Virtus Investment Advisers, LLC Quant / Systematic

Location: Hartford, CT

CIK: 0000019481 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value: $227M (100.0% shares, 0.0% debt)

Holdings (30)

XLF SELECT SECTOR SPDR TR 16.3%

Value $37.09M Shares 1,660,181 Est. Cost $20.13 Unrealized —

XLE SELECT SECTOR SPDR TR 16.3%

Value $36.95M Shares 414,842 Est. Cost $81.16 Unrealized —

XLB SELECT SECTOR SPDR TR 16.1%

Value $36.64M Shares 775,014 Est. Cost $40.43 Unrealized —

XLI SELECT SECTOR SPDR TR 16.1%

Value $36.54M Shares 698,225 Est. Cost $45.04 Unrealized —

XLK SELECT SECTOR SPDR TR 15.9%

Value $36.2M Shares 995,823 Est. Cost $32.89 Unrealized —

XLV SELECT SECTOR SPDR TR 15.9%

Value $36.07M Shares 616,629 Est. Cost $49.88 Unrealized —

OEF ISHARES 0.8%

Value $1.896M Shares 22,900 Est. Cost $72.95 Unrealized —

— SPDR SERIES TRUST 0.5%

Value $1.208M Shares 29,244 Est. Cost $40.56 Unrealized —

IWO ISHARES 0.3%

Value $637K Shares 4,680 Est. Cost $114.33 Unrealized —

IWP ISHARES 0.3%

Value $607K Shares 7,070 Est. Cost $73.16 Unrealized —

LQD ISHARES 0.3%

Value $607K Shares 5,190 Est. Cost $114.89 Unrealized —

IWF ISHARES 0.3%

Value $601K Shares 6,940 Est. Cost $74.11 Unrealized —

— ADVISORSHARES TR 0.2%

Value $483K Shares 9,191 Est. Cost $52.55 Unrealized —

— ISHARES 0.2%

Value $374K Shares 18,150 Est. Cost $18.38 Unrealized —

EWQ ISHARES 0.1%

Value $207K Shares 7,090 Est. Cost $25.53 Unrealized —

HYG ISHARES 0.1%

Value $202K Shares 2,140 Est. Cost $92.69 Unrealized —

EWL ISHARES 0.1%

Value $197K Shares 5,750 Est. Cost $30.12 Unrealized —

EWG ISHARES 0.1%

Value $129K Shares 4,100 Est. Cost $25.57 Unrealized —

EWA ISHARES 0.0%

Value $104K Shares 4,020 Est. Cost $25.87 Unrealized —

TIP ISHARES 0.0%

Value $101K Shares 900 Est. Cost $112.22 Unrealized —

— HEALTHSOUTH CORP 0.0%

Value $100K Shares 2,789 Est. Cost $35.86 Unrealized —

— ISHARES 0.0%

Value $78,000 Shares 6,870 Est. Cost $11.31 Unrealized —

EWP ISHARES 0.0%

Value $45,000 Shares 1,110 Est. Cost $34.53 Unrealized —

EWD ISHARES 0.0%

Value $44,000 Shares 1,200 Est. Cost $30.32 Unrealized —

EWN ISHARES 0.0%

Value $42,000 Shares 1,590 Est. Cost $21.58 Unrealized —

EWH ISHARES 0.0%

Value $40,000 Shares 2,000 Est. Cost $20.37 Unrealized —

TLT ISHARES 0.0%

Value $34,000 Shares 310 Est. Cost $101.85 Unrealized —

SHY ISHARES 0.0%

Value $34,000 Shares 400 Est. Cost $84.18 Unrealized —

IEF ISHARES 0.0%

Value $34,000 Shares 330 Est. Cost $99.40 Unrealized —

— ISHARES 0.0%

Value $31,000 Shares 1,740 Est. Cost $14.05 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	1,660,181	$37.09M	16.3%	$20.13	—	SBI INT-FINL	81369Y605
XLE	SELECT SECTOR SPDR TR	414,842	$36.95M	16.3%	$81.16	—	SBI INT-ENERGY	81369Y506
XLB	SELECT SECTOR SPDR TR	775,014	$36.64M	16.1%	$40.43	—	SBI MATERIALS	81369Y100
XLI	SELECT SECTOR SPDR TR	698,225	$36.54M	16.1%	$45.04	—	SBI INT-INDS	81369Y704
XLK	SELECT SECTOR SPDR TR	995,823	$36.2M	15.9%	$32.89	—	TECHNOLOGY	81369Y803
XLV	SELECT SECTOR SPDR TR	616,629	$36.07M	15.9%	$49.88	—	SBI HEALTHCARE	81369Y209
OEF	ISHARES	22,900	$1.896M	0.8%	$72.95	—	S&P 100 ETF	464287101
—	SPDR SERIES TRUST	29,244	$1.208M	0.5%	$40.56	—	BRC HGH YLD BD	78464A417
IWO	ISHARES	4,680	$637K	0.3%	$114.33	—	RUS 2000 GRW ETF	464287648
IWP	ISHARES	7,070	$607K	0.3%	$73.16	—	RUS MD CP GR ETF	464287481
LQD	ISHARES	5,190	$607K	0.3%	$114.89	—	IBOXX INV CP ETF	464287242
IWF	ISHARES	6,940	$601K	0.3%	$74.11	—	RUS 1000 GRW ETF	464287614
—	ADVISORSHARES TR	9,191	$483K	0.2%	$52.55	—	PERITUS HG YLD	00768Y503
—	ISHARES	18,150	$374K	0.2%	$18.38	—	MSCI UK ETF	464286699
EWQ	ISHARES	7,090	$207K	0.1%	$25.53	—	MSCI FRANCE ETF	464286707
HYG	ISHARES	2,140	$202K	0.1%	$92.69	—	IBOXX HI YD ETF	464288513
EWL	ISHARES	5,750	$197K	0.1%	$30.12	—	MSCI SZ CAP ETF	464286749
EWG	ISHARES	4,100	$129K	0.1%	$25.57	—	MSCI GERMANY ETF	464286806
EWA	ISHARES	4,020	$104K	0.0%	$25.87	—	MSCI AUST ETF	464286103
TIP	ISHARES	900	$101K	0.0%	$112.22	—	TIPS BD ETF	464287176
—	HEALTHSOUTH CORP	2,789	$100K	0.0%	$35.86	—	COM NEW	421924309
—	ISHARES	6,870	$78,000	0.0%	$11.31	—	MSCI JAPAN ETF	464286848
EWP	ISHARES	1,110	$45,000	0.0%	$34.53	—	MSCI SPAN CP ETF	464286764
EWD	ISHARES	1,200	$44,000	0.0%	$30.32	—	MSCI SWEDEN ETF	464286756
EWN	ISHARES	1,590	$42,000	0.0%	$21.58	—	MSCI NETHERL ETF	464286814
EWH	ISHARES	2,000	$40,000	0.0%	$20.37	—	MSCI HONG KG ETF	464286871
TLT	ISHARES	310	$34,000	0.0%	$101.85	—	20+ YR TR BD ETF	464287432
SHY	ISHARES	400	$34,000	0.0%	$84.18	—	1-3 YR TR BD ETF	464287457
IEF	ISHARES	330	$34,000	0.0%	$99.40	—	7-10 Y TR BD ETF	464287440
—	ISHARES	1,740	$31,000	0.0%	$14.05	—	MSCI ITALCPD ETF	464286855