Virtus Investment Advisers, LLC Quant / Systematic

Location: Hartford, CT

CIK: 0000019481 · Show all filings

Period: Q3 2015 (← Previous) (Next →)

Filing Date: Nov 16, 2015

Total Value: $39.47M (92.5% shares, 7.5% debt)

Holdings (16)

SPY SPDR S&P 500 ETF TR 60.0%

Value $23.67M Shares 123,500 Est. Cost $195.72 Unrealized —

XLY SELECT SECTOR SPDR TR 14.8%

Value $5.826M Shares 78,452 Est. Cost $67.34 Unrealized —

— ING GROEP N V 7.5%

Value $2.959M Shares 3,000,000 Est. Cost $0.99 Unrealized —

IWD ISHARES TR 3.7%

Value $1.446M Shares 15,500 Est. Cost $93.29 Unrealized —

IWS ISHARES TR 3.7%

Value $1.444M Shares 21,530 Est. Cost $67.07 Unrealized —

IWN ISHARES TR 3.6%

Value $1.431M Shares 15,880 Est. Cost $90.11 Unrealized —

LQD ISHARES TR 2.2%

Value $852K Shares 7,340 Est. Cost $116.08 Unrealized —

EWL ISHARES 0.8%

Value $314K Shares 10,250 Est. Cost $31.06 Unrealized —

EWQ ISHARES 0.8%

Value $312K Shares 12,970 Est. Cost $24.90 Unrealized —

— ISHARES 0.8%

Value $312K Shares 27,320 Est. Cost $11.85 Unrealized —

EWD ISHARES 0.8%

Value $310K Shares 10,670 Est. Cost $29.65 Unrealized —

HYG ISHARES TR 0.8%

Value $309K Shares 3,710 Est. Cost $83.29 Unrealized —

TIP ISHARES TR 0.4%

Value $146K Shares 1,320 Est. Cost $112.06 Unrealized —

IEF ISHARES TR 0.1%

Value $49,000 Shares 450 Est. Cost $108.89 Unrealized —

TLT ISHARES TR 0.1%

Value $49,000 Shares 400 Est. Cost $122.50 Unrealized —

SHY ISHARES TR 0.1%

Value $48,000 Shares 570 Est. Cost $84.21 Unrealized —

Ticker	Issuer	Shares	Value	%	Est. Cost	Unrealized	Class	CUSIP
SPY	SPDR S&P 500 ETF TR	123,500	$23.67M	60.0%	$195.72	—	TR UNIT	78462F103
XLY	SELECT SECTOR SPDR TR	78,452	$5.826M	14.8%	$67.34	—	SBI CONS DISCR	81369Y407
—	ING GROEP N V	3,000,000	$2.959M	7.5%	$0.99	—	DBCV 6.000%12/2	456837AE3
IWD	ISHARES TR	15,500	$1.446M	3.7%	$93.29	—	RUS 1000 VAL ETF	464287598
IWS	ISHARES TR	21,530	$1.444M	3.7%	$67.07	—	RUS MDCP VAL ETF	464287473
IWN	ISHARES TR	15,880	$1.431M	3.6%	$90.11	—	RUS 2000 VAL ETF	464287630
LQD	ISHARES TR	7,340	$852K	2.2%	$116.08	—	IBOXX INV CP ETF	464287242
EWL	ISHARES	10,250	$314K	0.8%	$31.06	—	MSCI SZ CAP ETF	464286749
EWQ	ISHARES	12,970	$312K	0.8%	$24.90	—	MSCI FRANCE ETF	464286707
—	ISHARES	27,320	$312K	0.8%	$11.85	—	MSCI JAPAN ETF	464286848
EWD	ISHARES	10,670	$310K	0.8%	$29.65	—	MSCI SWEDEN ETF	464286756
HYG	ISHARES TR	3,710	$309K	0.8%	$83.29	—	IBOXX HI YD ETF	464288513
TIP	ISHARES TR	1,320	$146K	0.4%	$112.06	—	TIPS BD ETF	464287176
IEF	ISHARES TR	450	$49,000	0.1%	$108.89	—	7-10 Y TR BD ETF	464287440
TLT	ISHARES TR	400	$49,000	0.1%	$122.50	—	20+ YR TR BD ETF	464287432
SHY	ISHARES TR	570	$48,000	0.1%	$84.21	—	1-3 YR TR BD ETF	464287457