0001752724-22-168815.txt : 20220728
0001752724-22-168815.hdr.sgml : 20220728
20220728105838
ACCESSION NUMBER: 0001752724-22-168815
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220531
FILED AS OF DATE: 20220728
DATE AS OF CHANGE: 20220728
PERIOD START: 20220531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRTUS OPPORTUNITIES TRUST
CENTRAL INDEX KEY: 0001005020
IRS NUMBER: 000000000
STATE OF INCORPORATION: DE
FISCAL YEAR END: 0930
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-07455
FILM NUMBER: 221113425
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: 800-243-1574
MAIL ADDRESS:
STREET 1: ONE FINANCIAL PLAZA
STREET 2: 26TH FLOOR
CITY: HARTFORD
STATE: CT
ZIP: 06103
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX OPPORTUNITIES TRUST
DATE OF NAME CHANGE: 20060127
FORMER COMPANY:
FORMER CONFORMED NAME: PHOENIX SENECA FUNDS
DATE OF NAME CHANGE: 19990122
FORMER COMPANY:
FORMER CONFORMED NAME: SENECA FUNDS
DATE OF NAME CHANGE: 19951218
0001005020
S000075280
Virtus Stone Harbor Local Markets Fund
C000234180
Class I
SHLMX
C000234181
Class A
VSHEX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
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Virtus Opportunities Trust
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0001005020
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101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Stone Harbor Local Markets Fund
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2022-05-31
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Republic of Poland Government Bond
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PA
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Long
DBT
NUSS
PL
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2
2023-10-25
Fixed
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N
N
N
N
N
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JPMorgan Chase Bank, National Association
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PEN/USD FORWARD
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USD
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DFE
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JPMorgan Chase Bank, National Association
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USD
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REPUBLICA ORIENT URUGUAY
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Uruguay Government International Bond
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PA
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Long
DBT
NUSS
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2
2028-03-15
Fixed
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BOGOTA DISTRIO CAPITAL
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Bogota Distrito Capital
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PA
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DBT
NUSS
CO
N
2
2028-07-26
Fixed
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N
N
N
N
N
EGYPT GOVERNMENT BOND
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Egypt Government Bond
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PA
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DBT
NUSS
EG
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2
2026-04-06
Fixed
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N
N
N
N
N
N
CHINA GOVERNMENT BOND
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China Government Bond
000000000
40230000.00000000
PA
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8.013377556759
Long
DBT
NUSS
CN
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2
2029-11-21
Fixed
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N
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EUROPEAN BK RECON & DEV
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European Bank for Reconstruction & Development
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1700000.00000000
PA
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Long
DBT
NUSS
N/A
N
2
2023-09-01
Fixed
30.00000000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
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Republic of Poland Government Bond
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1000000.00000000
PA
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0.245077980495
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
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Malaysia Government Bond
000000000
5010000.00000000
PA
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1.464729850235
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50200000
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N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
8950000.00000000
PA
294711.40000000
0.382196691780
Long
DBT
NUSS
TH
N
2
2044-06-29
Fixed
4.67500000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
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Romania Government Bond
000000000
1655000.00000000
PA
261237.65000000
0.338786234935
Long
DBT
NUSS
RO
N
2
2031-09-24
Fixed
3.65000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/RON FORWARD
000000000
1.00000000
NC
USD
8064.27000000
0.010458154369
N/A
DFE
CORP
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N
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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USD
