Virtus Stone Harbor Strategic Income Fund

Fund Profile

Fund profile

Tickers

VSHFX, SHSIX

Fund manager

Virtus Opportunities Trust

Total assets

$41.94 mm

Liabilities

$3.07 mm

Net assets

$38.86 mm

Number of holdings

174.00

174 Holdings

As of Nov 2023

Security	$Holding	Balance	% of Fund	Category	Position	Country
Virtus Stone Harbor High Yield Bond Fund	11.87 mm	1.76 mm shares	30.55	Common equity	Long	USA
Virtus Stone Harbor Emerging Markets Debt Income Fund	9.69 mm	1.39 mm shares	24.95	Common equity	Long	USA
Fannie Mae or Freddie Mac	2.43 mm	3.00 mm principal	6.25	ABS-mortgage backed security	Long	USA
Virtus Stone Harbor Emerging Markets Bond Fund	1.92 mm	252.04 k shares	4.94	Common equity	Long	USA
Virtus Stone Harbor Local Markets Fund	1.02 mm	126.05 k shares	2.62	Common equity	Long	USA
United States Treasury Note/Bond	579.35 k	725.00 k principal	1.49	Debt	Long	USA
Fannie Mae or Freddie Mac	481.13 k	500.00 k principal	1.24	ABS-mortgage backed security	Long	USA
United States Treasury Note/Bond	447.38 k	500.00 k principal	1.15	Debt	Long	USA
United States Treasury Note/Bond	346.74 k	500.00 k principal	0.89	Debt	Long	USA
United States Treasury Note/Bond	286.23 k	300.00 k principal	0.74	Debt	Long	USA
United States Treasury Note/Bond	281.46 k	300.00 k principal	0.72	Debt	Long	USA
United States Treasury Note/Bond	255.97 k	300.00 k principal	0.66	Debt	Long	USA
United States Treasury Note/Bond	194.32 k	200.00 k principal	0.50	Debt	Long	USA
CDS CDX.EM.40.V1	169.48 k	1.00 contracts	0.44	Credit derivative	N/A	USA
BX Commercial Mortgage Trust 2019-IMC	148.83 k	150.00 k principal	0.38	ABS-mortgage backed security	Long	USA
Santander Drive Auto Receivables Trust 2021-2	119.35 k	125.00 k principal	0.31	ABS-other	Long	USA
Nomura Holdings Inc	111.07 k	130.00 k principal	0.29	Debt	Long	Japan
Hudsons Bay Simon JV Trust 2015-HBS	108.63 k	125.00 k principal	0.28	ABS-mortgage backed security	Long	USA
UBS Group AG	101.40 k	130.00 k principal	0.26	Debt	Long	Switzerland
BX Commercial Mortgage Trust 2019-IMC	98.96 k	100.00 k principal	0.25	ABS-mortgage backed security	Long	USA
FANG Diamondback Energy, Inc.	88.00 k	85.00 k principal	0.23	Debt	Long	USA
Wells Fargo & Co	87.89 k	105.00 k principal	0.23	Debt	Long	USA
MFG Mizuho Financial Group, Inc.	86.01 k	110.00 k principal	0.22	Debt	Long	Japan
HSBC HSBC Holdings plc	84.32 k	105.00 k principal	0.22	Debt	Long	UK
RRX Regal Rexnord Corporation	83.63 k	85.00 k principal	0.22	Debt	Long	USA
Morgan Stanley	83.05 k	110.00 k principal	0.21	Debt	Long	USA
Citigroup Inc	79.39 k	80.00 k principal	0.20	Debt	Long	USA
EXC Exelon Corporation	78.94 k	85.00 k principal	0.20	Debt	Long	USA
T-Mobile USA Inc	78.07 k	85.00 k principal	0.20	Debt	Long	USA
Deutsche Bank AG/New York NY	77.90 k	85.00 k principal	0.20	Debt	Long	Germany
Societe Generale SA	76.93 k	85.00 k principal	0.20	Debt	Long	France
Pfizer Investment Enterprises Pte Ltd	76.88 k	80.00 k principal	0.20	Debt	Long	Singapore
US Bancorp	76.06 k	85.00 k principal	0.20	Debt	Long	USA
Columbia Pipelines Operating Co LLC	75.30 k	75.00 k principal	0.19	Debt	Long	USA
Bank of New York Mellon Corp/The	74.02 k	70.00 k principal	0.19	Debt	Long	USA
PPWLM Pacificorp	72.04 k	85.00 k principal	0.19	Debt	Long	USA
Morgan Stanley Capital I Trust 2019-BPR	69.99 k	75.00 k principal	0.18	ABS-mortgage backed security	Long	USA
BBCMS 2018-TALL Mortgage Trust	69.37 k	75.00 k principal	0.18	ABS-mortgage backed security	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust 2006-LDP9	69.32 k	72.64 k principal	0.18	ABS-mortgage backed security	Long	USA
KeyBank NA/Cleveland OH	69.26 k	85.00 k principal	0.18	Debt	Long	USA
Broadcom Pte. Ltd.	68.77 k	90.00 k principal	0.18	Debt	Long	USA
SYF Synchrony Financial	66.69 k	90.00 k principal	0.17	Debt	Long	USA
San Diego Gas & Electric Co	66.13 k	70.00 k principal	0.17	Debt	Long	USA
Air Lease Corp	65.28 k	65.00 k principal	0.17	Debt	Long	USA
Leidos Inc	64.74 k	65.00 k principal	0.17	Debt	Long	USA
BPCE SA	64.69 k	65.00 k principal	0.17	Debt	Long	France
AES The AES Corporation	64.42 k	65.00 k principal	0.17	Debt	Long	USA
ORCL Oracle Corporation	62.85 k	90.00 k principal	0.16	Debt	Long	USA
Truist Financial Corp	62.73 k	60.00 k principal	0.16	Debt	Long	USA
JPMorgan Chase & Co	62.67 k	60.00 k principal	0.16	Debt	Long	USA
ENB Enbridge Inc.	62.59 k	65.00 k principal	0.16	Debt	Long	Canada
TXN Texas Instruments Incorporated	62.47 k	65.00 k principal	0.16	Debt	Long	USA
Electricite de France SA	62.22 k	65.00 k principal	0.16	Debt	Long	France
Sabine Pass Liquefaction LLC	62.10 k	65.00 k principal	0.16	Debt	Long	USA
ET+E Energy Transfer Operating, L.P.	61.82 k	65.00 k principal	0.16	Debt	Long	USA
Hyundai Capital America	61.57 k	60.00 k principal	0.16	Debt	Long	USA
CLR Continental Resources Inc (OKLA)	61.51 k	65.00 k principal	0.16	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	61.36 k	65.00 k principal	0.16	Debt	Long	USA
Charter Communications Operating LLC / Charter Communications Operating Capital	60.32 k	65.00 k principal	0.16	Debt	Long	USA
Ashtead Capital Inc	59.79 k	65.00 k principal	0.15	Debt	Long	USA
KIM Kimco Realty Corporation	59.53 k	65.00 k principal	0.15	Debt	Long	USA
FMC FMC Corporation	59.12 k	60.00 k principal	0.15	Debt	Long	USA
KeySpan Gas East Corp	58.90 k	60.00 k principal	0.15	Debt	Long	USA
BCS Barclays PLC	58.28 k	65.00 k principal	0.15	Debt	Long	UK
PEP PepsiCo, Inc.	58.03 k	65.00 k principal	0.15	Debt	Long	USA
MDC M.D.C. Holdings, Inc.	57.90 k	75.00 k principal	0.15	Debt	Long	USA
CSL Finance PLC	57.32 k	65.00 k principal	0.15	Debt	Long	UK
FITB Fifth Third Bancorp	57.25 k	65.00 k principal	0.15	Debt	Long	USA
Enel Finance International NV	57.04 k	65.00 k principal	0.15	Debt	Long	Netherlands
General Motors Financial Co Inc	56.95 k	65.00 k principal	0.15	Debt	Long	USA
DNB Bank ASA	56.87 k	65.00 k principal	0.15	Debt	Long	Norway
Nissan Motor Acceptance Co LLC	55.90 k	55.00 k principal	0.14	Debt	Long	USA
CAG Conagra Brands, Inc.	55.85 k	65.00 k principal	0.14	Debt	Long	USA
Boston Properties LP	55.42 k	65.00 k principal	0.14	Debt	Long	USA
CNXC Concentrix Corporation	55.38 k	55.00 k principal	0.14	Debt	Long	USA
CubeSmart LP	55.19 k	65.00 k principal	0.14	Debt	Long	USA
SCHW The Charles Schwab Corporation	55.14 k	55.00 k principal	0.14	Debt	Long	USA
ZBH Zimmer Biomet Holdings, Inc.	55.09 k	55.00 k principal	0.14	Debt	Long	USA
VLTO Veralto Corporation	54.69 k	55.00 k principal	0.14	Debt	Long	USA
BA The Boeing Company	54.49 k	55.00 k principal	0.14	Debt	Long	USA
AXP American Express Company	54.31 k	55.00 k principal	0.14	Debt	Long	USA
MAR Marriott International, Inc.	54.23 k	65.00 k principal	0.14	Debt	Long	USA
Bank of America Corp	53.95 k	65.00 k principal	0.14	Debt	Long	USA
Warnermedia Holdings Inc	53.67 k	65.00 k principal	0.14	Debt	Long	USA
Palisades Center Trust 2016-PLSD	53.50 k	100.00 k principal	0.14	ABS-mortgage backed security	Long	USA
Glencore Funding LLC	53.21 k	65.00 k principal	0.14	Debt	Long	USA
PSX Phillips 66	52.92 k	65.00 k principal	0.14	Debt	Long	USA
Commercial Mortgage Pass Through Certificates	52.25 k	60.93 k principal	0.13	ABS-mortgage backed security	Long	USA
EFX Equifax Inc.	51.67 k	65.00 k principal	0.13	Debt	Long	USA
WU The Western Union Company	51.66 k	65.00 k principal	0.13	Debt	Long	USA
Verus Securitization Trust 2021-3	51.14 k	62.87 k principal	0.13	ABS-mortgage backed security	Long	USA
T AT&T Inc.	49.42 k	50.00 k principal	0.13	Debt	Long	USA
Bank of America Corp	49.09 k	65.00 k principal	0.13	Debt	Long	USA
COF Capital One Financial Corporation	48.74 k	65.00 k principal	0.13	Debt	Long	USA
CLNY Trust 2019-IKPR	48.73 k	50.00 k principal	0.13	ABS-mortgage backed security	Long	USA
TPR Tapestry, Inc.	48.60 k	65.00 k principal	0.13	Debt	Long	USA
WM Waste Management, Inc.	47.07 k	65.00 k principal	0.12	Debt	Long	USA
BB-UBS Trust	46.33 k	52.65 k principal	0.12	ABS-mortgage backed security	Long	USA
Discover Bank	45.55 k	50.00 k principal	0.12	Debt	Long	USA
AMGN Amgen Inc.	44.38 k	45.00 k principal	0.11	Debt	Long	USA
DUK Duke Energy Corporation	44.16 k	65.00 k principal	0.11	Debt	Long	USA
HMH Trust 2017-NSS	43.50 k	50.00 k principal	0.11	ABS-mortgage backed security	Long	USA
BCS Barclays PLC	42.88 k	45.00 k principal	0.11	Debt	Long	UK
Sprint Capital Corp	42.30 k	40.00 k principal	0.11	Debt	Long	USA
JP Morgan Chase Commercial Mortgage Securities Trust 2014-DSTY	41.50 k	120.00 k principal	0.11	ABS-mortgage backed security	Long	USA
AMGN Amgen Inc.	40.08 k	40.00 k principal	0.10	Debt	Long	USA
Arrow Electronics Inc	39.94 k	40.00 k principal	0.10	Debt	Long	USA
STZ Constellation Brands, Inc.	39.88 k	40.00 k principal	0.10	Debt	Long	USA
OPI Office Properties Income Trust	39.79 k	65.00 k principal	0.10	Debt	Long	USA
T AT&T Inc.	39.60 k	60.00 k principal	0.10	Debt	Long	USA
HCA Inc	39.43 k	40.00 k principal	0.10	Debt	Long	USA
Morgan Stanley	39.34 k	40.00 k principal	0.10	Debt	Long	USA
BP Capital Markets America Inc	39.01 k	40.00 k principal	0.10	Debt	Long	USA
COF Capital One Financial Corporation	38.93 k	40.00 k principal	0.10	Debt	Long	USA
Pfizer Investment Enterprises Pte Ltd	38.91 k	40.00 k principal	0.10	Debt	Long	Singapore
Boardwalk Pipelines LP	38.21 k	40.00 k principal	0.10	Debt	Long	USA
JPM JPMorgan Chase & Co.	37.78 k	40.00 k principal	0.10	Debt	Long	USA
NSARO NSTAR Electric Company	37.76 k	45.00 k principal	0.10	Debt	Long	USA
McDonald's Corp	36.84 k	40.00 k principal	0.09	Debt	Long	USA
Hyundai Capital America	36.81 k	40.00 k principal	0.09	Debt	Long	USA
SYF Synchrony Financial	36.68 k	40.00 k principal	0.09	Debt	Long	USA
Wells Fargo & Co	36.05 k	35.00 k principal	0.09	Debt	Long	USA
IR Ingersoll Rand Inc.	35.43 k	35.00 k principal	0.09	Debt	Long	USA
WEA Finance LLC	35.28 k	40.00 k principal	0.09	Debt	Long	USA
TSMC Global Ltd	34.38 k	40.00 k principal	0.09	Debt	Long	Virgin Islands (British)
FLS Flowserve Corporation	33.99 k	40.00 k principal	0.09	Debt	Long	USA
BP Capital Markets PLC	28.90 k	30.00 k principal	0.07	Debt	Long	UK
Citibank Credit Card Issuance Trust	25.03 k	25.00 k principal	0.06	ABS-other	Long	USA
C Citigroup Inc.	23.94 k	25.00 k principal	0.06	Debt	Long	USA
Hyundai Capital America	21.21 k	25.00 k principal	0.05	Debt	Long	USA
ET Energy Transfer LP	20.77 k	20.00 k principal	0.05	Debt	Long	USA
Jacobs Engineering Group Inc	20.40 k	20.00 k principal	0.05	Debt	Long	USA
BBCMS 2018-TALL Mortgage Trust	20.19 k	25.00 k principal	0.05	ABS-mortgage backed security	Long	USA
SCBFY Standard Chartered PLC	19.91 k	20.00 k principal	0.05	Debt	Long	UK
JPMorgan Chase & Co	19.53 k	20.00 k principal	0.05	Debt	Long	USA
GS The Goldman Sachs Group, Inc.	18.78 k	20.00 k principal	0.05	Debt	Long	USA
SCBFY Standard Chartered PLC	18.07 k	20.00 k principal	0.05	Debt	Long	UK
HSBC HSBC Holdings plc	18.02 k	20.00 k principal	0.05	Debt	Long	UK
Air Lease Corp	17.04 k	20.00 k principal	0.04	Debt	Long	USA
SCBFY Standard Chartered PLC	15.41 k	20.00 k principal	0.04	Debt	Long	UK
Fannie Mae Pool	12.01 k	12.36 k principal	0.03	ABS-mortgage backed security	Long	USA
AUD/USD FORWARD GOLDMAN SACHS & CO. LLC	8.13 k	1.00 contracts	0.02	DFE	N/A	USA
US ULTRA TREASURY BOND	7.73 k	4.00 contracts	0.02	Interest rate derivative	N/A	USA
USD/AUD FORWARD JPMorgan Chase Bank, National Association	7.55 k	1.00 contracts	0.02	DFE	N/A	USA
AUD/USD FORWARD CITIGROUP GLOBAL MARKETS INC.	6.38 k	1.00 contracts	0.02	DFE	N/A	USA
USD/SGD FORWARD JPMorgan Chase Bank, National Association	5.07 k	1.00 contracts	0.01	DFE	N/A	USA
GBP/EUR FORWARD JPMorgan Chase Bank, National Association	4.26 k	1.00 contracts	0.01	DFE	N/A	USA
JPY/EUR FORWARD GOLDMAN SACHS & CO. LLC	4.24 k	1.00 contracts	0.01	DFE	N/A	USA
JPY/USD FORWARD CITIGROUP GLOBAL MARKETS INC.	2.27 k	1.00 contracts	0.01	DFE	N/A	USA
USD/SEK FORWARD GOLDMAN SACHS & CO. LLC	1.82 k	1.00 contracts	0.00	DFE	N/A	USA
EURO-BUND	1.65 k	1.00 contracts	0.00	Interest rate derivative	N/A	Germany
GBP/EUR FORWARD GOLDMAN SACHS & CO. LLC	1.36 k	1.00 contracts	0.00	DFE	N/A	USA
EUR/SEK FORWARD JPMorgan Chase Bank, National Association	1.30 k	1.00 contracts	0.00	DFE	N/A	USA
JPY/EUR FORWARD JPMorgan Chase Bank, National Association	1.22 k	1.00 contracts	0.00	DFE	N/A	USA
USD/JPY FORWARD GOLDMAN SACHS & CO. LLC	1.20 k	1.00 contracts	0.00	DFE	N/A	USA
JPY/USD FORWARD CITIGROUP GLOBAL MARKETS INC.	905.03	1.00 contracts	0.00	DFE	N/A	USA
USD/AUD FORWARD CITIGROUP GLOBAL MARKETS INC.	755.29	1.00 contracts	0.00	DFE	N/A	USA
USD/GBP FORWARD CITIGROUP GLOBAL MARKETS INC.	-0.13	1.00 contracts	-0.00	DFE	N/A	USA
JPY/USD FORWARD CITIGROUP GLOBAL MARKETS INC.	-97.48	1.00 contracts	-0.00	DFE	N/A	USA
EUR/SEK FORWARD GOLDMAN SACHS & CO. LLC	-129.00	1.00 contracts	-0.00	DFE	N/A	USA
USD/GBP FORWARD CITIGROUP GLOBAL MARKETS INC.	-817.36	1.00 contracts	-0.00	DFE	N/A	USA
EUR/GBP FORWARD CITIGROUP GLOBAL MARKETS INC.	-1.40 k	1.00 contracts	-0.00	DFE	N/A	USA
SEK/USD FORWARD JPMorgan Chase Bank, National Association	-1.91 k	1.00 contracts	-0.00	DFE	N/A	USA
SGD/USD FORWARD JPMorgan Chase Bank, National Association	-2.24 k	1.00 contracts	-0.01	DFE	N/A	USA
USD/AUD FORWARD GOLDMAN SACHS & CO. LLC	-4.44 k	1.00 contracts	-0.01	DFE	N/A	USA
JPY/EUR FORWARD GOLDMAN SACHS & CO. LLC	-4.60 k	1.00 contracts	-0.01	DFE	N/A	USA
AUD/USD FORWARD CITIGROUP GLOBAL MARKETS INC.	-4.61 k	1.00 contracts	-0.01	DFE	N/A	USA
EUR/USD FORWARD JPMorgan Chase Bank, National Association	-6.63 k	1.00 contracts	-0.02	DFE	N/A	USA
LONG GILT	-7.97 k	-6.00 contracts	-0.02	Interest rate derivative	N/A	UK
EURO-BTP	-8.45 k	-7.00 contracts	-0.02	Interest rate derivative	N/A	Germany
US 5 YEAR TREASURY NOTE	-18.06 k	-23.00 contracts	-0.05	Interest rate derivative	N/A	USA
EUR/JPY FORWARD JPMorgan Chase Bank, National Association	-19.28 k	1.00 contracts	-0.05	DFE	N/A	USA
10 YEAR US TREASURY NOTE	-44.63 k	-58.00 contracts	-0.11	Interest rate derivative	N/A	USA
CDS CDX.NA.HY.41.V1	-307.94 k	1.00 contracts	-0.79	Credit derivative	N/A	USA