Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q1 2015 (← Previous) (Next →)

Filing Date: May 15, 2015

Total Value ($000): $148,689 (100.0% shares, 0.0% debt)

Holdings (23)

— SPDR SERIES TRUST 19.7%

Value ($000) $29,325 Shares 641,261 Est. Cost $45.73 Unrealized —

XLY SELECT SECTOR SPDR TR 18.9%

Value ($000) $28,085 Shares 372,732 Est. Cost $67.34 Unrealized —

XLE SELECT SECTOR SPDR TR 18.4%

Value ($000) $27,350 Shares 352,545 Est. Cost $77.58 Unrealized —

XLV SELECT SECTOR SPDR TR 17.8%

Value ($000) $26,435 Shares 364,621 Est. Cost $72.50 Unrealized —

SPY SPDR S&P 500 ETF TR 17.1%

Value ($000) $25,494 Shares 123,500 Est. Cost $195.72 Unrealized —

HYG ISHARES 1.7%

Value ($000) $2,458 Shares 27,130 Est. Cost $90.47 Unrealized —

— SPDR SERIES TRUST 1.5%

Value ($000) $2,157 Shares 55,000 Est. Cost $39.22 Unrealized —

IWO ISHARES TR 0.8%

Value ($000) $1,255 Shares 8,280 Est. Cost $130.12 Unrealized —

IWP ISHARES TR 0.8%

Value ($000) $1,253 Shares 12,795 Est. Cost $83.98 Unrealized —

IWF ISHARES TR 0.8%

Value ($000) $1,245 Shares 12,585 Est. Cost $85.05 Unrealized —

XLP SELECT SECTOR SPDR TR 0.6%

Value ($000) $965 Shares 19,790 Est. Cost $45.03 Unrealized —

LQD ISHARES TR 0.4%

Value ($000) $579 Shares 4,760 Est. Cost $119.35 Unrealized —

— ISHARES 0.3%

Value ($000) $422 Shares 33,660 Est. Cost $11.85 Unrealized —

EWL ISHARES 0.2%

Value ($000) $261 Shares 7,850 Est. Cost $31.39 Unrealized —

IEF ISHARES TR 0.2%

Value ($000) $257 Shares 2,370 Est. Cost $107.51 Unrealized —

SHY ISHARES TR 0.2%

Value ($000) $257 Shares 3,030 Est. Cost $84.79 Unrealized —

TLT ISHARES TR 0.2%

Value ($000) $255 Shares 1,950 Est. Cost $127.88 Unrealized —

EWQ ISHARES 0.1%

Value ($000) $138 Shares 5,300 Est. Cost $26.04 Unrealized —

EWH ISHARES 0.1%

Value ($000) $133 Shares 6,050 Est. Cost $21.98 Unrealized —

— ISHARES 0.1%

Value ($000) $129 Shares 10,110 Est. Cost $13.32 Unrealized —

EWG ISHARES 0.1%

Value ($000) $125 Shares 4,180 Est. Cost $29.90 Unrealized —

EWN ISHARES 0.0%

Value ($000) $68 Shares 2,670 Est. Cost $25.47 Unrealized —

EWD ISHARES 0.0%

Value ($000) $43 Shares 1,270 Est. Cost $33.86 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	SPDR SERIES TRUST	641,261	$29,325	19.7%	$45.73	—	BRCLYS 1-3MT ETF	78464A680
XLY	SELECT SECTOR SPDR TR	372,732	$28,085	18.9%	$67.34	—	SBI CONS DISCR	81369Y407
XLE	SELECT SECTOR SPDR TR	352,545	$27,350	18.4%	$77.58	—	SBI INT-ENERGY	81369Y506
XLV	SELECT SECTOR SPDR TR	364,621	$26,435	17.8%	$72.50	—	SBI HEALTHCARE	81369Y209
SPY	SPDR S&P 500 ETF TR	123,500	$25,494	17.1%	$195.72	—	TR UNIT	78462F103
HYG	ISHARES	27,130	$2,458	1.7%	$90.47	—	IBOXX HI YD ETF	464288513
—	SPDR SERIES TRUST	55,000	$2,157	1.5%	$39.22	—	BRC HGH YLD BD	78464A417
IWO	ISHARES TR	8,280	$1,255	0.8%	$130.12	—	RUS 2000 GRW ETF	464287648
IWP	ISHARES TR	12,795	$1,253	0.8%	$83.98	—	RUS MD CP GR ETF	464287481
IWF	ISHARES TR	12,585	$1,245	0.8%	$85.05	—	RUS 1000 GRW ETF	464287614
XLP	SELECT SECTOR SPDR TR	19,790	$965	0.6%	$45.03	—	SBI CONS STPLS	81369Y308
LQD	ISHARES TR	4,760	$579	0.4%	$119.35	—	IBOXX INV CP ETF	464287242
—	ISHARES	33,660	$422	0.3%	$11.85	—	MSCI JAPAN ETF	464286848
EWL	ISHARES	7,850	$261	0.2%	$31.39	—	MSCI SZ CAP ETF	464286749
IEF	ISHARES TR	2,370	$257	0.2%	$107.51	—	7-10 Y TR BD ETF	464287440
SHY	ISHARES TR	3,030	$257	0.2%	$84.79	—	1-3 YR TR BD ETF	464287457
TLT	ISHARES TR	1,950	$255	0.2%	$127.88	—	20+ YR TR BD ETF	464287432
EWQ	ISHARES	5,300	$138	0.1%	$26.04	—	MSCI FRANCE ETF	464286707
EWH	ISHARES	6,050	$133	0.1%	$21.98	—	MSCI HONG KG ETF	464286871
—	ISHARES	10,110	$129	0.1%	$13.32	—	MSCI SINGAP ETF	464286673
EWG	ISHARES	4,180	$125	0.1%	$29.90	—	MSCI GERMANY ETF	464286806
EWN	ISHARES	2,670	$68	0.0%	$25.47	—	MSCI NETHERL ETF	464286814
EWD	ISHARES	1,270	$43	0.0%	$33.86	—	MSCI SWEDEN ETF	464286756