Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q3 2014 (← Previous) (Next →)

Filing Date: Nov 14, 2014

Total Value ($000): $216,942 (100.0% shares, 0.0% debt)

Holdings (23)

XLK SELECT SECTOR SPDR TR 12.3%

Value ($000) $26,650 Shares 667,919 Est. Cost $32.89 Unrealized —

XLP SELECT SECTOR SPDR TR 12.2%

Value ($000) $26,529 Shares 588,094 Est. Cost $44.62 Unrealized —

XLV SELECT SECTOR SPDR TR 12.2%

Value ($000) $26,478 Shares 414,300 Est. Cost $49.88 Unrealized —

XLF SELECT SECTOR SPDR TR 12.2%

Value ($000) $26,457 Shares 1,141,855 Est. Cost $20.13 Unrealized —

XLB SELECT SECTOR SPDR TR 12.2%

Value ($000) $26,418 Shares 532,719 Est. Cost $40.43 Unrealized —

XLI SELECT SECTOR SPDR TR 12.1%

Value ($000) $26,295 Shares 494,728 Est. Cost $45.04 Unrealized —

XLY SELECT SECTOR SPDR TR 12.0%

Value ($000) $26,085 Shares 391,137 Est. Cost $66.69 Unrealized —

SPY SPDR S&P 500 ETF TR 11.2%

Value ($000) $24,332 Shares 123,500 Est. Cost $195.72 Unrealized —

OEF ISHARES TR 1.0%

Value ($000) $2,247 Shares 25,484 Est. Cost $74.39 Unrealized —

XLE SELECT SECTOR SPDR TR 0.5%

Value ($000) $1,023 Shares 11,286 Est. Cost $81.16 Unrealized —

IWF ISHARES TR 0.3%

Value ($000) $690 Shares 7,530 Est. Cost $75.92 Unrealized —

IWP ISHARES TR 0.3%

Value ($000) $675 Shares 7,640 Est. Cost $74.89 Unrealized —

IWO ISHARES TR 0.3%

Value ($000) $639 Shares 4,930 Est. Cost $116.32 Unrealized —

TIP ISHARES TR 0.2%

Value ($000) $511 Shares 4,560 Est. Cost $114.76 Unrealized —

— ISHARES 0.1%

Value ($000) $302 Shares 25,700 Est. Cost $11.85 Unrealized —

— ISHARES 0.1%

Value ($000) $280 Shares 20,990 Est. Cost $13.37 Unrealized —

EWL ISHARES 0.1%

Value ($000) $261 Shares 8,020 Est. Cost $31.28 Unrealized —

EWQ ISHARES 0.1%

Value ($000) $260 Shares 9,800 Est. Cost $25.99 Unrealized —

— ISHARES TR 0.1%

Value ($000) $259 Shares 13,350 Est. Cost $19.40 Unrealized —

TLT ISHARES TR 0.1%

Value ($000) $171 Shares 1,470 Est. Cost $116.33 Unrealized —

IEF ISHARES TR 0.1%

Value ($000) $171 Shares 1,650 Est. Cost $103.64 Unrealized —

SHY ISHARES TR 0.1%

Value ($000) $171 Shares 2,020 Est. Cost $84.65 Unrealized —

EWH ISHARES 0.0%

Value ($000) $38 Shares 1,890 Est. Cost $20.40 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLK	SELECT SECTOR SPDR TR	667,919	$26,650	12.3%	$32.89	—	TECHNOLOGY	81369Y803
XLP	SELECT SECTOR SPDR TR	588,094	$26,529	12.2%	$44.62	—	SBI CONS STPLS	81369Y308
XLV	SELECT SECTOR SPDR TR	414,300	$26,478	12.2%	$49.88	—	SBI HEALTHCARE	81369Y209
XLF	SELECT SECTOR SPDR TR	1,141,855	$26,457	12.2%	$20.13	—	SBI INT-FINL	81369Y605
XLB	SELECT SECTOR SPDR TR	532,719	$26,418	12.2%	$40.43	—	SBI MATERIALS	81369Y100
XLI	SELECT SECTOR SPDR TR	494,728	$26,295	12.1%	$45.04	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	391,137	$26,085	12.0%	$66.69	—	SBI CONS DISCR	81369Y407
SPY	SPDR S&P 500 ETF TR	123,500	$24,332	11.2%	$195.72	—	TR UNIT	78462F103
OEF	ISHARES TR	25,484	$2,247	1.0%	$74.39	—	S&P 100 ETF	464287101
XLE	SELECT SECTOR SPDR TR	11,286	$1,023	0.5%	$81.16	—	SBI INT-ENERGY	81369Y506
IWF	ISHARES TR	7,530	$690	0.3%	$75.92	—	RUS 1000 GRW ETF	464287614
IWP	ISHARES TR	7,640	$675	0.3%	$74.89	—	RUS MD CP GR ETF	464287481
IWO	ISHARES TR	4,930	$639	0.3%	$116.32	—	RUS 2000 GRW ETF	464287648
TIP	ISHARES TR	4,560	$511	0.2%	$114.76	—	TIPS BD ETF	464287176
—	ISHARES	25,700	$302	0.1%	$11.85	—	MSCI JAPAN ETF	464286848
—	ISHARES	20,990	$280	0.1%	$13.37	—	MSCI SINGAP ETF	464286673
EWL	ISHARES	8,020	$261	0.1%	$31.28	—	MSCI SZ CAP ETF	464286749
EWQ	ISHARES	9,800	$260	0.1%	$25.99	—	MSCI FRANCE ETF	464286707
—	ISHARES TR	13,350	$259	0.1%	$19.40	—	MSCI UTD KNGDM	46434V548
TLT	ISHARES TR	1,470	$171	0.1%	$116.33	—	20+ YR TR BD ETF	464287432
IEF	ISHARES TR	1,650	$171	0.1%	$103.64	—	7-10 Y TR BD ETF	464287440
SHY	ISHARES TR	2,020	$171	0.1%	$84.65	—	1-3 YR TR BD ETF	464287457
EWH	ISHARES	1,890	$38	0.0%	$20.40	—	MSCI HONG KG ETF	464286871