Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q2 2015 (← Previous) (Next →)

Filing Date: Aug 13, 2015

Total Value ($000): $80,310 (96.3% shares, 3.7% debt)

Holdings (24)

SPY SPDR S&P 500 ETF TR 31.7%

Value ($000) $25,422 Shares 123,500 Est. Cost $195.72 Unrealized —

XLV SELECT SECTOR SPDR TR 11.4%

Value ($000) $9,180 Shares 123,404 Est. Cost $72.50 Unrealized —

XLY SELECT SECTOR SPDR TR 11.3%

Value ($000) $9,063 Shares 118,498 Est. Cost $67.34 Unrealized —

XLI SELECT SECTOR SPDR TR 10.8%

Value ($000) $8,678 Shares 160,534 Est. Cost $54.06 Unrealized —

XLK SELECT SECTOR SPDR TR 10.7%

Value ($000) $8,632 Shares 208,510 Est. Cost $41.40 Unrealized —

XLP SELECT SECTOR SPDR TR 5.5%

Value ($000) $4,388 Shares 92,195 Est. Cost $47.04 Unrealized —

— ING GROEP N V 3.7%

Value ($000) $2,976 Shares 3,000,000 Est. Cost $0.99 Unrealized —

XLF SELECT SECTOR SPDR TR 2.8%

Value ($000) $2,241 Shares 91,928 Est. Cost $24.38 Unrealized —

XLB SELECT SECTOR SPDR TR 2.7%

Value ($000) $2,138 Shares 44,179 Est. Cost $48.39 Unrealized —

IWO ISHARES TR 1.9%

Value ($000) $1,527 Shares 9,880 Est. Cost $134.08 Unrealized —

IWP ISHARES TR 1.9%

Value ($000) $1,496 Shares 15,445 Est. Cost $86.19 Unrealized —

IWF ISHARES TR 1.9%

Value ($000) $1,493 Shares 15,075 Est. Cost $87.36 Unrealized —

TIP ISHARES TR 1.8%

Value ($000) $1,468 Shares 13,100 Est. Cost $112.06 Unrealized —

— ISHARES 0.5%

Value ($000) $374 Shares 29,230 Est. Cost $11.85 Unrealized —

— ISHARES TR 0.3%

Value ($000) $265 Shares 14,500 Est. Cost $18.28 Unrealized —

EMB ISHARES 0.3%

Value ($000) $220 Shares 2,000 Est. Cost $110.00 Unrealized —

EWL ISHARES 0.2%

Value ($000) $189 Shares 5,770 Est. Cost $31.39 Unrealized —

EWQ ISHARES 0.2%

Value ($000) $143 Shares 5,540 Est. Cost $26.03 Unrealized —

EWG ISHARES 0.2%

Value ($000) $129 Shares 4,630 Est. Cost $29.71 Unrealized —

EWH ISHARES 0.1%

Value ($000) $88 Shares 3,920 Est. Cost $21.98 Unrealized —

EWN ISHARES 0.1%

Value ($000) $72 Shares 2,800 Est. Cost $25.48 Unrealized —

— ISHARES 0.1%

Value ($000) $50 Shares 4,010 Est. Cost $13.32 Unrealized —

EWD ISHARES 0.1%

Value ($000) $43 Shares 1,360 Est. Cost $33.71 Unrealized —

— ISHARES 0.0%

Value ($000) $35 Shares 2,370 Est. Cost $14.77 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	123,500	$25,422	31.7%	$195.72	—	TR UNIT	78462F103
XLV	SELECT SECTOR SPDR TR	123,404	$9,180	11.4%	$72.50	—	SBI HEALTHCARE	81369Y209
XLY	SELECT SECTOR SPDR TR	118,498	$9,063	11.3%	$67.34	—	SBI CONS DISCR	81369Y407
XLI	SELECT SECTOR SPDR TR	160,534	$8,678	10.8%	$54.06	—	SBI INT-INDS	81369Y704
XLK	SELECT SECTOR SPDR TR	208,510	$8,632	10.7%	$41.40	—	TECHNOLOGY	81369Y803
XLP	SELECT SECTOR SPDR TR	92,195	$4,388	5.5%	$47.04	—	SBI CONS STPLS	81369Y308
—	ING GROEP N V	3,000,000	$2,976	3.7%	$0.99	—	DBCV 6.000%12/2	456837AE3
XLF	SELECT SECTOR SPDR TR	91,928	$2,241	2.8%	$24.38	—	SBI INT-FINL	81369Y605
XLB	SELECT SECTOR SPDR TR	44,179	$2,138	2.7%	$48.39	—	SBI MATERIALS	81369Y100
IWO	ISHARES TR	9,880	$1,527	1.9%	$134.08	—	RUS 2000 GRW ETF	464287648
IWP	ISHARES TR	15,445	$1,496	1.9%	$86.19	—	RUS MD CP GR ETF	464287481
IWF	ISHARES TR	15,075	$1,493	1.9%	$87.36	—	RUS 1000 GRW ETF	464287614
TIP	ISHARES TR	13,100	$1,468	1.8%	$112.06	—	TIPS BD ETF	464287176
—	ISHARES	29,230	$374	0.5%	$11.85	—	MSCI JAPAN ETF	464286848
—	ISHARES TR	14,500	$265	0.3%	$18.28	—	MSCI UTD KNGDM	46434V548
EMB	ISHARES	2,000	$220	0.3%	$110.00	—	JP MOR EM MK ETF	464288281
EWL	ISHARES	5,770	$189	0.2%	$31.39	—	MSCI SZ CAP ETF	464286749
EWQ	ISHARES	5,540	$143	0.2%	$26.03	—	MSCI FRANCE ETF	464286707
EWG	ISHARES	4,630	$129	0.2%	$29.71	—	MSCI GERMANY ETF	464286806
EWH	ISHARES	3,920	$88	0.1%	$21.98	—	MSCI HONG KG ETF	464286871
EWN	ISHARES	2,800	$72	0.1%	$25.48	—	MSCI NETHERL ETF	464286814
—	ISHARES	4,010	$50	0.1%	$13.32	—	MSCI SINGAP ETF	464286673
EWD	ISHARES	1,360	$43	0.1%	$33.71	—	MSCI SWEDEN ETF	464286756
—	ISHARES	2,370	$35	0.0%	$14.77	—	MSCI ITALCPD ETF	464286855