0001752724-23-160637.txt : 20230724
0001752724-23-160637.hdr.sgml : 20230724
20230724143455
ACCESSION NUMBER: 0001752724-23-160637
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230724
DATE AS OF CHANGE: 20230724
PERIOD START: 20230531
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: 231104772
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
S000075281
Virtus Stone Harbor Strategic Income Fund
C000234182
Class A
VSHFX
C000234183
Class I
SHSIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
XXXXXXXX
S000075281
C000234183
C000234182
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Stone Harbor Strategic Income Fund
S000075281
549300YZNMK2DMY4FP69
2023-05-31
2023-05-31
N
45038940.96
2727828.77
42311112.19
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
2592460.94000000
0.00000000
4484422.06000000
EUR
GBP
USD
N
Securities Portfolio
N/A
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXS8
25000.00000000
PA
USD
22888.63000000
0.054096025406
Long
DBT
CORP
US
N
2
2026-02-12
Fixed
0.85500000
N
N
N
N
N
N
PHILLIPS 66
5493005JBO5YSIGK1814
Phillips 66
718546AW4
75000.00000000
PA
USD
61235.04000000
0.144725668578
Long
DBT
CORP
US
N
2
2030-12-15
Fixed
2.15000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
10 YEAR US TREASURY NOTE
000000000
-119.00000000
NC
USD
5159.84000000
0.012194999689
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
2023-09-20
-13626941.09000000
USD
5159.84000000
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AT2
75000.00000000
PA
USD
59788.92000000
0.141307843035
Long
DBT
CORP
US
N
2
2031-09-15
Fixed
2.35000000
N
N
N
N
N
N
Barclays Commercial Mortgage S
N/A
BBCMS 2018-TALL Mortgage Trust
05548WAA5
75000.00000000
PA
USD
67317.24000000
0.159100615691
Long
ABS-MBS
CORP
US
N
2
2037-03-15
Floating
5.98000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKC2
75000.00000000
PA
USD
56939.89000000
0.134574316421
Long
DBT
CORP
US
N
2
2036-09-21
Fixed
2.48200000
N
N
N
N
N
N
REGAL REXNORD CORP
QH78R09VCJGQKPBPYU33
Regal Rexnord Corp
758750AD5
100000.00000000
PA
USD
98823.83000000
0.233564718309
Long
DBT
CORP
US
N
2
2028-04-15
Fixed
6.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CM9
25000.00000000
PA
USD
22186.40000000
0.052436343200
Long
DBT
CORP
GB
N
2
2027-05-24
Fixed
1.58900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810RQ3
225000.00000000
PA
USD
173733.40000000
0.410609390790
Long
DBT
UST
US
N
2
2046-02-15
Fixed
2.50000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAL7
50000.00000000
PA
USD
43628.22000000
0.103112912286
Long
DBT
CORP
US
N
2
2026-08-04
Fixed
3.70000000
N
N
N
N
N
N
PEPSICO INC
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448ES3
75000.00000000
PA
USD
67841.99000000
0.160340833621
Long
DBT
CORP
US
N
2
2030-03-19
Fixed
2.75000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAT9
75000.00000000
PA
USD
74946.33000000
0.177131552731
Long
DBT
CORP
US
N
2
2027-12-15
Fixed
5.85000000
N
N
N
N
N
N
SPRINT CAPITAL CORP
549300L17W0GQBR1PO80
Sprint Capital Corp
852060AD4
50000.00000000
PA
USD
53453.30000000
0.126333951610
Long
DBT
CORP
US
N
2
2028-11-15
Fixed
6.87500000
N
N
N
N
N
N
Virtus Stone Harbor Emerging Markets Debt Income Fund
N/A
Virtus Stone Harbor Emerging Markets Debt Income Fund
92828Y557
1477615.82634900
NS
USD
10210325.36000000
24.13154566618
Long
EC
RF
US
N
1
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3138W6QK5
16587.42000000
PA
USD
16072.86000000
0.037987325712
Long
ABS-MBS
USGSE
US
N
2
2027-07-01
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CAD FORWARD
000000000
1.00000000
NC
USD
2557.23000000
0.006043873270
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-280000.00000000
CAD
208886.95000000
USD
2023-06-12
2557.23000000
N
N
N