1968000.00000000
RON
2022-08-12
8064.27000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
8588000000.00000000
PA
632862.78000000
0.820728552973
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
21730000.00000000
PA
21643.43000000
0.028068297815
Long
DBT
NUSS
RU
N
3
2028-01-19
Fixed
7.05000000
Y
Y
N
N
N
N
AMERICA MOVIL SAB DE CV
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America Movil SAB de CV
000000000
430400.00000000
PA
2152601.41000000
2.791602692069
Long
DBT
CORP
MX
N
2
2022-12-05
Fixed
6.45000000
N
N
N
N
N
N
EUROPEAN BK RECON & DEV
549300HTGDOVDU6OGK19
European Bank for Reconstruction & Development
000000000
1700000.00000000
PA
95989.87000000
0.124484532184
Long
DBT
NUSS
N/A
N
2
2023-04-27
Fixed
25.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1165000000.00000000
PA
233161.09000000
0.302375127836
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
19870000.00000000
PA
992263.20000000
1.286817247026
Long
DBT
NUSS
MX
N
2
2038-11-18
Fixed
8.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/ZAR FORWARD
000000000
1.00000000
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USD
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N/A
DFE
CORP
US
N
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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ZAR
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USD
2022-08-17
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N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
14050000.00000000
PA
736101.00000000
0.954613113086
Long
DBT
NUSS
ZA
N
2
2031-02-28
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/THB FORWARD
000000000
1.00000000
NC
USD
-523.43000000
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N/A
DFE
CORP
US
N
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1300000.00000000
THB
37552.64000000
USD
2022-08-10
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N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-377.19000000
-0.00048915912
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-25500000.00000000
CLP
30479.79000000
USD
2022-06-17
-377.19000000
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
000000000
13170000.00000000
PA
328763.44000000
0.426357104429
Long
DBT
NUSS
UY
N
2
2022-06-20
Fixed
9.87500000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
23400000.00000000
PA
696596.26000000
0.903381362507
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
7388000000.00000000
PA
497343.68000000
0.644980510335
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
CNH/USD FORWARD
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1.00000000
NC
USD
9748.76000000
0.012642686441
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-1456000.00000000
CNY
227687.38000000
USD
2022-06-24
9748.76000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CZK FORWARD
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1.00000000
NC
USD
20282.46000000
0.026303322888
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
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USD
25201884.31000000
CZK
2022-07-15
20282.46000000
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
000000000
66250000.00000000
PA
131379.65000000
0.170379793917
Long
DBT
CORP
KZ
N
2
2023-05-04
Fixed
8.95000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
193400000.00000000
PA
192629.48000000
0.249811680156
Long
DBT
NUSS
RU
N
3
2033-03-23
Fixed
7.70000000
Y
Y
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/CNH FORWARD
000000000
1.00000000
NC
USD
3509.55000000
0.004551362450
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
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USD
1456000.00000000
CNY
2022-06-24
3509.55000000
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
1560000.00000000
PA
231658.27000000
0.300426194634
Long
DBT
NUSS
CN
N
2
2025-04-09
Fixed
1.99000000
N
N
N
N
N
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/COP FORWARD
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USD
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N/A
DFE
CORP
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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COP
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USD
2022-06-17
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N
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
HUF/USD FORWARD
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NC
USD
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N/A
DFE
CORP
US
N
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JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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USD
112348005.00000000
HUF
2022-07-15
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N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/COP FORWARD
000000000
1.00000000
NC
USD
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-0.01310598636
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
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COP
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USD
2022-06-17
-10106.01000000
N
N
N
BONOS TESORERIA PESOS
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Bonos de la Tesoreria de la Republica en pesos
000000000
360000000.00000000
PA
