0001752724-21-160829.txt : 20210729
0001752724-21-160829.hdr.sgml : 20210729
20210729095812
ACCESSION NUMBER: 0001752724-21-160829
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210531
FILED AS OF DATE: 20210729
PERIOD START: 20211130
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: 211125402
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
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0001551040
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Stone Harbor Emerging Markets Total Income Fund
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2021-05-31
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REVERSE REPO
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Indonesia Government
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Indonesia Treasury Bond
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DBT
NUSS
ID
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2
2039-04-15
Fixed
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N
N
N
N
N
N
N/A
N/A
REVERSE REPO
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USD
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RA
CORP
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DBT
NUSS
LK
Y
2
2022-07-25
Fixed
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N
N
N
N
N
N
N/A
N/A
REVERSE REPO
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NS
USD
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-0.53986691144
Short
RA
CORP
US
N
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Reverse repurchase
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-451250.00000000
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Banco Mercantil De Norte
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Banco Mercantil del Norte SA/Grand Cayman
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CORP
MX
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2021-12-31
Fixed
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N
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Banque Centrale de Tunisie International Bond
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USD
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DBT
NUSS
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2
2027-09-19
Fixed
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N
N
N
N
Sixsigma Networks Mexico
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Sixsigma Networks Mexico SA de CV
83006LAB9
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USD
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DBT
CORP
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Y
2
2025-05-02
Fixed
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N
N
N
N
N
Ukraine Government
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Ukraine Government
903724BM3
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USD
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1.783226170080
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DBT
NUSS
UA
Y
2
2032-09-25
Fixed
7.37500000
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N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
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NS
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-0.50122380620
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-418950.00000000
USD
417588.93620000
USD
CDS
N
N
N
Rep Of Angola(avenir Ii)
724500CRIYMKEWLTHZ15
Republic of Angola
N/A
4560461.54200000
PA
USD
4537659.23000000
5.428769138388
Long
DBT
CORP
NL
N
2
2023-07-01
Floating
7.75950000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-213750.00000000
NS
USD
-213750.00000000
-0.25572643173
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.15000000
2022-05-26
-213750.00000000
USD
235425.05160000
USD
CDS
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
EJ7500196
33800000.00000000
PA
2081960.31000000
2.490817689339
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DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
Republic Of Angola
635400VEZIQKZPR7KU35
Republic of Angola
N/A
1242857.14300000
PA
USD
1157410.71000000
1.384704144671
Long
DBT
CORP
IE
N
2
2027-02-19
Fixed
6.92700000
N
N
N
N
N
N
Mex Bonos Desarr Fix Rt
254900EGTWEU67VP6075
Mexican Bonos
EG1116375
37320000.00000000
PA
1983468.25000000
2.372983663335
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
Png Govt Intl Bond
254900NKI6OC90ZW9W36
Papua New Guinea Government
69888UAB1
1001000.00000000
PA
USD
977226.25000000
1.169134886143
Long
DBT
NUSS
PG
Y
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
Republic Of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
37443GAC5
230000.00000000
PA
USD
229870.63000000
0.275012846649
Long
DBT
NUSS
GH
Y
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
N
Republic Of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
N/A
9449614.00000000
PA
USD
8221164.18000000
9.835644353136
Long
DBT
NUSS
EC
Y
2
2030-07-31
Variable
0.50000000
N
N
N
N
N
N
Neon Capital Limited
549300K1NZTY5QS1NO76
Republic of Iraq (Counterparty: Bank of America - Merrill Lynch)
N/A
158929098.00000000
PA
1197665.72000000
1.432864472469
Long
DBT
CORP
IQ
N
3
2028-01-01
Floating
3.19830000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-777500.00000000
NS
USD
-777500.00000000
-0.93018620199
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-777500.00000000
USD
825598.46110000
USD
CDS
N
N
N
Oman Gov Interntl Bond
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAE3
31000.00000000
PA
USD
35030.00000000
0.041909225280
Long
DBT
NUSS
OM
Y
2
2032-10-28
Fixed
7.37500000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-711480.00000000
NS
USD
-711480.00000000
-0.85120113053
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-711480.00000000
USD
777797.21090000
USD
CDS
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N
N
Barclays
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Eskom Holdings CDS USD 5Y
N/A
1.00000000
NC
USD
-704077.35000000
-0.84234474097
N/A
DCR
CORP
US
N
2
Barclays
AC28XWWI3WIBK2824319
Eskom Holdings SOC Limited
Eskom Holdings CDS USD 5Y
Y
Underlying Performance
2025-12-20
0.00000000
USD
1026158.27000000
USD
-6100000.00000000
USD
322080.92000000
N
N
N
Gran Tierra Energy Intl
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Gran Tierra Energy International Holdings, Ltd.
