Virtus Investment Advisers, LLC Quant / Systematic

CIK: 0000019481 · Show all filings

Period: Q2 2018 (← Previous) (Next →)

Filing Date: Aug 13, 2018

Total Value ($000): $2,460 (100.0% shares, 0.0% debt)

Holdings (3)

LQD ISHARES TR 51.9%

Value ($000) $1,277 Shares 11,144 Est. Cost $114.59 Unrealized —

HYG ISHARES TR 28.4%

Value ($000) $698 Shares 8,200 Est. Cost $85.12 Unrealized —

— SPDR SERIES TRUST 19.7%

Value ($000) $485 Shares 13,660 Est. Cost $37.32 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
LQD	ISHARES TR	11,144	$1,277	51.9%	$114.59	—	IBOXX INV CP ETF	464287242
HYG	ISHARES TR	8,200	$698	28.4%	$85.12	—	IBOXX HI YD ETF	464288513
—	SPDR SERIES TRUST	13,660	$485	19.7%	$37.32	—	BLOOMBERG BRCLYS	78464A417