0001752724-21-160835.txt : 20210729
0001752724-21-160835.hdr.sgml : 20210729
20210729095821
ACCESSION NUMBER: 0001752724-21-160835
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210531
FILED AS OF DATE: 20210729
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: 211125409
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
Stone Harbor Local Markets Fund
C000089234
Institutional Class
SHLMX
NPORT-P
1
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Stone Harbor Local Markets Fund
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2021-05-31
2021-05-31
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PLN
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N/A
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Thailand Government Bond
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PA
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DBT
NUSS
RO
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2031-09-24
Fixed
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Bonos De Tesoreria
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Peru Government Bond
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PA
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PE
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2
2034-08-12
Fixed
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NC
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DFE
CORP
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J.P. Morgan Chase & Co.
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USD
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THB
2021-06-30
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N
N
Turkey Government Bond
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Republic of Turkey
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PA
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Long
DBT
NUSS
TR
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2
2023-03-08
Fixed
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Citigroup Global Markets
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USD
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CZK
2021-06-08
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N
N
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N/A
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Forward Contracts: PEN 07/23/2021
N/A
1.00000000
NC
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-0.86512484845
N/A
DFE
CORP
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J.P. Morgan Chase & Co.
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PEN
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USD
2021-07-23
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Forward Contracts: IDR 06/16/2021
N/A
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NC
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N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
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USD
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IDR
2021-06-16
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N
N
N
Republic Of South Africa
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Republic of South Africa
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PA
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Long
DBT
NUSS
ZA
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2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
N/A
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Forward Contracts: PEN 07/23/2021
N/A
1.00000000
NC
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-0.19861561793
N/A
DFE
CORP
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Goldman Sachs International
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PEN
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USD
2021-07-23
5187.00000000
N
N
N
N/A
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Forward Contracts: THB 06/30/2021
N/A
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NC
147807.00000000
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DFE
CORP
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Goldman Sachs International
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USD
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2021-06-30
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Russia Govt Bond - Ofz
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Russian Federation
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PA
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Long
DBT
NUSS
RU
N
2
2033-03-23
Fixed
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Forward Contracts: CLP 07/29/2021
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NC
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DFE
CORP
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Citigroup Global Markets
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Russia Govt Bond - Ofz
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Russian Federation
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PA
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2022-07-20
Fixed
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Mex Bonos Desarr Fix Rt
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Mexican Bonos
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PA
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DBT
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MX
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2027-06-03
Fixed
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Republica Orient Uruguay
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Oriental Republic of Uruguay
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2028-03-15
Fixed
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Republic Of South Africa
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Republic of South Africa Government Bond
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PA
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2035-02-28
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NC
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J.P. Morgan Chase & Co.
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2021-06-30
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Indonesia Government
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Republic of Indonesia
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2026-09-15
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Malaysian Government
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2030-04-15
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Malaysia Government Bond
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PA
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2029-08-15
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2034-11-23
Fixed
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Citigroup Global Markets
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2021-06-30
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CORP
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Goldman Sachs International
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2021-06-30
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J.P. Morgan Chase & Co.
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2028-06-15
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Thailand Government Bond
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Thailand Government
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PA
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Long
DBT
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TH
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2
2044-06-29
Fixed
4.67500000
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Romania Government Bond
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Romania Government Bond
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PA
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DBT
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2
2029-02-12
Fixed
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China Government Bond
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China Government Bond
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PA
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DBT
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CN
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2
2025-04-09
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DFE
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Hongkong And Shanghai Banking Corporation
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CNY
2021-06-30
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N
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CORP
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J.P. Morgan Chase & Co.
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2021-06-08
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N
N
Petroleos Mexicanos
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Petroleos Mexicanos
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PA
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DBT
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2
2026-11-12
Fixed
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N
N
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State Street Institutional Liquid Reserves Fund
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NS
USD
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1.207815916649
Long
STIV
RF
US
N
1
N
N
N
Titulos De Tesoreria
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Colombian TES
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PA
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DBT
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CO
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2
2032-06-30
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Russia Govt Bond - Ofz
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Russian Federation
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PA
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DBT
NUSS
RU
N
2
2028-01-19
Fixed
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DFE
CORP
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Goldman Sachs International
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PLN
2021-06-08
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N
N
N
N/A
N/A
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1.00000000
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-0.27695159918
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DFE
CORP
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2
Citigroup Global Markets
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MXN
-447248.00000000
USD
2021-07-30
1338.00000000
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Republic of Turkey
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2900000.00000000
PA
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Long
DBT
NUSS
TR
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2
2022-03-02
Fixed
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N
N
N
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Brazil Letras do Tesouro Nacional
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Brazil Letras do Tesouro Nacional
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7400000.00000000
PA
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Long
DBT
NUSS
BR
N
2
2024-01-01
None
0.00000000
N
N
N
N
N
N
N/A
N/A
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N/A
1.00000000
NC
-2121764.00000000
-1.31781286112
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DFE
CORP
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2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-11058000.00000000
BRL
-2070787.00000000
USD
2021-06-02
-50977.00000000
N
N
N
N/A
N/A
Forward Contracts: BRL 07/02/2021
N/A
1.00000000
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1163169.00000000
0.722436174739
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1144727.00000000
USD
6129552.76000000
BRL
2021-07-02
18442.00000000
N
N
N
Development Bank Of Kaza
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Development Bank of Kazakhstan JSC
N/A
116250000.00000000
PA
268799.30000000
0.166949375425
Long
DBT
NUSS
KZ
Y
2
2023-05-04
Fixed
8.95000000
N
N
N
N
N
N
China Government Bond
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China Government Bond
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23340000.00000000
PA
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Long
DBT
NUSS
CN
N
2
2024-04-11
Fixed
3.19000000
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N
N
N
N
N
N/A
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N/A
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NC
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DFE
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J.P. Morgan Chase & Co.
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THB
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2021-06-30
85.00000000
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N
N
N/A
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Forward Contracts: IDR 06/16/2021
N/A
1.00000000
NC
-714619.00000000
-0.44384488991
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
-10221985000.00000000
IDR
-694051.00000000
USD
2021-06-16
-20568.00000000
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Colombian TES
EJ5096460
1948000000.00000000
PA
507094.66000000
0.314952965906
Long
DBT
NUSS
CO
N
2
2028-04-28
Fixed
6.00000000
N
N
N
N
N
N
Malaysia Government
254900GSIL471JOBYY43
Malaysia Government
N/A
3800000.00000000
PA
951493.89000000
0.590966236358
Long
DBT
NUSS
MY
N
2
2027-05-31
Fixed
3.50200000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
BK8407086
2700000000.00000000
PA
190143.51000000
0.118096811397
Long
DBT
NUSS
ID
N
2
2031-02-15
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CZK 06/08/2021
N/A
1.00000000
NC
2370605.00000000
1.472366275251
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
2227954.00000000
USD
49452884.31000000
CZK
2021-06-08
142651.00000000
N
N
N
Republic of Turkey
5493000PCHOG3B6S3Q85
Republic of Turkey
N/A
4900000.00000000
PA
414447.07000000
0.257410192227
Long
DBT
NUSS
TR
N
2
2027-08-11
Fixed
10.50000000
N
N
N
N
N
N
Nota Do Tesouro Nacional
254900ZFY40OYEADAP90
Nota Do Tesouro Nacional
AQ6084745
2880000.00000000
PA
584774.28000000
0.363199237539
Long
DBT
NUSS
BR
N
2
2029-01-01
Fixed
10.00000000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Republic of Indonesia
EJ7740016
33690000000.00000000
PA
2617843.89000000
1.625924630002
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
Malaysia Government
254900GSIL471JOBYY43
Malaysia Government Bond
N/A
1580000.00000000
PA
404986.09000000
0.251534043360
Long
DBT
NUSS
MY
N
2
2027-11-16
Fixed
3.89900000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: COP 06/30/2021
N/A
1.00000000
NC
-1107815.00000000
-0.68805619038
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
-4129939620.00000000
COP
-1110423.00000000
USD
2021-06-30
2608.00000000
N
N
N
Nota Do Tesouro Nacional
254900ZFY40OYEADAP90
Nota Do Tesouro Nacional
EJ0602940
14220000.00000000
PA
2853345.00000000
1.772192731246
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: MXN 07/30/2021
N/A
1.00000000
NC
-569037.00000000
-0.35342492240
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
-11445712.59000000
MXN
-570659.00000000
USD
2021-07-30
1622.00000000
N
N
N
N/A
N/A
Forward Contracts: THB 06/30/2021
N/A
1.00000000
NC
-93318.00000000
-0.05795916066
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
-2920000.00000000
THB
-93369.00000000
USD
2021-06-30
51.00000000
N
N
N
Bogota Distrio Capital
529900L83GNDA0PLHT11
Bogota Distrio Capital
EG6618870
10114000000.00000000
PA
2993081.19000000
1.858981906831
Long
DBT
CORP
CO
N
2
2028-07-26
Fixed
9.75000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CLP 07/29/2021
N/A
1.00000000
NC
-55068.00000000
-0.03420235173
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-40000000.00000000
CLP
-57039.00000000
USD
2021-07-29
1971.00000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government
AM4291382
42980000.00000000
PA
1910267.97000000
1.186454148084
Long
DBT
NUSS
CZ
N
2
2027-02-10
Fixed
0.25000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: HUF 06/08/2021
N/A
1.00000000
NC
-52029.00000000
-0.03231484997
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
-14850000.00000000
HUF
-49220.00000000
USD
2021-06-08
-2809.00000000
N
N
N
N/A
N/A
Forward Contracts: THB 06/30/2021
N/A
1.00000000
NC
473973.00000000
0.294381333279
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
474023.00000000
USD
14831000.00000000
THB
2021-06-30
-50.00000000
N
N
N
N/A
N/A
Forward Contracts: IDR 06/16/2021
N/A
1.00000000
NC
459432.00000000
0.285350019328
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
448282.00000000
USD
6571764000.00000000
IDR
2021-06-16
11150.00000000
N
N
N
N/A
N/A
Forward Contracts: BRL 06/02/2021
N/A
1.00000000
NC
2399985.00000000
1.490613988879
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
2307430.00000000
USD
12508000.00000000
BRL
2021-06-02
92555.00000000
N
N
N
N/A
N/A
Forward Contracts: CNH 06/30/2021
N/A
1.00000000
NC
113111.00000000
0.070252455284
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
112321.00000000
USD
722000.00000000
CNY
2021-06-30
790.00000000
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
AX0852241
63070000.00000000
PA
912628.59000000
0.566827268881
Long
DBT
NUSS
RU
N
2
2026-10-07
Fixed
7.95000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CNH 06/30/2021
N/A
1.00000000
NC
-2091870.00000000
-1.29924590566
N/A
DFE
CORP
N/A
N
2
Hongkong And Shanghai Banking Corporation
N/A
-13352671.66000000
CNY
-2051543.00000000
USD
2021-06-30
-40327.00000000
N
N
N
N/A
N/A
Forward Contracts: BRL 07/02/2021
N/A
1.00000000
NC
2098412.00000000
1.303309096362
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
2065063.00000000
USD
11058000.00000000
BRL
2021-07-02
33349.00000000
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Republic of Colombia
N/A
560000000.00000000
PA
156769.80000000
0.097368632268
Long
DBT
NUSS
CO
N
2
2022-05-04
Fixed
7.00000000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Republic of Indonesia
N/A
8580000000.00000000
PA
620150.51000000
0.385171167910
Long
DBT
NUSS
ID
N
2
2022-05-15
Fixed
7.00000000
N
N
N
N
N
N
Poland Government Bond
259400R9L8QEP0TPXS31
Republic of Poland
EJ4127266
27000000.00000000
PA
7972435.74000000
4.951624380772
Long
DBT
NUSS
PL
N
2
2023-10-25
Fixed
4.00000000
N
N
N
N
N
N
Kfw
549300GDPG70E3MBBU98
Kreditanstalt fuer Wiederaufbau
ZP3570311
4000000.00000000
PA
1097682.58000000
0.681763014809
Long
DBT
NUSS
DE
N
2
2022-01-17
Fixed
1.70000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: RON 07/14/2021
N/A
1.00000000
NC
-1603032.00000000
-0.99563202429
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-6471000.00000000
RON
-1598804.00000000
USD
2021-07-14
-4228.00000000
N
N
N
N/A
N/A
Forward Contracts: HUF 06/08/2021
N/A
1.00000000
NC
1655056.00000000
1.027943768806
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1528634.00000000
USD
472386000.00000000
HUF
2021-06-08
126422.00000000
N
N
N
N/A
N/A
Forward Contracts: CNH 06/30/2021
N/A
1.00000000
NC
162460.00000000
0.100902775906
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
159813.00000000
USD
1037000.00000000
CNY
2021-06-30
2647.00000000
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federation
QJ4075223
197320000.00000000
PA
2976562.23000000
1.848722095683
Long
DBT
NUSS
RU
N
2
2031-09-17
Fixed
8.50000000
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
Thailand Government Bond
BK8156469
25900000.00000000
PA
771586.20000000
0.479226821562
Long
DBT
NUSS
TH
N
2
2035-12-17
Fixed
1.58500000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CZK 06/08/2021
N/A
1.00000000
NC
-258858.00000000
-0.16077490314
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-5400000.00000000
CZK
-252334.00000000
USD
2021-06-08
-6524.00000000
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
EF5565850
179360000.00000000
PA
9136485.50000000
5.674607589421
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CNH 06/30/2021
N/A
1.00000000
NC
-66895.00000000
-0.04154801916
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-427000.00000000
CNY
-65671.00000000
USD
2021-06-30
-1224.00000000
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government
EK1213702
8810000.00000000
PA
438189.85000000
0.272156667727
Long
DBT
NUSS
CZ
N
2
2025-09-17
Fixed
2.40000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: BRL 06/02/2021
N/A
1.00000000
NC
-1176114.00000000
-0.73047622419
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
-6129552.76000000
BRL
-1147856.00000000
USD
2021-06-02
-28258.00000000
N
N
N
N/A
N/A
Forward Contracts: ZAR 06/17/2021
N/A
1.00000000
NC
-4404836.00000000
-2.73581299896
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
-60741752.74000000
ZAR
-4157681.00000000
USD
2021-06-17
-247155.00000000
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Republic of Colombia
N/A
1208000000.00000000
PA
348897.96000000
0.216698095974
Long
DBT
NUSS
CO
N
2
2026-08-26
Fixed
7.50000000
N
N
N
N
N
N
Egypt Government Bond
529900GFIVH4086NMH82
Egypt Government Bond
N/A
11350000.00000000
PA
720145.76000000
0.447277522104
Long
DBT
NUSS
EG
N
2
2024-01-05
Fixed
13.76500000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CLP 07/29/2021
N/A
1.00000000
NC
76476.00000000
0.047498711622
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
80062.00000000
USD
55550000.00000000
CLP
2021-07-29
-3586.00000000
N
N
N
N/A
N/A
Forward Contracts: THB 06/30/2021
N/A
1.00000000
NC
1052499.00000000
0.653699807574
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1052695.00000000
USD
32933566.47000000
THB
2021-06-30
-196.00000000
N
N
N
N/A
N/A
Forward Contracts: BRL 06/02/2021
N/A
1.00000000
NC
1176114.00000000
0.730476224191
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
1131394.00000000
USD
6129552.76000000
BRL
2021-06-02
44720.00000000
N
N
N
China Government Bond
300300CHN201808MOF68
China Government Bond
ZQ5976324
67440000.00000000
PA
10611875.81000000
6.590962247947
Long
DBT
NUSS
CN
N
2
2029-11-21
Fixed
3.13000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government
EF9234826
30250000.00000000
PA
1879847.82000000
1.167560404526
Long
DBT
NUSS
CZ
N
2
2036-12-04
Fixed
4.20000000
N
N
N
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
CP5073947
73890000.00000000
PA
6125818.11000000
3.804703016101
Long
DBT
NUSS
ZA
N
2
2026-12-21
Fixed
10.50000000
N
N
N
N
N
N
Republica Orient Uruguay
549300RDR012H2V82H43
Oriental Republic of Uruguay
AN9574152
28360000.00000000
PA
667337.37000000
0.414478598418
Long
DBT
NUSS
UY
N
2
2022-06-20
Fixed
9.87500000
N
N
N
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federation
AM3604130
144130000.00000000
PA
2010782.79000000
1.248883203591
Long
DBT
NUSS
RU
N
2
2022-12-07
Fixed
7.40000000
N
N
N
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Republic of Turkey
AM7418404
5610000.00000000
PA
493492.69000000
0.306504876957
Long
DBT
NUSS
TR
N
2
2027-02-24
Fixed
11.00000000
N
N
N
N
N
N
Poland Government Bond
259400R9L8QEP0TPXS31
Republic of Poland
QZ7524254
9490000.00000000
PA
2740600.49000000
1.702167900351
Long
DBT
NUSS
PL
N
2
2027-07-25
Fixed
2.50000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: COP 06/30/2021
N/A
1.00000000
NC
-1089053.00000000
-0.67640324270
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-4059993920.00000000
COP
-1090531.00000000
USD
2021-06-30
1478.00000000
N
N
N
Brazil Letras do Tesouro Nacional
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional
ZP2084801
9440000.00000000
PA
1909486.55000000
1.185968813558
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Colombian TES
ZP5354458
1465000000.00000000
PA
380315.26000000
0.236211162461
Long
DBT
NUSS
CO
N
2
2027-11-03
Fixed
5.75000000
N
N
N
N
N
N
Mex Bonos Desarr Fix Rt
254900EGTWEU67VP6075
Mexican Bonos
EF7918115
24916000.00000000
PA
1582815.86000000
0.983075920364
Long
DBT
NUSS
MX
N
2
2036-11-20
Fixed
10.00000000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Republic of Indonesia
EF6976122
58400000000.00000000
PA
4922198.11000000
3.057143006645
Long
DBT
NUSS
ID
N
2
2025-09-15
Fixed
11.00000000
N
N
N
N
N
N
Thailand Government Bond
254900PHJ6MSKT6C7026
Thailand Government
AT4545436
40900000.00000000
PA
1433328.39000000
0.890230292602
Long
DBT
NUSS
TH
N
2
2028-12-17
Fixed
2.87500000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Republic of Indonesia
EJ8243903
1680000000.00000000
PA
136128.81000000
0.084548656960
Long
DBT
NUSS
ID
N
2
2029-03-15
Fixed
9.00000000
N
N
N
N
N
N
Bonos Tesoreria Pesos
549300FLZTJM5YJF8D34
Republic of Chile
N/A
1190000000.00000000
PA
1779909.36000000
1.105489322205
Long
DBT
NUSS
CL
N
2
2026-03-01
Fixed
4.50000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: IDR 06/16/2021
N/A
1.00000000
NC
-459432.00000000
-0.28535001932
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-6571764000.00000000
IDR
-445574.00000000
USD
2021-06-16
-13858.00000000
N
N
N
Poland Government Bond
259400R9L8QEP0TPXS31
Republic of Poland
AX1032579
957000.00000000
PA
280798.09000000
0.174401740429
Long
DBT
NUSS
PL
N
2
2029-10-25
Fixed
2.75000000
N
N
N
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
ZS9902447
56000000.00000000
PA
808749.52000000
0.502308701100
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Republic of Indonesia
EJ3390386
68500000000.00000000
PA
4759275.46000000
2.955952882042
Long
DBT
NUSS
ID
N
2
2033-05-15
Fixed
6.62500000
N
N
N
N
N
N
Egypt Treasury Bill
529900GFIVH4086NMH82
Egypt Treasury Bills
N/A
11600000.00000000
PA
710040.74000000
0.441001364474
Long
DBT
NUSS
EG
N
2
2021-09-28
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: MXN 07/30/2021
N/A
1.00000000
NC
-569174.00000000
-0.35351001214
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
-11448473.05000000
MXN
-570811.00000000
USD
2021-07-30
1637.00000000
N
N
N
Mex Bonos Desarr Fix Rt
254900EGTWEU67VP6075
Mexican Bonos
N/A
17640000.00000000
PA
941121.37000000
0.584523936339
Long
DBT
NUSS
MX
N
2
2023-12-07
Fixed
8.00000000
N
N
N
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Republic of Turkey
AH0050577
2990000.00000000
PA
266859.88000000
0.165744815154
Long
DBT
NUSS
TR
N
2
2026-02-11
Fixed
10.60000000
N
N
N
N
N
N
Czech Republic
3157007EFDLQABN47912
Czech Republic Government
EK9894123
36500000.00000000
PA
1699178.62000000
1.055348021165
Long
DBT
NUSS
CZ
N
2
2026-06-26
Fixed
1.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: PLN 06/08/2021
N/A
1.00000000
NC
-84255.00000000
-0.05233019441
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
-310000.00000000
PLN
-80751.00000000
USD
2021-06-08
-3504.00000000
N
N
N
Mex Bonos Desarr Fix Rt
254900EGTWEU67VP6075
Mexican Bonos
QJ1649335
27850000.00000000
PA
1376603.77000000
0.854999025705
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
Mexican Bonos
254900EGTWEU67VP6075
Mexican Bonos
ZR8833868
15887000.00000000
PA
821673.44000000
0.510335657912
Long
DBT
NUSS
MX
N
2
2023-03-09
Fixed
6.75000000
N
N
N
N
N
N
Bonos De Tesoreria
254900STKLK2DBJJZ530
Republic of Peru
N/A
5860000.00000000
PA
1685502.27000000
1.046853735315
Long
DBT
NUSS
PE
N
2
2032-08-12
Fixed
6.15000000
N
N
N
N
N
N
America Movil Sab De Cv
5493000FNR3UCEAONM59
America Movil SAB de CV
EJ4631663
90680000.00000000
PA
4613478.17000000
2.865399199408
Long
DBT
CORP
MX
N
2
2022-12-05
Fixed
6.45000000
N
N
N
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Republic of Turkey
EK4199411
5540000.00000000
PA
511911.98000000
0.317944969849
Long
DBT
NUSS
TR
N
2
2024-07-24
Fixed
9.00000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: CNH 06/30/2021
N/A
1.00000000
NC
-190659.00000000
-0.11841697865
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-1217000.00000000
CNY
-186900.00000000
USD
2021-06-30
-3759.00000000
N
N
N
N/A
N/A
Forward Contracts: RUB 06/30/2021
N/A
1.00000000
NC
-880288.00000000
-0.54674075339
N/A
DFE
CORP
N/A
N
2
Goldman Sachs International
W22LROWP2IHZNBB6K528
-64974000.00000000
RUB
-860868.00000000
USD
2021-06-30
-19420.00000000
N
N
N
2021-06-30
STONE HARBOR INVESTMENT FUNDS
Peter Wilby
Peter Wilby
President and Chief Executive Officer/Principal Executive Officer