Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q4 2015 (← Previous) (Next →)

Filing Date: Feb 16, 2016

Total Value ($000): $27,563 (89.1% shares, 10.9% debt)

Holdings (10)

XLP SELECT SECTOR SPDR TR 14.8%

Value ($000) $4,066 Shares 80,531 Est. Cost $50.49 Unrealized —

XLU SELECT SECTOR SPDR TR 14.3%

Value ($000) $3,955 Shares 91,383 Est. Cost $43.28 Unrealized —

XLK SELECT SECTOR SPDR TR 14.1%

Value ($000) $3,879 Shares 90,564 Est. Cost $42.83 Unrealized —

XLY SELECT SECTOR SPDR TR 14.1%

Value ($000) $3,877 Shares 49,603 Est. Cost $67.34 Unrealized —

— ING GROEP N V 10.9%

Value ($000) $3,015 Shares 3,000,000 Est. Cost $0.99 Unrealized —

— SPDR SERIES TRUST 10.1%

Value ($000) $2,781 Shares 82,000 Est. Cost $33.91 Unrealized —

XLV SELECT SECTOR SPDR TR 8.8%

Value ($000) $2,423 Shares 33,634 Est. Cost $72.04 Unrealized —

HYG ISHARES TR 7.6%

Value ($000) $2,095 Shares 26,000 Est. Cost $80.96 Unrealized —

XLF SELECT SECTOR SPDR TR 5.3%

Value ($000) $1,450 Shares 60,868 Est. Cost $23.82 Unrealized —

— HERCULES OFFSHORE INC 0.1%

Value ($000) $22 Shares 10,017 Est. Cost $2.20 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
XLP	SELECT SECTOR SPDR TR	80,531	$4,066	14.8%	$50.49	—	SBI CONS STPLS	81369Y308
XLU	SELECT SECTOR SPDR TR	91,383	$3,955	14.3%	$43.28	—	SBI INT-UTILS	81369Y886
XLK	SELECT SECTOR SPDR TR	90,564	$3,879	14.1%	$42.83	—	TECHNOLOGY	81369Y803
XLY	SELECT SECTOR SPDR TR	49,603	$3,877	14.1%	$67.34	—	SBI CONS DISCR	81369Y407
—	ING GROEP N V	3,000,000	$3,015	10.9%	$0.99	—	DBCV 6.000%12/2	456837AE3
—	SPDR SERIES TRUST	82,000	$2,781	10.1%	$33.91	—	BRC HGH YLD BD	78464A417
XLV	SELECT SECTOR SPDR TR	33,634	$2,423	8.8%	$72.04	—	SBI HEALTHCARE	81369Y209
HYG	ISHARES TR	26,000	$2,095	7.6%	$80.96	—	IBOXX HI YD ETF	464288513
XLF	SELECT SECTOR SPDR TR	60,868	$1,450	5.3%	$23.82	—	SBI INT-FINL	81369Y605
—	HERCULES OFFSHORE INC	10,017	$22	0.1%	$2.20	—	COM NEW	427093307