Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q2 2016 (← Previous) (Next →)

Filing Date: Aug 15, 2016

Total Value ($000): $1,442,568 (100.0% shares, 0.0% debt)

Holdings (25)

— AMBEV SA 19.7%

Value ($000) $283,869 Shares 48,032,054 Est. Cost $5.91 Unrealized —

— ALIBABA GROUP HLDG LTD 18.4%

Value ($000) $264,996 Shares 3,332,022 Est. Cost $79.21 Unrealized —

— FOMENTO ECONOMICO MEXICANO S 16.4%

Value ($000) $237,063 Shares 2,563,115 Est. Cost $92.49 Unrealized —

— NETEASE INC 9.5%

Value ($000) $137,701 Shares 712,664 Est. Cost $193.22 Unrealized —

— INFOSYS LTD 7.2%

Value ($000) $104,385 Shares 5,847,907 Est. Cost $17.85 Unrealized —

— RANDGOLD RES LTD 6.2%

Value ($000) $89,159 Shares 795,777 Est. Cost $112.04 Unrealized —

— TAIWAN SEMICONDUCTOR MFG LTD 5.7%

Value ($000) $82,526 Shares 3,146,244 Est. Cost $26.23 Unrealized —

— GRUPO TELEVISA SA 4.8%

Value ($000) $68,531 Shares 2,631,763 Est. Cost $26.04 Unrealized —

— LAS VEGAS SANDS CORP 4.6%

Value ($000) $65,672 Shares 1,510,055 Est. Cost $43.49 Unrealized —

— HDFC BANK LTD 2.7%

Value ($000) $38,330 Shares 577,699 Est. Cost $66.35 Unrealized —

— GRUPO FINANCIERO SANTANDER M 1.5%

Value ($000) $21,121 Shares 2,323,539 Est. Cost $9.09 Unrealized —

— DR REDDYS LABS LTD 1.3%

Value ($000) $18,459 Shares 360,312 Est. Cost $51.23 Unrealized —

— ISHARES TR 0.6%

Value ($000) $8,131 Shares 119,058 Est. Cost $68.29 Unrealized —

— CARRIZO OIL & GAS INC 0.2%

Value ($000) $3,461 Shares 573,083 Est. Cost $6.04 Unrealized —

XLU SELECT SECTOR SPDR TR 0.2%

Value ($000) $3,390 Shares 64,601 Est. Cost $43.28 Unrealized —

XLP SELECT SECTOR SPDR TR 0.2%

Value ($000) $3,312 Shares 60,061 Est. Cost $50.49 Unrealized —

— ING GROEP N V 0.2%

Value ($000) $2,828 Shares 6,055,000 Est. Cost $0.47 Unrealized —

XLV SELECT SECTOR SPDR TR 0.2%

Value ($000) $2,407 Shares 33,575 Est. Cost $71.69 Unrealized —

XLI SELECT SECTOR SPDR TR 0.2%

Value ($000) $2,401 Shares 42,869 Est. Cost $55.46 Unrealized —

XLY SELECT SECTOR SPDR TR 0.1%

Value ($000) $1,573 Shares 20,150 Est. Cost $67.34 Unrealized —

XLE SELECT SECTOR SPDR TR 0.1%

Value ($000) $841 Shares 12,329 Est. Cost $65.49 Unrealized —

XLB SELECT SECTOR SPDR TR 0.1%

Value ($000) $822 Shares 17,733 Est. Cost $44.83 Unrealized —

XLK SELECT SECTOR SPDR TR 0.1%

Value ($000) $793 Shares 18,292 Est. Cost $42.83 Unrealized —

XLF SELECT SECTOR SPDR TR 0.1%

Value ($000) $783 Shares 34,258 Est. Cost $22.86 Unrealized —

— HERCULES OFFSHORE INC 0.0%

Value ($000) $14 Shares 10,017 Est. Cost $1.40 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	AMBEV SA	48,032,054	$283,869	19.7%	$5.91	—	SPONSORED ADR	247916209
—	ALIBABA GROUP HLDG LTD	3,332,022	$264,996	18.4%	$79.21	—	SPONSORED ADS	247916208
—	FOMENTO ECONOMICO MEXICANO S	2,563,115	$237,063	16.4%	$92.49	—	SPON ADR UNITS	247916212
—	NETEASE INC	712,664	$137,701	9.5%	$193.22	—	SPONSORED ADR	247916221
—	INFOSYS LTD	5,847,907	$104,385	7.2%	$17.85	—	SPONSORED ADR	247916217
—	RANDGOLD RES LTD	795,777	$89,159	6.2%	$112.04	—	ADR	247916222
—	TAIWAN SEMICONDUCTOR MFG LTD	3,146,244	$82,526	5.7%	$26.23	—	SPONSORED ADR	247916223
—	GRUPO TELEVISA SA	2,631,763	$68,531	4.8%	$26.04	—	SPON ADR REP ORD	247916214
—	LAS VEGAS SANDS CORP	1,510,055	$65,672	4.6%	$43.49	—	COM	247916220
—	HDFC BANK LTD	577,699	$38,330	2.7%	$66.35	—	ADR REPS 3 SHS	247916215
—	GRUPO FINANCIERO SANTANDER M	2,323,539	$21,121	1.5%	$9.09	—	SPON ADR SHS B	247916213
—	DR REDDYS LABS LTD	360,312	$18,459	1.3%	$51.23	—	ADR	247916211
—	ISHARES TR	119,058	$8,131	0.6%	$68.29	—	IBOXX INV CP ETF	247916219
—	CARRIZO OIL & GAS INC	573,083	$3,461	0.2%	$6.04	—	COM	247916210
XLU	SELECT SECTOR SPDR TR	64,601	$3,390	0.2%	$43.28	—	SBI INT-UTILS	81369Y886
XLP	SELECT SECTOR SPDR TR	60,061	$3,312	0.2%	$50.49	—	SBI CONS STPLS	81369Y308
—	ING GROEP N V	6,055,000	$2,828	0.2%	$0.47	—	DBCV 6.000%12/2	247916218
XLV	SELECT SECTOR SPDR TR	33,575	$2,407	0.2%	$71.69	—	SBI HEALTHCARE	81369Y209
XLI	SELECT SECTOR SPDR TR	42,869	$2,401	0.2%	$55.46	—	SBI INT-INDS	81369Y704
XLY	SELECT SECTOR SPDR TR	20,150	$1,573	0.1%	$67.34	—	SBI CONS DISCR	81369Y407
XLE	SELECT SECTOR SPDR TR	12,329	$841	0.1%	$65.49	—	SBI INT-ENERGY	81369Y506
XLB	SELECT SECTOR SPDR TR	17,733	$822	0.1%	$44.83	—	SBI MATERIALS	81369Y100
XLK	SELECT SECTOR SPDR TR	18,292	$793	0.1%	$42.83	—	TECHNOLOGY	81369Y803
XLF	SELECT SECTOR SPDR TR	34,258	$783	0.1%	$22.86	—	SBI INT-FINL	81369Y605
—	HERCULES OFFSHORE INC	10,017	$14	0.0%	$1.40	—	COM NEW	247916216