38502HAA3
657000.00000000
PA
USD
578160.00000000
0.691699619993
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
-219556.67000000
NS
USD
-219556.67000000
-0.26267342120
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.05000000
2022-04-09
-219556.67000000
USD
238692.28420000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-474240.01000000
NS
USD
-474240.01000000
-0.56737172184
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.45000000
2022-03-05
-474240.01000000
USD
496788.22550000
USD
CDS
N
N
N
Republic Of Zambia
213800DMLAZ6LGMMD849
Republic of Zambia
988895AF5
594000.00000000
PA
USD
391062.87000000
0.467860174644
Long
DBT
NUSS
ZM
Y
2
2027-07-30
Fixed
8.97000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EJ8488532
43400000.00000000
PA
2066576.92000000
2.472413294332
Long
DBT
NUSS
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-2543865.66000000
NS
USD
-2543865.66000000
-3.04343245872
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2022-04-09
-2543865.66000000
USD
2765578.04000000
USD
CDS
N
N
N
Republic Of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
P01012AJ5
1116000.00000000
PA
USD
1145992.50000000
1.371043615548
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
Petroleos De Venezuela S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
P7807HAR6
2550000.00000000
PA
USD
119850.00000000
0.143386258918
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
Republic Of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
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PA
USD
604073.99000000
0.722702624413
Long
DBT
NUSS
NG
Y
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
Republic Of Argentina
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Argentine Republic Government International Bond
040114HS2
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PA
USD
8528742.37000000
10.20362504557
Long
DBT
NUSS
AR
N
2
2030-07-09
Variable
0.12500000
N
N
N
N
N
N
Republic Of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AG8
379000.00000000
PA
USD
388740.30000000
0.465081496101
Long
DBT
NUSS
GH
Y
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
Ihs Netherlands Holdco
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
900000.00000000
PA
USD
973968.75000000
1.165237675142
Long
DBT
CORP
NL
Y
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Republic Of Gabon
N/A
Republic of Gabon
362420AC5
832000.00000000
PA
USD
896101.44000000
1.072078707491
Long
DBT
NUSS
GA
Y
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EK6310859
30590000.00000000
PA
1357058.74000000
1.623559247901
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
4912834.95500000
NS
USD
4914308.81000000
5.879385527202
Long
STIV
RF
US
N
1
N
N
N
Barclays
AC28XWWI3WIBK2824319
Petroleos Mexicanos CDS USD 5Y
N/A
1.00000000
NC
USD
-221971.44000000
-0.26556240607
N/A
DCR
CORP
US
N
2
Barclays
AC28XWWI3WIBK2824319
Petroleos Mexicanos
Petroleos Mexicanos CDS USD 5Y
Y
Underlying Performance
2025-12-20
0.00000000
USD
242132.88000000
USD
-2050000.00000000
USD
20161.44000000
N
N
N
Barclays
AC28XWWI3WIBK2824319
Petroleos Mexicanos CDS USD 5Y
N/A
1.00000000
NC
USD
-443942.87000000
-0.53112480018
N/A
DCR
CORP
US
N
2
Barclays
AC28XWWI3WIBK2824319
Petroleos Mexicanos
Petroleos Mexicanos CDS USD 5Y
Y
Underlying Performance
2025-12-20
0.00000000
USD
728468.11000000
USD
-4100000.00000000
USD
284525.24000000
N
N
N
N/A
N/A
REVERSE REPO
N/A
-406219.88000000
NS
USD
-406219.88000000
-0.48599373292
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.20000000
2022-04-09
-406219.88000000
USD
475097.73170000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO
N/A
-952564.01000000
NS
USD
-952564.01000000
-1.13962945159
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2022-04-09
-952564.01000000
USD
1056780.07300000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO
N/A
-252080.00000000
NS
USD
-252080.00000000
-0.30158371421
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2022-05-26
-252080.00000000
USD
217830.14440000
USD
CDS
N
N
N
Turkey Government Bond
5493000PCHOG3B6S3Q85
Republic of Turkey
AM7412589
5850000.00000000
PA
649146.31000000
0.776626290208
Long
DBT
NUSS
TR
N
2
2022-03-02
Fixed
11.00000000
N
N
N
N
N
N
First Quantum Minerals L
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First Quantum Minerals, Ltd.
