0001752724-24-162692.txt : 20240724
0001752724-24-162692.hdr.sgml : 20240724
20240724140849
ACCESSION NUMBER: 0001752724-24-162692
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: 20241130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Virtus Stone Harbor Emerging Markets Income Fund
CENTRAL INDEX KEY: 0001501103
ORGANIZATION NAME:
IRS NUMBER: 000000000
STATE OF INCORPORATION: MA
FISCAL YEAR END: 1130
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22473
FILM NUMBER: 241137548
BUSINESS ADDRESS:
STREET 1: 101 MUNSON STREET
STREET 2: SUITE 104
CITY: GREENFIELD
STATE: MA
ZIP: 01301
BUSINESS PHONE: 1-866-270-7788
MAIL ADDRESS:
STREET 1: 101 MUNSON STREET
STREET 2: SUITE 104
CITY: GREENFIELD
STATE: MA
ZIP: 01301
FORMER COMPANY:
FORMER CONFORMED NAME: Stone Harbor Emerging Markets Income Fund
DATE OF NAME CHANGE: 20101104
FORMER COMPANY:
FORMER CONFORMED NAME: Stone Harbor Emerging Markets Fixed Income Fund
DATE OF NAME CHANGE: 20100910
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001501103
XXXXXXXX
Virtus Stone Harbor Emerging Markets Income Fund
811-22473
0001501103
XXFOYQ5TGUGS75Z22C46
101 Munson Street
Greenfield
01301-9683
800-243-1574
Virtus Stone Harbor Emerging Markets Income Fund
XXFOYQ5TGUGS75Z22C46
2024-11-30
2024-05-31
N
137001293.53
914577.93
136086715.60
0.00000000
0.00000000
37869643.21000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
6622121.88000000
BRL
COP
EUR
IDR
JPY
KZT
MXN
USD
ZAR
N
Securities Portfolio
N/A
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QBR2
10500000.00000000
PA
USD
6890625.00000000
5.063407526311
Long
DBT
CORP
MX
N
2
2045-01-23
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
4000000.00000000
PA
USD
604000.00000000
0.443834651558
Long
DBT
NUSS
VE
N
2
2038-03-31
Fixed
7.00000000
Y
Y
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP MORGAN
000000000
-1104300.00000000
PA
USD
-1104300.00000000
-0.81146789025
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.90000000
2099-01-01
1800000.00000000
USD
1432962.00000000
USD
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
246000.00000000
PA
220184.21000000
0.161796990271
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
7395000.00000000
PA
USD
872610.00000000
0.641216151152
Long
DBT
CORP
VE
N
2
2024-05-16
Fixed
6.00000000
Y
Y
N
N
N
N
GRAN TIERRA ENERGY INC
549300IH2S17MAIUCM32
Gran Tierra Energy Inc
38500TAC5
3445000.00000000
PA
USD
3275979.69000000
2.407273682487
Long
DBT
CORP
US
N
2
2029-10-15
Fixed
9.50000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
1225000.00000000
PA
USD
728875.00000000
0.535595996116
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
25700000.00000000
PA
966906.92000000
0.710507940276
Long
DBT
NUSS
ZA
N
2
2044-01-31
Fixed
8.75000000
N
N
N
N
N
N
J.P. MORGAN CHASE FINANCE LIMITED
5493006E8T4CEG2U3B02
JPM
000000000
-942120.85000000
PA
USD
-942120.85000000
-0.69229450196
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.05000000
2099-01-01
1298000.00000000
USD
1140211.88000000
USD
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAC7
1493000.00000000
PA
USD
1393834.94000000
1.024225571066
Long
DBT
NUSS
NG
N
2
2027-11-28
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
125000.00000000
PA
USD
23312.50000000
0.017130621381
Long
DBT
NUSS
VE
N
2
2022-08-23
Fixed
12.75000000
Y
Y
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
2168000.00000000
PA
USD
1778497.12000000
1.306885181377
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
9.00000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
1525000.00000000
PA
USD
1162400.75000000
0.854161807693
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
Y
Y
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
000000000
-1451602.50000000
PA
USD
-1451602.50000000
-1.06667465196
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.05000000
2099-01-01
1850000.00000000
USD
1743791.50000000
USD
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7900000000.00000000
PA
1639916.83000000
1.205052839117
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
000000000
-1510604.27000000
PA
USD
-1510604.27000000
-1.11003066194
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.90000000
2099-01-01
1840000.00000000
USD
1830800.00000000
USD
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS AUD PUT
000000000
5124000.00000000
NC
49856.29000000
0.036635677318
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
5124000.00000000
USD
0.62690000
AUD
2025-05-30
XXXX
-1984.70000000
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AJ3
1475000.00000000
PA
USD
1423375.00000000
1.045932362849
Long
DBT
NUSS
KE
N
2
2027-05-22
Fixed
7.00000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JPM
000000000
-1164181.25000000
PA
USD
-1164181.25000000
-0.85547016464
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.88000000
2099-01-01
2000000.00000000
USD
1312500.00000000
USD
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
565000.00000000
PA
558099.16000000
0.410105540088
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
922646BL7
2000000.00000000
PA
USD
370000.00000000
0.271885465358
Long
DBT
NUSS
VE
N
2
2034-01-13
Fixed
9.37500000
Y
Y
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP MORGAN
000000000
-830599.88000000
PA
USD
-830599.88000000
-0.61034604027
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.95000000
2099-01-01
1218000.00000000
USD
1101909.37000000
USD
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
808000.00000000
PA
USD
761612.72000000
0.559652510270
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
58000000.00000000
PA
2966746.24000000
2.180041032601
Long
DBT
NUSS
MX
N
2
2034-11-23
Fixed
7.75000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
4208000.00000000
PA
USD
4067116.16000000
2.988620999535
Long
DBT
CORP
GB
N
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AC5
3481000.00000000
PA
USD
3281190.60000000
2.411102792460
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
855000.00000000
PA
USD
611057.81000000
0.449020910899
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
18800000.00000000
PA
3250388.03000000
2.388468276032
Long
DBT
NUSS
BR
N
2
2033-01-01
Fixed
10.00000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AS2
3023000.00000000
PA
USD
2734870.31000000
2.009652667376
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
1216268.00000000
NC
USD
11122.49000000
0.008173090188
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
1216268.00000000
USD
7.37400000
USD
2025-05-14
XXXX
-201.45000000
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS CNH PUT
000000000
2041000.00000000
NC
USD
19289.66000000
0.014174535637
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
2041000.00000000
USD
7.37270000
USD
2025-05-29
XXXX
-967.27000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
000000000
-1148664.43000000
PA
USD
-1148664.43000000
-0.84406800835
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.85000000
2099-01-01
1493000.00000000
USD
1393834.94000000
USD
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
7000000.00000000
PA
7226291.94000000
5.310064180871
Long
DBT
NUSS
EG
N
2
2026-04-16
Fixed
4.75000000
N
N
N
N
N
N
AYDEM YENILENEBILIR ENER
9845009C50EDA74OA532
Aydem Yenilenebilir Enerji AS
054644AA7
1067000.00000000
PA
USD
1033549.55000000
0.759478649655
Long
DBT
CORP
TR
N
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
16700000.00000000
PA
556740.75000000
0.409107345669
Long
DBT
NUSS
ZA
N
2
2036-03-31
Fixed
6.25000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1298000.00000000
PA
USD
1140211.88000000
0.837856858380
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
1000000.00000000
PA
USD
136500.00000000
0.100303691949
Long
DBT
CORP
VE
N
2
2035-05-17
Fixed
9.75000000
Y
Y
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
1336000.00000000
PA
USD
1208412.00000000
0.887972051255
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP MORGAN
000000000
-461832.57000000
PA
USD
-461832.57000000
-0.33936638705
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.00000000
2099-01-01
597000.00000000
USD
566776.88000000
USD
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
25240000.00000000
PA
1309522.58000000
0.962270692055
Long
DBT
CORP
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
40300000000.00000000
PA
2790000.00000000
2.050163373918
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
IHS HOLDING LTD
213800CLGMKL63VKTD94
IHS Holding Ltd
44963HAB1
683000.00000000
PA
USD
610424.42000000
0.448555479723
Long
DBT
CORP
KY
N
2
2028-11-29
Fixed
6.25000000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
48129VAC0
270000000.00000000
PA
596772.81000000
0.438523927459
Long
DBT
CORP
KZ
N
2
2027-04-15
Fixed
13.00000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
293000.00000000
PA
USD
244362.00000000
0.179563448880
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Republic of Iraq CLN
N/A
Republic of Iraq CLN
000000000
178982324.95000000
PA
1057744.40000000
0.777257644389
Long
DBT
CORP
IQ
N
3
2028-01-01
Floating
2.53582000
N
N
N
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
880395.83910000
PA
USD
792081.13000000
0.582041477382
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
000000000
-612826.15000000
PA
USD
-612826.15000000
-0.45032033236
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.95000000
2099-01-01
860000.00000000
USD
808615.00000000
USD
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
36800000.00000000
PA
1371635.03000000
1.007912509279
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1429881.36000000
PA
USD
-1429881.36000000
-1.05071340262
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.05000000
2099-01-01
1868000.00000000
USD
1828772.00000000
USD
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AA6
209000.00000000
PA
USD
142642.50000000
0.104817358087
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
Y
Y
N
N
N
N
MEX BONOS DESARR FIX RT
254900EGTWEU67VP6075
Mexican Bonos
000000000
48800000.00000000
PA
2358386.23000000
1.733002534157
Long
DBT
NUSS
MX
N
2
2042-11-13
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
1850000.00000000
PA
USD
1743791.50000000
1.281382603960
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-684245.19000000
PA
USD
-684245.19000000
-0.50280087000
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
2099-01-01
867000.00000000
USD
823108.13000000
USD
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
000000000
-1217472.50000000
PA
USD
-1217472.50000000
-0.89462993844
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.95000000
2099-01-01
1805000.00000000
USD
1632960.94000000
USD
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05973KAA5
1268000.00000000
PA
USD
1192316.25000000
0.876144482393
Long
DBT
CORP
MX
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JAA8
2741000.00000000
PA
USD
2555352.07000000
1.877738072179
Long
DBT
NUSS
EG
N
2
2026-02-16
Fixed
3.87500000
N
N
N
N
N
N
YAPI VE KREDI BANKASI AS
B85ZYWEZ5IZCZ2WNIO12
Yapi ve Kredi Bankasi AS
984848AR2
638000.00000000
PA
USD
657675.92000000
0.483277090714
Long
DBT
CORP
TR
N
2
2034-01-17
Fixed
9.25000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP MORGAN
000000000
-1568131.05000000
PA
USD
-1568131.05000000
-1.15230281154
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.90000000
2099-01-01
2166000.00000000
USD
2030495.04000000
USD
CDS
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
3450000.00000000
PA
USD
503700.00000000
0.370131645678
Long
DBT
CORP
VE
N
2
2022-02-17
Fixed
12.75000000
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
10000000.00000000
PA
USD
1180000.00000000
0.867094186818
Long
DBT
CORP
VE
N
2
2037-04-12
Fixed
5.50000000
Y
Y
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-463003.13000000
PA
USD
-463003.13000000
-0.34022654449
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.80000000
2099-01-01
655000.00000000
USD
634465.75000000
USD
CDS
N
N
N
GOLDMAN SACHS & CO. LLC
FOR8UP27PHTHYVLBNG30
USD CALL VERSUS MXN PUT
000000000
3450000.00000000
NC
USD
78410.48000000
0.057618026604
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
3450000.00000000
USD
19.30350000
USD
2025-05-20
XXXX
9203.72000000
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAA1
3220000.00000000
PA
USD
2840845.00000000
2.087525580637
Long
DBT
NUSS
NG
N
2
2032-02-16
Fixed
7.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-978185.04000000
PA
USD
-978185.04000000
-0.71879539137
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.90000000
2099-01-01
1301000.00000000
USD
1237169.69000000
USD
CDS
N
N
N
NEON CAPITAL LTD #225
549300K1NZTY5QS1NO76
Neon Capital Ltd/KY
000000000
294392570.58000000
PA
1738669.25000000
1.277618643623
Long
DBT
CORP
KY
N
3
2028-01-06
Variable
0.01000000
N
N
N
N
N
N
REPUBLIC OF TURKIYE
5493000PCHOG3B6S3Q85
Turkiye Government International Bond
900123DF4
1297000.00000000
PA
USD
1423457.50000000
1.045992985960
Long
DBT
NUSS
TR
N
2
2028-01-15
Fixed
9.87500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP MORGAN
000000000
-1292527.50000000
PA
USD
-1292527.50000000
-0.94978227250
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.90000000
2099-01-01
1800000.00000000
USD
1696680.00000000
USD
N
N
N
SIXSIGMA NETWORKS MEXICO
5493000VGOF3UCTUXW26
Sixsigma Networks Mexico SA de CV
83006LAB9
2609000.00000000
PA
USD
2467135.63000000
1.812914375310
Long
DBT
CORP
MX
N
2
2025-05-02
Fixed
7.50000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
43400000.00000000
PA
2507512.92000000
1.842584640936
Long
DBT
CORP
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
13249000.00000000
PA
USD
1649500.50000000
1.212095165003
Long
DBT
CORP
VE
N
2
2021-11-17
Fixed
9.00000000
Y
Y
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
553000.00000000
PA
549515.90000000
0.403798341063
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
REP OF ANGOLA(AVENIR IS)
635400VEZIQKZPR7KU35
Republic of Angola Via Avenir Issuer II Ireland DAC
000000000
1774285.71610000
PA
USD
1702054.54000000
1.250713218035
Long
DBT
NUSS
IE
N
2
2027-02-19
Fixed
6.92700000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP MORGAN
000000000
-1358896.33000000
PA
USD
-1358896.33000000
-0.99855178663
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.00000000
2099-01-01
1685000.00000000
USD
1718750.55000000
USD
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
3000000.00000000
PA
USD
510000.00000000
0.374761046845
Long
DBT
NUSS
VE
N
2
2028-05-07
Fixed
9.25000000
Y
Y
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1046339.00000000
PA
USD
-1046339.00000000
-0.76887666469
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.90000000
2099-01-01
1541000.00000000
USD
1457208.13000000
USD
CDS
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
3304766.27000000
NS
USD
3304766.27000000
2.428426797890
Long
STIV
RF
US
N
1
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
000000000
-1101917.19000000
PA
USD
-1101917.19000000
-0.80971694051
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.95000000
2099-01-01
1475000.00000000
USD
1423375.00000000
USD
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
1909000.00000000
PA
USD
1479475.00000000
1.087156078002
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AE1
1800000.00000000
PA
USD
1432962.00000000
1.052977135705
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
1500000.00000000
PA
USD
1402500.00000000
1.030592878824
Long
DBT
CORP
SG
N
2
2026-10-31
Fixed
6.75000000
N
N
N
N
N
N
TUNISIAN REPUBLIC
254900B5LFB16S9T2T11
Tunisian Republic
000000000
608000.00000000
PA
557244.18000000
0.409477278912
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
683000.00000000
PA
USD
594850.31000000
0.437111225278
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1498030.76000000
PA
USD
-1498030.76000000
-1.10079132514
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.95000000
2099-01-01
1912000.00000000
USD
1847986.24000000
USD
CDS
N
N
N
REPUBLIC OF IRAQ
N/A
Iraq International Bond
000000000
4250000.00000000
PA
USD
4031592.50000000
2.962517305399
Long
DBT
NUSS
IQ
N
2
2028-01-15
Fixed
5.80000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-2231597.97000000
PA
USD
-2231597.97000000
-1.63983527720
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.90000000
2099-01-01
3075000.00000000
USD
2898495.00000000
USD
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
38600000.00000000
PA
1183413.12000000
0.869602234709
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
2368000.00000000
PA
USD
2318272.00000000
1.703525571749
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
5914077.00000000
PA
USD
3956887.14000000
2.907621895755
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
4000000.00000000
PA
USD
636000.00000000
0.467349070183
Long
DBT
NUSS
VE
N
2
2025-04-21
Fixed
7.65000000
Y
Y
N
N
N
N
J.P. MORGAN CHASE FINANCE LIMITED
5493006E8T4CEG2U3B02
JPM
000000000
-2959815.10000000
PA
USD
-2959815.10000000
-2.17494785361
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.88000000
2099-01-01
5000000.00000000
USD
3281250.00000000
USD
N
N
N
NEON CAPITAL LTD 386
549300K1NZTY5QS1NO76
Neon Capital Ltd/KY
000000000
393558134.00000000
PA
2321083.33000000
1.705591408953
Long
DBT
CORP
KY
N
3
2028-01-01
Variable
0.01000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-337705.65000000
PA
USD
-337705.65000000
-0.24815475082
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.75000000
2099-01-01
541928.33000000
USD
487566.14000000
USD
CDS
N
N
N
UKRAINE GOVERNMENT
6354001WLTJXOMEXPY07
Ukraine Government International Bond
903724AT9
1775000.00000000
PA
USD
520075.00000000
0.382164414584
Long
DBT
NUSS
UA
N
2
2028-09-01
Variable
7.75000000
Y
Y
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
1800000.00000000
PA
USD
1696680.00000000
1.246763868552
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-892804.08000000
PA
USD
-892804.08000000
-0.65605527774
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.10000000
2099-01-01
1268000.00000000
USD
1192316.25000000
USD
CDS
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
1536000.00000000
PA
USD
1528320.00000000
1.123048633558
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
13947000.00000000
PA
USD
8124127.50000000
5.969816718833
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
848000.00000000
PA
USD
58088.00000000
0.042684548410
Long
DBT
NUSS
LB
N
2
2023-05-26
Fixed
6.40000000
Y
Y
N
N
N
N
VF UKRAINE (VFU FUNDING)
N/A
VF Ukraine PAT via VFU Funding PLC
918212AA9
825000.00000000
PA
USD
701250.00000000
0.515296439412
Long
DBT
CORP
UA
N
2
2025-02-11
Fixed
6.20000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
12300000.00000000
PA
2162159.70000000
1.588810260036
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
POINSETTIA FINANCE LTD
549300P2JTF5JKW10Z65
Poinsettia Finance Ltd
000000000
10733800.00000000
PA
USD
9351823.25000000
6.871958962907
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
6.62500000
N
N
N
N
N
N
ADANI GREEN ENERGY LTD
335800ZBBU81OH211H17
Adani Green Energy Ltd
000000000
1275000.00000000
PA
USD
1262607.00000000
0.927795923675
Long
DBT
CORP
IN
N
2
2024-09-08
Fixed
4.37500000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
2625000.00000000
PA
USD
1886062.50000000
1.385926974344
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAC7
506000000.00000000
PA
1064292.72000000
0.782069517445
Long
DBT
CORP
KZ
N
2
2026-05-06
Fixed
10.95000000
N
N
N
N
N
N
ESKOM HOLDINGS SOC LTD
3789001900ED06F65111
Eskom Holdings SOC Ltd
29646AAD8
1840000.00000000
PA
USD
1830800.00000000
1.345318675616
Long
DBT
CORP
ZA
N
2
2028-08-10
Fixed
8.45000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAR4
543000.00000000
PA
USD
482151.42000000
0.354297197837
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
-2302906.22000000
-1.69223440351
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
REPUBLIC OF ARGENTINA
Argentine Republic Government International Bond
Y
Default Event
2025-12-20
0.00000000
USD
-1097135.45000000
USD
11200000.00000000
USD
-1205770.77000000
N
N
N
TUNISIAN REPUBLIC
254900B5LFB16S9T2T11
Tunisian Republic
066716AH4
860000.00000000
PA
USD
808615.00000000
0.594190988029
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1754524.17000000
PA
USD
-1754524.17000000
-1.28926924444
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.00000000
2099-01-01
2175000.00000000
USD
2218565.25000000
USD
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AF7
182000.00000000
PA
USD
162526.00000000
0.119428262548
Long
DBT
NUSS
AO
N
2
2032-04-14
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AA8
3860000.00000000
PA
USD
3937315.80000000
2.893240374448
Long
DBT
NUSS
AO
N
2
2025-11-12
Fixed
9.50000000
N
N
N
N
N
N
REPUBLIC OF SRI LANKA
254900HXCCIOHM74FA02
Sri Lanka Government International Bond
85227SAZ9
560000.00000000
PA
USD
326200.00000000
0.239700104864
Long
DBT
NUSS
LK
N
2
2029-03-14
Fixed
7.85000000
Y
Y
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
8275000000.00000000
PA
1655537.63000000
1.216531402569
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AC4
112000.00000000
PA
USD
95200.00000000
0.069955395411
Long
DBT
NUSS
AO
N
2
2048-05-08
Fixed
9.37500000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AF5
1459000.00000000
PA
USD
1112093.57000000
0.817194804868
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
Y
Y
N
N
N
N
FEDERAL REP OF ETHIOPIA
N/A
Ethiopia International Bond
29766LAA4
785000.00000000
PA
USD
553228.75000000
0.406526638225
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
Y
Y
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP MORGAN
000000000
-927597.24000000
PA
USD
-927597.24000000
-0.68162218179
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.80000000
2099-01-01
1167000.00000000
USD
1055551.50000000
USD
N
N
N
QAZAQGAZ NC JSC
635400YGLXBBSVHONW39
QazaqGaz NC JSC
48668NAA9
275000.00000000
PA
USD
258882.25000000
0.190233300038
Long
DBT
CORP
KZ
N
2
2027-09-26
Fixed
4.37500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP MORGAN
000000000
-706695.60000000
PA
USD
-706695.60000000
-0.51929800560
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.05000000
2099-01-01
1068000.00000000
USD
1009927.50000000
USD
CDS
N
N
N
UZAUTO MOTORS AJ
25490082QA3E2MKBZI88
Uzauto Motors AJ
46653NAA0
2166000.00000000
PA
USD
2030495.04000000
1.492059699616
Long
DBT
CORP
UZ
N
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-598765.00000000
PA
USD
-598765.00000000
-0.43998783963
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.00000000
2099-01-01
900000.00000000
USD
839043.00000000
USD
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
000000000
-1501990.40000000
PA
USD
-1501990.40000000
-1.10370096991
Short
RA
CORP
US
N
2
Reverse repurchase
N
6.10000000
2099-01-01
2168000.00000000
USD
1778497.12000000
USD
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1465372.60000000
PA
USD
-1465372.60000000
-1.07679327371
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.85000000
2099-01-01
2425000.00000000
USD
1742362.50000000
USD
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
5789000.00000000
PA
USD
3873202.81000000
2.846128509254
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
6.00000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
27400000000.00000000
PA
1853268.05000000
1.361828773535
Long
DBT
NUSS
ID
N
2
2034-03-15
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
3349000.00000000
PA
USD
622914.00000000
0.457733142616
Long
DBT
NUSS
VE
N
2
2031-08-05
Fixed
11.95000000
Y
Y
N
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
000000000
1464000.00000000
PA
USD
1389885.00000000
1.021323054107
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
7510000.00000000
PA
USD
4273659.38000000
3.140394241390
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.75000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDE9
1124000.00000000
PA
USD
909821.80000000
0.668560333746
Long
DBT
CORP
MX
N
2
2031-01-28
Fixed
5.95000000
N
N
N
N
N
N
EMPRESAS PUBLIC MEDELLIN
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
000000000
2700000000.00000000
PA
686804.10000000
0.504681222536
Long
DBT
CORP
CO
N
2
2024-09-10
Fixed
7.62500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1612012.85000000
PA
USD
-1612012.85000000
-1.18454828077
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.75000000
2099-01-01
2144000.00000000
USD
2038810.00000000
USD
CDS
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
1264921.15960000
PA
USD
1197326.94000000
0.879826465589
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
4389180.70000000
PA
USD
1931239.51000000
1.419124197013
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
6.37500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1015401.60000000
PA
USD
-1015401.60000000
-0.74614307173
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.85000000
2099-01-01
1296000.00000000
USD
1252609.92000000
USD
CDS
N
N
N
2024-07-24
Virtus Stone Harbor Emerging Markets Income Fund
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer