0001752724-21-014716.txt : 20210128
0001752724-21-014716.hdr.sgml : 20210128
20210128095440
ACCESSION NUMBER: 0001752724-21-014716
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20201130
FILED AS OF DATE: 20210128
PERIOD START: 20201130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Stone Harbor Emerging Markets Total Income Fund
CENTRAL INDEX KEY: 0001551040
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-22716
FILM NUMBER: 21562458
BUSINESS ADDRESS:
STREET 1: C/O STONE HARBOR INVESTMENT PARTNERS LP
STREET 2: 31 WEST 52ND STREET, 16TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10019
BUSINESS PHONE: 212-548-1200
MAIL ADDRESS:
STREET 1: C/O STONE HARBOR INVESTMENT PARTNERS LP
STREET 2: 31 WEST 52ND STREET, 16TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10019
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001551040
XXXXXXXX
STONE HARBOR EMERGING MARKETS TOTAL INCOME FUND
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0001551040
PTMQB4SW61W2TB7LXK23
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DENVER
80203
3036232577
Stone Harbor Emerging Markets Total Income Fund
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2020-11-30
2020-11-30
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35464447.57
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0.00000000
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BRL
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COP
TRY
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ZAR
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N/A
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Reverse Repo
N/A
-386845.00000000
NS
USD
-386845.00000000
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Short
RA
CORP
US
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Reverse repurchase
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-386845.00000000
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USD
CDS
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Eskom Holdings Soc Ltd
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Eskom Holdings SOC, Ltd.
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USD
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Long
DBT
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N
2
2023-08-06
Fixed
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N
N
N
N
N
N
Republic Of South Africa
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Republic of South Africa
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PA
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DBT
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2
2037-01-31
Fixed
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N
N
N
N
N
N
Republic Of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
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PA
USD
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Long
DBT
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2027-02-11
Fixed
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N
N
N
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Petroleos Mexicanos
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2026-08-04
Fixed
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N
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Turkey Government Bond
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PA
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DBT
NUSS
TR
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2024-07-24
Fixed
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N
N
N
N
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N/A
N/A
Reverse Repo
N/A
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NS
USD
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Short
RA
CORP
US
N
2
Reverse repurchase
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-792500.01000000
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CDS
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N
Png Govt Intl Bond
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Papua New Guinea Government
69888UAB1
2059000.00000000
PA
USD
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Long
DBT
NUSS
PG
Y
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-753952.80000000
NS
USD
-753952.80000000
-0.93707534476
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-753952.80000000
USD
736829.35390000
USD
CDS
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N
N
N/A
N/A
Reverse Repo
N/A
-474240.01000000
NS
USD
-474240.01000000
-0.58942498903
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.45000000
2021-03-05
-474240.01000000
USD
473062.52050000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-238454.94000000
NS
USD
-238454.94000000
-0.29637166293
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-08-25
-238454.94000000
USD
256168.19260000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-645331.50000000
NS
USD
-645331.50000000
-0.80207174487
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-645331.50000000
USD
684415.19560000
USD
CDS
N
N
N
Empresas Public Medellin
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
N/A
500000000.00000000
PA
139728.88000000
0.173666691600
Long
DBT
CORP
CO
N
2
2021-02-01
Fixed
8.37500000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
066716AB7
1267000.00000000
PA
USD
1216320.00000000
1.511743816510
Long
DBT
NUSS
TN
N
2
2027-09-19
Fixed
8.25000000
N
N
N
N
N
N
Egypt Treasury Bill
529900GFIVH4086NMH82
Egypt Treasury Bill
ZQ9335436
64700000.00000000
PA
4106532.50000000
5.103940668716
Long
DBT
NUSS
EG
N
2
2020-12-08
None
0.00000000
N
N
N
N
N
N
Theta Capital Pte Ltd
2549003I5QVCGQHCYJ52
Theta Capital Pte, Ltd.
N/A
640000.00000000
PA
USD
635200.06000000
0.789479547283
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.12500000
N
N
N
N
N
N
Barclays
AC28XWWI3WIBK2824319
Republic Of Turkey CDS USD 5Y
N/A
1.00000000
NC
USD
-567579.83000000
-0.70543549261
N/A
DCR
CORP
US
N
2
Barclays
AC28XWWI3WIBK2824319
Turkey
Republic Of Turkey
Y
Underlying Performance
2025-06-20
0.00000000
USD
891133.33000000
USD
-5000000.00000000
USD
323553.50000000
N
N
N
Digicel Group 0.5 Ltd
N/A
Digicel Group 0.5, Ltd.
25381YAD3
2329516.00000000
PA
USD
1863612.80000000
2.316253228401
Long
DBT
CORP
BM
N
2
2024-04-01
Fixed
10.00000000
N
N
N
N
N
N
Banco Mercantil De Norte
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
662000.00000000
PA
USD
702340.63000000
0.872927440547
Long
DBT
CORP
MX
Y
2
2020-12-31
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-347787.50000000
NS
USD
-347787.50000000
-0.43225927600
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-347787.50000000
USD
361915.46110000
USD
CDS
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federation
AM3604130
188000000.00000000
PA
2604526.25000000
3.237122182794
Long
DBT
NUSS
RU
N
2
2022-12-07
Fixed
7.40000000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-844293.53000000
NS
USD
-844293.53000000
-1.04935832946
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2021-11-27
-844293.53000000
USD
842628.16100000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO
N/A
-237892.15000000
NS
USD
-237892.15000000
-0.29567218064
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.05000000
2021-11-27
-237892.15000000
USD
263647.22120000
USD
CDS
N
N
N
Sixsigma Networks Mexico
5493000VGOF3UCTUXW26
Sixsigma Networks Mexico SA de CV
83006LAB9
1068000.00000000
PA
USD
985563.75000000
1.224940726814
Long
DBT
CORP
MX
Y
2
2025-05-02
Fixed
7.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EK6310859
30590000.00000000
PA
1217492.67000000
1.513201308470
Long
DBT
NUSS
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
State Street Institutional Liquid Reserves Fund
5493000HFJPORCLSV250
State Street Institutional Liquid Reserves Fund - Institutional Class (7-Day SEC Yield)
85749P101
3077945.55700000
NS
USD
3078561.15000000
3.826292244032
Long
STIV
RF
US
N
1
N
N
N
Ukraine Government
6354001WLTJXOMEXPY07
Ukraine Government International Bond
N/A
100000.00000000
PA
112127.68000000
0.139361621036
Long
DBT
NUSS
UA
Y
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-356132.22000000
NS
USD
-356132.22000000
-0.44263078913
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-356132.22000000
USD
377928.17960000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-621698.00000000
NS
USD
-621698.00000000
-0.77269806238
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-621698.00000000
USD
561161.90580000
USD
CDS
N
N
N
Gran Tierra Energy Intl
549300RQNK5SS6I0T293
Gran Tierra Energy International Holdings, Ltd.
38502HAA3
657000.00000000
PA
USD
285795.00000000
0.355209832971
Long
DBT
CORP
KY
Y
2
2025-02-15
Fixed
6.25000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-689244.60000000
NS
USD
-689244.60000000
-0.85665060355
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-689244.60000000
USD
619822.23330000
USD
CDS
N
N
N
Oman Gov Interntl Bond
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAE3
31000.00000000
PA
USD
32588.75000000
0.040504013171
Long
DBT
NUSS
OM
Y
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
Gran Tierra Energy Inc
549300IH2S17MAIUCM32
Gran Tierra Energy, Inc.
38502JAA9
1289000.00000000
PA
USD
522045.00000000
0.648841012800
Long
DBT
CORP
US
Y
2
2027-05-23
Fixed
7.75000000
N
N
N
N
N
N
Republic Of Gabon
N/A
Republic of Gabon
362420AC5
832000.00000000
PA
USD
847990.04000000
1.053952660017
Long
DBT
NUSS
GA
Y
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
Republic Of Nigeria
549300GSBZD84TNEQ285
Republic of Nigeria
AQ1229378
2970000.00000000
PA
USD
3038217.34000000
3.776149596289
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.62500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-975838.34000000
NS
USD
-975838.34000000
-1.21285317713
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-975838.34000000
USD
1014856.52300000
USD
CDS
N
N
N
Tullow Oil Plc
2138003EYHWO75RKS857
Tullow Oil PLC
899415AE3
967000.00000000
PA
USD
626132.60000000
0.778209752668
Long
DBT
CORP
GB
Y
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-226128.46000000
NS
USD
-226128.46000000
-0.28105128678
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-226128.46000000
USD
252161.14560000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-944475.00000000
NS
USD
-944475.00000000
-1.17387220558
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-29
-944475.00000000
USD
960692.81630000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-497962.50000000
NS
USD
-497962.50000000
-0.61890927570
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-30
-497962.50000000
USD
469176.06590000
USD
CDS
N
N
N
Csn Resources Sa
222100ZEX458NMOXZP08
CSN Resources SA
12644VAC2
941000.00000000
PA
USD
1020543.86000000
1.268416921396
Long
DBT
CORP
LU
Y
2
2026-04-17
Fixed
7.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
512000.00000000
PA
USD
500224.05000000
0.621720118436
Long
DBT
NUSS
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
Republic Of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HS2
25578871.00000000
PA
USD
10039706.87000000
12.47818401432
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX39
491000.00000000
PA
USD
513171.69000000
0.637812523978
Long
DBT
NUSS
EG
Y
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
Republic Of Sri Lanka
254900HXCCIOHM74FA02
Republic of Sri Lanka
85227SAV8
661000.00000000
PA
USD
451545.63000000
0.561218523106
Long
DBT
NUSS
LK
Y
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
Republic Of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AH6
2427000.00000000
PA
USD
2377322.22000000
2.954734088017
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
Republic Of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
N/A
702000.00000000
PA
USD
788324.10000000
0.979794859560
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
Republic Of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAA9
296000.00000000
PA
USD
311447.50000000
0.387092896846
Long
DBT
NUSS
GH
Y
2
2027-03-26
Fixed
7.87500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-184875.00000000
NS
USD
-184875.00000000
-0.22977805024
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-29
-184875.00000000
USD
192385.06520000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-1523115.83000000
NS
USD
-1523115.83000000
-1.89305523039
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-24
-1523115.83000000
USD
1549269.63300000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-1272106.45000000
NS
USD
-1272106.45000000
-1.58107986362
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-1272106.45000000
USD
1409220.57400000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-549617.78000000
NS
USD
-549617.78000000
-0.68311076062
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-549617.78000000
USD
612891.66810000
USD
CDS
N
N
N
Costa Rica Government
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
ZQ5851725
847000.00000000
PA
USD
748800.94000000
0.930672183999
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
Oman Gov Interntl Bond
549300SZ20F0QTKNQC75
Oman Government
682051AH0
13000.00000000
PA
USD
12788.75000000
0.015894923813
Long
DBT
NUSS
OM
Y
2
2028-01-17
Fixed
5.62500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-303972.01000000
NS
USD
-303972.01000000
-0.37780173515
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-22
-303972.01000000
USD
338966.31270000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-750600.00000000
NS
USD
-750600.00000000
-0.93290820563
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-750600.00000000
USD
832820.64500000
USD
CDS
N
N
N
Republic Of Sri Lanka
254900HXCCIOHM74FA02
Republic of Sri Lanka
N/A
426000.00000000
PA
USD
381935.63000000
0.474701416533
Long
DBT
NUSS
LK
N
2
2021-07-27
Fixed
6.25000000
N
N
N
N
N
N
Republic of Nigeria
549300GSBZD84TNEQ285
Republic of Nigeria
65412JAK9
434000.00000000
PA
USD
492250.96000000
0.611810498019
Long
DBT
NUSS
NG
Y
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
Nota Do Tesouro Nacional
254900ZFY40OYEADAP90
Nota Do Tesouro Nacional
EK0169285
5170000.00000000
PA
1077947.96000000
1.339763518687
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-2755753.55000000
NS
USD
-2755753.55000000
-3.42508006859
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.30000000
2021-11-27
-2755753.55000000
USD
3054101.47300000
USD
CDS
N
N
N
Arab Republic Of Egypt
529900GFIVH4086NMH82
Republic of Egypt
038461AM1
3480000.00000000
PA
USD
3777431.42000000
4.694906432087
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-645750.00000000
NS
USD
-645750.00000000
-0.80259189153
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2021-11-02
-645750.00000000
USD
602548.18220000
USD
CDS
N
N
N
Neon Capital Limited
549300K1NZTY5QS1NO76
Republic of Iraq (Counterparty: Bank of America - Merrill Lynch)
N/A
335595768.14000000
PA
2499609.86000000
3.106723353675
Long
DBT
CORP
IQ
N
3
2028-01-01
Floating
0.00000000
N
N
N
N
N
N
Republic of Egypt
529900GFIVH4086NMH82
Republic of Egypt
AM2612894
259000.00000000
PA
USD
281136.42000000
0.349419761683
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Republic Of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
P01012AJ5
1116000.00000000
PA
USD
1068221.25000000
1.327674353255
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
Republic Of Cameroon
54930021BO6NHYGBBV24
Republic of Cameroon
133653AA3
1803000.00000000
PA
USD
1969214.06000000
2.447503271005
Long
DBT
NUSS
CM
Y
2
2025-11-19
Fixed
9.50000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-700104.00000000
NS
USD
-700104.00000000
-0.87014757047
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-29
-700104.00000000
USD
775229.60850000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO
N/A
-415708.59000000
NS
USD
-415708.59000000
-0.51667726453
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.35000000
2021-11-27
-415708.59000000
USD
481406.09260000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-763125.00000000
NS
USD
-763125.00000000
-0.94847531897
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-29
-763125.00000000
USD
811290.58830000
USD
CDS
N
N
N
Aerovias De Mexico S.a.
549300TK6ZHQ3FJ26B03
Aerovias de Mexico SA de CV
008065AD6
1000000.00000000
PA
USD
355000.00000000
0.441223571807
Long
DBT
CORP
MX
Y
2
2025-02-05
Fixed
7.00000000
Y
Y
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
ED9640662
1020000.00000000
PA
USD
898396.82000000
1.116602405129
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
EJ2359143
2060000.00000000
PA
106516.54000000
0.132387628832
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-437635.83000000
NS
USD
-437635.83000000
-0.54393026496
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.15000000
2021-10-26
-437635.83000000
USD
412867.39260000
USD
CDS
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
ZS9902447
23790000.00000000
PA
361151.73000000
0.448869454296
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-712242.42000000
NS
USD
-712242.42000000
-0.88523420998
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-712242.42000000
USD
640617.31910000
USD
CDS
N
N
N
Republic Of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
583000.00000000
PA
USD
605955.63000000
0.753132133593
Long
DBT
NUSS
NG
Y
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Republic of Colombia
N/A
2100000000.00000000
PA
680797.08000000
0.846151322010
Long
DBT
NUSS
CO
N
2
2030-09-18
Fixed
7.75000000
N
N
N
N
N
N
Kondor Finance Plc (nak)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
50050MAB1
172000.00000000
PA
USD
174580.00000000
0.216982566665
Long
DBT
CORP
GB
Y
2
2026-11-08
Fixed
7.62500000
N
N
N
N
N
N
Petroleos De Venezuela S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
2000000.00000000
PA
USD
70000.00000000
0.087001831060
Long
DBT
NUSS
VE
N
2
2035-05-17
Fixed
9.75000000
Y
Y
N
N
N
N
Mex Bonos Desarr Fix Rt
254900EGTWEU67VP6075
Mexican Bonos
EG1116375
18280000.00000000
PA
1015433.03000000
1.262064756135
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
3123000.00000000
PA
USD
2885652.00000000
3.586528682912
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-344541.86000000
NS
USD
-344541.86000000
-0.42822532424
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-344541.86000000
USD
367662.16240000
USD
CDS
N
N
N
Ukreximbank(biz Fin Plc)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
UV3121018
593000.00000000
PA
USD
625615.00000000
0.777566436271
Long
DBT
CORP
GB
N
2
2025-01-22
Fixed
9.75000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-1149362.51000000
NS
USD
-1149362.51000000
-1.42852347032
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-03-05
-1149362.51000000
USD
1204120.17400000
USD
CDS
N
N
N
Petroleos De Venezuela S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
P7807HAR6
2550000.00000000
PA
USD
95625.00000000
0.118850715645
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-492566.67000000
NS
USD
-492566.67000000
-0.61220288870
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-492566.67000000
USD
453012.38680000
USD
CDS
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanese Republic
N/A
900000.00000000
PA
USD
121500.00000000
0.151010321055
Long
DBT
NUSS
LB
N
2
2021-04-12
Fixed
8.25000000
Y
Y
N
N
N
N
Eskom Holdings Soc Ltd
3789001900ED06F65111
Eskom Holdings SOC, Ltd.
296464AA8
4285000.00000000
PA
USD
4268931.25000000
5.305783363173
Long
DBT
CORP
ZA
Y
2
2021-01-26
Fixed
5.75000000
N
N
N
N
N
N
Banque Centrale de Tunisie
254900B5LFB16S9T2T11
Banque Centrale de Tunisie International Bond
AZ5985389
1032000.00000000
PA
1118303.65000000
1.389920931883
Long
DBT
NUSS
TN
N
2
2026-07-15
Fixed
6.37500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-459562.50000000
NS
USD
-459562.50000000
-0.57118255695
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-03-05
-459562.50000000
USD
512468.91470000
USD
CDS
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Colombian TES
N/A
3700000000.00000000
PA
1121399.65000000
1.393768898582
Long
DBT
NUSS
CO
N
2
2032-06-30
Fixed
7.00000000
N
N
N
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Republic of Colombia
EH7652033
1160000000.00000000
PA
392306.60000000
0.487591321959
Long
DBT
NUSS
CO
N
2
2024-07-24
Fixed
10.00000000
N
N
N
N
N
N
Mv24 Capital Bv
N/A
MV24 Capital BV
55388RAA4
1706495.00000000
PA
USD
1851547.25000000
2.301257157790
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
Republica Orient Uruguay
549300RDR012H2V82H43
Republic of Uruguay
917288BD3
51769754.00000000
PA
1383653.85000000
1.719720264344
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-440920.57000000
NS
USD
-440920.57000000
-0.54801281346
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.30000000
2021-11-27
-440920.57000000
USD
488656.23800000
USD
CDS
N
N
N
Republic Of Mozambique
213800759WLKYIKPER73
Mozambique International Bond
ZQ3787269
1368000.00000000
PA
USD
1205122.50000000
1.497826630748
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Fixed
5.00000000
N
N
N
N
N
N
Republic Of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAC5
230000.00000000
PA
USD
229532.82000000
0.285282508978
Long
DBT
NUSS
GH
Y
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-761025.62000000
NS
USD
-761025.62000000
-0.94586603462
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-23
-761025.62000000
USD
774093.38120000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-564408.00000000
NS
USD
-564408.00000000
-0.70149327807
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-564408.00000000
USD
647122.63850000
USD
CDS
N
N
N
Barclays
AC28XWWI3WIBK2824319
Petroleos Mexicanos CDS USD 5Y 12/20/2025
N/A
1.00000000
NC
USD
-706746.25000000
-0.87840311207
N/A
DCR
CORP
US
N
2
Barclays
AC28XWWI3WIBK2824319
Petroleos Mexicanos
Petroleos Mexicanos
Y
Underlying Performance
2025-12-20
0.00000000
USD
728468.11000000
USD
-4100000.00000000
USD
21721.86000000
N
N
N
N/A
N/A
Reverse Repo
N/A
-1910645.67000000
NS
USD
-1910645.67000000
-2.37470959711
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-10-26
-1910645.67000000
USD
1802510.76800000
USD
CDS
N
N
N
Republic Of Venezuela
529900XM8PJTJK5OJI77
Republic of Venezuela
P17625AA5
1475000.00000000
PA
USD
140125.00000000
0.174159022533
Long
DBT
NUSS
VE
N
2
2023-05-07
Fixed
9.00000000
Y
Y
N
N
N
N
Nota Do Tesouro Nacional
254900ZFY40OYEADAP90
Nota Do Tesouro Nacional
EJ0602940
5360000.00000000
PA
1092260.10000000
1.357551838493
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
Banco Mercantil De Norte
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
P1400MAA6
235000.00000000
PA
USD
249320.31000000
0.309876049865
Long
DBT
CORP
MX
N
2
2020-12-31
Fixed
6.75000000
N
N
N
N
N
N
Rep Of Angola(avenir Ii)
724500CRIYMKEWLTHZ15
Republic of Angola
N/A
4894153.85200000
PA
USD
4404738.47000000
5.474575889048
Long
DBT
CORP
NL
N
2
2023-07-01
Floating
7.86688000
N
N
N
N
N
N
Theta Capital Pte Ltd
2549003I5QVCGQHCYJ52
Theta Capital Pte, Ltd.
N/A
1050000.00000000
PA
USD
959601.51000000
1.192672692265
Long
DBT
CORP
SG
N
2
2026-10-31
Fixed
6.75000000
N
N
N
N
N
N
Ihs Netherlands Holdco
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
900000.00000000
PA
USD
978046.92000000
1.215598184332
Long
DBT
CORP
NL
Y
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Rep Of Angola(avenir Ii)
724500CRIYMKEWLTHZ15
Republic of Angola
AW3189593
791000.00000000
PA
USD
707945.00000000
0.879893018432
Long
DBT
CORP
NL
N
2
2023-12-07
Floating
4.98050000
N
N
N
N
N
N
Federal Rep Of Ethiopia
N/A
Federal Democratic Republic of Ethiopia
29766LAA4
1631000.00000000
PA
USD
1611122.19000000
2.002436865606
Long
DBT
NUSS
ET
Y
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
Rep Of Angola(avenir Is)
635400VEZIQKZPR7KU35
Republic of Angola Via Avenir Issuer II Ireland DAC
N/A
1021428.57300000
PA
USD
841735.74000000
1.046179294988
Long
DBT
CORP
IE
N
2
2027-02-19
Fixed
6.92700000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-1043611.73000000
NS
USD
-1043611.73000000
-1.29708759180
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-1043611.73000000
USD
1090001.46600000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-1110361.51000000
NS
USD
-1110361.51000000
-1.38004977870
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-1110361.51000000
USD
1154758.50400000
USD
CDS
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EJ8488532
43400000.00000000
PA
1893814.28000000
2.353790143554
Long
DBT
NUSS
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
Neon Capital Limited
549300K1NZTY5QS1NO76
Republic of Iraq (Counterparty: Bank of America - Merrill Lynch)
N/A
170294035.00000000
PA
1267744.48000000
1.575658443957
Long
DBT
CORP
IQ
N
3
2028-01-01
Floating
0.00000000
N
N
N
N
N
N
Ishares Msci Emerging Markets Etf
549300BPYHDEDI59G670
iShares MSCI Emerging Markets ETF
464287234
60000.00000000
NS
USD
2923800.00000000
3.633942195074
Long
EC
RF
US
N
1
N
N
N
Png Govt Intl Bond
254900NKI6OC90ZW9W36
Papua New Guinea Government International Bond
N/A
1342000.00000000
PA
USD
1366952.88000000
1.698962907623
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
Republic Of Suriname
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAB8
1130000.00000000
PA
USD
780406.25000000
0.969953896017
Long
DBT
NUSS
SR
Y
2
2023-12-30
Fixed
12.87500000
N
N
N
N
N
N
Gol Finance Sa
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAA6
1775000.00000000
PA
USD
1598886.63000000
1.987229492406
Long
DBT
CORP
LU
Y
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-1803764.52000000
NS
USD
-1803764.52000000
-2.24186880060
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-1803764.52000000
USD
1803947.34100000
USD
CDS
N
N
N
Republic Of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
N/A
7919614.00000000
PA
USD
5058653.44000000
6.287315885448
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
First Quantum Minerals L
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AL9
1000000.00000000
PA
USD
1041250.00000000
1.294152237027
Long
DBT
CORP
CA
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Republic Of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAH4
1020000.00000000
PA
USD
997050.00000000
1.239216795129
Long
DBT
NUSS
GH
Y
2
2035-02-11
Fixed
7.87500000
N
N
N
N
N
N
Indonesia Government
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
AW3937330
67990000000.00000000
PA
5484462.46000000
6.816546805764
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-972996.49000000
NS
USD
-972996.49000000
-1.20932108922
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-07-21
-972996.49000000
USD
1016247.29800000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-253184.00000000
NS
USD
-253184.00000000
-0.31467816564
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2021-11-02
-253184.00000000
USD
238547.82860000
USD
CDS
N
N
N
2020-12-30
STONE HARBOR EMERGING MARKETS TOTAL INCOME FUND
Peter Wilby
Peter Wilby
President and Chief Executive Officer/Principal Executive Officer