IBOXX HI YD ETF	464288513
EWL	ISHARES	4,110	$129	0.1%	$28.62	—	MSCI SZ CAP ETF	464286749
EWG	ISHARES	4,150	$115	0.1%	$24.75	—	MSCI GERMANY ETF	464286806
EWQ	ISHARES	4,220	$113	0.1%	$23.25	—	MSCI FRANCE ETF	464286707
EWA	ISHARES	3,970	$100	0.0%	$25.19	—	MSCI AUST ETF	464286103
EWH	ISHARES	2,080	$42	0.0%	$20.19	—	MSCI HONG KG ETF	464286871
EWD	ISHARES	1,130	$39	0.0%	$29.84	—	MSCI SWEDEN ETF	464286756
EWN	ISHARES	1,560	$37	0.0%	$21.26	—	MSCI NETHERL ETF	464286814
EWP	ISHARES	1,050	$36	0.0%	$34.29	—	MSCI SPAN CP ETF	464286764
—	ISHARES	1,850	$26	0.0%	$14.05	—	MSCI ITALCPD ETF	464286855