393556.97000000
0.510384640570
Long
DBT
NUSS
CL
N
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
19970000.00000000
PA
1381608.05000000
1.791739396735
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1500000.00000000
PA
324988.01000000
0.421460935309
Long
DBT
NUSS
MY
N
2
2032-07-15
Fixed
3.58200000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
17040000.00000000
PA
778131.57000000
1.009120488124
Long
DBT
CORP
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
2190000.00000000
PA
495181.24000000
0.642176148461
Long
DBT
NUSS
MY
N
2
2028-06-15
Fixed
3.73300000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
30500000.00000000
PA
1132205.15000000
1.468301065878
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
SWISS INSURED BRAZIL
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Swiss Insured Brazil Power Finance Sarl
870880AA9
11242403.88000000
PA
2146738.39000000
2.783999230351
Long
DBT
CORP
LU
N
2
2032-07-16
Fixed
9.85000000
N
N
N
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
20750000.00000000
PA
1100503.04000000
1.427188161646
Long
DBT
NUSS
EG
N
2
2024-01-05
Fixed
13.76500000
N
N
N
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
11440000.00000000
PA
1774717.34000000
2.301543463174
Long
DBT
NUSS
PL
N
2
2030-10-25
Fixed
1.25000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
43587000000.00000000
PA
3402213.13000000
4.412162552983
Long
DBT
NUSS
ID
N
2
2025-09-15
Fixed
11.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3250000.00000000
PA
748648.41000000
0.970885230800
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
2570000.00000000
PA
128475.84000000
0.166613985823
Long
DBT
NUSS
MX
N
2
2023-03-09
Fixed
6.75000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
2626000000.00000000
PA
702248.72000000
0.910711759337
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-13652.30000000
-0.01770499510
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-2512925.86000000
USD
12000000.00000000
BRL
2022-07-05
-13652.30000000
N
N
N
EGYPT GOVERNMENT BOND
529900GFIVH4086NMH82
Egypt Government Bond
000000000
6510000.00000000
PA
334227.36000000
0.433442993024
Long
DBT
NUSS
EG
N
2
2029-05-07
Fixed
16.10000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
14440000.00000000
PA
662105.16000000
0.858651554580
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
690000.00000000
PA
104171.53000000
0.135094923860
Long
DBT
NUSS
CN
N
2
2031-11-18
Fixed
2.89000000
N
N
N
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
96989.93000000
0.125781460717
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-14547671.66000000
CNY
2274530.82000000
USD
2022-06-24
96989.93000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-17344.07000000
-0.02249266969
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-4004473.05000000
MXN
185699.86000000
USD
2022-06-10
-17344.07000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/PEN FORWARD
000000000
1.00000000
NC
USD
1315.99000000
0.001706642581
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-459184.16000000
USD
1720000.00000000
PEN
2022-07-22
1315.99000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
MXN/USD FORWARD
000000000
1.00000000
NC
USD
-27682.61000000
-0.03590021275
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-20889000.00000000
MXN
1031479.15000000
USD
2022-06-10
-27682.61000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
2000000.00000000
PA
481828.32000000
0.624859404522
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
56000000.00000000
PA
55776.89000000
0.072334300050
Long
DBT
NUSS
RU
N
3
2039-03-16
Fixed
7.70000000
Y
Y
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
PLN/USD FORWARD
000000000
1.00000000
NC
USD
-1836.50000000
-0.00238166635
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-170000.00000000
PLN
37729.96000000
USD
2022-07-15
-1836.50000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
THB/USD FORWARD
000000000
1.00000000
NC
USD
7498.57000000
0.009724525916
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1274844.95000000
USD
43782000.00000000
THB
2022-08-10
7498.57000000
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
5220000000.00000000
PA
378097.89000000
0.490336521515
Long
DBT
NUSS
ID
N
2
2024-03-15
Fixed
8.37500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/PLN FORWARD
000000000
1.00000000
NC
USD
42554.17000000
0.055186406075
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-967321.63000000
USD
4339000.00000000
PLN
2022-07-15
42554.17000000
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
108340000.00000000
PA
107908.37000000
0.139941047510
Long
DBT
NUSS
RU
N
3
2022-12-07
Fixed
7.40000000
Y
Y
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
1840000.00000000
PA
84690.53000000
0.109830974950
Long
DBT
NUSS
TR
N
2
2024-07-24
Fixed
9.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CZK/USD FORWARD
000000000
1.00000000
NC
USD
-11559.59000000
-0.01499106263
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-24725000.00000000
CZK
1055879.84000000
USD
2022-07-15
-11559.59000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
1848000000.00000000
PA
444854.47000000
0.576909840466
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
415000000.00000000
PA
74185.54000000
0.096207571087
Long
DBT
NUSS
CO
N
2
2050-10-26
Fixed
