0001752724-22-259220.txt : 20221121 0001752724-22-259220.hdr.sgml : 20221121 20221121163754 ACCESSION NUMBER: 0001752724-22-259220 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20220930 FILED AS OF DATE: 20221121 DATE AS OF CHANGE: 20221121 PERIOD START: 20220930 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: 221406232 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 S000029390 Virtus FORT Trend Fund C000090272 Class A VAPAX C000090273 Class C VAPCX C000090274 Class I VAPIX C000148858 Class R6 VRPAX NPORT-P 1 primary_doc.xml NPORT-P false 0001005020 XXXXXXXX S000029390 C000148858 C000090274 C000090273 C000090272 Virtus Opportunities Trust 811-07455 0001005020 549300O4C4QVD88M4N75 101 Munson Street Greenfield 01301-9668 800-243-1574 Virtus FORT Trend Fund S000029390 549300IJ11MBVF54PE17 2022-09-30 2022-09-30 N 127423891.25 219014.01 127204877.24 0.00000000 23131633.30000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 10104536.90000000 AUD CAD EUR GBP JPY USD N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 4.00000000 NC USD -10932.08000000 -0.00859407299 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long SOYBEAN MEAL SOYBEAN MEAL 2022-12-14 172132.08000000 USD -10932.08000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -25.00000000 NC 195571.73000000 0.153745464987 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2022-12-08 -3836191.06000000 USD 195571.73000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -2.00000000 NC USD 27695.30000000 0.021772199777 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short NASDAQ NASDAQ 100 INDEX 2022-12-16 -469115.30000000 USD 27695.30000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 9.00000000 NC USD 53535.32000000 0.042085902020 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long WHEAT WHEAT 2022-12-14 361139.68000000 USD 53535.32000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -4.00000000 NC 24320.82000000 0.019119408412 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2025-09-16 -1166316.20000000 USD 24320.82000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -56.00000000 NC USD 32402.18000000 0.025472435258 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short JAPANESE YEN CURRENCY JAPANESE YEN CURRENCY 2022-12-19 -4906852.18000000 USD 32402.18000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -38.00000000 NC USD -9349.85000000 -0.00735022917 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short BRITISH POUND CURRENCY BRITISH POUND CURRENCY 2022-12-19 -2646137.65000000 USD -9349.85000000 N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 -10.00000000 NC USD -7539.50000000 -0.00592705261 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Short NY HARBOR ULSD NY HARBOR ULSD 2022-10-31 -1345532.50000000 USD -7539.50000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -22.00000000 NC 100554.19000000 0.079049005181 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2023-09-19 -6188488.96000000 USD 100554.19000000 N N N HONG KONG FUTURES EXCHANGE N/A 000000000 -16.00000000 NC 41619.70000000 0.032718635403 N/A DE CORP HK N 1 HONG KONG FUTURES EXCHANGE N/A Short HONG KONG STOCK EXCHANGE HANG SENG INDEX 2022-10-28 -1795518.14000000 USD 41619.70000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 6.00000000 NC USD 9194.38000000 0.007228009019 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long HARD RED WINTER WHEAT FUTURE HARD RED WINTER WHEAT 2022-12-14 288255.62000000 USD 9194.38000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -4.00000000 NC USD 2897.60000000 0.002277900079 N/A DCO CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short LEAN HOGS LEAN HOGS 2022-12-14 -124857.60000000 USD 2897.60000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -95.00000000 NC 54481.76000000 0.042829930095 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESSCHATZANWEISUNGEN Bundesschatzanweisungen 2022-12-08 -10181177.22000000 USD 54481.76000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796XS3 27300000.00000000 PA USD 27024433.80000000 21.24480946513 Long DBT UST US N 2 2023-01-19 None 0.00000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 7031630.15000000 NS USD 7031630.15000000 5.527799171358 Long STIV RF US N 1 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -12.00000000 NC 61196.87000000 0.048108902211 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2024-12-17 -3362612.22000000 USD 61196.87000000 N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 -38.00000000 NC USD 158112.34000000 0.124297388143 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Short WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL WEST TEXAS INTERMEDIATE LIGHT SWEET CRUDE OIL 2022-10-20 -3178732.34000000 USD 158112.34000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -3.00000000 NC 9765.27000000 0.007676804704 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2026-03-17 -822931.73000000 USD 9765.27000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 -7.00000000 NC 3467.57000000 0.002725972521 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Short INTERCONTENTIAL EXCHANGE 90 DAY AUSTRALIAN BANK BILL RATE 2023-06-08 -4702222.91000000 USD 3467.57000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -21.00000000 NC 26804.26000000 0.021071723491 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2025-09-15 -5072678.74000000 USD 26804.26000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -29.00000000 NC USD 44757.72000000 0.035185537670 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-12-17 -7019982.72000000 USD 44757.72000000 N N N COMMODITY EXCHANGE, INC. N/A 000000000 -15.00000000 NC USD 37610.95000000 0.029567223219 N/A DCO CORP US N 1 COMMODITY EXCHANGE, INC. N/A Short GOLD GOLD 2022-12-28 -2545610.95000000 USD 37610.95000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -21.00000000 NC 98880.77000000 0.077733473861 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2024-03-19 -5894407.54000000 USD 98880.77000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 5.00000000 NC USD -23127.60000000 -0.01818137834 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long SOYBEAN SOYBEAN 2022-11-14 364315.10000000 USD -23127.60000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 -10.00000000 NC USD -2204.50000000 -0.00173303103 N/A DCO CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short SUGAR #11 SUGAR #11 2023-02-28 -195811.50000000 USD -2204.50000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -1.00000000 NC USD 171.90000000 0.000135136327 N/A DCO CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short CATTLE FEEDER CATTLE FEEDER 2022-11-17 -87484.40000000 USD 171.90000000 N N N HONG KONG FUTURES EXCHANGE N/A 000000000 -19.00000000 NC 18012.80000000 0.014160463333 N/A DE CORP HK N 1 HONG KONG FUTURES EXCHANGE N/A Short STOCK EXCHANGE OF HONG KONG HANG SENG CHINA ENTERPRISES INDEX 2022-10-28 -733729.54000000 USD 18012.80000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -14.00000000 NC USD 1673.92000000 0.001315924386 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short LOW SULPHUR GAS OIL LOW SULPHUR GAS OIL 2022-12-12 -1264823.92000000 USD 1673.92000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 -42.00000000 NC 54822.63000000 0.043097899380 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Short AUSTRALIAN GOVERNMENT Australia Government Bond 2022-12-15 -3364289.07000000 USD 54822.63000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -12.00000000 NC USD 101759.30000000 0.079996382377 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short STANDARD & POOR'S FINANCIAL SERVICES LLC STANDARD & POORS'S 500 2022-12-16 -2262659.30000000 USD 101759.30000000 N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 -2.00000000 NC USD -1245.24000000 -0.00097892472 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Short PLATINUM PLATINUM 2023-01-27 -84664.76000000 USD -1245.24000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -31.00000000 NC USD 61090.58000000 0.048025344094 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-09-17 -7508065.58000000 USD 61090.58000000 N N N SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 000000000 -14.00000000 NC USD -33.10000000 -0.00002602101 N/A DE CORP SG N 1 SINGAPORE EXCHANGE LIMITED 549300IQ650PPXM76X03 Short FINANCIAL TIMES STOCK EXCHANGE FTSE CHINA A50 2022-10-28 -180790.90000000 USD -33.10000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -19.00000000 NC 85485.33000000 0.067202871348 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2023-06-20 -5315551.76000000 USD 85485.33000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -37.00000000 NC USD 78651.66000000 0.061830695258 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-03-19 -8937376.66000000 USD 78651.66000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -6.00000000 NC 53082.30000000 0.041729767876 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short DEUTSCH BOERSE AG DAX INDEX 2022-12-16 -1836384.88000000 USD 53082.30000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 -5.00000000 NC USD 12069.15000000 0.009487961674 N/A DCO CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short COTTON NO.2 COTTON NO.2 2022-12-07 -225419.15000000 USD 12069.15000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -14.00000000 NC USD 38082.42000000 0.029937861524 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short NEW ZEALAND DOLLAR NEW ZEALAND DOLLAR 2022-12-19 -823972.42000000 USD 38082.42000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -36.00000000 NC 54718.17000000 0.043015779887 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2024-12-16 -8771628.26000000 USD 54718.17000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -22.00000000 NC 37889.63000000 0.029786302869 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2025-06-16 -5356868.08000000 USD 37889.63000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -56.00000000 NC USD 78232.58000000 0.061501242481 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2023-06-20 -13459432.58000000 USD 78232.58000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -28.00000000 NC USD 38885.04000000 0.030568827896 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-09-16 -6787935.04000000 USD 38885.04000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -165.00000000 NC USD 581160.93000000 0.456870005780 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short WI TREASURY N/B United States Treasury Note/Bond - When Issued 2022-12-20 -19071473.43000000 USD 581160.93000000 N N N COMMODITY EXCHANGE, INC. N/A 000000000 -12.00000000 NC USD 51406.11000000 0.040412058967 N/A DCO CORP US N 1 COMMODITY EXCHANGE, INC. N/A Short COPPER COPPER 2022-12-28 -1075156.11000000 USD 51406.11000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -37.00000000 NC USD 152698.19000000 0.120041144107 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-12-20 -4536620.25000000 USD 152698.19000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -35.00000000 NC USD 67268.80000000 0.052882249061 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2024-06-18 -8461143.80000000 USD 67268.80000000 N N N EURONEXT PARIS SA 969500HMVSZ0TCV65D58 000000000 -2.00000000 NC -918.70000000 -0.00072222073 N/A DE CORP FR N 1 EURONEXT PARIS SA 969500HMVSZ0TCV65D58 Short EURONEXT CAC 40 2022-10-21 -110824.36000000 USD -918.70000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -9.00000000 NC 44076.33000000 0.034649874247 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2025-03-18 -2534668.55000000 USD 44076.33000000 N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 2.00000000 NC -16516.39000000 -0.01298408548 N/A DE CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Long NIKKEI NIKKEI 225 2022-12-08 378192.74000000 USD -16516.39000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -51.00000000 NC 108848.15000000 0.085569163983 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2023-06-19 -12519068.90000000 USD 108848.15000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -27.00000000 NC 38043.29000000 0.029907100124 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2025-03-17 -6548799.57000000 USD 38043.29000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -56.00000000 NC 85198.42000000 0.066977321820 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2024-03-18 -13650851.81000000 USD 85198.42000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -64.00000000 NC 744529.36000000 0.585299381717 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short UNITED KINGDOM GILT United Kingdom Gilt 2022-12-28 -7929146.98000000 USD 744529.36000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 -6.00000000 NC USD -929.02000000 -0.00073033363 N/A DCO CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short COCOA COCOA 2022-12-14 -140310.98000000 USD -929.02000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -50.00000000 NC -1050.60000000 -0.00082591172 N/A DE CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short DEUTSCHE BORSE AKTIENGESELLSCHAFT EURO STOXX 50 2022-12-16 -1611246.41000000 USD -1050.60000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796YM5 4700000.00000000 PA USD 4611165.49000000 3.624991108870 Long DBT UST US N 2 2023-03-30 None 0.00000000 N N N N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 18.00000000 NC USD -43896.26000000 -0.03450831520 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Long NATURAL GAS NATURAL GAS 2022-10-27 1261776.26000000 USD -43896.26000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -44.00000000 NC 253296.41000000 0.199124762741 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short FRANCE (GOVT OF) French Republic Government Bond OAT 2022-12-08 -6045159.44000000 USD 253296.41000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 2.00000000 NC USD -2903.94000000 -0.00228288416 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long CHF CURRENCY CHF CURRENCY 2022-12-19 258253.94000000 USD -2903.94000000 N N N OSAKA EXCHANGE,INC 3538001249AILNPRUX57 000000000 -3.00000000 NC 6005.99000000 0.004721509214 N/A DIR CORP JP N 1 OSAKA EXCHANGE,INC 3538001249AILNPRUX57 Short JAPAN (10 YEAR ISSUE) Japan Government Ten Year Bond 2022-12-13 -3115230.36000000 USD 6005.99000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 -15.00000000 NC USD 60460.95000000 0.047530370935 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EMERGING MARKETS INDEX 2022-12-16 -714085.95000000 USD 60460.95000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -30.00000000 NC USD 35980.40000000 0.028285393438 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-12-16 -7268980.40000000 USD 35980.40000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796W62 20800000.00000000 PA USD 20725900.00000000 16.29332180471 Long DBT UST US N 2 2022-11-17 None 0.00000000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -4.00000000 NC 21208.50000000 0.016672709773 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2025-12-16 -1150237.46000000 USD 21208.50000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -15.00000000 NC 65211.85000000 0.051265212006 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2024-06-18 -4176741.18000000 USD 65211.85000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 -1.00000000 NC 750.07000000 0.000589655063 N/A DE CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Short STANDARD AND POOR'S S&P/ASX 200 2022-12-15 -105191.56000000 USD 750.07000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -31.00000000 NC 43526.82000000 0.034217886094 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2023-03-13 -7540923.01000000 USD 43526.82000000 N N N MONTREAL EXCHANGE N/A 000000000 -6.00000000 NC 44.04000000 0.000034621314 N/A DIR CORP CA N 1 MONTREAL EXCHANGE N/A Short THOMSON REUTERS CORP 3 MONTH CANADIAN BANKERS ACCEPTANCE 2023-09-18 -1080978.84000000 USD 44.04000000 N N N MONTREAL EXCHANGE N/A 000000000 -8.00000000 NC 3334.30000000 0.002621204526 N/A DIR CORP CA N 1 MONTREAL EXCHANGE N/A Short THOMSON REUTERS CORP 3 MONTH CANADIAN BANKERS ACCEPTANCE 2023-06-19 -1459920.55000000 USD 3334.30000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -31.00000000 NC USD 46078.08000000 0.036223516739 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-03-18 -7510490.58000000 USD 46078.08000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 -7.00000000 NC 3916.63000000 0.003078993577 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Short INTERCONTENTIAL EXCHANGE 90 DAY AUSTRALIAN BANK BILL RATE 2023-09-07 -4642795.80000000 USD 3916.63000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -157.00000000 NC 385303.45000000 0.302899903179 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESOBLIGATION Bundesobligation 2022-12-08 -19150897.15000000 USD 385303.45000000 N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 -13.00000000 NC USD -18433.61000000 -0.01449127612 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Short GASOLINE RBOB GASOLINE RBOB 2022-10-31 -1275477.19000000 USD -18433.61000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -20.00000000 NC 94793.02000000 0.074519957140 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2023-12-19 -5622492.03000000 USD 94793.02000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -20.00000000 NC USD 181899.10000000 0.142996954163 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-12-20 -2921899.10000000 USD 181899.10000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 