BPCE SA
9695005MSX1OYEMGDF46
BPCE SA
05583JAN2
75000.00000000
PA
USD
74908.79000000
0.177042828993
Long
DBT
CORP
FR
N
2
2027-01-18
Fixed
5.97500000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCV6
50000.00000000
PA
USD
47595.16000000
0.112488558056
Long
DBT
CORP
US
N
2
2026-02-24
Fixed
2.59500000
N
N
N
N
N
N
KENVUE INC
5493008HSF8L4M2LIJ82
Kenvue Inc
49177JAG7
75000.00000000
PA
USD
76476.70000000
0.180748498542
Long
DBT
CORP
US
N
2
2030-03-22
Fixed
5.00000000
N
N
N
N
N
N
FEDEX CORP
549300E707U7WNPZN687
FedEx Corp
31428XBN5
75000.00000000
PA
USD
62320.68000000
0.147291519353
Long
DBT
CORP
US
N
2
2047-01-15
Fixed
4.40000000
N
N
N
N
N
N
ARROW ELECTRONICS INC
549300YNNLBXT8N8R512
Arrow Electronics Inc
04273WAD3
50000.00000000
PA
USD
50066.64000000
0.118329765890
Long
DBT
CORP
US
N
2
2026-03-01
Fixed
6.12500000
N
N
N
N
N
N
Fannie Mae or Freddie Mac
B1V7KEBTPIMZEU4LTD58
Fannie Mae or Freddie Mac
01F022667
3000000.00000000
PA
USD
2564589.84000000
6.061267849645
Long
ABS-MBS
USGSE
US
N
2
2053-06-15
Fixed
2.50000000
N
N
N
N
N
N
CONSTELLATION BRANDS INC
5493005GKEG8QCVY7037
Constellation Brands Inc
21036PBN7
50000.00000000
PA
USD
50011.21000000
0.118198760116
Long
DBT
CORP
US
N
2
2026-02-02
Fixed
5.00000000
N
N
N
N
N
N
MBRT 2019 MBR
N/A
MBRT 2019-MBR
55282DAA2
75000.00000000
PA
USD
74716.03000000
0.176587251274
Long
ABS-MBS
CORP
US
N
2
2036-11-15
Floating
6.30700000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EUR FORWARD
000000000
1.00000000
NC
USD
5742.00000000
0.013570903015
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-190000.00000000
EUR
208978.91000000
USD
2023-06-12
5742.00000000
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.NA.HY.40.V1
000000000
1.00000000
NC
USD
-132115.82000000
-0.31224851619
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD
CDX.NA.HY.40.V1
Y
Default Event
2028-06-20
0.00000000
USD
-63885.38000000
USD
-6350000.00000000
USD
-68230.44000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
MXN/USD FORWARD
000000000
1.00000000
NC
USD
964.53000000
0.002279613912
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-3860000.00000000
MXN
218070.78000000
USD
2023-06-23
964.53000000
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
50000.00000000
PA
USD
48000.00000000
0.113445375258
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/JPY FORWARD
000000000
1.00000000
NC
USD
-2406.14000000
-0.00568678031
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-210811.84000000
USD
28930000.00000000
JPY
2023-06-23
-2406.14000000
N
N
N
RIO TINTO FIN USA LTD
213800RX94ZKEZXPKH58
Rio Tinto Finance USA Ltd
767201AT3
50000.00000000
PA
USD
33173.28000000
0.078403233294
Long
DBT
CORP
AU
N
2
2051-11-02
Fixed
2.75000000
N
N
N
N
N
N
CUBESMART LP
549300MPHKO3I3FJRA97
CubeSmart LP
22966RAF3
75000.00000000
PA
USD
64599.34000000
0.152677007661
Long
DBT
CORP
US
N
2
2030-02-15
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCJ2
75000.00000000
PA
USD
57610.12000000
0.136158368376
Long
DBT
CORP
US
N
2
2032-11-02
Fixed
2.61800000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBL8
55000.00000000
PA
USD
51682.40000000
0.122148526297
Long
DBT
CORP
GB
N
2
2026-05-07
Fixed
2.85200000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
6576.86000000
0.015544048973
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-209500.00000000
EUR
231165.42000000
USD
2023-07-21
6576.86000000
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAY5
150000.00000000
PA
USD
127061.38000000
0.300302623645
Long
DBT
CORP
JP
N
2
2028-07-14
Fixed
2.17200000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NBB6
100000.00000000
PA
USD
92392.93000000
0.218365637814
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEP2
500000.00000000
PA
USD
470371.10000000
1.111696373963
Long
DBT
UST
US
N
2
2032-05-15
Fixed
2.87500000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAE9
75000.00000000
PA
USD
47173.73000000
0.111492531295
Long
DBT
CORP
US
N
2
2027-02-01
Fixed
2.40000000
N
N
N
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BTP
000000000
-5.00000000
NC
-18621.25000000
-0.04401030612
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Short
BUONI POLIENNALI DEL TES
Italy Buoni Poliennali Del Tesoro
2023-06-08
-603663.10000000
USD
-18621.25000000
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BG7
75000.00000000
PA
USD
63067.94000000
0.149057627501
Long
DBT
CORP
US
N
2
2031-04-15
Fixed
2.85000000
N
N
N
N
N
N
MDC HOLDINGS INC
5299005FV4VNV75R8R35
MDC Holdings Inc
552676AU2
50000.00000000
PA
USD
38819.48000000
0.091747718248
Long
DBT
CORP
US
N
2
2031-01-15
Fixed
2.50000000
N
N
N
N
N
N
TSMC GLOBAL LTD
549300N2ZLI21P85T117
TSMC Global Ltd
872882AF2
50000.00000000
PA
USD
42769.50000000
0.101083374523
Long
DBT
CORP
VG
N
2
2027-09-28
Fixed
1.00000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAG7
25000.00000000
PA
USD
20816.94000000
0.049199699375
Long
DBT
CORP
US
N
2
2030-02-01
Fixed
3.00000000
N
N
N
N
N
N
VISTRA OPERATIONS CO LLC
549300ZH5GKBTJZ7NM23
Vistra Operations Co LLC
92840VAD4
75000.00000000
PA
USD
72591.15000000
0.171565213587
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
3.55000000
N
N
N
N
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526CE7
75000.00000000
PA
USD
66530.36000000
0.157240867839
Long
DBT
CORP
DE
N
2
2026-11-24
Fixed
2.12900000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS CDX.EM.39.V1
000000000
1.00000000
NC
USD
267396.03000000
0.631975895124
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
IHS MARKIT LTD.
CDX.EM.39.V1
Y
Default Event
2028-06-20
269328.40000000
USD
0.00000000
USD
-4400000.00000000
USD
-1932.37000000
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29278NAE3
75000.00000000
PA
USD
69039.27000000
0.163170539431
Long
DBT
CORP
US
N
2
2048-06-15
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/CAD FORWARD
000000000
1.00000000
NC
USD
740.63000000
0.001750438505
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-205589.09000000
USD
280000.00000000
CAD
2023-06-12
740.63000000
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YFD2
50000.00000000
PA
USD
49836.75000000
0.117786433446
Long
DBT
CORP
US
N
2
2029-04-20
Fixed
5.16400000
N
N
N
N
N
N
CONTINENTAL RESOURCES
XXRTID9RYWOZ0UPIVR53
Continental Resources Inc/OK
212015AS0
75000.00000000
PA
USD
70506.82000000
0.166639013608
Long
DBT
CORP
US
N
2
2028-01-15
Fixed
4.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JT9
25000.00000000
PA
USD
24414.25000000
0.057701744852
Long
DBT
CORP
US
N
2
2025-06-10
Fixed
4.40000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DV8
100000.00000000
PA
USD
102866.37000000
0.243119040544
Long
DBT
CORP
GB
N
2
2034-03-09
Fixed
6.25400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912810TN8
200000.00000000
PA
USD
192093.75000000
0.454003074032
Long
DBT
UST
US
N
2
2053-02-15
Fixed
3.62500000
N
N
N
N
N
N
TEXAS INSTRUMENTS INC
WDJNR2L6D8RWOEB8T652
Texas Instruments Inc
882508CC6
75000.00000000
PA
USD
74838.55000000
0.176876820594
Long
DBT
CORP
US
N
2
2053-03-14
Fixed
5.00000000
N
N
N
N
N
N
US BANCORP
N1GZ7BBF3NP8GI976H15
US Bancorp
91159HJG6
100000.00000000
PA
USD
90561.25000000
0.214036562294
Long
DBT
CORP
US
N
2
2033-07-22
Fixed
4.96700000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KA8
100000.00000000
PA
USD
96086.65000000
0.227095543053
Long
DBT
CORP
US
N
2
2027-09-29
Fixed
4.45000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2U6
125000.00000000
PA
USD
107372.03000000
0.253767921575
Long
DBT
CORP
US
N
2
2033-03-02
Fixed
3.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828K74
550000.00000000
PA
USD
523402.34000000
1.237032809843
Long
DBT
UST
US
N
2
2025-08-15
Fixed
2.00000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MFQ2
50000.00000000
PA
USD
46714.12000000
0.110406268193
Long
DBT
CORP
US
N
2
2030-07-01
Fixed
3.60000000
N
N
N
N
N
N
WASTE MANAGEMENT INC
549300YX8JIID70NFS41
Waste Management Inc
94106LBR9
75000.00000000
PA
USD
55531.16000000
0.131244860098
Long
DBT
CORP
US
N
2
2041-06-01
Fixed
2.95000000
N
N
N
N
N
N
TSMC ARIZONA CORP
2549005GOBWLCSY63Q97
TSMC Arizona Corp
872898AD3
100000.00000000
PA
USD
78936.00000000
0.186560919612
Long
DBT
CORP
US
N
2
2041-10-25
Fixed
3.12500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/EUR FORWARD
000000000
1.00000000
NC
USD
-630.43000000
-0.00148998683
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-203867.34000000
USD
190000.00000000
EUR
2023-06-12
-630.43000000
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440CD4
65000.00000000
PA
USD
64216.32000000
0.151771760835
Long
DBT
CORP
US
N
2
2053-04-01
Fixed
5.35000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625HRX0
50000.00000000
PA
USD
47235.26000000
0.111637954086
Long
DBT
CORP
US
N
2
2027-12-01
Fixed
3.62500000
N
N
N
N
N
N
PFIZER INVESTMENT ENTER
5493000FQO8XF9C0RT95
PFIZER INVESTMENT ENTERPRISES PTE LTD
716973AF9
145000.00000000
PA
USD
144100.21000000
0.340572966630
Long
DBT
CORP
SG
N
2
2043-05-19
Fixed
5.11000000
N
N
N
N
N
N
FLOWSERVE CORPORATION
6Y0GK87T6V7NJKZJVM41
Flowserve Corp
34354PAF2
50000.00000000
PA
USD
43506.88000000
0.102826131831
Long
DBT
CORP
US
N
2
2030-10-01
Fixed
3.50000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBN4
75000.00000000
PA
USD
53047.76000000
0.125375479996
Long
DBT
CORP
US
N
2
2051-06-15
Fixed
3.50000000
N
N
N
N
N
N
BOARDWALK PIPELINES LP
549300W6AQ2GHHCGL606
Boardwalk Pipelines LP
096630AG3
50000.00000000
PA
USD
48348.12000000
0.114268137842
Long
DBT
CORP
US
N
2
2029-05-03
Fixed
4.80000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828XB1
325000.00000000
PA
USD
310933.59000000
0.734874537458
Long
DBT
UST
US
N
2
2025-05-15
Fixed
2.12500000
N
N
N
N
N
N
BP CAP MARKETS AMERICA
5493009NTB34VXE1T760
BP Capital Markets America Inc
10373QBV1
25000.00000000
PA
USD
24836.59000000
0.058699922347
Long
DBT
CORP
US
N
2
2033-09-11
Fixed
4.89300000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BZ2
25000.00000000
PA
USD
22207.81000000
0.052486944564
Long
DBT
CORP
GB
N
2
2027-01-14
Fixed
1.45600000
N
N
N
N
N
N
TAPESTRY INC
549300LJNVY5SW3VTN33
Tapestry Inc
876030AA5
75000.00000000
PA
USD
60354.57000000
0.142644725879
Long
DBT
CORP
US
N
2
2032-03-15
Fixed
3.05000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AS7
50000.00000000
PA
USD
51795.93000000
0.122416848244
Long
DBT
CORP
US
N
2
2032-11-29
Fixed
6.70000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
JPY/USD FORWARD
000000000
1.00000000
NC
USD
-2437.64000000
-0.00576122884
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-208091.80000000
USD
28630000.00000000
JPY
2023-06-05
-2437.64000000
N
N
N
Hudsons Bay Simon JV Trust
N/A
Hudsons Bay Simon JV Trust 2015-HBS
44422PBN1
125000.00000000
PA
USD
107915.41000000
0.255052170492
Long
ABS-MBS
CORP
US
N
2
2034-08-05
Fixed
4.15450000
N
N
N
N
N
N
KEMPER CORP
549300FNI1JKTRY2PV09
Kemper Corp
488401AC4
75000.00000000
PA
USD
59267.42000000
0.140075306302
Long
DBT
CORP
US
N
2
2030-09-30
Fixed
2.40000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/GBP FORWARD
000000000
1.00000000
NC
USD
-42.32000000
-0.00010002100
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-18400.00000000
GBP
22869.48000000
USD
2023-07-21
-42.32000000
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128283W8