7.25000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
25600000.00000000
PA
802889.73000000
1.041228125788
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
4900000.00000000
PA
197902.85000000
0.256650453847
Long
DBT
NUSS
TR
N
2
2027-08-11
Fixed
10.50000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
380000000.00000000
PA
409287.58000000
0.530784893501
Long
DBT
NUSS
CL
N
2
2035-03-01
Fixed
5.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
23516000.00000000
PA
1331464.08000000
1.726710153052
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
1580000.00000000
PA
361780.62000000
0.469175458140
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
5370000.00000000
PA
1216084.77000000
1.577080411610
Long
DBT
NUSS
MY
N
2
2029-08-15
Fixed
3.88500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-27211.94000000
-0.03528982402
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-5759712.59000000
MXN
264830.15000000
USD
2022-06-10
-27211.94000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
715000000.00000000
PA
154955.64000000
0.200954333563
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
8907.78000000
0.011552060921
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-1635000.00000000
CNY
253639.68000000
USD
2022-06-24
8907.78000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CLP FORWARD
000000000
1.00000000
NC
USD
3672.67000000
0.004762904740
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-67721.90000000
USD
59000000.00000000
CLP
2022-06-17
3672.67000000
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
750000.00000000
PA
141236.77000000
0.183163007103
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
2360000.00000000
PA
379374.14000000
0.491991627249
Long
DBT
NUSS
CN
N
2
2051-04-12
Fixed
3.72000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
PLN/USD FORWARD
000000000
1.00000000
NC
USD
5681.19000000
0.007367655351
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-135978.57000000
USD
608650.80000000
PLN
2022-07-15
5681.19000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
18910000.00000000
PA
864956.78000000
1.121719824373
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
SERBIA TREASURY BONDS
254900W94OCY91V32O78
Serbia Treasury Bonds
000000000
61000000.00000000
PA
448017.09000000
0.581011286495
Long
DBT
NUSS
RS
N
2
2032-08-20
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/COP FORWARD
000000000
1.00000000
NC
USD
2470.99000000
0.003204505164
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-40935.73000000
USD
164000000.00000000
COP
2022-06-17
2470.99000000
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/RUB FORWARD
000000000
1.00000000
NC
USD
-68910.58000000
-0.08936673540
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-39416000.00000000
RUB
528718.98000000
USD
2022-06-23
-68910.58000000
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
1400000.00000000
PA
70551.66000000
0.091494971187
Long
DBT
NUSS
MX
N
2
2029-05-31
Fixed
8.50000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
2950000.00000000
PA
542855.59000000
0.704002663664
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/HUF FORWARD
000000000
1.00000000
NC
USD
-19733.08000000
-0.02559085903
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-819067.23000000
USD
297316000.00000000
HUF
2022-07-15
-19733.08000000
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
420000000.00000000
PA
480301.99000000
0.622879982360
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
BONOS TESORERIA PESOS
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
000000000
280000000.00000000
PA
315159.00000000
0.408714176597
Long
DBT
NUSS
CL
N
2
2028-10-01
Fixed
5.00000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
12170000.00000000
PA
2356736.36000000
3.056335249299
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
LETRA TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
000000000
3540000.00000000
PA
613890.25000000
0.796124013750
Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
3400000.00000000
PA
789631.04000000
1.024033584092
Long
DBT
NUSS
MY
N
2
2024-09-30
Fixed
4.05900000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
4686000.00000000
PA
222960.31000000
0.289146238931
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
126870000.00000000
PA
126364.54000000
0.163875944895
Long
DBT
NUSS
RU
N
3
2022-07-20
Fixed
7.60000000
Y
Y
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/COP FORWARD
000000000
1.00000000
NC
USD
-6816.81000000
-0.00884038496
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-1860628920.00000000
COP
485645.40000000
USD
2022-06-17
-6816.81000000
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
3660000000.00000000
PA
755315.93000000
0.979532008924
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/CLP FORWARD
000000000
1.00000000
NC
USD
-17441.64000000
-0.02261920342
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-374932.42000000
USD
295428000.00000000
CLP
2022-06-17
-17441.64000000
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
28160000.00000000
PA
1157451.38000000
1.501041657474
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
4960000.00000000
PA
1004612.46000000
1.302832393769
Long
DBT
NUSS
MY
N
2
2031-04-15
Fixed
2.63200000
N
N
N
N
N
N
ROMANIA GOVERNMENT BOND
315700IASY927EDWBK92
