0001752724-24-162705.txt : 20240724
0001752724-24-162705.hdr.sgml : 20240724
20240724140853
ACCESSION NUMBER: 0001752724-24-162705
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20240531
FILED AS OF DATE: 20240724
DATE AS OF CHANGE: 20240724
PERIOD START: 20240531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: VIRTUS OPPORTUNITIES TRUST
CENTRAL INDEX KEY: 0001005020
ORGANIZATION NAME:
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: 241137563
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
S000075278
Virtus Stone Harbor Emerging Markets Debt Income Fund
C000234176
Class I
SHMDX
C000234177
Class A
VSHCX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001005020
XXXXXXXX
S000075278
C000234177
C000234176
Virtus Opportunities Trust
811-07455
0001005020
549300O4C4QVD88M4N75
101 Munson Street
Greenfield
01301-9668
800-243-1574
Virtus Stone Harbor Emerging Markets Debt Income Fund
S000075278
G5WCHRUPIN1QBVGP2222
2024-05-31
2024-05-31
N
258417621.63
1305325.98
257112295.65
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
348208.00000000
0.00000000
0.00000000
3973565.51000000
EUR
JPY
USD
N
Securities Portfolio
N/A
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
471000.00000000
PA
USD
441628.44000000
0.171764807623
Long
DBT
NUSS
KE
N
2
2028-02-28
Fixed
7.25000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAY7
1089000.00000000
PA
USD
1035867.69000000
0.402885318020
Long
DBT
NUSS
QA
N
2
2048-04-23
Fixed
5.10300000
N
N
N
N
N
N
NETWORK I2I LTD
2549003L8M1FGHLHOX45
Network i2i Ltd
000000000
48000.00000000
PA
USD
47580.00000000
0.018505532720
Long
DBT
CORP
MU
N
2
N/A
Fixed
5.65000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAB6
1000.00000000
PA
USD
805.05000000
0.000313112213
Long
DBT
NUSS
EG
N
2
2031-02-16
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
542705.00000000
PA
USD
278136.31000000
0.108176977416
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
3.50000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBG2
1974000.00000000
PA
USD
1952409.38000000
0.759360564637
Long
DBT
CORP
CL
N
2
2034-01-08
Fixed
5.95000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AF4
1516000.00000000
PA
USD
1489621.60000000
0.579366146700
Long
DBT
NUSS
OM
N
2
2047-03-08
Fixed
6.50000000
N
N
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
EUR/USD FORWARD
000000000
1.00000000
NC
USD
420.21000000
0.000163434424
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-317000.00000000
EUR
345154.48000000
USD
2024-07-19
420.21000000
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBE0
2965000.00000000
PA
USD
2527662.50000000
0.983096702399
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1751000.00000000
PA
USD
1561892.00000000
0.607474642957
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
824000.00000000
PA
USD
588902.50000000
0.229044860927
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
REP OF ANGOLA(AVENIR IS)
635400VEZIQKZPR7KU35
Republic of Angola Via Avenir Issuer II Ireland DAC
000000000
2982857.14580000
PA
USD
2861425.03000000
1.112908670029
Long
DBT
NUSS
IE
N
2
2027-02-19
Fixed
6.92700000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BK9
354000.00000000
PA
USD
295413.81000000
0.114896803847
Long
DBT
NUSS
PA
N
2
2030-01-23
Fixed
3.16000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
3735000.00000000
PA
USD
255847.50000000
0.099508076559
Long
DBT
NUSS
LB
N
2
2021-04-12
Fixed
8.25000000
Y
Y
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PED6
639000.00000000
PA
USD
578934.00000000
0.225167761244
Long
DBT
NUSS
DO
N
2
2030-01-30
Fixed
4.50000000
N
N
N
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
69888UAB1
435000.00000000
PA
USD
412978.13000000
0.160621696039
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BB9
1562000.00000000
PA
USD
1122687.50000000
0.436652590714
Long
DBT
NUSS
ZA
N
2
2049-09-30
Fixed
5.75000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AL5
616000.00000000
PA
USD
566880.16000000
0.220479599611
Long
DBT
NUSS
JO
N
2
2030-07-07
Fixed
5.85000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
509000.00000000
PA
USD
388748.75000000
0.151198039369
Long
DBT
NUSS
ZM
N
2
2024-04-14
Fixed
8.50000000
Y
Y
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
248000.00000000
PA
268505.78000000
0.104431326133
Long
DBT
NUSS
RO
N
2
2031-03-22
Fixed
5.37500000
N
N
N
N
N
N
REPUBLIC OF PHILIPPINES
529900RAHBALMYIJ3T08
Philippine Government International Bond
718286CW5
872000.00000000
PA
USD
853197.50000000
0.331838466862
Long
DBT
NUSS
PH
N
2
2033-07-17
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
794000.00000000
PA
USD
661330.54000000
0.257214668916
Long
DBT
NUSS
NG
N
2
2033-09-28
Fixed
7.37500000
N
N
N
N
N
N
SIXSIGMA NETWORKS MEXICO
5493000VGOF3UCTUXW26
Sixsigma Networks Mexico SA de CV
83006LAB9
661000.00000000
PA
USD
625058.13000000
0.243107055000
Long
DBT
CORP
MX
N
2
2025-05-02
Fixed
7.50000000
N
N
N
N
N
N
GRUPO AEROMEXICO SAB
N/A
Grupo Aeromexico SAB de CV
40054JAA7
515000.00000000
PA
USD
512585.94000000
0.199362670969
Long
DBT
CORP
MX
N
2
2027-03-17
Fixed
8.50000000
N
N
N
N
N
N
HUARONG FINANCE II
549300BHVD63HE2GHX17
Huarong Finance II Co Ltd
000000000
200000.00000000
PA
USD
192062.50000000
0.074699850318
Long
DBT
CORP
VG
N
2
2026-06-03
Fixed
4.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS AUD PUT
000000000
9565000.00000000
NC
93067.03000000
0.036197035915
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Put
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS AUD PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
AUD
2025-05-30
9565000.00000000
USD
0.62690000
AUD
2025-05-30
XXXX
-3704.84000000
N
N
N
TRIDENT ENERGY FINANCE
9845004ECK3FYO64I382
Trident Energy Finance PLC
89616MAB6
205000.00000000
PA
USD
212239.06000000
0.082547222980
Long
DBT
CORP
GB
N
2
2029-11-30
Fixed
12.50000000
N
N
N
N
N
N
MOVIDA EUROPE SA
549300YRJE0V6QKU7C86
Movida Europe SA
62459LAC3
498000.00000000
PA
USD
465570.24000000
0.181076614334
Long
DBT
CORP
LU
N
2
2029-04-11
Fixed
7.85000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
446000.00000000
PA
USD
377275.86000000
0.146735829590
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
FIN DEPT GOVT SHARJAH
254900ZNL8O3F1CLJO24
Finance Department Government of Sharjah
38381CAB8
2697000.00000000
PA
USD
1722708.75000000
0.670021923939
Long
DBT
NUSS
AE
N
2
2050-07-28
Fixed
4.00000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAA5
794000.00000000
PA
USD
746608.13000000
0.290382118098
Long
DBT
CORP
MX
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
648000.00000000
PA
USD
543710.88000000
0.211468253054
Long
DBT
NUSS
RO
N
2
2048-06-15
Fixed
5.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
852000.00000000
PA
USD
770548.80000000
0.299693485312
Long
DBT
CORP
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
184172.13300000
PA
USD
171744.20000000
0.066797349992
Long
DBT
NUSS
CI
N
2
2032-12-31
Variable
5.75000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
000000000
641000.00000000
PA
USD
558061.01000000
0.217049522501
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
Banco Davivienda SA
059501AD8
147000.00000000
PA
USD
101751.56000000
0.039574754580
Long
DBT
CORP
CO
N
2
N/A
Fixed
6.65000000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAC4
350000.00000000
PA
USD
347672.50000000
0.135222043395
Long
DBT
CORP
MU
N
2
2029-06-04
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DA7
340000.00000000
PA
USD
293568.75000000
0.114179195225
Long
DBT
NUSS
PE
N
2
2030-06-20
Fixed
2.84400000
N
N
N
N
N
N
BBVA BANCOMER SA TEXAS
549300WIWQK5Q9MCUN92
BBVA Bancomer SA/Texas
05533UAF5
380000.00000000
PA
USD
350550.00000000
0.136341204186
Long
DBT
CORP
MX
N
2
2033-01-18
Fixed
5.12500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
720000.00000000
PA
USD
731520.00000000
0.284513814537
Long
DBT
NUSS
CR
N
2
2044-04-04
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638AP7
710000.00000000
PA
USD
852665.63000000
0.331631603943
Long
DBT
NUSS
PE
N
2
2033-11-21
Fixed
8.75000000
N
N
N
N
N
N
MSU ENERGY SA / UGEN SA
N/A
MSU Energy SA / UGEN SA / UENSA SA
76706AAA2
176000.00000000
PA
USD
144595.00000000
0.056238072797
Long
DBT
CORP
AR
N
2
2025-02-01
Fixed
6.87500000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
1409000.00000000
PA
USD
1107135.84000000
0.430604004060
Long
DBT
NUSS
HU
N
2
2031-09-22
Fixed
2.12500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CF5
239000.00000000
PA
USD
230993.50000000
0.089841483238
Long
DBT
NUSS
BR
N
2
2033-10-20
Fixed
6.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
1134000.00000000
PA
822295.23000000
0.319819488959
Long
DBT
NUSS
RO
N
2
2041-04-14
Fixed
2.75000000
N
N
N
N
N
N
RUSSIAN FEDERATION
5493004EHVGF71PDBU58
Russian Foreign Bond - Eurobond
000000000
100000.00000000
PA
USD
63700.00000000
0.024775166756
Long
DBT
NUSS
RU
N
2
2035-03-28
Fixed
5.10000000
Y
Y
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAV2
415000.00000000
PA
USD
418942.50000000
0.162941448965
Long
DBT
NUSS
MX
N
2
2035-02-09
Fixed
6.35000000
N
N
N
N
N
N
PERU PAYROLL DEDUCTION
N/A
Peru Payroll Deduction Finance Ltd
000000000
1248775.70010400
PA
USD
1034920.38000000
0.402516875897
Long
DBT
CORP
KY
N
2
2029-11-01
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780BY1
425000.00000000
PA
USD
411851.56000000
0.160183533408
Long
DBT
NUSS
ID
N
2
2047-01-08
Fixed
5.25000000
N
N
N
N
N
N
YPF SOCIEDAD ANONIMA
5493003N7447U18U5U53
YPF SA
984245AX8
1225000.00000000
PA
USD
1228491.25000000
0.477803384273
Long
DBT
CORP
AR
N
2
2031-01-17
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DZ5
3000.00000000
PA
USD
2281.50000000
0.000887355462
Long
DBT
NUSS
CO
N
2
2032-04-22
Fixed
3.25000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BA9
242000.00000000
PA
USD
226270.00000000
0.088004348227
Long
DBT
NUSS
UY
N
2
2050-06-18
Fixed
5.10000000
N
N
N
N
N
N
WE SODA INV HOLDING PLC
984500SE38C07DB47A90
WE Soda Investments Holding PLC
92943TAA1
134000.00000000
PA
USD
137685.00000000
0.053550531160
Long
DBT
CORP
GB
N
2
2028-10-06
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
1805000.00000000
PA
USD
1443097.50000000
0.561271290566
Long
DBT
NUSS
PY
N
2
2033-01-29
Fixed
2.73900000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
1169000.00000000
PA
723445.31000000
0.281373284062
Long
DBT
NUSS
HU
N
2
2050-11-17
Fixed
1.50000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAR1
750000.00000000
PA
USD
613593.75000000
0.238648155059
Long
DBT
NUSS
MX
N
2
2034-02-12
Fixed
3.50000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
000000000
1000000.00000000
PA
USD
941630.00000000
0.366232971324
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDF6
1560000.00000000
PA
USD
1039584.00000000
0.404330721473
Long
DBT
CORP
MX
N
2
2060-01-28
Fixed
6.95000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1340766.00000000
PA
USD
679768.36000000
0.264385784538
Long
DBT
NUSS
EC
N
2
2030-07-31
None
0.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BY9
1156000.00000000
PA
USD
1211993.75000000
0.471386927231
Long
DBT
NUSS
PA
N
2
2038-03-01
Fixed
8.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAT7
1822000.00000000
PA
USD
1808152.80000000
0.703254115260
Long
DBT
NUSS
RO
N
2
2029-01-30
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DF6
942000.00000000
PA
USD
794812.50000000
0.309130490236
Long
DBT
NUSS
PE
N
2
2031-01-23
Fixed
2.78300000
N
N
N
N
N
N
REPUBLIC OF ARMENIA
5299000H77JSW90G7935
Republic of Armenia International Bond
000000000
1181000.00000000
PA
USD
964109.35000000
0.374975979877
Long
DBT
NUSS
AM
N
2
2031-02-02
Fixed
3.60000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AW9
1040000.00000000
PA
USD
1041950.00000000
0.405250941953
Long
DBT
NUSS
GT
N
2
2036-06-13
Fixed
6.60000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EG6
1194000.00000000
PA
USD
1183254.00000000
0.460209029291
Long
DBT
NUSS
CO
N
2
2034-02-02
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
6713000.00000000
PA
USD
3820116.56000000
1.485777469468
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.75000000
N
N
N
N
N
N
GACI FIRST INVESTMENT
558600TU1PWGNLZ3XM88
Gaci First Investment Co
000000000
5691000.00000000
PA
USD
5355913.92000000
2.083102990644
Long
DBT
CORP
KY
N
2
2035-02-14
Fixed
4.87500000
N
N
N
N
N
N
ABU DHABI CRUDE OIL
549300DONDFW2383FV66
Abu Dhabi Crude Oil Pipeline LLC
00401MAB2
200000.00000000
PA
USD
176862.00000000
0.068787842118
Long
DBT
CORP
AE
N
2
2047-11-02
Fixed
4.60000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAK5
1118000.00000000
PA
USD
1082783.00000000
0.421132329460
Long
DBT
NUSS
SA
N
2
2029-04-16
Fixed
4.37500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
344000.00000000
PA
383715.87000000
0.149240575613
Long
DBT
NUSS
RO
N
2
2028-09-18
Fixed
5.50000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAD8
1304000.00000000
PA
USD
1297480.00000000
0.504635531614
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EA9
153000.00000000
PA
USD
99756.00000000
0.038798611224
Long
DBT
NUSS
CO
N
2
2042-02-22
Fixed
4.12500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAN0
922000.00000000
PA
USD
573484.00000000
0.223048064873
Long
DBT
NUSS
MX
N
2
2061-05-24
Fixed
3.77100000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
968000.00000000
PA
USD
575960.00000000
0.224011068215
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
-190987.42000000
-0.07428171395
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-10680869.16000000
EUR
11424349.09000000
USD
2024-07-19
-190987.42000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
706451BG5
1691000.00000000
PA
USD
1297842.50000000
0.504776520593
Long
DBT
CORP
MX
N
2
2035-06-15
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
1156000.00000000
PA
USD
666867.50000000
0.259368187084
Long
DBT
NUSS
LK
N
2
2024-06-28
Fixed
6.35000000
Y
Y
N
N
N
N
YINSON BORONIA PRODUCTIO
5493007X12FTT746N678
Yinson Boronia Production BV