300000.00000000
PA
USD
286218.75000000
0.676462364578
Long
DBT
UST
US
N
2
2028-02-15
Fixed
2.75000000
N
N
N
N
N
N
BAXTER INTERNATIONAL INC
J5OIVXX3P24RJRW5CK77
Baxter International Inc
071813CP2
75000.00000000
PA
USD
64605.82000000
0.152692322787
Long
DBT
CORP
US
N
2
2028-12-01
Fixed
2.27200000
N
N
N
N
N
N
ELEVANCE HEALTH INC
8MYN82XMYQH89CTMTH67
Elevance Health Inc
28622HAA9
100000.00000000
PA
USD
99482.01000000
0.235120290748
Long
DBT
CORP
US
N
2
2026-02-08
Fixed
4.90000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCQ6
75000.00000000
PA
USD
70037.92000000
0.165530794098
Long
DBT
CORP
US
N
2
2053-02-06
Fixed
5.55000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YBU2
75000.00000000
PA
USD
59233.27000000
0.139994594644
Long
DBT
CORP
JP
N
2
2031-09-13
Fixed
2.56400000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
Commercial Mortgage Pass Through Certificates
12624NAC4
65396.62000000
PA
USD
57131.62000000
0.135027459792
Long
ABS-MBS
CORP
US
N
2
2030-10-05
Fixed
3.39960000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
JPY/USD FORWARD
000000000
1.00000000
NC
USD
5172.97000000
0.012226031726
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-28930000.00000000
JPY
213578.67000000
USD
2023-06-23
5172.97000000
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CZ9
100000.00000000
PA
USD
98981.91000000
0.233938331744
Long
DBT
CORP
US
N
2
2053-12-01
Fixed
5.35000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCY0
75000.00000000
PA
USD
64983.26000000
0.153584381587
Long
DBT
CORP
US
N
2
2030-06-21
Fixed
3.60000000
N
N
N
N
N
N
ICE FUTURES EUROPE
549300UF4R84F48NCH34
LONG GILT
000000000
7.00000000
NC
5818.99000000
0.013752864670
N/A
DIR
CORP
GB
N
1
ICE FUTURES EUROPE
549300UF4R84F48NCH34
Long
UNITED KINGDOM GILT
United Kingdom Gilt
2023-09-27
832015.35000000
USD
5818.99000000
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCH6
75000.00000000
PA
USD
74042.61000000
0.174995659928
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.45000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEF8
125000.00000000
PA
USD
94345.42000000
0.222980241162
Long
DBT
CORP
US
N
2
2036-09-16
Fixed
2.48400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEN7
500000.00000000
PA
USD
478886.72000000
1.131822576181
Long
DBT
UST
US
N
2
2027-04-30
Fixed
2.75000000
N
N
N
N
N
N
NSTAR ELECTRIC CO
54930080R72Y2Z31UR68
NSTAR Electric Co
67021CAS6
50000.00000000
PA
USD
44872.78000000
0.106054361791
Long
DBT
CORP
US
N
2
2052-06-01
Fixed
4.55000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBZ2
25000.00000000
PA
USD
20021.79000000
0.047320405831
Long
DBT
CORP
JP
N
2
2030-09-23
Fixed
2.14200000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CP2
50000.00000000
PA
USD
49690.83000000
0.117441559505
Long
DBT
CORP
US
N
2
2028-06-01
Fixed
5.20000000
N
N
N
N
N
N
Verus Securitization Trust
N/A
Verus Securitization Trust 2021-3
92539LAA8
67158.94000000
PA
USD
55940.64000000
0.132212643687
Long
ABS-MBS
CORP
US
N
2
2066-06-25
Variable
1.04600000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2019-BPR
61769GAL1
75000.00000000
PA
USD
69224.99000000
0.163609478496
Long
ABS-MBS
CORP
US
N
2
2036-05-15
Floating
9.60700000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GHZ5
75000.00000000
PA
USD
62844.20000000
0.148528830246
Long
DBT
CORP
US
N
2
2031-02-13
Fixed
2.49600000
N
N
N
N
N
N
GLENCORE FUNDING LLC
213800STG1QDNBY87K49
Glencore Funding LLC
378272AY4
75000.00000000
PA
USD
61387.86000000
0.145086850292
Long
DBT
CORP
US
N
2
2030-09-01
Fixed
2.50000000
N
N
N
N
N
N
HMH Trust
N/A
HMH Trust 2017-NSS
40390AAA9
50000.00000000
PA
USD
46875.00000000
0.110786499275
Long
ABS-MBS
CORP
US
N
2
2031-07-05
Fixed
3.06220000
N
N
N
N
N
N
HUNTSMAN INTERNATIONAL L
3YTEJFW18LGIUQ2N5J61
Huntsman International LLC
44701QBF8
75000.00000000
PA
USD
59931.92000000
0.141645815715
Long
DBT
CORP
US
N
2
2031-06-15
Fixed
2.95000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DP2
50000.00000000
PA
USD
50413.55000000
0.119149668705
Long
DBT
CORP
US
N
2
2028-03-02
Fixed
5.15000000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAR4
100000.00000000
PA
USD
71396.40000000
0.168741487293
Long
DBT
CORP
US
N
2
2031-10-28
Fixed
2.87500000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DD9
75000.00000000
PA
USD
64309.02000000
0.151990852216
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.70700000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162DT4
50000.00000000
PA
USD
50018.74000000
0.118216556859
Long
DBT
CORP
US
N
2
2053-03-02
Fixed
5.65000000
N
N
N
N
N
N
Palisades Center Trust
N/A
Palisades Center Trust 2016-PLSD
69640GAA3
100000.00000000
PA
USD
56093.00000000
0.132572738216
Long
ABS-MBS
CORP
US
N
2
2033-04-13
Fixed
2.71298000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-846.70000000
-0.00200112915
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
-1900000.00000000
MXN
105854.11000000
USD
2023-06-30
-846.70000000
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RBB9
75000.00000000
PA
USD
62142.25000000
0.146869809805
Long
DBT
CORP
US
N
2
2029-06-21
Fixed
3.40000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CJ2
75000.00000000
PA
USD
63580.09000000
0.150268066021
Long
DBT
CORP
US
N
2
2034-05-01
Fixed
3.60000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABF1
100000.00000000
PA
USD
92779.82000000
0.219280031173
Long
DBT
CORP
US
N
2
2030-04-15
Fixed
3.87500000
N
N
N
N
N
N
BB-UBS Trust
N/A
BB-UBS Trust
05490AAA1
9478.25000000
PA
USD
8758.63000000
0.020700543064
Long
ABS-MBS
CORP
US
N
2
2030-06-05
Fixed
2.89220000
N
N
N
N
N
N
ASHTEAD CAPITAL INC
213800J1134IW58IC398
Ashtead Capital Inc
045054AJ2
75000.00000000
PA
USD
69360.30000000
0.163929276282
Long
DBT
CORP
US
N
2
2028-05-01
Fixed
4.00000000
N
N
N
N
N
N
UBS GROUP AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613AK4
150000.00000000
PA
USD
118571.78000000
0.280237918274
Long
DBT
CORP
CH
N
2
2033-02-11
Fixed
2.74600000
N
N
N
N
N
N
KIMCO REALTY OP LLC
549300EA7I6T15IBYS12
Kimco Realty OP LLC
49446RBA6
50000.00000000
PA
USD
46278.78000000
0.109377365908
Long
DBT
CORP
US
N
2
2033-02-01
Fixed
4.60000000
N
N
N
N
N
N
DIAMONDBACK ENERGY INC
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278XAV1
125000.00000000
PA
USD
129766.96000000
0.306697114028
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
6.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
AUD/USD FORWARD
000000000
1.00000000
NC
USD
1168.29000000
0.002761189530
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-410000.00000000
AUD
267904.74000000
USD
2023-06-05
1168.29000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
MXN/USD FORWARD
000000000
1.00000000
NC
USD
594.84000000
0.001405871812
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-1860000.00000000
MXN
105141.53000000
USD
2023-06-26
594.84000000
N
N
N
DNB BANK ASA
549300GKFG0RYRRQ1414
DNB Bank ASA
25601B2B0
75000.00000000
PA
USD
65225.62000000
0.154157186195
Long
DBT
CORP
NO
N
2
2028-03-30
Fixed
1.60500000
N
N
N
N
N
N
ELECTRICITE DE FRANCE SA
549300X3UK4GG3FNMO06
Electricite de France SA
268317AU8
75000.00000000
PA
USD
71971.08000000
0.170099712049
Long
DBT
CORP
FR
N
2
2028-09-21
Fixed
4.50000000
N
N
N
N
N
N
WEA FINANCE LLC
3CYEJKBUJZO3UW777J80
WEA Finance LLC
92928QAH1
50000.00000000
PA
USD
43213.45000000
0.102132626072
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.87500000
N
N
N
N
N
N
WESTERN UNION CO/THE
28ID94QU1140NC23S047
Western Union Co/The
959802BA6
75000.00000000
PA
USD
59736.87000000
0.141184825706
Long
DBT
CORP
US
N
2
2031-03-15
Fixed
2.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JPY/USD FORWARD
000000000
1.00000000
NC
USD
2176.29000000
0.005143542410
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-317380.50000000
USD
44310000.00000000
JPY
2023-06-30
2176.29000000
N
N
N
COLONY MORTGAGE CAPITAL LTD
N/A
CLNY Trust 2019-IKPR
12564NAA0
50000.00000000
PA
USD
48368.88000000
0.114317202967
Long
ABS-MBS
CORP
US
N
2
2038-11-15
Floating
6.30248000
N
N
N
N
N
N
ENEL FINANCE INTL NV
0YQH6LCEF474UTUV4B96
Enel Finance International NV
29278GAY4
75000.00000000
PA
USD
66003.37000000
0.155995355791
Long
DBT
CORP
NL
N
2
2052-06-15
Fixed
5.50000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY
46642MAA6
120000.00000000
PA
USD
44040.00000000
0.104086131799
Long
ABS-MBS
CORP
US
N
2
2027-06-10
Fixed
3.42890000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
75000.00000000
PA
USD
66639.39000000
0.157498554282
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
PFIZER INC
765LHXWGK1KXCLTFYQ30
Pfizer Inc
717081EC3
50000.00000000
PA
USD
46632.01000000
0.110212205698
Long
DBT
CORP
US
N
2
2036-12-15
Fixed
4.00000000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ACA3
25000.00000000
PA
USD
21109.14000000
0.049890298097
Long
DBT
CORP
US
N
2
2028-09-15
Fixed
2.10000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AU0
75000.00000000
PA
USD
71448.41000000
0.168864410084
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
4.20000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-4097.99000000
-0.00968537527
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-270834.44000000
USD
410000.00000000
AUD
2023-06-05
-4097.99000000
N
N
N
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
EURO-BUND
000000000
8.00000000
NC
21826.68000000
0.051586164650
N/A
DIR
CORP
DE
N
1
EUREX CLEARING AKTIENGESELLSCHAFT
529900LN3S50JPU47S06
Long
BUNDESREPUB. DEUTSCHLAND
Bundesrepublik Deutschland Bundesanleihe
2023-06-08
1160222.92000000
USD
21826.68000000
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
SGD/USD FORWARD
000000000
1.00000000
NC
USD
270.45000000
0.000639193786
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-214404.27000000
USD
290000.00000000
SGD
2023-06-30
270.45000000
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RKH4
50000.00000000
PA
USD
40036.57000000
0.094624243910
Long
DBT
CORP
US
N
2
2032-02-01
Fixed
2.25000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BA1
75000.00000000
PA
USD
67876.82000000
0.160423152421
Long
DBT
CORP
US
N
2
2045-10-23
Fixed
6.48400000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCS8
450000.00000000
PA
USD
374326.17000000
0.884699433848
Long
DBT
UST
US
N
2
2031-08-15
Fixed
1.25000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GWZ3
75000.00000000
PA
USD
71085.62000000
0.168006975758
Long
DBT
CORP
US
N
2
2029-05-01
Fixed
4.22300000
N
N
N
N
N
N
Virtus Stone Harbor High Yield Bond Fund
N/A
Virtus Stone Harbor High Yield Bond Fund
92828Y532
1825009.60939100
NS
USD
12702066.88000000
30.02064049500
Long
EC
RF
US
N
1
N
N
N
Virtus Stone Harbor Local Markets Fund
N/A
Virtus Stone Harbor Local Markets Fund
92828Y516
142117.70294100
NS
USD
1097148.67000000
2.593050887136
Long
EC
RF
US
N
1
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/JPY FORWARD
000000000
1.00000000
NC
USD
3724.59000000
0.008802864796
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-14320000.00000000
JPY
106587.59000000
USD
2023-06-05
3724.59000000
N
N
N
WARNERMEDIA HOLDINGS INC
549300DXR29GD4N0A520
Warnermedia Holdings Inc
55903VBD4
75000.00000000
PA
USD
60680.38000000
0.143414759998
Long
DBT
CORP
US
N
2
2042-03-15
Fixed
5.05000000
N
N
N
N
N
N
BOARD OF TRADE OF THE CITY OF CHICAGO, INC.
549300EX04Q2QBFQTQ27
US ULTRA BOND CBT
000000000
-1.00000000
NC
USD
-1238.16000000
-0.00292632345
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
2023-09-20
-135636.84000000
USD
-1238.16000000
N
N
N
CONAGRA BRANDS INC
54930035UDEIH090K650
Conagra Brands Inc
205887CF7
75000.00000000
PA
USD
64075.41000000
0.151438727756
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.37500000
N
N
N
N
N
N
New Residential Advance Receiv
N/A
New Residential Advance Receivables Trust Advance Receivables Backed 2020-T1
62942QCR2
50000.00000000
PA
USD
49321.99000000
0.116569826334
Long
ABS-O
CORP
US
N
2
2053-08-15
Fixed
1.42570000
N
N
N
N
N
N
Virtus Stone Harbor Emerging Markets Bond Fund
N/A
Virtus Stone Harbor Emerging Markets Bond Fund
92828Y599
274049.03680000
NS
USD
2090994.15000000
4.941950333544
Long
EC
RF
US
N
1
N
N
N
LEIDOS INC
5493006I78VIN6J1BQ95
Leidos Inc
52532XAJ4
75000.00000000
PA
USD
74470.45000000
0.176006836373
Long
DBT
CORP
US
N
2
2033-03-15
Fixed
5.75000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBQ3
100000.00000000
PA
USD
74832.33000000
0.176862119964
Long
DBT
CORP
US
N
2
2036-11-15
Fixed
3.18700000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254BU3
25000.00000000
PA
USD
19668.75000000
0.046486015096
Long
DBT
CORP
GB
N
2
2036-02-18
Fixed
3.26500000
N
N
N
N
N
N
Citibank Credit Card Issuance
R8AG6FXVDQAMDKCSJJ64
Citibank Credit Card Issuance Trust
17305EGD1
25000.00000000
PA
USD
25039.22000000
0.059178827272
Long
ABS-O
CORP
US
N
2
2026-04-22
Floating
5.76843000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBL8
75000.00000000
PA
USD
71449.67000000
0.168867388025
Long
DBT
CORP
CA
N
2
2025-02-14
Fixed
2.50000000
N
N
N
N
N
N
MERCEDES-BENZ FIN NA
549300423Z16BB673J12
Mercedes-Benz Finance North America LLC
58769JAB3
50000.00000000
PA
USD
50397.24000000
0.119111120912
Long
DBT
CORP
US
N
2
2025-11-26
Fixed
5.37500000
N
N
N
N
N
N
KEY BANK NA
HUX2X73FUCYHUVH1BK78
KeyBank NA/Cleveland OH
49327V2C7
100000.00000000
PA
USD
79997.12000000
0.189068818708
Long
DBT
CORP
US
N
2
2032-08-08
Fixed
4.90000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9
46629PAQ1
80163.53000000
PA
USD
75680.28000000
0.178866203422
Long
ABS-MBS
CORP
US
N
2
2047-05-15
Fixed
5.33700000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAF1
125000.00000000
PA
USD
117919.55000000
0.278696408334
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
1.35000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83368RAZ5
100000.00000000
PA
USD
88121.92000000
0.208271339227
Long
DBT
CORP
FR
N
2
2026-12-14
Fixed
1.48800000
N
N
N
N
N
N
HYUNDAI CAPITAL AMERICA
549300RIPPWJB5Z0FK07
Hyundai Capital America
44891ABG1
50000.00000000
PA
USD
45894.91000000
0.108470110154
Long
DBT
CORP
US
N
2
2027-02-10
Fixed
3.00000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
USD/JPY FORWARD
000000000
1.00000000
NC
USD
3728.53000000
0.008812176771
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-14310000.00000000
JPY
106519.69000000
USD
2023-06-05
3728.53000000
N
N
N
BX Trust
N/A
BX Commercial Mortgage Trust 2019-IMC
05608BAG5
100000.00000000
PA
USD
97715.25000000
0.230944650098
Long
ABS-MBS
CORP
US
N
2
2034-04-15
Floating
6.40700000
N
N
N
N
N
N
KEYSPAN GAS EAST CORP
K8TS3HOE1568DUBUJL44
KeySpan Gas East Corp
49338CAD5
105000.00000000
PA
USD
106509.18000000
0.251728622782
Long
DBT
CORP
US
N
2
2033-03-06
Fixed
5.99400000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/AUD FORWARD
000000000
1.00000000
NC
USD
-1181.65000000
-0.00279276515
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-268224.67000000
USD
410000.00000000
AUD
2023-07-05
-1181.65000000
N
N
N
CSL FINANCE PLC
2549007CCNBNAF4HBC02
CSL Finance PLC
12661PAE9
75000.00000000
PA
USD
68553.40000000
0.162022212255
Long
DBT
CORP
GB
N
2
2052-04-27
Fixed
4.75000000
N
N
N
N
N
N
O'REILLY AUTOMOTIVE INC
549300K2RLMQL149Q332
O'Reilly Automotive Inc
67103HAL1
75000.00000000
PA
USD
73065.71000000
0.172686810197
Long
DBT
CORP
US
N
2
2032-06-15
Fixed
4.70000000
N
N
N
N
N
N
FMC CORP
CKDHZ2X64EEBQCSP7013
FMC Corp
302491AW5
35000.00000000
PA
USD
34650.01000000
0.081893403899
Long
DBT
CORP
US
N
2
2026-05-18
Fixed
5.15000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
EUR/GBP FORWARD
000000000
1.00000000
NC
USD
-2586.91000000
-0.00611402032
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-174076.92000000
GBP
200000.00000000
EUR
2023-06-22
-2586.91000000
N
N
N
2023-07-24
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer