0001752724-21-014715.txt : 20210128
0001752724-21-014715.hdr.sgml : 20210128
20210128095440
ACCESSION NUMBER: 0001752724-21-014715
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201130
FILED AS OF DATE: 20210128
PERIOD START: 20210531
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Stone Harbor Investment Funds
CENTRAL INDEX KEY: 0001391673
IRS NUMBER: 000000000
FISCAL YEAR END: 0531
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22037
FILM NUMBER: 21562460
BUSINESS ADDRESS:
STREET 1: ONE INTERNATIONAL PLACE
STREET 2: C/O ROPES & GRAY LLP
CITY: BOSTON
STATE: MA
ZIP: 02110
BUSINESS PHONE: 617-951-7000
MAIL ADDRESS:
STREET 1: ONE INTERNATIONAL PLACE
STREET 2: C/O ROPES & GRAY LLP
CITY: BOSTON
STATE: MA
ZIP: 02110
0001391673
S000029052
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2020-11-30
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Thailand Government Bond
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CORP
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Goldman Sachs International
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Russian Federation
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2023-08-16
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Development Bank Of Kaza
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2023-05-04
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DBT
NUSS
ID
N
2
2025-09-15
Fixed
11.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: ZAR 12/14/2020
N/A
1.00000000
NC
238531.00000000
0.136560443418
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
232655.00000000
USD
3700000.00000000
ZAR
2020-12-14
5876.00000000
N
N
N
N/A
N/A
Forward Contracts: COP 12/11/2020
N/A
1.00000000
NC
1339197.00000000
0.766698400393
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
1342061.00000000
USD
4818000000.00000000
COP
2020-12-11
-2864.00000000
N
N
N
N/A
N/A
Forward Contracts: PEN 01/19/2021
N/A
1.00000000
NC
-894719.00000000
-0.51223205107
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
-3226000.00000000
PEN
-886946.00000000
USD
2021-01-19
-7773.00000000
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federation
QJ4075223
327330000.00000000
PA
5158891.47000000
2.953496638546
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
Swiss Insured Brazil
254900OBFHBLNHXH1Z48
Swiss Insured Brazil Power Finance Sarl
870880AA9
15845741.25000000
PA
3356098.95000000
1.921386992747
Long
DBT
CORP
LU
Y
2
2032-07-16
Fixed
9.85000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: MXN 01/29/2021
N/A
1.00000000
NC
-939647.00000000
-0.53795360341
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-19112116.17000000
MXN
-945812.00000000
USD
2021-01-29
6165.00000000
N
N
N
N/A
N/A
Forward Contracts: PEN 01/19/2021
N/A
1.00000000
NC
-340581.00000000
-0.19498468702
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
-1228000.00000000
PEN
-337641.00000000
USD
2021-01-19
-2940.00000000
N
N
N
N/A
N/A
Forward Contracts: TRY 12/10/2020
N/A
1.00000000
NC
581421.00000000
0.332867046935
N/A
DFE
CORP
N/A
N
2
Hongkong And Shanghai Banking Corporation
N/A
561000.00000000
USD
4558125.00000000
TRY
2020-12-10
20421.00000000
N
N
N
N/A
N/A
Forward Contracts: TRY 12/10/2020
N/A
1.00000000
NC
-374946.00000000
-0.21465885783
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
-2939440.00000000
TRY
-365402.00000000
USD
2020-12-10
-9544.00000000
N
N
N
Bonos De Tesoreria
254900STKLK2DBJJZ530
Republic of Peru
N/A
6360000.00000000
PA
2083118.19000000
1.192597791141
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: COP 01/19/2021
N/A
1.00000000
NC
-997274.00000000
-0.57094541023
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
-3594064620.00000000
COP
-987489.00000000
USD
2021-01-19
-9785.00000000
N
N
N
N/A
N/A
Forward Contracts: THB 12/04/2020
N/A
1.00000000
NC
93998.00000000
0.053814424793
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
90841.00000000
USD
2843500.00000000
THB
2020-12-04
3157.00000000
N
N
N
N/A
N/A
Forward Contracts: TRY 12/10/2020
N/A
1.00000000
NC
440137.00000000
0.251981100505
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
424000.00000000
USD
3450512.00000000
TRY
2020-12-10
16137.00000000
N
N
N
Romania Government Bond
315700IASY927EDWBK92
Romania Government Bond
AU3524892
13535000.00000000
PA
3760745.21000000
2.153049429466
Long
DBT
NUSS
RO
N
2
2029-02-12
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: TRY 12/10/2020
N/A
1.00000000
NC
-31077.00000000
-0.01779177088
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-243633.51000000
TRY
-31518.00000000
USD
2020-12-10
441.00000000
N
N
N
N/A
N/A
Forward Contracts: HUF 12/18/2020
N/A
1.00000000
NC
1500361.00000000
0.858965767331
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
1444841.00000000
USD
451195000.00000000
HUF
2020-12-18
55520.00000000
N
N
N
N/A
N/A
Forward Contracts: RUB 12/21/2020
N/A
1.00000000
NC
-85866.00000000
-0.04915880549
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
-6570000.00000000
RUB
-85581.00000000
USD
2020-12-21
-285.00000000
N
N
N
State Street Institutional Liquid Reserves Fund
5493000HFJPORCLSV250
State Street Institutional Liquid Reserves Fund - Institutional Class (7-Day SEC Yield)
85749P101
3127881.90600000
NS
USD
3128507.48000000
1.791089496567
Long
STIV
RF
US
N
1
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EK6310859
50290000.00000000
PA
2001559.54000000
1.145904969627
Long
DBT
NUSS
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
Mex Bonos Desarr Fix Rt
254900EGTWEU67VP6075
Mexican Bonos
EK1693424
16886000.00000000
PA
963716.21000000
0.551733372043
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federation
AM8549157
254200000.00000000
PA
3793060.62000000
2.171550197580
Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
7.70000000
N
N
N
N
N
N
Republica Orient Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
AN9574152
28360000.00000000
PA
689707.48000000
0.394861713142
Long
DBT
NUSS
UY
N
2
2022-06-20
Fixed
9.87500000
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
Thailand Government
N/A
35300000.00000000
PA
1446342.41000000
0.828039797108
Long
DBT
NUSS
TH
N
2
2032-06-25
Fixed
3.77500000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: TRY 12/10/2020
N/A
1.00000000
NC
-485924.00000000
-0.27819443555
N/A
DFE
CORP
N/A
N
2
Hongkong And Shanghai Banking Corporation
N/A
-3809465.27000000
TRY
-492713.00000000
USD
2020-12-10
6789.00000000
N
N
N
N/A
N/A
Forward Contracts: BRL 01/05/2021
N/A
1.00000000
NC
2973099.00000000
1.702117199718
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2996165.00000000
USD
15936000.00000000
BRL
2021-01-05
-23066.00000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government
EK9894123
5430000.00000000
PA
248799.65000000
0.142439307789
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Republic of Indonesia
EJ7740016
32622000000.00000000
PA
2624546.18000000
1.502568597423
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
16480000000.00000000
PA
1222577.90000000
0.699933258726
Long
DBT
NUSS
ID
N
2
2038-05-15
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: PEN 01/19/2021
N/A
1.00000000
NC
888315.00000000
0.508565722254
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
897223.00000000
USD
3202907.94000000
PEN
2021-01-19
-8908.00000000
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Colombian TES
N/A
3309000000.00000000
PA
1002894.99000000
0.574163461085
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: IDR 01/08/2021
N/A
1.00000000
NC
-463612.00000000
-0.26542068030
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-6571764000.00000000
IDR
-445513.00000000
USD
2021-01-08
-18099.00000000
N
N
N
Poland Government Bond
259400R9L8QEP0TPXS31
Republic of Poland
EK3155539
1310000.00000000
PA
394144.78000000
0.225650275761
Long
DBT
NUSS
PL
N
2
2025-07-25
Fixed
3.25000000
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
Mexican Bonos
ZR8833868
35427000.00000000
PA
1839199.14000000
1.052952656437
Long
DBT
NUSS
MX
N
2
2023-03-09
Fixed
6.75000000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
7880000000.00000000
PA
583466.01000000
0.334037827557
Long
DBT
NUSS
ID
N
2
2022-05-15
Fixed
7.00000000
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
China Government Bond
AX9940161
12940000.00000000
PA
1977942.36000000
1.132383990915
Long
DBT
NUSS
CN
N
2
2024-04-11
Fixed
3.19000000
N
N
N
N
N
N
Mex Bonos Desarr Fix Rt
254900EGTWEU67VP6075
Mexican Bonos
N/A
17640000.00000000
PA
956039.51000000
0.547338414758
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CNH 12/30/2020
N/A
1.00000000
NC
-1897470.00000000
-1.08631307701
N/A
DFE
CORP
N/A
N
2
Hongkong And Shanghai Banking Corporation
N/A
-12520671.66000000
CNY
-1902549.00000000
USD
2020-12-30
5079.00000000
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
CP5073947
81440000.00000000
PA
6130414.04000000
3.509699199010
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
Brazil Letras do Tesouro Nacional
254900ZFY40OYEADAP90
Brazil Letras do Tesouro Nacional
N/A
21980000.00000000
PA
3958864.10000000
2.266473694941
Long
DBT
NUSS
BR
N
2
2022-01-01
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: BRL 02/02/2021
N/A
1.00000000
NC
851281.00000000
0.487363532762
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
848084.00000000
USD
4566000.00000000
BRL
2021-02-02
3197.00000000
N
N
N
Nota Do Tesouro Nacional
254900ZFY40OYEADAP90
Nota Do Tesouro Nacional
AQ6084745
2880000.00000000
PA
612965.09000000
0.350926229673
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Poland Government Bond
259400R9L8QEP0TPXS31
Republic of Poland
N/A
7400000.00000000
PA
2074884.37000000
1.187883879279
Long
DBT
NUSS
PL
N
2
2023-01-25
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CLP 01/29/2021
N/A
1.00000000
NC
1238815.00000000
0.709229096901
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
1238596.00000000
USD
942819000.00000000
CLP
2021-01-29
219.00000000
N
N
N
N/A
N/A
Forward Contracts: THB 12/04/2020
N/A
1.00000000
NC
92229.00000000
0.052801661570
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
89260.00000000
USD
2790000.00000000
THB
2020-12-04
2969.00000000
N
N
N
N/A
N/A
Forward Contracts: ZAR 12/14/2020
N/A
1.00000000
NC
-1152671.00000000
-0.65991113471
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
-17879752.74000000
ZAR
-1103191.00000000
USD
2020-12-14
-49480.00000000
N
N
N
Egypt Treasury Bill
529900GFIVH4086NMH82
Egypt Treasury Bills
BK0120703
13250000.00000000
PA
788590.34000000
0.451472749896
Long
DBT
NUSS
EG
N
2
2021-06-15
None
0.00000000
N
N
N
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federation
N/A
241300000.00000000
PA
3200684.51000000
1.832411283762
Long
DBT
NUSS
RU
N
2
2021-04-14
Fixed
7.60000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: HUF 12/18/2020
N/A
1.00000000
NC
-125031.00000000
-0.07158100540
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-37600000.00000000
HUF
-120975.00000000
USD
2020-12-18
-4056.00000000
N
N
N
Egypt Treasury Bill
529900GFIVH4086NMH82
Egypt Treasury Bills
N/A
15675000.00000000
PA
900967.83000000
0.515809544127
Long
DBT
NUSS
EG
N
2
2021-09-28
None
0.00000000
N
N
N
N
N
N
Mex Bonos Desarr Fix Rt
254900EGTWEU67VP6075
Mexican Bonos
EG1116375
24779000.00000000
PA
1376445.02000000
0.788023117631
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
41933000000.00000000
PA
3376616.22000000
1.933133254193
Long
DBT
NUSS
ID
N
2
2026-09-15
Fixed
8.37500000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: RUB 12/21/2020
N/A
1.00000000
NC
202576.00000000
0.115975987967
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
198007.00000000
USD
15500000.00000000
RUB
2020-12-21
4569.00000000
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Republic of Colombia
N/A
687900000.00000000
PA
221243.18000000
0.126663061673
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Republic of Turkey
AM7412589
6180000.00000000
PA
762226.34000000
0.436379200084
Long
DBT
NUSS
TR
N
2
2022-03-02
Fixed
11.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: THB 12/04/2020
N/A
1.00000000
NC
371363.00000000
0.212607568614
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
354810.00000000
USD
11234000.00000000
THB
2020-12-04
16553.00000000
N
N
N
N/A
N/A
Forward Contracts: CZK 12/07/2020
N/A
1.00000000
NC
2246831.00000000
1.286324367254
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2162215.00000000
USD
49452884.31000000
CZK
2020-12-07
84616.00000000
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Republic of Turkey
AH0050577
2890000.00000000
PA
353304.35000000
0.202268882021
Long
DBT
NUSS
TR
N
2
2026-02-11
Fixed
10.60000000
N
N
N
N
N
N
China Government Bond
300300CHN201808MOF68
China Government Bond
ZQ5976324
58610000.00000000
PA
8807576.75000000
5.042391078808
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
Republic of Colombia
549300MHDRBVRF6B9117
Republic of Colombia
EG5593306
1610000000.00000000
PA
579633.49000000
0.331843686625
Long
DBT
NUSS
CO
N
2
2027-06-28
Fixed
9.85000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: PLN 12/07/2020
N/A
1.00000000
NC
133216.00000000
0.076266967523
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
129099.00000000
USD
500000.00000000
PLN
2020-12-07
4117.00000000
N
N
N
America Movil Sab De Cv
5493000FNR3UCEAONM59
America Movil SAB de CV
EJ4631663
98530000.00000000
PA
4971992.41000000
2.846495793759
Long
DBT
CORP
MX
N
2
2022-12-05
Fixed
6.45000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: THB 12/04/2020
N/A
1.00000000
NC
-347099.00000000
-0.19871628153
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
-10500000.00000000
THB
-338233.00000000
USD
2020-12-04
-8866.00000000
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Republic of Colombia
EH7652033
10370000000.00000000
PA
3507085.70000000
2.007827822368
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
Malaysia Government
254900GSIL471JOBYY43
Malaysia Government
AW6351018
7030000.00000000
PA
1852838.12000000
1.060761055163
Long
DBT
NUSS
MY
N
2
2026-07-15
Fixed
3.90600000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: TRY 12/10/2020
N/A
1.00000000
NC
-440137.00000000
-0.25198110050
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
-3450512.00000000
TRY
-439836.00000000
USD
2020-12-10
-301.00000000
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
EF5565850
253370000.00000000
PA
11191584.20000000
6.407249795218
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
Republica Orient Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
760942BC5
12100000.00000000
PA
298739.15000000
0.171029974260
Long
DBT
NUSS
UY
Y
2
2028-03-15
Fixed
8.50000000
N
N
N
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federation
AM3604130
237930000.00000000
PA
3296249.63000000
1.887122894255
Long
DBT
NUSS
RU
N
2
2022-12-07
Fixed
7.40000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: PEN 01/19/2021
N/A
1.00000000
NC
-888315.00000000
-0.50856572225
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-3202907.94000000
PEN
-880549.00000000
USD
2021-01-19
-7766.00000000
N
N
N
Poland Government Bond
259400R9L8QEP0TPXS31
Republic of Poland Government Bond
AU7867644
2700000.00000000
PA
777320.03000000
0.445020429103
Long
DBT
NUSS
PL
N
2
2024-04-25
Fixed
2.50000000
N
N
N
N
N
N
Bonos Tesoreria Pesos
549300FLZTJM5YJF8D34
Bonos de la Tesoreria de la Republica en pesos
AT3408966
770000000.00000000
PA
1176995.89000000
0.673837281693
Long
DBT
NUSS
CL
Y
2
2030-09-01
Fixed
4.70000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: PLN 12/07/2020
N/A
1.00000000
NC
-337837.00000000
-0.19341373038
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-1268000.00000000
PLN
-337097.00000000
USD
2020-12-07
-740.00000000
N
N
N
N/A
N/A
Forward Contracts: CNH 12/30/2020
N/A
1.00000000
NC
-661806.00000000
-0.37888794671
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-4367000.00000000
CNY
-663615.00000000
USD
2020-12-30
1809.00000000
N
N
N
Poland Government Bond
259400R9L8QEP0TPXS31
Republic of Poland
EJ6781532
17520000.00000000
PA
5273924.23000000
3.019353590947
Long
DBT
NUSS
PL
N
2
2028-04-25
Fixed
2.75000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: THB 12/04/2020
N/A
1.00000000
NC
1698449.00000000
0.972372348093
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
1642560.00000000
USD
51379283.75000000
THB
2020-12-04
55889.00000000
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Colombian TES
EJ5096460
2302000000.00000000
PA
681145.56000000
0.389959962042
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: MXN 01/29/2021
N/A
1.00000000
NC
-562864.00000000
-0.32224305194
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
-11448473.05000000
MXN
-566686.00000000
USD
2021-01-29
3822.00000000
N
N
N
N/A
N/A
Forward Contracts: TRY 12/10/2020
N/A
1.00000000
NC
-95497.00000000
-0.05467261138
N/A
DFE
CORP
N/A
N
2
Hongkong And Shanghai Banking Corporation
N/A
-748659.73000000
TRY
-95578.00000000
USD
2020-12-10
81.00000000
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Republic of Turkey
EJ5785054
7430000.00000000
PA
840863.17000000
0.481399261937
Long
DBT
NUSS
TR
N
2
2023-03-08
Fixed
7.10000000
N
N
N
N
N
N
Nota Do Tesouro Nacional
254900ZFY40OYEADAP90
Nota Do Tesouro Nacional
EJ0602940
15625000.00000000
PA
3184060.45000000
1.822893908641
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
Bogota Distrio Capital
529900L83GNDA0PLHT11
Bogota Distrio Capital
EG6618870
11110000000.00000000
PA
3559370.59000000
2.037761238831
Long
DBT
CORP
CO
N
2
2028-07-26
Fixed
9.75000000
N
N
N
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
ZS9902447
56000000.00000000
PA
850125.96000000
0.486702265361
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
N
N
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Republic of Turkey
AQ8745293
250000.00000000
PA
31473.79000000
0.018018935561
Long
DBT
NUSS
TR
N
2
2023-01-18
Fixed
12.20000000
N
N
N
N
N
N
2020-12-30
STONE HARBOR INVESTMENT FUNDS
Peter Wilby
Peter Wilby
President and Chief Executive Officer/Principal Executive Officer