Virtus Investment Advisers, LLC Quant / Systematic

Location: Hartford, CT

CIK: 0000019481 · Show all filings

Period: Q2 2014 (← Previous) (Next →)

Filing Date: Aug 19, 2014

Total Value: $248M (100.0% shares, 0.0% debt)

Holdings (30)

XLU SELECT SECTOR SPDR TR 11.1%

Value $27.45M Shares 620,123 Est. Cost $44.26 Unrealized —

XLK SELECT SECTOR SPDR TR 11.0%

Value $27.29M Shares 711,632 Est. Cost $32.89 Unrealized —

XLB SELECT SECTOR SPDR TR 10.9%

Value $27.01M Shares 544,192 Est. Cost $40.43 Unrealized —

XLF SELECT SECTOR SPDR TR 10.9%

Value $26.99M Shares 1,186,700 Est. Cost $20.13 Unrealized —

XLV SELECT SECTOR SPDR TR 10.9%

Value $26.98M Shares 443,490 Est. Cost $49.88 Unrealized —

XLP SELECT SECTOR SPDR TR 10.8%

Value $26.83M Shares 601,343 Est. Cost $44.62 Unrealized —

XLE SELECT SECTOR SPDR TR 10.8%

Value $26.81M Shares 267,819 Est. Cost $81.16 Unrealized —

XLI SELECT SECTOR SPDR TR 10.8%

Value $26.67M Shares 493,306 Est. Cost $45.04 Unrealized —

SPY SPDR S&P 500 ETF TR 9.8%

Value $24.17M Shares 123,500 Est. Cost $195.72 Unrealized —

OEF ISHARES 0.9%

Value $2.128M Shares 24,590 Est. Cost $73.89 Unrealized —

— SPDR SERIES TRUST 0.3%

Value $729K Shares 17,460 Est. Cost $40.56 Unrealized —

IWP ISHARES 0.3%

Value $708K Shares 7,900 Est. Cost $74.89 Unrealized —

IWF ISHARES 0.3%

Value $707K Shares 7,780 Est. Cost $75.92 Unrealized —

IWO ISHARES 0.3%

Value $706K Shares 5,100 Est. Cost $116.32 Unrealized —

TIP ISHARES 0.2%

Value $525K Shares 4,550 Est. Cost $114.76 Unrealized —

LQD ISHARES 0.2%

Value $391K Shares 3,280 Est. Cost $114.89 Unrealized —

— ISHARES 0.1%

Value $325K Shares 15,550 Est. Cost $18.38 Unrealized —

— ISHARES 0.1%

Value $312K Shares 25,900 Est. Cost $11.85 Unrealized —

EWQ ISHARES 0.1%

Value $155K Shares 5,310 Est. Cost $25.53 Unrealized —

EWG ISHARES 0.1%

Value $148K Shares 4,720 Est. Cost $26.33 Unrealized —

EWL ISHARES 0.1%

Value $144K Shares 4,200 Est. Cost $30.12 Unrealized —

HYG ISHARES 0.1%

Value $129K Shares 1,350 Est. Cost $92.69 Unrealized —

EWA ISHARES 0.1%

Value $127K Shares 4,860 Est. Cost $25.92 Unrealized —

— HEALTHSOUTH CORP 0.0%

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

EWP ISHARES 0.0%

Value $56,000 Shares 1,310 Est. Cost $35.78 Unrealized —

EWD ISHARES 0.0%

Value $49,000 Shares 1,400 Est. Cost $30.99 Unrealized —

EWN ISHARES 0.0%

Value $47,000 Shares 1,850 Est. Cost $22.12 Unrealized —

EWH ISHARES 0.0%

Value $45,000 Shares 2,170 Est. Cost $20.40 Unrealized —

— ISHARES 0.0%

Value $40,000 Shares 2,310 Est. Cost $14.86 Unrealized —

— ISHARES 0.0%

Value $23,000 Shares 1,670 Est. Cost $13.77 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
XLU	SELECT SECTOR SPDR TR	620,123	$27.45M	11.1%	$44.26	—	SBI INT-UTILS	81369Y886
XLK	SELECT SECTOR SPDR TR	711,632	$27.29M	11.0%	$32.89	—	TECHNOLOGY	81369Y803
XLB	SELECT SECTOR SPDR TR	544,192	$27.01M	10.9%	$40.43	—	SBI MATERIALS	81369Y100
XLF	SELECT SECTOR SPDR TR	1,186,700	$26.99M	10.9%	$20.13	—	SBI INT-FINL	81369Y605
XLV	SELECT SECTOR SPDR TR	443,490	$26.98M	10.9%	$49.88	—	SBI HEALTHCARE	81369Y209
XLP	SELECT SECTOR SPDR TR	601,343	$26.83M	10.8%	$44.62	—	SBI CONS STPLS	81369Y308
XLE	SELECT SECTOR SPDR TR	267,819	$26.81M	10.8%	$81.16	—	SBI INT-ENERGY	81369Y506
XLI	SELECT SECTOR SPDR TR	493,306	$26.67M	10.8%	$45.04	—	SBI INT-INDS	81369Y704
SPY	SPDR S&P 500 ETF TR	123,500	$24.17M	9.8%	$195.72	—	TR UNIT	78462F103
OEF	ISHARES	24,590	$2.128M	0.9%	$73.89	—	S&P 100 ETF	464287101
—	SPDR SERIES TRUST	17,460	$729K	0.3%	$40.56	—	BRC HGH YLD BD	78464A417
IWP	ISHARES	7,900	$708K	0.3%	$74.89	—	RUS MD CP GR ETF	464287481
IWF	ISHARES	7,780	$707K	0.3%	$75.92	—	RUS 1000 GRW ETF	464287614
IWO	ISHARES	5,100	$706K	0.3%	$116.32	—	RUS 2000 GRW ETF	464287648
TIP	ISHARES	4,550	$525K	0.2%	$114.76	—	TIPS BD ETF	464287176
LQD	ISHARES	3,280	$391K	0.2%	$114.89	—	IBOXX INV CP ETF	464287242
—	ISHARES	15,550	$325K	0.1%	$18.38	—	MSCI UK ETF	464286699
—	ISHARES	25,900	$312K	0.1%	$11.85	—	MSCI JAPAN ETF	464286848
EWQ	ISHARES	5,310	$155K	0.1%	$25.53	—	MSCI FRANCE ETF	464286707
EWG	ISHARES	4,720	$148K	0.1%	$26.33	—	MSCI GERMANY ETF	464286806
EWL	ISHARES	4,200	$144K	0.1%	$30.12	—	MSCI SZ CAP ETF	464286749
HYG	ISHARES	1,350	$129K	0.1%	$92.69	—	IBOXX HI YD ETF	464288513
EWA	ISHARES	4,860	$127K	0.1%	$25.92	—	MSCI AUST ETF	464286103
—	HEALTHSOUTH CORP	2,789	$100K	0.0%	$35.86	—	COM NEW	421924309
EWP	ISHARES	1,310	$56,000	0.0%	$35.78	—	MSCI SPAN CP ETF	464286764
EWD	ISHARES	1,400	$49,000	0.0%	$30.99	—	MSCI SWEDEN ETF	464286756
EWN	ISHARES	1,850	$47,000	0.0%	$22.12	—	MSCI NETHERL ETF	464286814
EWH	ISHARES	2,170	$45,000	0.0%	$20.40	—	MSCI HONG KG ETF	464286871
—	ISHARES	2,310	$40,000	0.0%	$14.86	—	MSCI ITALCPD ETF	464286855
—	ISHARES	1,670	$23,000	0.0%	$13.77	—	MSCI SINGAP ETF	464286673