Romania Government Bond
000000000
6230000.00000000
PA
1153145.40000000
1.495457444203
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
54580000.00000000
PA
2418903.07000000
3.136956192027
Long
DBT
NUSS
MX
N
2
2027-03-04
Fixed
5.50000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
ZAR/USD FORWARD
000000000
1.00000000
NC
USD
-22233.33000000
-0.02883331005
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-9504753.00000000
ZAR
579911.71000000
USD
2022-08-17
-22233.33000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
MXN/USD FORWARD
000000000
1.00000000
NC
USD
3623.70000000
0.004699397960
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-140934.21000000
USD
2851000.00000000
MXN
2022-06-10
3623.70000000
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
17050000.00000000
PA
679622.71000000
0.881369201940
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
72400000.00000000
PA
3148922.73000000
4.083682714946
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
22430000.00000000
PA
783609.29000000
1.016224273259
Long
DBT
NUSS
CZ
N
2
2027-02-10
Fixed
0.25000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
4120000.00000000
PA
111829.70000000
0.145026427151
Long
DBT
NUSS
TH
N
2
2031-12-17
Fixed
2.00000000
N
N
N
N
N
N
RUSSIA GOVT BOND - OFZ
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
000000000
135730000.00000000
PA
135189.24000000
0.175320263458
Long
DBT
NUSS
RU
N
3
2031-09-17
Fixed
8.50000000
Y
Y
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
42590000000.00000000
PA
2747801.56000000
3.563488436147
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.62500000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
1862094.71000000
NS
USD
1862094.71000000
2.414858868518
Long
STIV
RF
US
N
1
N
N
N
CHINA GOVERNMENT BOND
300300CHN201808MOF68
China Government Bond
000000000
340000.00000000
PA
51637.24000000
0.066965791960
Long
DBT
NUSS
CN
N
2
2027-06-04
Fixed
2.85000000
N
N
N
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
2400000.00000000
PA
527563.39000000
0.684170963058
Long
DBT
NUSS
PE
N
2
2034-08-12
Fixed
5.40000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
CNH/USD FORWARD
000000000
1.00000000
NC
USD
2716.06000000
0.003522324371
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-242015.84000000
USD
1635000.00000000
CNY
2022-06-24
2716.06000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/THB FORWARD
000000000
1.00000000
NC
USD
469.25000000
0.000608547201
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-78992.58000000
USD
2713000.00000000
THB
2022-08-10
469.25000000
N
N
N
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
USD/CNH FORWARD
000000000
1.00000000
NC
USD
41199.15000000
0.053429147410
N/A
DFE
CORP
US
N
2
HSBC SECURITIES (USA) INC.
CYYGQCGNHMHPSMRL3R97
-2136341.74000000
USD
14547671.66000000
CNY
2022-06-24
41199.15000000
N
N
N
POLAND GOVERNMENT BOND
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
000000000
500000.00000000
PA
108918.43000000
0.141250944550
Long
DBT
NUSS
PL
N
2
2024-04-25
Fixed
2.50000000
N
N
N
N
N
N
KFW
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
000000000
6000000.00000000
PA
1163041.05000000
1.508290625047
Long
DBT
CORP
DE
N
2
2025-07-25
Fixed
0.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
CLP/USD FORWARD
000000000
1.00000000
NC
USD
-24600.72000000
-0.03190346148
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-464223.10000000
USD
363301000.00000000
CLP
2022-06-17
-24600.72000000
N
N
N
BONOS DE TESORERIA
254900STKLK2DBJJZ530
Peru Government Bond
000000000
1560000.00000000
PA
317756.22000000
0.412082383228
Long
DBT
NUSS
PE
N
2
2040-08-12
Fixed
5.35000000
N
N
N
N
N
N
THAILAND GOVERNMENT BOND
254900PHJ6MSKT6C7026
Thailand Government Bond
000000000
43570000.00000000
PA
1049860.42000000
1.361512243350
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
TURKEY GOVERNMENT BOND
5493000PCHOG3B6S3Q85
Turkey Government Bond
000000000
5610000.00000000
PA
228288.60000000
0.296056235663
Long
DBT
NUSS
TR
N
2
2027-02-24
Fixed
11.00000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
3390000000.00000000
PA
762740.78000000
0.989160931005
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
CZECH REPUBLIC
3157007EFDLQABN47912
Czech Republic Government Bond
000000000
20160000.00000000
PA
824009.82000000
1.068617729746
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
MALAYSIA GOVERNMENT
254900GSIL471JOBYY43
Malaysia Government Bond
000000000
4060000.00000000
PA
933915.91000000
1.211149521881
Long
DBT
NUSS
MY
N
2
2026-11-30
Fixed
3.90000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
39377000.00000000
PA
2078627.35000000
2.695669378972
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
10216000000.00000000
PA
743699.14000000
0.964466766429
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
THB/USD FORWARD
000000000
1.00000000
NC
USD
17772.22000000
0.023047916333
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-2299964.15000000
USD
79132566.47000000
THB
2022-08-10
17772.22000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/COP FORWARD
000000000
1.00000000
NC
USD
-526.93000000
-0.00068334955
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-1477872000.00000000
COP
390629.04000000
USD
2022-06-17
-526.93000000
N
N
N
2022-07-27
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer