Virtus Seix Floating Rate High Income Fund Class I

 SAMBX Morningstar Analyst Rating
Benchmark Morningstar Category
Bank Loan

Asset Allocation

 

SAMBX

 
  Type %
Net
%
Short
%
Long
Bench-
mark
Cat
Avg
As of 10/31/2017
Cash 0.62 0.62 5.89
US Stock 0.35 0.00 0.35 0.65
Non US Stock 0.00 0.00 0.00 0.04
Bond 98.16 98.16 92.16
Other 0.88 0.88 1.26
 

Style Details

 

SAMBX

Fixed-Income Style
 
Fixed-Income Style History
Year Style % Bonds
As of 09/30/2017
2017 98.16
2016 83.86
2015 96.46
2014 89.84
2013 89.43
 
Bond Statistics
Detail Value
As of 09/30/2017, *As of 10/31/2017
Average Effective Duration 0.32
Average Effective Maturity (Years)* 4.68
Average Credit Quality B
Average Weighted Coupon* 1.24
Average Weighted Price*
Credit Quality
Type % Bonds Benchmark Category Avg Bond Weight Benchmark Weight Category Avg Weight
AAA 3.85 3.38
AA 0.00 1.35
A 0.00 1.04
BBB 3.21 4.66
BB 36.24 32.87
B 42.71 44.13
Below B 9.38 5.31
Not Rated 4.61 7.25
As of 09/30/2017
Credit Quality is calculated only using the long position holdings of the portfolio.

Sector Weightings

 

SAMBX

Fixed-Income Sectors
Type % Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
Government 0.00 0.45
       
Corporate 96.39 78.24
Corporate Bond 4.20 12.02
Bank Loan 92.19 66.11
Convertible 0.00 0.15
Preferred 0.00 -0.05
       
Securitized 0.05 1.21
Agency Mortgage-Backed 0.00 0.03
Non-Agency Residential MBS 0.00 0.03
Commercial MBS 0.00 0.05
Asset-Backed 0.05 1.10
Covered Bond 0.00 0.00
       
Municipal 0.00 0.00
       
Cash & Equivalents 0.62 5.79
       
Other 0.00 -0.01
As of 10/31/2017
Sector data is calculated only using the rescaled long position holdings of the portfolio.
Coupon Range
Type % Bonds Benchmark Category Avg   Fund Weight Benchmark Weight Category Avg Weight
0% 0.12 19.96
0% to 4% 96.04 64.63
4% to 6% 1.42 9.03
6% to 8% 1.71 4.79
8% to 10% 0.66 1.18
10% to 12% 0.06 0.19
More than 12% 0.00 0.23
As of 10/31/2017
Sector data is calculated only using the long position holdings of the portfolio.

Top 10 Country Breakdown

 

SAMBX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
United States 92.47 73.29
Canada 6.23 3.00
Cayman Islands 1.30 2.03
As of 10/31/2017
Country breakdown data is calculated only using the long rescaled holdings of the portfolio.

Bond Maturity Breakdown

 

SAMBX

% Bonds Benchmark Category Avg Fund Weight Benchmark Weight Category Avg Weight
1 to 3 Years 12.33 9.07
3 to 5 Years 33.69 32.83
5 to 7 Years 41.08 50.37
7 to 10 Years 10.58 5.26
10 to 15 Years 0.05 0.94
15 to 20 Years 0.00 0.05
20 to 30 Years 0.00 0.08
Over 30 Years 0.00 0.01
As of 10/31/2017

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