9.00000000 NC USD 262.27000000 0.000206179201 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Long MEXICAN PESO MEXICAN PESO 2022-12-19 220282.73000000 USD 262.27000000 N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -110.00000000 NC 645312.37000000 0.507301594090 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUNDESREPUB. DEUTSCHLAND Bundesrepublik Deutschland Bundesanleihe 2022-12-08 -15740680.41000000 USD 645312.37000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -39.00000000 NC USD 75584.52000000 0.059419514125 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2023-12-19 -9404384.52000000 USD 75584.52000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -20.00000000 NC USD 18355.60000000 0.014429949855 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short CANADIAN DOLLAR CANADIAN DOLLAR 2022-12-20 -1466255.60000000 USD 18355.60000000 N N N NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 000000000 1.00000000 NC USD -4582.62000000 -0.00360255054 N/A DCO CORP US N 1 NEW YORK MERCANTILE EXCHANGE, INC. 5493008GFNDTXFPHWI47 Long NEW YORK MERCANTILE EXCHANGE, INC. PALLADIUM 2022-12-28 222802.62000000 USD -4582.62000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -159.00000000 NC USD 428031.52000000 0.336489865237 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-12-30 -17521773.31000000 USD 428031.52000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -21.00000000 NC USD 54060.65000000 0.042498881468 N/A DE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short FINANCIAL TIMES STOCK EXCHANGE RUSSELL 2000 INDEX 2022-12-16 -1807350.65000000 USD 54060.65000000 N N N MONTREAL EXCHANGE N/A 000000000 -6.00000000 NC 1256.33000000 0.000987642948 N/A DIR CORP CA N 1 MONTREAL EXCHANGE N/A Short THOMSON REUTERS CORP 3 MONTH CANADIAN BANKERS ACCEPTANCE 2023-03-13 -1088716.81000000 USD 1256.33000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796X95 25100000.00000000 PA USD 24887621.12000000 19.56498969221 Long DBT UST US N 2 2023-01-05 None 0.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -6.00000000 NC USD 51350.90000000 0.040368656543 N/A DE CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short DOW JONES DOW JONES INDUSTRIAL AVERAGE 2022-12-16 -915380.90000000 USD 51350.90000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796X87 7000000.00000000 PA USD 6950253.31000000 5.463826121137 Long DBT UST US N 2 2022-12-22 None 0.00000000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -46.00000000 NC 67422.28000000 0.053002904812 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2024-09-16 -11180134.39000000 USD 67422.28000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -15.00000000 NC 18505.31000000 0.014547641884 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2025-12-15 -3631644.07000000 USD 18505.31000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796T33 18700000.00000000 PA USD 18437390.29000000 14.49424793297 Long DBT UST US N 2 2023-02-23 None 0.00000000 N N N N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -56.00000000 NC 116094.72000000 0.091265934545 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2023-09-18 -13732471.67000000 USD 116094.72000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 -7.00000000 NC 2139.46000000 0.001681900919 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Short INTERCONTENTIAL EXCHANGE 90 DAY AUSTRALIAN BANK BILL RATE 2023-03-09 -4645900.00000000 USD 2139.46000000 N N N COMMODITY EXCHANGE, INC. N/A 000000000 -6.00000000 NC USD 9539.28000000 0.007499146421 N/A DCO CORP US N 1 COMMODITY EXCHANGE, INC. N/A Short SILVER SILVER 2022-12-28 -580709.28000000 USD 9539.28000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -49.00000000 NC 74671.15000000 0.058701483480 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2024-06-17 -11926159.66000000 USD 74671.15000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -46.00000000 NC USD 70418.28000000 0.055358160416 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2023-09-19 -11066143.28000000 USD 70418.28000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -96.00000000 NC USD 270081.78000000 0.212320302381 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-12-30 -19987581.89000000 USD 270081.78000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -39.00000000 NC USD 72166.92000000 0.056732824688 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short CHICAGO MERCANTILE EXCHANGE EURO CURRENCY 2PM 2022-12-19 -4879648.17000000 USD 72166.92000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 -6.00000000 NC USD 40306.38000000 0.031686190714 N/A DE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Short MSCI MSCI EAFE INDEX 2022-12-16 -538486.38000000 USD 40306.38000000 N N N ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 000000000 7.00000000 NC USD 19034.06000000 0.014963309908 N/A DFE CORP US N 1 ICE FUTURES U.S., INC. 5493004R83R1LVX2IL36 Long THE US DOLLAR INDEX THE US DOLLAR INDEX 2022-12-19 765553.94000000 USD 19034.06000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -6.00000000 NC 32677.95000000 0.025689227260 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2025-06-17 -1717257.62000000 USD 32677.95000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796V63 3700000.00000000 PA USD 3695538.02000000 2.905185791758 Long DBT UST US N 2 2022-10-20 None 0.00000000 N N N N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 27.00000000 NC USD 35618.46000000 0.028000860322 N/A DCO CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Long CORN CORN 2022-12-14 879006.54000000 USD 35618.46000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -59.00000000 NC 96367.76000000 0.075757912818 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 3 MONTH EURO INTERBANK OFFER RATE 2023-12-18 -14421825.75000000 USD 96367.76000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -28.00000000 NC USD 19997.54000000 0.015720733696 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2026-03-17 -6771847.54000000 USD 19997.54000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -51.00000000 NC USD 178017.03000000 0.139945129355 N/A DCO CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short BRENT CRUDE OIL BRENT CRUDE OIL 2022-10-31 -4520157.03000000 USD 178017.03000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -54.00000000 NC USD 87544.62000000 0.068821747954 N/A DFE CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short CHICAGO MERCANTILE EXCHANGE AUD USD EURO CURRENCY 2022-12-19 -3551914.62000000 USD 87544.62000000 N N N MONTREAL EXCHANGE N/A 000000000 -19.00000000 NC 7322.00000000 0.005756068602 N/A DIR CORP CA N 1 MONTREAL EXCHANGE N/A Short CANADIAN GOVERNMENT Canadian Government Bond 2022-12-19 -1780067.69000000 USD 7322.00000000 N N N CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 000000000 -28.00000000 NC USD 41222.54000000 0.032406414670 N/A DIR CORP US N 1 CHICAGO MERCANTILE EXCHANGE INC. SNZ2OJLFK8MNNCLQOF39 Short THE SECURED OVERNIGHT FINANCING RATE THE SECURED OVERNIGHT FINANCING RATE 2025-06-17 -6787822.54000000 USD 41222.54000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 1.00000000 NC -4232.95000000 -0.00332766328 N/A DE CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Long FINANCIAL TIMES STOCK EXCHANGE FTSE 100 INDEX 2022-12-16 84456.36000000 USD -4232.95000000 N N N BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 000000000 -34.00000000 NC USD 179811.42000000 0.141355759229 N/A DIR CORP US N 1 BOARD OF TRADE OF THE CITY OF CHICAGO, INC. 549300EX04Q2QBFQTQ27 Short US TREASURY N/B United States Treasury Note/Bond 2022-12-20 -4477623.92000000 USD 179811.42000000 N N N TREASURY BILL 254900HROIFWPRGM1V77 912796U31 4100000.00000000 PA USD 4028672.79000000 3.167074154239 Long DBT UST US N 2 2023-03-23 None 0.00000000 N N N N N N EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 000000000 -38.00000000 NC 147927.40000000 0.116290666843 N/A DIR CORP DE N 1 EUREX CLEARING AKTIENGESELLSCHAFT 529900LN3S50JPU47S06 Short BUONI POLIENNALI DEL TES Italy Buoni Poliennali Del Tesoro 2022-12-08 -4378614.65000000 USD 147927.40000000 N N N ICE FUTURES EUROPE 549300UF4R84F48NCH34 000000000 -11.00000000 NC 58769.90000000 0.046200980084 N/A DIR CORP GB N 1 ICE FUTURES EUROPE 549300UF4R84F48NCH34 Short INTERCONTENTIAL EXCHANGE 90 DAY STERLING RATE 2024-09-17 -3108420.61000000 USD 58769.90000000 N N N AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A 000000000 -47.00000000 NC 21919.69000000 0.017231799971 N/A DIR CORP AU N 1 AUSTRALIAN SECURITIES EXCHANGE TRADE24 N/A Short AUSTRALIAN GOVERNMENT Australia Government Bond 2022-12-15 -3387496.97000000 USD 21919.69000000 N N N 2022-11-18 Virtus Opportunities Trust Amy Hackett Amy Hackett Vice President and Assistant Treasurer