Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q4 2013 (← Previous) (Next →)

Filing Date: Feb 14, 2014

Total Value ($000): $242,757 (100.0% shares, 0.0% debt)

Holdings (29)

XLB SELECT SECTOR SPDR TR 12.0%

Value ($000) $29,074 Shares 629,028 Est. Cost $38.84 Unrealized —

XLI SELECT SECTOR SPDR TR 11.9%

Value ($000) $28,973 Shares 554,392 Est. Cost $43.15 Unrealized —

XLY SELECT SECTOR SPDR TR 11.8%

Value ($000) $28,636 Shares 428,497 Est. Cost $56.94 Unrealized —

XLE SELECT SECTOR SPDR TR 11.8%

Value ($000) $28,585 Shares 322,953 Est. Cost $78.91 Unrealized —

XLK SELECT SECTOR SPDR TR 11.8%

Value ($000) $28,566 Shares 799,283 Est. Cost $32.04 Unrealized —

XLF SELECT SECTOR SPDR TR 11.7%

Value ($000) $28,461 Shares 1,301,957 Est. Cost $19.52 Unrealized —

XLV SELECT SECTOR SPDR TR 11.5%

Value ($000) $28,026 Shares 505,520 Est. Cost $47.98 Unrealized —

XLP SELECT SECTOR SPDR TR 11.0%

Value ($000) $26,738 Shares 622,098 Est. Cost $42.98 Unrealized —

— POWERSHARES ETF TRUST II 2.5%

Value ($000) $6,004 Shares 241,310 Est. Cost $24.88 Unrealized —

— SPDR SERIES TRUST 1.7%

Value ($000) $4,025 Shares 99,233 Est. Cost $40.56 Unrealized —

OEF ISHARES 0.7%

Value ($000) $1,738 Shares 21,100 Est. Cost $72.11 Unrealized —

IWO ISHARES 0.2%

Value ($000) $591 Shares 4,360 Est. Cost $112.73 Unrealized —

IWP ISHARES 0.2%

Value ($000) $553 Shares 6,550 Est. Cost $72.16 Unrealized —

IWF ISHARES 0.2%

Value ($000) $552 Shares 6,420 Est. Cost $73.10 Unrealized —

LQD ISHARES 0.2%

Value ($000) $371 Shares 3,250 Est. Cost $113.66 Unrealized —

— ISHARES 0.1%

Value ($000) $317 Shares 15,160 Est. Cost $17.94 Unrealized —

— ISHARES 0.1%

Value ($000) $284 Shares 23,390 Est. Cost $11.31 Unrealized —

SHY ISHARES 0.1%

Value ($000) $165 Shares 1,960 Est. Cost $84.18 Unrealized —

TLT ISHARES 0.1%

Value ($000) $165 Shares 1,620 Est. Cost $101.85 Unrealized —

IEF ISHARES 0.1%

Value ($000) $165 Shares 1,660 Est. Cost $99.40 Unrealized —

EWQ ISHARES 0.1%

Value ($000) $157 Shares 5,510 Est. Cost $24.47 Unrealized —

EWL ISHARES 0.1%

Value ($000) $150 Shares 4,560 Est. Cost $29.04 Unrealized —

HYG ISHARES 0.1%

Value ($000) $124 Shares 1,340 Est. Cost $91.67 Unrealized —

EWG ISHARES 0.0%

Value ($000) $114 Shares 3,600 Est. Cost $24.75 Unrealized —

EWH ISHARES 0.0%

Value ($000) $70 Shares 3,390 Est. Cost $20.37 Unrealized —

EWD ISHARES 0.0%

Value ($000) $44 Shares 1,230 Est. Cost $30.32 Unrealized —

EWP ISHARES 0.0%

Value ($000) $43 Shares 1,110 Est. Cost $34.53 Unrealized —

EWN ISHARES 0.0%

Value ($000) $39 Shares 1,490 Est. Cost $21.26 Unrealized —

— ISHARES 0.0%

Value ($000) $27 Shares 1,760 Est. Cost $14.05 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLB	SELECT SECTOR SPDR TR	629,028	$29,074	12.0%	$38.84	—	SBI MATERIALS	81369Y100
XLI	SELECT SECTOR SPDR TR	554,392	$28,973	11.9%	$43.15	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	428,497	$28,636	11.8%	$56.94	—	SBI CONS DISCR	81369Y407
XLE	SELECT SECTOR SPDR TR	322,953	$28,585	11.8%	$78.91	—	SBI INT-ENERGY	81369Y506
XLK	SELECT SECTOR SPDR TR	799,283	$28,566	11.8%	$32.04	—	TECHNOLOGY	81369Y803
XLF	SELECT SECTOR SPDR TR	1,301,957	$28,461	11.7%	$19.52	—	SBI INT-FINL	81369Y605
XLV	SELECT SECTOR SPDR TR	505,520	$28,026	11.5%	$47.98	—	SBI HEALTHCARE	81369Y209
XLP	SELECT SECTOR SPDR TR	622,098	$26,738	11.0%	$42.98	—	SBI CONS STPLS	81369Y308
—	POWERSHARES ETF TRUST II	241,310	$6,004	2.5%	$24.88	—	SENIOR LN PORT	73936Q769
—	SPDR SERIES TRUST	99,233	$4,025	1.7%	$40.56	—	BRC HGH YLD BD	78464A417
OEF	ISHARES	21,100	$1,738	0.7%	$72.11	—	S&P 100 ETF	464287101
IWO	ISHARES	4,360	$591	0.2%	$112.73	—	RUS 2000 GRW ETF	464287648
IWP	ISHARES	6,550	$553	0.2%	$72.16	—	RUS MD CP GR ETF	464287481
IWF	ISHARES	6,420	$552	0.2%	$73.10	—	RUS 1000 GRW ETF	464287614
LQD	ISHARES	3,250	$371	0.2%	$113.66	—	IBOXX INV CP ETF	464287242
—	ISHARES	15,160	$317	0.1%	$17.94	—	MSCI UK ETF	464286699
—	ISHARES	23,390	$284	0.1%	$11.31	—	MSCI JAPAN ETF	464286848
SHY	ISHARES	1,960	$165	0.1%	$84.18	—	1-3 YR TR BD ETF	464287457
TLT	ISHARES	1,620	$165	0.1%	$101.85	—	20+ YR TR BD ETF	464287432
IEF	ISHARES	1,660	$165	0.1%	$99.40	—	7-10 Y TR BD ETF	464287440
EWQ	ISHARES	5,510	$157	0.1%	$24.47	—	MSCI FRANCE ETF	464286707
EWL	ISHARES	4,560	$150	0.1%	$29.04	—	MSCI SZ CAP ETF	464286749
HYG	ISHARES	1,340	$124	0.1%	$91.67	—	IBOXX HI YD ETF	464288513
EWG	ISHARES	3,600	$114	0.0%	$24.75	—	MSCI GERMANY ETF	464286806
EWH	ISHARES	3,390	$70	0.0%	$20.37	—	MSCI HONG KG ETF	464286871
EWD	ISHARES	1,230	$44	0.0%	$30.32	—	MSCI SWEDEN ETF	464286756
EWP	ISHARES	1,110	$43	0.0%	$34.53	—	MSCI SPAN CP ETF	464286764
EWN	ISHARES	1,490	$39	0.0%	$21.26	—	MSCI NETHERL ETF	464286814
—	ISHARES	1,760	$27	0.0%	$14.05	—	MSCI ITALCPD ETF	464286855