98584XAA3
313000.00000000
PA
USD
315817.00000000
0.122832320874
Long
DBT
CORP
NL
N
2
2042-07-31
Fixed
8.94700000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
000000000
1739000.00000000
PA
1453084.32000000
0.565155515540
Long
DBT
NUSS
HU
N
2
2035-06-05
Fixed
1.75000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BF0
198000.00000000
PA
USD
181541.25000000
0.070607766750
Long
DBT
NUSS
PA
N
2
2028-03-17
Fixed
3.87500000
N
N
N
N
N
N
DP WORLD LTD UAE
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
23330JAA9
491000.00000000
PA
USD
527594.23000000
0.205199921950
Long
DBT
CORP
AE
N
2
2037-07-02
Fixed
6.85000000
N
N
N
N
N
N
PT PERTAMINA (PERSERO)
254900NDAKGNZ2IBBL45
Pertamina Persero PT
000000000
815000.00000000
PA
USD
808123.44000000
0.314307582201
Long
DBT
CORP
ID
N
2
2042-05-03
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF TURKIYE
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DH0
4003000.00000000
PA
USD
4354943.76000000
1.693790547430
Long
DBT
NUSS
TR
N
2
2029-03-14
Fixed
9.37500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
5206000.00000000
PA
USD
3483139.38000000
1.354715211574
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
272000.00000000
PA
USD
81600.00000000
0.031737105296
Long
DBT
NUSS
UA
N
2
2030-11-01
Variable
9.75000000
Y
Y
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAA3
571000.00000000
PA
USD
576995.50000000
0.224413810526
Long
DBT
NUSS
JO
N
2
2028-01-15
Fixed
7.75000000
N
N
N
N
N
N
NPC UKRENERGO
8945009LCLS92V4AK321
NPC Ukrenergo
63718LAA2
502000.00000000
PA
USD
183230.00000000
0.071264580924
Long
DBT
CORP
UA
N
2
2028-11-09
Variable
6.87500000
Y
Y
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCC4
2084000.00000000
PA
USD
1389006.84000000
0.540233533557
Long
DBT
CORP
MX
N
2
2047-09-21
Fixed
6.75000000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2A1
368000.00000000
PA
USD
346519.84000000
0.134773733447
Long
DBT
NUSS
BH
N
2
2031-09-30
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AK0
1431000.00000000
PA
USD
1303998.75000000
0.507170902388
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
847000.00000000
PA
USD
673170.19000000
0.261819524538
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AD2
109000.00000000
PA
USD
99023.23000000
0.038513611241
Long
DBT
NUSS
AO
N
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
11904000.00000000
PA
USD
1726080.00000000
0.671333121442
Long
DBT
NUSS
VE
N
2
2019-10-13
Fixed
7.75000000
Y
Y
N
N
N
N
HAZINE MUSTESARLIGI VARL
6354003QFJP7RDXEOZ20
Hazine Mustesarligi Varlik Kiralama AS
421790AK2
1387000.00000000
PA
USD
1467584.70000000
0.570795222488
Long
DBT
NUSS
TR
N
2
2029-01-14
Fixed
8.50910000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
000000000
804000.00000000
PA
USD
822090.00000000
0.319739667806
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
IOCHPE-MAX/MAX WHEELS MX
N/A
Iochpe-Maxion Austria GmbH / Maxion Wheels de Mexico S de RL de CV
46188AAA2
116000.00000000
PA
USD
104291.25000000
0.040562529200
Long
DBT
CORP
AT
N
2
2028-05-07
Fixed
5.00000000
N
N
N
N
N
N
SASOL FINANCING USA LLC
549300XRB1PFMESFEL85
Sasol Financing USA LLC
80386WAC9
612000.00000000
PA
USD
572985.00000000
0.222853986251
Long
DBT
CORP
US
N
2
2026-09-18
Fixed
4.37500000
N
N
N
N
N
N
EMPRESA NACIONAL DEL PET
549300YP3P0JZBLIV197
Empresa Nacional del Petroleo
000000000
1138000.00000000
PA
USD
1107060.63000000
0.430574752250
Long
DBT
CORP
CL
N
2
2029-11-06
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AE1
505000.00000000
PA
USD
402025.45000000
0.156361814196
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
1065000.00000000
PA
USD
963292.50000000
0.374658278230
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48667QAP0
1456000.00000000
PA
USD
1240046.08000000
0.482297463396
Long
DBT
CORP
KZ
N
2
2047-04-19
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF PARAGUAY
529900UXKJTJPCU0HK83
Paraguay Government International Bond
000000000
797000.00000000
PA
USD
756402.81000000
0.294191613080
Long
DBT
NUSS
PY
N
2
2044-08-11
Fixed
6.10000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
807000.00000000
PA
677190.11000000
0.263383012581
Long
DBT
NUSS
RO
N
2
2038-02-08
Fixed
3.37500000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
740840AC7
258000.00000000
PA
USD
225750.00000000
0.087802101968
Long
DBT
NUSS
PK
N
2
2027-12-05
Fixed
6.87500000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AS1
423000.00000000
PA
USD
125842.50000000
0.048944567074
Long
DBT
NUSS
UA
N
2
2027-09-01
Variable
7.75000000
Y
Y
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
334664.51096400
PA
USD
301093.48000000
0.117105826945
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBA6
1223000.00000000
PA
USD
1242653.61000000
0.483311623373
Long
DBT
NUSS
SA
N
2
2032-10-25
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HT0
1366000.00000000
PA
USD
600613.13000000
0.233599536141
Long
DBT
NUSS
AR
N
2
2035-07-09
Variable
3.62500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
259000.00000000
PA
USD
244350.31000000
0.095036415657
Long
DBT
NUSS
DO
N
2
2048-02-15
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AJ3
452000.00000000
PA
USD
436180.00000000
0.169645717991
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
BANCOLOMBIA SA
54930052NWJRPNMP1W58
Bancolombia SA
05968LAL6
294000.00000000
PA
USD
286650.00000000
0.111488250406
Long
DBT
CORP
CO
N
2
2029-12-18
Fixed
4.62500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
77586RAR1
311000.00000000
PA
USD
326170.58000000
0.126859191691
Long
DBT
NUSS
RO
N
2
2033-01-17
Fixed
7.12500000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
2475000.00000000
PA
USD
1438866.00000000
0.559625511631
Long
DBT
NUSS
LK
N
2
2027-05-11
Fixed
6.20000000
Y
Y
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PAR2
1530000.00000000
PA
USD
1595407.50000000
0.620509997768
Long
DBT
NUSS
QA
N
2
2042-01-20
Fixed
5.75000000
N
N
N
N
N
N
3R LUX SARL
N/A
3R Lux SARL
88563PAA6
321000.00000000
PA
USD
340003.20000000
0.132239183326
Long
DBT
CORP
LU
N
2
2031-02-05
Fixed
9.75000000
N
N
N
N
N
N
PROSUS NV
635400Z5LQ5F9OLVT688
Prosus NV
74365PAE8
150000.00000000
PA
USD
93937.50000000
0.036535592264
Long
DBT
CORP
NL
N
2
2051-02-08
Fixed
3.83200000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AC5
402000.00000000
PA
USD
378925.20000000
0.147377315830
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
2377677.40000000
PA
USD
1046178.06000000
0.406895382951
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
6.37500000
N
N
N
N
N
N
LEVIATHAN BOND LTD
254900D9T8VKYVQNZ220
Leviathan Bond Ltd
000000000
333000.00000000
PA
USD
326340.00000000
0.126925085078
Long
DBT
CORP
IL
N
2
2025-06-30
Fixed
6.12500000
N
N
N
N
N
N
IHS NETHERLANDS HOLDCO
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
387000.00000000
PA
USD
375281.64000000
0.145960207407
Long
DBT
CORP
NL
N
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
559000.00000000
PA
USD
405778.10000000
0.157821351551
