Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $227,315 (100.0% shares, 0.0% debt)

Holdings (30)

XLF SELECT SECTOR SPDR TR 16.3%

Value ($000) $37,088 Shares 1,660,181 Est. Cost $20.13 Unrealized —

XLE SELECT SECTOR SPDR TR 16.3%

Value ($000) $36,946 Shares 414,842 Est. Cost $81.16 Unrealized —

XLB SELECT SECTOR SPDR TR 16.1%

Value ($000) $36,643 Shares 775,014 Est. Cost $40.43 Unrealized —

XLI SELECT SECTOR SPDR TR 16.1%

Value ($000) $36,538 Shares 698,225 Est. Cost $45.04 Unrealized —

XLK SELECT SECTOR SPDR TR 15.9%

Value ($000) $36,198 Shares 995,823 Est. Cost $32.89 Unrealized —

XLV SELECT SECTOR SPDR TR 15.9%

Value ($000) $36,067 Shares 616,629 Est. Cost $49.88 Unrealized —

OEF ISHARES 0.8%

Value ($000) $1,896 Shares 22,900 Est. Cost $72.95 Unrealized —

— SPDR SERIES TRUST 0.5%

Value ($000) $1,208 Shares 29,244 Est. Cost $40.56 Unrealized —

IWO ISHARES 0.3%

Value ($000) $637 Shares 4,680 Est. Cost $114.33 Unrealized —

LQD ISHARES 0.3%

Value ($000) $607 Shares 5,190 Est. Cost $114.89 Unrealized —

IWP ISHARES 0.3%

Value ($000) $607 Shares 7,070 Est. Cost $73.16 Unrealized —

IWF ISHARES 0.3%

Value ($000) $601 Shares 6,940 Est. Cost $74.11 Unrealized —

— ADVISORSHARES TR 0.2%

Value ($000) $483 Shares 9,191 Est. Cost $52.55 Unrealized —

— ISHARES 0.2%

Value ($000) $374 Shares 18,150 Est. Cost $18.38 Unrealized —

EWQ ISHARES 0.1%

Value ($000) $207 Shares 7,090 Est. Cost $25.53 Unrealized —

HYG ISHARES 0.1%

Value ($000) $202 Shares 2,140 Est. Cost $92.69 Unrealized —

EWL ISHARES 0.1%

Value ($000) $197 Shares 5,750 Est. Cost $30.12 Unrealized —

EWG ISHARES 0.1%

Value ($000) $129 Shares 4,100 Est. Cost $25.57 Unrealized —

EWA ISHARES 0.0%

Value ($000) $104 Shares 4,020 Est. Cost $25.87 Unrealized —

TIP ISHARES 0.0%

Value ($000) $101 Shares 900 Est. Cost $112.22 Unrealized —

— HEALTHSOUTH CORP 0.0%

Value ($000) $100 Shares 2,789 Est. Cost $35.86 Unrealized —

— ISHARES 0.0%

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

EWP ISHARES 0.0%

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

EWD ISHARES 0.0%

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

EWN ISHARES 0.0%

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

EWH ISHARES 0.0%

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

IEF ISHARES 0.0%

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

TLT ISHARES 0.0%

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

SHY ISHARES 0.0%

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

— ISHARES 0.0%

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

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	1,660,181	$37,088	16.3%	$20.13	—	SBI INT-FINL	81369Y605
XLE	SELECT SECTOR SPDR TR	414,842	$36,946	16.3%	$81.16	—	SBI INT-ENERGY	81369Y506
XLB	SELECT SECTOR SPDR TR	775,014	$36,643	16.1%	$40.43	—	SBI MATERIALS	81369Y100
XLI	SELECT SECTOR SPDR TR	698,225	$36,538	16.1%	$45.04	—	SBI INT-INDS	81369Y704
XLK	SELECT SECTOR SPDR TR	995,823	$36,198	15.9%	$32.89	—	TECHNOLOGY	81369Y803
XLV	SELECT SECTOR SPDR TR	616,629	$36,067	15.9%	$49.88	—	SBI HEALTHCARE	81369Y209
OEF	ISHARES	22,900	$1,896	0.8%	$72.95	—	S&P 100 ETF	464287101
—	SPDR SERIES TRUST	29,244	$1,208	0.5%	$40.56	—	BRC HGH YLD BD	78464A417
IWO	ISHARES	4,680	$637	0.3%	$114.33	—	RUS 2000 GRW ETF	464287648
LQD	ISHARES	5,190	$607	0.3%	$114.89	—	IBOXX INV CP ETF	464287242
IWP	ISHARES	7,070	$607	0.3%	$73.16	—	RUS MD CP GR ETF	464287481
IWF	ISHARES	6,940	$601	0.3%	$74.11	—	RUS 1000 GRW ETF	464287614
—	ADVISORSHARES TR	9,191	$483	0.2%	$52.55	—	PERITUS HG YLD	00768Y503
—	ISHARES	18,150	$374	0.2%	$18.38	—	MSCI UK ETF	464286699
EWQ	ISHARES	7,090	$207	0.1%	$25.53	—	MSCI FRANCE ETF	464286707
HYG	ISHARES	2,140	$202	0.1%	$92.69	—	IBOXX HI YD ETF	464288513
EWL	ISHARES	5,750	$197	0.1%	$30.12	—	MSCI SZ CAP ETF	464286749
EWG	ISHARES	4,100	$129	0.1%	$25.57	—	MSCI GERMANY ETF	464286806
EWA	ISHARES	4,020	$104	0.0%	$25.87	—	MSCI AUST ETF	464286103
TIP	ISHARES	900	$101	0.0%	$112.22	—	TIPS BD ETF	464287176
—	HEALTHSOUTH CORP	2,789	$100	0.0%	$35.86	—	COM NEW	421924309
—	ISHARES	6,870	$78	0.0%	$11.31	—	MSCI JAPAN ETF	464286848
EWP	ISHARES	1,110	$45	0.0%	$34.53	—	MSCI SPAN CP ETF	464286764
EWD	ISHARES	1,200	$44	0.0%	$30.32	—	MSCI SWEDEN ETF	464286756
EWN	ISHARES	1,590	$42	0.0%	$21.58	—	MSCI NETHERL ETF	464286814
EWH	ISHARES	2,000	$40	0.0%	$20.37	—	MSCI HONG KG ETF	464286871
IEF	ISHARES	330	$34	0.0%	$99.40	—	7-10 Y TR BD ETF	464287440
TLT	ISHARES	310	$34	0.0%	$101.85	—	20+ YR TR BD ETF	464287432
SHY	ISHARES	400	$34	0.0%	$84.18	—	1-3 YR TR BD ETF	464287457
—	ISHARES	1,740	$31	0.0%	$14.05	—	MSCI ITALCPD ETF	464286855