335934AL9
1000000.00000000
PA
USD
1040022.50000000
1.244263124454
Long
DBT
CORP
CA
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
512000.00000000
PA
USD
525312.00000000
0.628473278639
Long
DBT
NUSS
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
Recv Irs Jpmindv 03/26/31
N/A
1.00000000
NC
USD
-158917.72000000
-0.19012613555
N/A
DIR
CORP
US
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
J.P. Morgan Chase & Co.
Payb Irs Jpmindv 03/26/31
Y
2031-03-26
0.00000000
USD
0.00000000
USD
14400000.00000000
USD
-158917.72000000
N
N
N
N/A
N/A
Reverse Repo
N/A
-437635.83000000
NS
USD
-437635.83000000
-0.52357917757
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.15000000
2021-10-26
-437635.83000000
USD
432248.47820000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO
N/A
-905905.00000000
NS
USD
-905905.00000000
-1.08380750008
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2022-05-26
-905905.00000000
USD
892267.44950000
USD
CDS
N
N
N
Barclays
AC28XWWI3WIBK2824319
Republic Of Turkey CDS USD 5Y
N/A
1.00000000
NC
USD
-544543.33000000
-0.65148127582
N/A
DCR
CORP
US
N
2
Barclays
AC28XWWI3WIBK2824319
Turkey
Republic Of Turkey CDS USD 5Y
Y
Underlying Performance
2025-06-20
0.00000000
USD
891133.33000000
USD
-5000000.00000000
USD
346590.00000000
N
N
N
Republic Of Suriname
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAB8
1130000.00000000
PA
USD
786409.38000000
0.940845214655
Long
DBT
NUSS
SR
Y
2
2023-12-30
Fixed
12.87500000
Y
Y
N
N
N
N
Goldman Sachs
W22LROWP2IHZNBB6K528
Republic of Argentina CDS USD 5Y
N/A
1.00000000
NC
USD
-834868.29000000
-0.99882053227
N/A
DCR
CORP
US
N
2
Goldman Sachs
W22LROWP2IHZNBB6K528
Argentina
Republic of Argentina CDS USD 5Y
Y
Underlying Performance
2025-12-20
0.00000000
USD
680625.00000000
USD
-2250000.00000000
USD
-154243.29000000
N
N
N
Png Govt Intl Bond
254900NKI6OC90ZW9W36
Papua New Guinea Government International Bond
N/A
1119000.00000000
PA
USD
1092423.75000000
1.306954982611
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-1149362.51000000
NS
USD
-1149362.51000000
-1.37507543137
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-03-05
-1149362.51000000
USD
1237701.26000000
USD
CDS
N
N
N
Republic of Nigeria
549300GSBZD84TNEQ285
Republic of Nigeria
65412JAK9
434000.00000000
PA
USD
497148.09000000
0.594778512753
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
EJ0602940
5360000.00000000
PA
1075522.45000000
1.286734588970
Long
DBT
NUSS
BR
N
2
2023-01-01
Fixed
10.00000000
N
N
N
N
N
N
Theta Capital Pte Ltd
2549003I5QVCGQHCYJ52
Theta Capital Pte, Ltd.