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
DAE FUNDING LLC
635400SZTPQL3Y1P2C76
DAE Funding LLC
23371DAG9
593000.00000000
PA
USD
543211.72000000
0.211274112203
Long
DBT
CORP
US
N
2
2028-03-20
Fixed
3.37500000
N
N
N
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
000000000
138600.00000000
PA
USD
131756.63000000
0.051244779899
Long
DBT
CORP
GB
N
2
2028-12-09
Variable
13.87500000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2L7
1655000.00000000
PA
USD
1688100.00000000
0.656561365815
Long
DBT
NUSS
BH
N
2
2036-02-12
Fixed
7.50000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
221625AN6
669000.00000000
PA
USD
594640.65000000
0.231276628951
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1336000.00000000
PA
USD
1131007.50000000
0.439888530861
Long
DBT
NUSS
DO
N
2
2041-01-21
Fixed
5.30000000
N
N
N
N
N
N
INDO ASAHAN/MINERAL IND
N/A
Indonesia Asahan Aluminium PT / Mineral Industri Indonesia Persero PT
74445PAG7
3389000.00000000
PA
USD
3095639.69000000
1.204002975499
Long
DBT
CORP
ID
N
2
2050-05-15
Fixed
5.80000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
41809JAB1
300000.00000000
PA
USD
299250.00000000
0.116388832841
Long
DBT
NUSS
JO
N
2
2029-01-13
Fixed
7.50000000
N
N
N
N
N
N
DP WORLD LTD UAE
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
23330JAC5
436000.00000000
PA
USD
357105.80000000
0.138890985006
Long
DBT
CORP
AE
N
2
2049-09-30
Fixed
4.70000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AT9
518000.00000000
PA
USD
151774.00000000
0.059030237980
Long
DBT
NUSS
UA
N
2
2028-09-01
Variable
7.75000000
Y
Y
N
N
N
N
FORESEA HOLDING SA
254900BAD50AKYGIMV79
FORESEA Holding SA
262051AA3
437000.00000000
PA
USD
407374.85000000
0.158442383694
Long
DBT
CORP
LU
N
2
2030-06-15
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF SERBIA
254900W94OCY91V32O78
Serbia International Bond
000000000
1496000.00000000
PA
1153081.07000000
0.448473717324
Long
DBT
NUSS
RS
N
2
2036-09-23
Fixed
2.05000000
N
N
N
N
N
N
MEDCO MAPLE TREE PTE LTD
254900T5AQZNR0THA508
Medco Maple Tree Pte Ltd
58407HAA7
433000.00000000
PA
USD
449237.50000000
0.174724238241
Long
DBT
CORP
SG
N
2
2029-04-27
Fixed
8.96000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
257000.00000000
PA
265308.15000000
0.103187655545
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAB3
783000.00000000
PA
USD
699806.25000000
0.272179223568
Long
DBT
CORP
ID
N
2
2042-10-24
Fixed
5.25000000
N
N
N
N
N
N
ADANI TRANS STEP-ONE LTD
335800Z8CGS7O7D72N41
Adani Transmission Step-One Ltd
00652XAA6
397000.00000000
PA
USD
371939.38000000
0.144660285133
Long
DBT
CORP
IN
N
2
2026-08-03
Fixed
4.00000000
N
N
N
N
N
N
COMISION FEDERAL DE ELEC
4469000001BFPONMPF32
Comision Federal de Electricidad
000000000
2614000.00000000
PA
USD
2112438.75000000
0.821601605889
Long
DBT
CORP
MX
N
2
2033-07-26
Fixed
3.87500000
N
N
N
N
N
N
UZBEKISTAN INTL BOND
213800L6VDKUM3TCM927
REPUBLIC OF UZBEKISTAN INTERNATIONAL BOND
000000000
469000.00000000
PA
507107.34000000
0.197231851054
Long
DBT
NUSS
UZ
N
2
2027-05-29
Fixed
5.37500000
N
N
N
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
200000.00000000
PA
USD
197614.00000000
0.076859023603
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.12500000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BD3
375000.00000000
PA
USD
339492.19000000
0.132040433594
Long
DBT
NUSS
UY
N
2
2055-04-20
Fixed
4.97500000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2J2
122000.00000000
PA
USD
110275.80000000
0.042890130836
Long
DBT
NUSS
BH
N
2
2034-05-18
Fixed
5.62500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CJ7
953000.00000000
PA
USD
930604.50000000
0.361944767226
Long
DBT
NUSS
BR
N
2
2054-05-13
Fixed
7.12500000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAE3
1222000.00000000
PA
USD
1345250.92000000
0.523215319827
Long
DBT
NUSS
OM
N
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
821000.00000000
PA
593878.09000000
0.230980042591
Long
DBT
NUSS
RO
N
2
2042-04-13
Fixed
2.87500000
N
N
N
N
N
N
QAZAQGAZ NC JSC
635400YGLXBBSVHONW39
QazaqGaz NC JSC
48668NAA9
802000.00000000
PA
USD
754994.78000000
0.293643980771
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BW9
2619000.00000000
PA
USD
2016630.00000000
0.784338218793
Long
DBT
NUSS
BR
N
2
2045-01-27
Fixed
5.00000000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAL4
686000.00000000
PA
USD
557589.38000000
0.216866089033
Long
DBT
NUSS
MX
N
2
2051-04-27
Fixed
5.00000000
N
N
N
N
N
N
MV24 CAPITAL BV
N/A
MV24 Capital BV
55388RAA4
516876.76000000
PA
USD
483602.82000000
0.188090117890
Long
DBT
CORP
NL
N
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
VF UKRAINE (VFU FUNDING)
N/A
VF Ukraine PAT via VFU Funding PLC
918212AA9
250000.00000000
PA
USD
212500.00000000
0.082648711708
Long
DBT
CORP
UA
N
2
2025-02-11
Fixed
6.20000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
74727PBD2
1859000.00000000
PA
USD
1749319.00000000
0.680371584555
Long
DBT
NUSS
QA
N
2
2030-04-16
Fixed
3.75000000
N
N
N
N
N
N
FEDERAL REP OF ETHIOPIA
N/A
Ethiopia International Bond
29766LAA4
1785000.00000000
PA
USD
1257978.75000000
0.489272108445
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
Y
Y
N
N
N
N
FREEPORT INDONESIA PT
549300T4HTQHRKLNE619
Freeport Indonesia PT
000000000
206000.00000000
PA
USD
197888.75000000
0.076965883525
Long
DBT
CORP
ID
N
2
2032-04-14
Fixed
5.31500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
1016000.00000000
PA
USD
591820.00000000
0.230179579122
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AW2
669000.00000000
PA
USD
645678.66000000
0.251127103185
Long
DBT
NUSS
PL
N
2
2053-04-04
Fixed
5.50000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAB9
1133000.00000000
PA
USD
1144330.00000000
0.445070118917
Long
DBT
NUSS
OM
N
2
2029-08-01
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DR3
387000.00000000
PA
USD
313857.00000000
0.122070008050
Long
DBT
NUSS
CO
N
2
2030-01-30
Fixed
3.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
3811000.00000000
NC
USD
36018.08000000
0.014008696048
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2025-05-29
3811000.00000000
USD
7.37270000
USD
2025-05-29
XXXX
-1806.10000000
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
629087.47684200
PA
USD
595470.61000000
0.231599429538
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AD5
1232000.00000000
PA
USD
839608.00000000
0.326553033131
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
KINGDOM OF JORDAN
5493000JZ4MYPVMBVN50
Jordan Government International Bond
418097AJ0
1202000.00000000
PA
USD
1046473.22000000
0.407010181039
Long
DBT
NUSS
JO
N
2
2047-10-10
Fixed
7.37500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1561000.00000000
PA
USD
106928.50000000
0.041588248329
Long
DBT
NUSS
LB
N
2
2020-04-14
Fixed
5.80000000
Y
Y
N
N
N
N
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
EUR/USD FORWARD
000000000
1.00000000
NC
USD
11517.32000000
0.004479490166
N/A
DFE
CORP
US
N
2
CITIGROUP GLOBAL MARKETS INC.
MBNUM2BPBDO7JBLYG310
-1629593.10000000
USD
1509081.18000000
EUR
2024-07-19
11517.32000000
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
1103000.00000000
PA
USD
1066071.56000000
0.414632663640
Long
DBT
CORP
GB
N
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
2418000.00000000
PA
2079951.72000000
0.808966259175
Long
DBT
NUSS
CI
N
2
2048-03-22
Fixed
6.62500000
N
N
N
N
N
N
MAGYAR EXPORT-IMPORT BAN
529900O4UGETQ9Q3AA63
Magyar Export-Import Bank Zrt
55977YAA6
943000.00000000
PA
USD
948016.76000000
0.368717006552
Long
DBT
USGA
HU
N
2
2027-12-04
Fixed
6.12500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
779000.00000000
PA
USD
727258.82000000
0.282856492009
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
DP WORLD LTD UAE
549300M3U2DNF4QVSS04
DP World Ltd/United Arab Emirates
000000000
500000.00000000
PA
USD
409525.00000000
0.159278652529
Long
DBT
CORP
AE
N
2
2049-09-30
Fixed
4.70000000
N
N
N
N
N
N
REPUBLICA ORIENT URUGUAY
549300RDR012H2V82H43
Uruguay Government International Bond
760942BE1
713000.00000000
PA
USD
735459.50000000
0.286046024419
Long
DBT
NUSS
UY
N
2
2034-10-28
Fixed
5.75000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756BY5
59000.00000000
PA
USD
48911.00000000
0.019023205357
Long
DBT
NUSS
BR
N
2
2047-02-21
Fixed
5.62500000
N
N
N
N
N
N
BRASKEM NETHERLANDS
2549000TLMHFQ74DS330
Braskem Netherlands Finance BV
10554TAB1
291000.00000000
PA
USD
258626.25000000
0.100588830007
Long
DBT
CORP
NL
N
2
2028-01-10
Fixed
4.50000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAR0
1029000.00000000
PA
USD
719857.53000000
0.279977870439
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1588340.00000000
PA
USD
740166.44000000
0.287876718664
Long
DBT
NUSS
EC
N
2
2040-07-31
Variable
2.50000000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863DZ8
1925000.00000000
PA
USD
1832960.94000000
0.712902872017
Long
DBT
NUSS
CL
N
2
2036-01-05
Fixed
4.95000000
N
N
N
N
N
N
Virtus Stone Harbor Local Markets Fund
N/A
Virtus Stone Harbor Local Markets Fund
92828Y516
306585.92500000
NS
USD
2483345.99000000
0.965860455534
Long
EC
RF
US
N
1
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TBG3
621000.00000000
PA
USD
603922.50000000
0.234886666339
Long
DBT
NUSS
SA
N
2
2034-01-16
Fixed
5.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325BM6
2271000.00000000
PA
USD
1888336.50000000
0.734440371755
Long
DBT
NUSS
CO
N
2
2041-01-18
Fixed
6.12500000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAG7
1183000.00000000
PA
USD
1185587.81000000
0.461116729949
Long
DBT
NUSS
IN
N
2
2033-01-18
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325EL5
637000.00000000
PA
USD
649421.50000000
0.252582825087
Long
DBT
NUSS
CO
N
2
2035-11-14
Fixed
8.00000000
N
N
N
N
N
N
REPUBLIC OF GUATEMALA
529900QKDFFU9UWW5315
Guatemala Government Bond
401494AT6
1890000.00000000
PA
USD
1528537.50000000
0.594501906700
Long
DBT
NUSS
GT
N
2
2033-10-07
Fixed
3.70000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DU3
3954000.00000000
PA
USD
3169378.13000000
1.232682444061
Long
DBT
NUSS
PE
N
2
2034-01-15
Fixed
3.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205AU8
366000.00000000
PA
USD
327524.25000000
0.127385681486
Long
DBT
NUSS
ZA
N
2
2028-10-12
Fixed
4.30000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
6345000.00000000
PA
USD
761400.00000000
0.296135195742
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
ENERGEAN ISRAEL FINANCE
98450044QACBL3F8EB03
Energean Israel Finance Ltd
000000000
310000.00000000
PA
USD
294112.50000000
0.114390678694
Long
DBT
CORP
IL
N
2
2026-03-30
Fixed
4.87500000
N
N
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
305000.00000000
PA
USD
291751.56000000
0.113472426226
Long
DBT
NUSS
HN
N
2
2027-01-19
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AC4
1147000.00000000
PA
USD
974950.00000000
0.379192289320
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
GEORGIAN RAILWAY JSC
2138005UZV4ZT2B2ZO19
Georgian Railway JSC
37363BAB4
1171000.00000000
PA
USD
1036662.88000000
0.403194595334
Long
DBT
CORP
GE
N
2
2028-06-17
Fixed
4.00000000
N
N
N
N
N
N
OFFICE CHERIFIEN DES PHO
213800D26TAPVTCVWG40
OCP SA
67091TAG0
869000.00000000
PA
USD
866110.58000000
0.336860817103
Long
DBT
CORP
MA
N
2
2054-05-02
Fixed
7.50000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
000000000
294000.00000000
PA
USD
246500.63000000
0.095872750611
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
654000.00000000
PA
USD
622935.00000000
0.242281295192
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299AW4
263000.00000000
PA
USD
252726.56000000
0.098294233405
Long
DBT
NUSS
PA
N
2
2036-01-26
Fixed
6.70000000
N
N
N
N
N
N
BANCO DAVIVIENDA SA
549300P161V4IPKAQS70
Banco Davivienda SA
000000000
225000.00000000
PA
USD
155742.19000000
0.060573606410
Long
DBT
CORP
CO
N
2
N/A
Fixed
6.65000000
N
N
N
N
N
N
MINEJESA CAPITAL BV
549300KS7ERCP10BKC35
Minejesa Capital BV
602736AB6
725000.00000000
PA
USD
646609.38000000
0.251489092874
Long
DBT
CORP
NL
N
2
2037-08-10
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF CHILE
549300FLZTJM5YJF8D34
Chile Government International Bond
168863CE6
649000.00000000
PA
USD
500338.44000000
0.194599188162
Long
DBT
NUSS
CL
N
2
2047-06-21
Fixed
3.86000000
N
N
N
N
N
N
SISECAM UK PLC
789000T82YRLMLUOC889
Sisecam UK PLC
829688AA8
461000.00000000
PA
USD
469528.50000000
0.182616120638
Long
DBT
CORP
GB
N
2
2029-05-02
Fixed
8.25000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAC4
7799000.00000000
PA
USD
5478797.50000000
2.130896729831
Long
DBT
NUSS
EG
N
2
2061-02-16
Fixed
7.50000000
N
N
N
N
N
N
HUNGARY
5299003F3UFKGCCMAP43
Hungary Government International Bond
445545AU0
2810000.00000000
PA
USD
2676103.50000000
1.040830619646
Long
DBT
NUSS
HU
N
2
2036-03-26
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1481000.00000000
PA
USD
1009301.50000000
0.392552793886
Long
DBT
NUSS
GH
N
2
2030-10-14
Fixed
10.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
2388000.00000000
PA
USD
2132484.00000000
0.829397907481
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
KINGDOM OF MOROCCO
529900F3MBW9XY5K1X07
Morocco Government International Bond
617726AM6
1233000.00000000
PA
USD
832842.18000000
0.323921568159
Long
DBT
NUSS
MA
N
2
2050-12-15
Fixed
4.00000000
N
N
N
N
N
N
STATE OIL CO OF THE AZER
2549002HARR1VE257O76
State Oil Co of the Azerbaijan Republic
000000000
1146000.00000000
PA
USD
1169493.00000000
0.454856893188
Long
DBT
NUSS
AZ
N
2
2030-03-18
Fixed
6.95000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724BV3
2137000.00000000
PA
USD
641100.00000000
0.249346301536
Long
DBT
NUSS
UA
N
2
2030-11-01
Variable
9.75000000
Y
Y
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
000000000
1327000.00000000
PA
USD
1317462.19000000
0.512407306958
Long
DBT
NUSS
DO
N
2
2027-01-25
Fixed
5.95000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS MXN PUT
000000000
6300000.00000000
NC
USD
143184.36000000
0.055689425368
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS MXN PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
MXN
2025-05-20
6300000.00000000
USD
19.30350000
USD
2025-05-20
XXXX
16806.80000000
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CR6
308000.00000000
PA
USD
314930.00000000
0.122487335428
Long
DBT
NUSS
CR
N
2
2034-04-03
Fixed
6.55000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
90372UAR5
1160000.00000000
PA
USD
312910.00000000
0.121701686498
Long
DBT
NUSS
UA
N
2
2031-05-21
Variable
6.87600000
Y
Y
N
N
N
N
METINVEST BV
635400TMCKVEU87EJ582
Metinvest BV
591555AE7
200000.00000000
PA
USD
158000.00000000
0.061451748000
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
8.50000000
N
N
N
N
N
N
HAZINE MUSTESARLIGI VARL
6354003QFJP7RDXEOZ20
Hazine Mustesarligi Varlik Kiralama AS
000000000
276000.00000000
PA
USD
289885.56000000
0.112746673303
Long
DBT
NUSS
TR
N
2
2025-11-13
Fixed
9.75800000
N
N
N
N
N
N
ST SAVINGS BK (SSB #1)
213800X3YF17XQS13O34
State Savings Bank of Ukraine Via SSB #1 PLC
000000000
70000.00000000
PA
USD
65151.80000000
0.025339822755
Long
DBT
CORP
GB
N
2
2025-03-20
Variable
9.62500000
N
N
N
N
N
N
GRAN TIERRA ENERGY INC
549300IH2S17MAIUCM32
Gran Tierra Energy Inc
38500TAC5
335000.00000000
PA
USD
318564.06000000
0.123900748968
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AV4
212000.00000000
PA
USD
204429.48000000
0.079509803093
Long
DBT
NUSS
PL
N
2
2033-10-04
Fixed
4.87500000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAV1
1644000.00000000
PA
USD
1302837.12000000
0.506719103692
Long
DBT
NUSS
SA
N
2
2033-02-02
Fixed
2.25000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
000000000
902000.00000000
PA
USD
631012.14000000
0.245422778558
Long
DBT
NUSS
SA
N
2
2055-01-21
Fixed
3.75000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
455780DR4
301000.00000000
PA
USD
292120.50000000
0.113615919947
Long
DBT
NUSS
ID
N
2
2033-01-11
Fixed
4.85000000
N
N
N
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
000000000
3155000.00000000
PA
USD
914950.00000000
0.355856182485
Long
DBT
NUSS
UA
N
2
2029-09-01
Variable
7.75000000
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
15920554.00000000
PA
USD
1878625.37000000
0.730663372302
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
Y
N
N
N
N
REPUBLIC OF TURKIYE
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123CM0
2550000.00000000
PA
USD
1948200.00000000
0.757723388947
Long
DBT
NUSS
TR
N
2
2047-05-11
Fixed
5.75000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAA1
734000.00000000
PA
USD
647571.50000000
0.251863295126
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
ACCESS BANK PLC
029200328C3N9YI2D660
Access Bank PLC
00434G2B5
297000.00000000
PA
USD
282295.53000000
0.109794644120
Long
DBT
CORP
NG
N
2
2026-09-21
Fixed
6.12500000
N
N
N
N
N
N
ADANIREN KODSOPAR WARSOM
N/A
Adani Renewable Energy RJ Ltd/Kodangal Solar Parks Pvt Ltd/Wardha Solar Maharash
00654CAA0
280312.50000000
PA
USD
223899.61000000
0.087082420322
Long
DBT
CORP
IN
N
2
2039-10-15
Fixed
4.62500000
N
N
N
N
N
N
UZAUTO MOTORS AJ
25490082QA3E2MKBZI88
Uzauto Motors AJ
000000000
697000.00000000
PA
USD
653395.68000000
0.254128523238
Long
DBT
CORP
UZ
N
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
STATE OF QATAR
52990074F6OJOAXK4P65
Qatar Government International Bond
000000000
687000.00000000
PA
USD
585667.50000000
0.227786655834
Long
DBT
NUSS
QA
N
2
2050-04-16
Fixed
4.40000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AA6
679000.00000000
PA
USD
463417.50000000
0.180239338157
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
Y
Y
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BC7
3677000.00000000
PA
USD
3304703.75000000
1.285315329492
Long
DBT
NUSS
ZA
N
2
2032-04-20
Fixed
5.87500000
N
N
N
N
N
N
PANAMA BONOS DEL
549300SHS4T08CL0LP14
Panama Bonos del Tesoro
000000000
2575000.00000000
PA
USD
2020061.75000000
0.785672946870
Long
DBT
NUSS
PA
N
2
2031-06-30
Fixed
3.36200000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AS2
2545000.00000000
PA
USD
2302429.69000000
0.895495753783
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
332000.00000000
PA
USD
318512.50000000
0.123880695473
Long
DBT
NUSS
ID
N
2
2045-01-15
Fixed
5.12500000
N
N
N
N
N
N
UZAUTO MOTORS AJ
25490082QA3E2MKBZI88
Uzauto Motors AJ
46653NAA0
2484000.00000000
PA
USD
2328600.96000000
0.905674679662
Long
DBT
CORP
UZ
N
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAR4
1272000.00000000
PA
USD
1129459.68000000
0.439286529313
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX62
469000.00000000
PA
USD
378839.44000000
0.147343960755
Long
DBT
NUSS
EG
N
2
2050-05-29
Fixed
8.87500000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
446000.00000000
PA
USD
307601.74000000
0.119637117790
Long
DBT
NUSS
RO
N
2
2051-02-14
Fixed
4.00000000
N
N
N
N
N
N
ROMANIA
315700IASY927EDWBK92
Romanian Government International Bond
000000000
627000.00000000
PA
571950.36000000
0.222451578425
Long
DBT
NUSS
RO
N
2
2039-03-11
Fixed
4.12500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
483000.00000000
PA
USD
424285.31000000
0.165019455381
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
SIERRACOL ENRGY ANDINA
N/A
SierraCol Energy Andina LLC
82653LAA9
620000.00000000
PA
USD
552773.40000000
0.214992985303
Long
DBT
CORP
US
N
2
2028-06-15
Fixed
6.00000000
N
N
N
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
000000000
1032000.00000000
PA
USD
530943.36000000
0.206502516209
Long
DBT
NUSS
GH
N
2
2034-04-07
Fixed
8.62500000
Y
Y
N
N
N
N
REPUBLIC OF POLAND
259400R9L8QEP0TPXS31
Republic of Poland Government International Bond
731011AY8
2540000.00000000
PA
USD
2477922.40000000
0.963751030939
Long
DBT
NUSS
PL
N
2
2034-09-18
Fixed
5.12500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
000000000
1145000.00000000
PA
USD
1078979.30000000
0.419652936967
Long
DBT
NUSS
NG
N
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
REPUBLIC OF TURKIYE
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DF4
303000.00000000
PA
USD
332542.50000000
0.129337455122
Long
DBT
NUSS
TR
N
2
2028-01-15
Fixed
9.87500000
N
N
N
N
N
N
MAF GLOBAL SECURITIES
54930037VUDNYTS17017
MAF Global Securities Ltd
000000000
517000.00000000
PA
USD
511126.88000000
0.198795191302
Long
DBT
CORP
KY
N
2
N/A
Fixed
6.37500000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91087BAZ3
793000.00000000
PA
USD
779618.13000000
0.303220866209
Long
DBT
NUSS
MX
N
2
2036-05-07
Fixed
6.00000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CG3
349000.00000000
PA
USD
347080.50000000
0.134991793808
Long
DBT
NUSS
BR
N
2
2031-03-18
Fixed
6.25000000
N
N
N
N
N
N
FED REPUBLIC OF BRAZIL
254900ZFY40OYEADAP90
Brazilian Government International Bond
105756CB4
3396000.00000000
PA
USD
2445120.00000000
0.950993025758
Long
DBT
NUSS
BR
N
2
2050-01-14
Fixed
4.75000000
N
N
N
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
000000000
204750.00000000
PA
USD
192641.60000000
0.074925082642
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
HTA GROUP LTD
213800WEFU8O8X6EPU13
HTA Group Ltd/Mauritius
40435WAB6
360000.00000000
PA
USD
359600.40000000
0.139861222541
Long
DBT
CORP
MU
N
2
2025-12-18
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF PANAMA
549300SHS4T08CL0LP14
Panama Government International Bond
698299BV5
422000.00000000
PA
USD
381250.63000000
0.148281757212
Long
DBT
NUSS
PA
N
2
2054-03-28
Fixed
6.85300000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
000000000
640000.00000000
PA
USD
369800.00000000
0.143828205129
Long
DBT
NUSS
LK
N
2
2030-03-28
Fixed
7.55000000
Y
Y
N
N
N
N
SAMARCO MINERACAO SA
529900U8HKV15GJC4O60
Samarco Mineracao SA
79588YAA7
320533.00000000
PA
USD
298095.69000000
0.115939881150
Long
DBT
CORP
BR
N
2
2031-06-30
Fixed
9.00000000
N
N
Y
N
N
N
AI CANDELARIA SPAIN SLU
213800L5KA2MJ5FKRZ02
AI Candelaria Spain SA
000000000
684000.00000000
PA
USD
540360.00000000
0.210164978160
Long
DBT
CORP
ES
N
2
2033-06-15
Fixed
5.75000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAA8
155000.00000000
PA
USD
144501.85000000
0.056201843492
Long
DBT
NUSS
EG
N
2
2026-02-16
Fixed
3.87500000
N
N
N
N
N
N
KINGDOM OF BAHRAIN
549300RODM1WN85LFQ95
Bahrain Government International Bond
05675M2G8
1753000.00000000
PA
USD
1569092.77000000
0.610275275257
Long
DBT
NUSS
BH
N
2
2033-01-25
Fixed
5.25000000
N
N
N
N
N
N
KAZMUNAYGAS NATIONAL CO
2138001H1M69RFJCSH88
KazMunayGas National Co JSC
48126PAA0
1144000.00000000
PA
USD
929911.84000000
0.361675367430
Long
DBT
CORP
KZ
N
2
2033-04-14
Fixed
3.50000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DQ5
2277000.00000000
PA
USD
1591623.00000000
0.619038072829
Long
DBT
NUSS
CO
N
2
2049-05-15
Fixed
5.20000000
N
N
N
N
N
N
HUARONG FINANCE II
549300BHVD63HE2GHX17
Huarong Finance II Co Ltd
000000000
200000.00000000
PA
USD
191585.00000000
0.074514133801
Long
DBT
CORP
VG
N
2
2026-11-22
Fixed
4.87500000
N
N
N
N
N
N
AYDEM YENILENEBILIR ENER
9845009C50EDA74OA532
Aydem Yenilenebilir Enerji AS
054644AA7
661000.00000000
PA
USD
640277.65000000
0.249026460746
Long
DBT
CORP
TR
N
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
PERUSAHAAN LISTRIK NEGAR
254900OYVDRYS9J51J61
Perusahaan Perseroan Persero PT Perusahaan Listrik Negara
71568QAK3
1015000.00000000
PA
USD
833568.75000000
0.324204156745
Long
DBT
CORP
ID
N
2
2049-07-17
Fixed
4.87500000
N
N
N
N
N
N
STUDIO CITY FINANCE LTD
254900D6R731QAUIG324
Studio City Finance Ltd
86389QAG7
935000.00000000
PA
USD
814300.85000000
0.316710193863
Long
DBT
CORP
VG
N
2
2029-01-15
Fixed
5.00000000
N
N
N
N
N
N
ATP TOW / AND TELECOM
N/A
ATP Tower Holdings LLC / Andean Tower Partners Colombia SAS / Andean Telecom Par
00216DAA9
449000.00000000
PA
USD
418131.25000000
0.162625925354
Long
DBT
CORP
N/A
N
2
2026-04-27
Fixed
4.05000000
N
N
N
N
N
N
EXPORT-IMPORT BK INDIA
335800OFZ8YEIVN1QI11
Export-Import Bank of India
30216KAF9
1569000.00000000
PA
USD
1288541.25000000
0.501158937865
Long
DBT
NUSS
IN
N
2
2031-01-13
Fixed
2.25000000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
490000.00000000
PA
USD
401966.60000000
0.156338925364
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
9.00000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1131208.00000000
PA
USD
756848.85000000
0.294365093698
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
REPUBLIC OF INDONESIA
529900FWX0GRR7WG5W79
Indonesia Government International Bond
000000000
898000.00000000
PA
USD
1027648.75000000
0.399688683655
Long
DBT
NUSS
ID
N
2
2044-01-15
Fixed
6.75000000
N
N
N
N
N
N
GREENKO DUTCH BV
724500PT585P4JPVRP08
Greenko Dutch BV
39530LAD2
192010.00000000
PA
USD
180655.01000000
0.070263076895
Long
DBT
CORP
NL
N
2
2026-03-29
Fixed
3.85000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW55
24000.00000000
PA
USD
17883.36000000
0.006955466658
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
2766000.00000000
PA
USD
2143650.00000000
0.833740756964
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
GEOPARK LTD
529900ZR5QI19AH4KZ07
Geopark Ltd
37255BAB5
334000.00000000
PA
USD
301643.75000000
0.117319846270
Long
DBT
CORP
BM
N
2
2027-01-17
Fixed
5.50000000
N
N
N
N
N
N
REPUBLIC OF PERU
254900STKLK2DBJJZ530
Peruvian Government International Bond
715638DQ2
3726000.00000000
PA
USD
2050464.38000000
0.797497597233
Long
DBT
NUSS
PE
N
2
2060-12-01
Fixed
2.78000000
N
N
N
N
N
N
SAUDI INTERNATIONAL BOND
635400FMICXSM3SI3H65
Saudi Government International Bond
80413TAH2
1237000.00000000
PA
USD
1191354.70000000
0.463359675968
Long
DBT
NUSS
SA
N
2
2030-04-17
Fixed
4.50000000
N
N
N
N
N
N
MDGH GMTN RSC LTD
213800WRY6FRL9IXLT77
MDGH GMTN RSC Ltd
55285GAE4
723000.00000000
PA
USD
755535.00000000
0.293854091298
Long
DBT
CORP
AE
N
2
2034-05-01
Fixed
5.87500000
N
N
N
N
N
N
DP WORLD SALAAM
549300SUYBT9X88E9435
DP World Salaam
000000000
2145000.00000000
PA
USD
2134789.80000000
0.830294714067
Long
DBT
CORP
KY
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
GOVT OF BERMUDA
549300FP5PUZXX9FVJ40
Bermuda Government International Bond
085209AF1
661000.00000000
PA
USD
636053.86000000
0.247383680501
Long
DBT
NUSS
BM
N
2
2029-02-15
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government International Bond
836205BE3
771000.00000000
PA
USD
661132.50000000
0.257137644206
Long
DBT
NUSS
ZA
N
2
2052-04-20
Fixed
7.30000000
N
N
N
N
N
N
POINSETTIA FINANCE LTD
549300P2JTF5JKW10Z65
Poinsettia Finance Ltd
000000000
6783860.00000000
PA
USD
5910438.03000000
2.298776888541
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
6.62500000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
2208340.00000000
NC
USD
20194.76000000
0.007854451281
N/A
DFE
CORP
US
N
2
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
Call
Purchased
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
0.00000000
NC
USD
0.00000000
0.00000000
DFE
CORP
US
N/A
USD
N/A
CNY
2025-05-14
2208340.00000000
USD
7.37400000
USD
2025-05-14
XXXX
-365.77000000
N
N
N
CLEAN RENEWABLE POWER
2138003P9CSDW7P4MT75
Clean Renewable Power Mauritius Pte Ltd
18452NAB0
140940.00000000
PA
USD
130149.28000000
0.050619625043
Long
DBT
CORP
MU
N
2
2027-03-25
Fixed
4.25000000
N
N
N
N
N
N
NEON CAPITAL LTD #225
549300K1NZTY5QS1NO76
Neon Capital Ltd/KY
000000000
254413332.60000000
PA
1502553.67000000
0.584395882818
Long
DBT
CORP
KY
N
3
2028-01-06
Variable
0.01000000
N
N
N
N
N
N
Virtus Stone Harbor Emerging Markets Bond Fund
N/A
Virtus Stone Harbor Emerging Markets Bond Fund
92828Y599
321341.29600000
NS
USD
2528956.00000000
0.983599789969
Long
EC
RF
US
N
1
N
N
N
KOSMOS ENERGY LTD
213800YDFJ3OT9B5P157
Kosmos Energy Ltd
000000000
773000.00000000
PA
USD
752600.53000000
0.292712772875
Long
DBT
CORP
US
N
2
2027-05-01
Fixed
7.75000000
N
N
N
N
N
N
OMAN GOV INTERNTL BOND
549300SZ20F0QTKNQC75
Oman Government International Bond
682051AH0
1146000.00000000
PA
USD
1142710.98000000
0.444440425188
Long
DBT
NUSS
OM
N
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
COSTA RICA GOVERNMENT
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
221597CV7
978000.00000000
PA
USD
1023538.13000000
0.398089919197
Long
DBT
NUSS
CR
N
2
2054-11-13
Fixed
7.30000000
N
N
N
N
N
N
CODELCO INC
549300UVMBCBCIPSUI70
Corp Nacional del Cobre de Chile
21987BBK3
956000.00000000
PA
USD
972730.00000000
0.378328853367
Long
DBT
CORP
CL
N
2
2036-01-26
Fixed
6.44000000
N
N
N
N
N
N
Republic of Iraq CLN
N/A
Republic of Iraq CLN
000000000
259086302.55000000
PA
1531140.49000000
0.595514300912
Long
DBT
CORP
IQ
N
3
2028-01-01
Floating
2.53582000
N
N
N
N
N
N
UNITED MEXICAN STATES
254900EGTWEU67VP6075
Mexico Government International Bond
91086QBB3
924000.00000000
PA
USD
747516.00000000
0.290735220620
Long
DBT
NUSS
MX
N
2
2044-03-08
Fixed
4.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
EUR/USD FORWARD
000000000
1.00000000
NC
USD
7148.55000000
0.002780322108
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-592290.63000000
USD
551213.60000000
EUR
2024-07-19
7148.55000000
N
N
N
NEON CAPITAL LTD 386
549300K1NZTY5QS1NO76
Neon Capital Ltd/KY
000000000
118067440.20000000
PA
696325.00000000
0.270825243203
Long
DBT
CORP
KY
N
3
2028-01-01
Variable
0.01000000
N
N
N
N
N
N
DOMINICAN REPUBLIC
254900EHU7Q8FGVPI369
Dominican Republic International Bond
25714PEF1
1214000.00000000
PA
USD
1082888.00000000
0.421173167647
Long
DBT
NUSS
DO
N
2
2032-09-23
Fixed
4.87500000
N
N
N
N
N
N
REPUBLIC OF TURKIYE
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DK3
2423000.00000000
PA
USD
2428815.20000000
0.944651516513
Long
DBT
NUSS
TR
N
2
2034-05-15
Fixed
7.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
1325000.00000000
PA
USD
90762.50000000
0.035300723277
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
Y
Y
N
N
N
N
HONDURAS GOVERNMENT
5493002DW1JNBNG17615
Honduras Government International Bond
000000000
292000.00000000
PA
USD
252726.00000000
0.098294015601
Long
DBT
NUSS
HN
N
2
2030-06-24
Fixed
5.62500000
N
N
N
N
N
N
2024-07-24
Virtus Opportunities Trust
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer