Virtus Investment Advisers, LLC Quant / Systematic

Location: Hartford, CT

CIK: 0000019481 · Show all filings

Period: Q4 2014 (← Previous) (Next →)

Filing Date: Feb 18, 2015

Total Value: $189M (100.0% shares, 0.0% debt)

Holdings (19)

XLF SELECT SECTOR SPDR TR 16.9%

Value $32.03M Shares 1,295,082 Est. Cost $20.67 Unrealized —

XLY SELECT SECTOR SPDR TR 16.9%

Value $32M Shares 443,577 Est. Cost $67.34 Unrealized —

XLP SELECT SECTOR SPDR TR 16.8%

Value $31.85M Shares 656,851 Est. Cost $45.03 Unrealized —

XLK SELECT SECTOR SPDR TR 16.6%

Value $31.53M Shares 762,577 Est. Cost $33.94 Unrealized —

XLU SELECT SECTOR SPDR TR 16.6%

Value $31.5M Shares 667,192 Est. Cost $47.22 Unrealized —

SPY SPDR S&P 500 ETF TR 13.4%

Value $25.38M Shares 123,500 Est. Cost $195.72 Unrealized —

LQD ISHARES TR 0.5%

Value $876K Shares 7,340 Est. Cost $119.35 Unrealized —

IWP ISHARES TR 0.4%

Value $762K Shares 8,170 Est. Cost $76.08 Unrealized —

IWF ISHARES TR 0.4%

Value $760K Shares 7,950 Est. Cost $76.96 Unrealized —

IWO ISHARES TR 0.4%

Value $760K Shares 5,340 Est. Cost $118.31 Unrealized —

— ISHARES 0.2%

Value $348K Shares 26,570 Est. Cost $13.32 Unrealized —

EWL ISHARES 0.2%

Value $342K Shares 10,780 Est. Cost $31.39 Unrealized —

— ISHARES TR 0.2%

Value $341K Shares 18,930 Est. Cost $18.99 Unrealized —

— ISHARES 0.2%

Value $338K Shares 30,040 Est. Cost $11.77 Unrealized —

HYG ISHARES 0.2%

Value $290K Shares 3,240 Est. Cost $89.51 Unrealized —

TIP ISHARES TR 0.1%

Value $146K Shares 1,300 Est. Cost $114.76 Unrealized —

SHY ISHARES TR 0.0%

Value $49,000 Shares 580 Est. Cost $84.65 Unrealized —

TLT ISHARES TR 0.0%

Value $49,000 Shares 390 Est. Cost $116.33 Unrealized —

IEF ISHARES TR 0.0%

Value $49,000 Shares 460 Est. Cost $103.64 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
XLF	SELECT SECTOR SPDR TR	1,295,082	$32.03M	16.9%	$20.67	—	SBI INT-FINL	81369Y605
XLY	SELECT SECTOR SPDR TR	443,577	$32M	16.9%	$67.34	—	SBI CONS DISCR	81369Y407
XLP	SELECT SECTOR SPDR TR	656,851	$31.85M	16.8%	$45.03	—	SBI CONS STPLS	81369Y308
XLK	SELECT SECTOR SPDR TR	762,577	$31.53M	16.6%	$33.94	—	TECHNOLOGY	81369Y803
XLU	SELECT SECTOR SPDR TR	667,192	$31.5M	16.6%	$47.22	—	SBI INT-UTILS	81369Y886
SPY	SPDR S&P 500 ETF TR	123,500	$25.38M	13.4%	$195.72	—	TR UNIT	78462F103
LQD	ISHARES TR	7,340	$876K	0.5%	$119.35	—	IBOXX INV CP ETF	464287242
IWP	ISHARES TR	8,170	$762K	0.4%	$76.08	—	RUS MD CP GR ETF	464287481
IWF	ISHARES TR	7,950	$760K	0.4%	$76.96	—	RUS 1000 GRW ETF	464287614
IWO	ISHARES TR	5,340	$760K	0.4%	$118.31	—	RUS 2000 GRW ETF	464287648
—	ISHARES	26,570	$348K	0.2%	$13.32	—	MSCI SINGAP ETF	464286673
EWL	ISHARES	10,780	$342K	0.2%	$31.39	—	MSCI SZ CAP ETF	464286749
—	ISHARES TR	18,930	$341K	0.2%	$18.99	—	MSCI UTD KNGDM	46434V548
—	ISHARES	30,040	$338K	0.2%	$11.77	—	MSCI JAPAN ETF	464286848
HYG	ISHARES	3,240	$290K	0.2%	$89.51	—	IBOXX HI YD ETF	464288513
TIP	ISHARES TR	1,300	$146K	0.1%	$114.76	—	TIPS BD ETF	464287176
SHY	ISHARES TR	580	$49,000	0.0%	$84.65	—	1-3 YR TR BD ETF	464287457
TLT	ISHARES TR	390	$49,000	0.0%	$116.33	—	20+ YR TR BD ETF	464287432
IEF	ISHARES TR	460	$49,000	0.0%	$103.64	—	7-10 Y TR BD ETF	464287440