N/A
1050000.00000000
PA
USD
1042051.50000000
1.246690581436
Long
DBT
CORP
SG
N
2
2026-10-31
Fixed
6.75000000
N
N
N
N
N
N
Commonwealth Of Bahamas
549300W13SXC7EKNJC20
Bahamas Government International Bond
056732AL4
737000.00000000
PA
USD
842252.81000000
1.007655231450
Long
DBT
NUSS
BS
Y
2
2032-10-15
Fixed
8.95000000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-772687.50000000
NS
USD
-772687.50000000
-0.92442861858
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-772687.50000000
USD
810115.99960000
USD
CDS
N
N
N
Neon Capital Limited
549300K1NZTY5QS1NO76
Republic of Iraq (Counterparty: Bank of America - Merrill Lynch)
N/A
313222514.14000000
PA
2361823.52000000
2.825640707201
Long
DBT
CORP
IQ
N
3
2028-01-01
Floating
2.70930000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-373160.00000000
NS
USD
-373160.00000000
-0.44644152171
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-373160.00000000
USD
389525.91600000
USD
CDS
N
N
N
Rep Of Angola(avenir Ii)
724500CRIYMKEWLTHZ15
Republic of Angola
AW3189593
678000.00000000
PA
USD
664440.00000000
0.794923369842
Long
DBT
CORP
NL
N
2
2023-12-07
Floating
4.75738000
N
N
N
N
N
N
Eskom Holdings Soc Ltd
3789001900ED06F65111
Eskom Holdings SOC, Ltd.
29646AAA4
1286000.00000000
PA
USD
1356357.06000000
1.622719771304
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
Oman Gov Interntl Bond
549300SZ20F0QTKNQC75
Oman Government International Bond
68205LAT0
428000.00000000
PA
USD
427465.00000000
0.511410990141
Long
DBT
NUSS
OM
Y
2
2051-01-25
Fixed
7.00000000
N
N
N
N
N
N
Barclays
AC28XWWI3WIBK2824319
Republic of Argentina CDS USD 5Y
N/A
1.00000000
NC
USD
-3376578.43000000
-4.03967416789
N/A
DCR
CORP
US
N
2
Barclays
AC28XWWI3WIBK2824319
Argentina
Republic of Argentina CDS USD 5Y
Y
Underlying Performance
2025-12-20
0.00000000
USD
2757300.00000000
USD
-9100000.00000000
USD
-619278.43000000
N
N
N
Huarong Finance 2019
549300M6T6OW4AGYHK10
Huarong Finance 2019 Co., Ltd.
N/A
200000.00000000
PA
USD
153000.00000000
0.183046287980
Long
DBT
CORP
VG
N
2
2022-05-29
Fixed
3.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
3123000.00000000
PA
USD
3021112.13000000
3.614401052093
Long
DBT
NUSS
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
Republic of Egypt
529900GFIVH4086NMH82
Republic of Egypt
AM2612894
259000.00000000
PA
USD
275781.91000000
0.329940228220
Long
DBT
NUSS
EG
N
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Gran Tierra Energy Inc
549300IH2S17MAIUCM32
Gran Tierra Energy, Inc.
38502JAA9
1289000.00000000
PA
USD
1114985.00000000
1.333946832707
Long
DBT
CORP
US
Y
2
2027-05-23
Fixed
7.75000000
N
N
N
N
N
N
Vedanta Resources
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAE1
863000.00000000
PA
USD
861112.19000000
1.030218234735
Long
DBT
CORP
GB
Y
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
Tullow Oil Plc
2138003EYHWO75RKS857
Tullow Oil PLC
899415AE3
967000.00000000
PA
USD
823158.75000000
0.984811461479
Long
DBT
CORP
GB
Y
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
Republica Orient Uruguay
549300RDR012H2V82H43
Republic of Uruguay
917288BD3
53655517.00000000
PA
1463666.60000000
1.751102862558
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
Titulos De Tesoreria
549300MHDRBVRF6B9117
Colombian TES
N/A
7495000000.00000000
PA
1942403.63000000
2.323854733542
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-407018.51000000
NS
USD
-407018.51000000
-0.48694919866
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.10000000
2022-04-09
-407018.51000000
USD
442492.49110000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO
N/A
-449750.00000000
NS
USD
-449750.00000000
-0.53807233999
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-449750.00000000
USD
388642.92060000
USD
CDS
N
N
N
Republic Of Zambia
213800DMLAZ6LGMMD849
Republic of Zambia
988895AA6
85000.00000000
PA
USD
55844.58000000
0.066811392632
Long
DBT
NUSS
ZM
Y
2
2022-09-20
Fixed
5.37500000
N
N
N
N
N
N
Republic Of Venezuela
529900XM8PJTJK5OJI77
Republic of Venezuela
P17625AA5
1475000.00000000
PA
USD
154875.00000000
0.185289502294
Long
DBT
NUSS
VE
N
2
2023-05-07
Fixed
9.00000000
Y
Y
N
N
N
N
Kondor Finance Plc (nak)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
50050MAB1
172000.00000000
PA
USD
174847.89000000
0.209184687750
Long
DBT
CORP
GB
Y
2
2026-11-08
Fixed
7.62500000
N
N
N
N
N
N
Huarong Finance 2017 Co
5493006V07LYI3HE6G83
Huarong Finance 2017 Co., Ltd.
N/A
1116000.00000000
PA
USD
694710.00000000
0.831137821719
Long
DBT
CORP
VG
N
2
2049-12-31
Fixed
4.50000000
N
N
N
N
N
N
Republic Of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
N/A
702000.00000000
PA
USD
778763.70000000
0.931698068622
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-1715000.00000000
NS
USD
-1715000.00000000
-2.05179335873
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-1715000.00000000
USD
1523383.05000000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO
N/A
-1417500.00000000
NS
USD
-1417500.00000000
-1.69587002099
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-1417500.00000000
USD
1555812.56300000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO
N/A
-521603.33000000
NS
USD
-521603.33000000
-0.62403629643
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
2022-04-09
-521603.33000000
USD
559139.58260000
USD
CDS
N
N
N
Republic of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX39
491000.00000000
PA
USD
501992.26000000
0.600573985543
Long
DBT
NUSS
EG
Y
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
Republic Of Nigeria
549300GSBZD84TNEQ285
Republic of Nigeria
AQ1229378
2970000.00000000
PA
USD
3005825.63000000
3.596112574438
Long
DBT
NUSS
NG
N
2
2047-11-28
Fixed
7.62500000
N
N
N
N
N
N
Digicel Group Holdings
N/A
Digicel Group Holdings, Ltd.
25381YAD3
2445991.00000000
PA
USD
2403186.16000000
2.875126182450
Long
DBT
CORP
BM
N
2
2024-04-01
Fixed
10.00000000
N
N
Y
N
N
N
Arab Republic Of Egypt
529900GFIVH4086NMH82
Republic of Egypt
038461AM1
3480000.00000000
PA
USD
3705486.60000000
4.433173642435
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
-325280.00000000
NS
USD
-325280.00000000
-0.38915880100
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2022-05-26
-325280.00000000
USD
331695.74140000
USD
CDS
N
N
N
Banco Mercantil De Norte
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
662000.00000000
PA
USD
712404.68000000
0.852307400092
Long
DBT
CORP
MX
Y
2
2021-12-31
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-200000.00000000
NS
USD
-200000.00000000
-0.23927619343
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-200000.00000000
USD
219932.58900000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO
N/A
-411250.00000000
NS
USD
-411250.00000000
-0.49201167275
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-411250.00000000
USD
435064.08820000
USD
CDS
N
N
N
N/A
N/A
REVERSE REPO
N/A
-170775.00000000
NS
USD
-170775.00000000
-0.20431195967
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2022-05-26
-170775.00000000
USD
174263.19680000
USD
CDS
N
N
N
Csn Resources Sa
222100ZEX458NMOXZP08
CSN Resources SA
12644VAC2
941000.00000000
PA
USD
1014915.55000000
1.214225647330
Long
DBT
CORP
LU
Y
2
2026-04-17
Fixed
7.62500000
N
N
N
N
N
N
Development Bank Belarus
253400D4JRB0M70A0687
Development Bank of the Republic of Belarus JSC
N/A
1379000.00000000
PA
USD
1297897.56000000
1.552779938152
Long
DBT
NUSS
BY
N
2
2024-05-02
Fixed
6.75000000
N
N
N
N
N
N
Oman Gov Interntl Bond
549300SZ20F0QTKNQC75
Oman Government
682051AH0
13000.00000000
PA
USD
13633.75000000
0.016311159011
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
-442489.50000000
NS
USD
-442489.50000000
-0.52938601598
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.40000000
2022-04-09
-442489.50000000
USD
397567.96600000
USD
CDS
N
N
N
Petroleos De Venezuela S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
2000000.00000000
PA
USD
94000.00000000
0.112459810916
Long
DBT
NUSS
VE
N
2
2035-05-17
Fixed
9.75000000
Y
Y
N
N
N
N
Egypt Government Bond
529900GFIVH4086NMH82
Egypt Government Bond
N/A
29180000.00000000
PA
1851440.81000000
2.215028546971
Long
DBT
NUSS
EG
N
2
2024-01-05
Fixed
13.76500000
N
N
N
N
N
N
Nota Do Tesouro Nacional
254900ZFY40OYEADAP90
Nota Do Tesouro Nacional
EK0169285
9640000.00000000
PA
1963034.11000000
2.348536647158
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
Gol Finance Sa
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAA6
1775000.00000000
PA
USD
1634775.00000000
1.955813695646
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
-777000.00000000
NS
USD
-777000.00000000
-0.92958801151
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2022-05-26
-777000.00000000
USD
787311.59030000
USD
CDS
N
N
N
Islamic Rep Of Pakistan
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AS2
1514000.00000000
PA
USD
1554688.75000000
1.860000030412
Long
DBT
NUSS
PK
Y
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-619515.00000000
NS
USD
-619515.00000000
-0.74117595489
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-619515.00000000
USD
701691.40350000
USD
CDS
N
N
N
Wanda Properties Intl
N/A
Wanda Properties International Co., Ltd.
N/A
400000.00000000
PA
USD
398714.00000000
0.477013840954
Long
DBT
CORP
VG
N
2
2024-01-29
Fixed
7.25000000
N
N
N
N
N
N
Republic Of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AH6
2427000.00000000
PA
USD
2376299.97000000
2.842960056453
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
Ukraine Government
6354001WLTJXOMEXPY07
Ukraine Government International Bond
N/A
100000.00000000
PA
114758.12000000
0.137294430599
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
-1886992.50000000
NS
USD
-1886992.50000000
-2.25756191223
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-1886992.50000000
USD
1886372.26400000
USD
CDS
N
N
N
Republic Of Gabon
N/A
Gabon Government International Bond
362420AD3
460000.00000000
PA
USD
460857.90000000
0.551361620141
Long
DBT
NUSS
GA
Y
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-757505.00000000
NS
USD
-757505.00000000
-0.90626456455
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2022-05-26
-757505.00000000
USD
834164.16510000
USD
CDS
N
N
N
Huarong Finance Ii
549300BHVD63HE2GHX17
Huarong Finance II Co., Ltd.
N/A
400000.00000000
PA
USD
398420.00000000
0.476662104949
Long
DBT
CORP
VG
N
2
2021-06-03
Fixed
3.25000000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-400000.00000000
NS
USD
-400000.00000000
-0.47855238687
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-400000.00000000
USD
439865.17800000
USD
CDS
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federation
AM3604130
188000000.00000000
PA
2622820.81000000
3.137892897446
Long
DBT
NUSS
RU
N
2
2022-12-07
Fixed
7.40000000
N
N
N
N
N
N
Republic Of Mozambique
213800759WLKYIKPER73
Mozambique International Bond
ZQ3787269
1368000.00000000
PA
USD
1119485.70000000
1.339331384526
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Fixed
5.00000000
N
N
N
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
N/A
14700000.00000000
PA
706764.59000000
0.845559703763
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
Egypt Treasury Bill
529900GFIVH4086NMH82
Egypt Treasury Bills
N/A
34500000.00000000
PA
2069823.75000000
2.476297739947
Long
DBT
NUSS
EG
N
2
2021-11-23
None
0.00000000
N
N
N
N
N
N
Arab Republic Of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX54
1083000.00000000
PA
USD
1176774.26000000
1.407870327348
Long
DBT
NUSS
EG
Y
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanese Republic
N/A
900000.00000000
PA
USD
123066.00000000
0.147233820108
Long
DBT
NUSS
LB
N
2
2021-04-12
Fixed
8.25000000
Y
Y
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-889742.28000000
NS
USD
-889742.28000000
-1.06447072950
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.20000000
2022-04-09
-889742.28000000
USD
785789.24070000
USD
CDS
N
N
N
Development Bank Of Kaza
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAC7
348000000.00000000
PA
815221.47000000
0.975315450756
Long
DBT
NUSS
KZ
Y
2
2026-05-06
Fixed
10.95000000
N
N
N
N
N
N
Theta Capital Pte Ltd
2549003I5QVCGQHCYJ52
Theta Capital Pte, Ltd.
N/A
640000.00000000
PA
USD
671945.60000000
0.803902926830
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.12500000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-213892.50000000
NS
USD
-213892.50000000
-0.25589691602
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.15000000
2022-05-26
-213892.50000000
USD
249572.24210000
USD
CDS
N
N
N
Russia Govt Bond - Ofz
5493004EHVGF71PDBU58
Russian Federal Bond - OFZ
ZS9902447
138790000.00000000
PA
2004399.04000000
2.398024862119
Long
DBT
NUSS
RU
N
2
2039-03-16
Fixed
7.70000000
N
N
N
N
N
N
Mv24 Capital Bv
N/A
MV24 Capital BV
55388RAA4
1656060.00000000
PA
USD
1780264.50000000
2.129874564372
Long
DBT
CORP
NL
Y
2
2034-06-01
Fixed
6.74800000
N
N
N
N
N
N
N/A
N/A
REVERSE REPO
N/A
-1053273.96000000
NS
USD
-1053273.96000000
-1.26011691898
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.65000000
2022-04-09
-1053273.96000000
USD
1144922.22900000
USD
CDS
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
EJ2359143
4105000.00000000
PA
248800.58000000
0.297660278539
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
-774000.00000000
NS
USD
-774000.00000000
-0.92599886860
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2022-05-26
-774000.00000000
USD
855203.00060000
USD
CDS
N
N
N
Ukreximbank(biz Fin Plc)
254900R5STMV7BZYC307
Ukreximbank Via Biz Finance PLC
UV3121018
296500.00000000
PA
USD
319849.38000000
0.382661710601
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
-297000.00000000
NS
USD
-297000.00000000
-0.35532514725
Short
RA
CORP
US
N
2
Reverse repurchase
N
0.85000000
2022-05-26
-297000.00000000
USD
302262.09300000
USD
CDS
N
N
N
Costa Rica Government
549300S1EK2VN6XVJP58
Costa Rica Government International Bond
ZQ5851725
847000.00000000
PA
USD
906904.08000000
1.085002780383
Long
DBT
NUSS
CR
N
2
2031-02-19
Fixed
6.12500000
N
N
N
N
N
N
Tullow Oil Plc
2138003EYHWO75RKS857
Tullow Oil PLC
899415AG8
582000.00000000
PA
USD
600187.50000000
0.718052901748
Long
DBT
CORP
GB
Y
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
2021-06-30
STONE HARBOR EMERGING MARKETS TOTAL INCOME FUND
Peter Wilby
Peter Wilby
President and Chief Executive Officer/Principal Executive Officer