0001752724-24-009772.txt : 20240123 0001752724-24-009772.hdr.sgml : 20240123 20240123143254 ACCESSION NUMBER: 0001752724-24-009772 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20231130 FILED AS OF DATE: 20240123 DATE AS OF CHANGE: 20240123 PERIOD START: 20231130 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: 24552078 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 2023-11-30 2023-11-30 N 74606668.40 706656.12 73900012.28 0.00000000 0.00000000 14172427.73000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 8648887.14000000 BRL COP EUR IDR JPY KZT MXN USD ZAR N Securities Portfolio N/A REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 000000000 850000.00000000 PA USD 752250.00000000 1.017929465491 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 848000.00000000 PA USD 46640.00000000 0.063112303450 Long DBT NUSS LB N 2 2023-05-26 Fixed 6.40000000 Y Y N N N N MC BRAZIL DWNSTRM 213800T2A7R9TYNXZI63 55292WAA8 550763.40910000 PA USD 414449.47000000 0.560824629405 Long DBT CORP LU N 2 2031-06-30 Fixed 7.25000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -341674.44000000 PA USD -341674.44000000 -0.46234693264 Short RA CORP US N 2 Reverse repurchase N 5.65000000 2099-01-01 400000.00000000 USD 417000.00000000 USD CDS N N N ADANI ELECTRICITY MUMBAI 335800AIC1B5EBFVUC38 000000000 1038000.00000000 PA USD 814830.00000000 1.102611454126 Long DBT CORP IN N 2 2030-02-12 Fixed 3.94900000 N N N N N N PNG GOVT INTL BOND N/A 000000000 867000.00000000 PA USD 804237.87000000 1.088278398321 Long DBT NUSS PG N 2 2028-10-04 Fixed 8.37500000 N N N N N N TULLOW OIL PLC 2138003EYHWO75RKS857 000000000 1912000.00000000 PA USD 1742907.50000000 2.358467131772 Long DBT CORP GB N 2 2025-03-01 Fixed 7.00000000 N N N N N N REP OF ANGOLA(AVENIR IS) 635400VEZIQKZPR7KU35 000000000 1109999.99780000 PA USD 1028881.20000000 1.392261203018 Long DBT NUSS IE N 2 2027-02-19 Fixed 6.92700000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -647755.25000000 PA USD -647755.25000000 -0.87652928601 Short RA CORP US N 2 Reverse repurchase N 5.80000000 2099-01-01 865000.00000000 USD 774175.00000000 USD N N N REPUBLIC OF TURKIYE 5493000PCHOG3B6S3Q85 900123DF4 804000.00000000 PA USD 863295.00000000 1.168193310616 Long DBT NUSS TR N 2 2028-01-15 Fixed 9.87500000 N N N N N N REPUBLIC OF ARGENTINA 549300KPBYGYF7HCHO27 040114HT0 1090000.00000000 PA USD 351525.00000000 0.475676510943 Long DBT NUSS AR N 2 2035-07-09 Variable 3.62500000 N N N N N N MONG DUONG FIN HLDGS BV 549300995KGQFMWSV879 60935DAA3 820838.41000000 PA USD 753907.25000000 1.020172022629 Long DBT CORP NL N 2 2029-05-07 Fixed 5.12500000 N N N N N N TITULOS DE TESORERIA 549300MHDRBVRF6B9117 000000000 8275000000.00000000 PA 1598241.19000000 2.162707610851 Long DBT NUSS CO N 2 2034-10-18 Fixed 7.25000000 N N N N N N REPUBLIC OF ZAMBIA 213800DMLAZ6LGMMD849 988895AF5 865000.00000000 PA USD 523325.00000000 0.708152791662 Long DBT NUSS ZM N 2 2027-07-30 Fixed 8.97000000 Y Y N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AA8 1075000.00000000 PA USD 1046109.38000000 1.415574027290 Long DBT NUSS AO N 2 2025-11-12 Fixed 9.50000000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AB6 478000.00000000 PA USD 423030.00000000 0.572435628829 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 975000.00000000 PA USD 135281.25000000 0.183059847794 Long DBT CORP VE N 2 2022-02-17 Fixed 12.75000000 Y Y N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -819256.78000000 PA USD -819256.78000000 -1.10860168317 Short RA CORP US N 2 Reverse repurchase N 6.10000000 2099-01-01 1268000.00000000 USD 1134860.00000000 USD CDS N N N CEMEX SAB DE CV 549300RIG2CXWN6IV731 151290CB7 793000.00000000 PA USD 826702.50000000 1.118677080685 Long DBT CORP MX N 2 N/A Fixed 9.12500000 N N N N N N STUDIO CITY FINANCE LTD 254900D6R731QAUIG324 86389QAG7 500000.00000000 PA USD 387750.00000000 0.524695447317 Long DBT CORP VG N 2 2029-01-15 Fixed 5.00000000 N N N N N N POINSETTIA FINANCE LTD 549300P2JTF5JKW10Z65 000000000 12162617.50000000 PA USD 9978211.40000000 13.50231358851 Long DBT CORP KY N 2 2031-06-17 Fixed 6.62500000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAH6 860000.00000000 PA USD 650375.00000000 0.880074278656 Long DBT NUSS NG N 2 2038-02-23 Fixed 7.69600000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -1023480.83000000 PA USD -1023480.83000000 -1.38495353170 Short RA CORP US N 2 Reverse repurchase N 5.90000000 2099-01-01 1541000.00000000 USD 1382015.03000000 USD CDS N N N REPUBLIC OF MOZAMBIQUE 213800759WLKYIKPER73 000000000 879000.00000000 PA USD 701002.50000000 0.948582386351 Long DBT NUSS MZ N 2 2031-09-15 Variable 9.00000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 171000.00000000 PA USD 132333.48000000 0.179070985128 Long DBT CORP MX N 2 2032-02-16 Fixed 6.70000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -480502.07000000 PA USD -480502.07000000 -0.65020567003 Short RA CORP US N 2 Reverse repurchase N 5.80000000 2099-01-01 860000.00000000 USD 650375.00000000 USD N N N INTERCONTINENTAL EXCHANGE, INC. 5493000F4ZO33MV32P92 000000000 1.00000000 NC USD -6153552.70000000 -8.32686289236 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 -1449992.72000000 USD 11200000.00000000 USD -4703559.98000000 N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 436000.00000000 PA USD 200560.00000000 0.271393730274 Long DBT NUSS EC N 2 2030-07-31 Variable 6.00000000 N N N N N N THETA CAPITAL PTE LTD 2549003I5QVCGQHCYJ52 000000000 1550000.00000000 PA USD 1100500.00000000 1.489174312759 Long DBT CORP SG N 2 2026-10-31 Fixed 6.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -399792.19000000 PA USD -399792.19000000 -0.54099069494 Short RA CORP US N 2 Reverse repurchase N 5.80000000 2099-01-01 865000.00000000 USD 523325.00000000 USD N N N ADANI GREEN ENERGY LTD 335800ZBBU81OH211H17 000000000 600000.00000000 PA USD 571500.00000000 0.773342226026 Long DBT CORP IN N 2 2024-09-08 Fixed 4.37500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 489000.00000000 PA 463745.90000000 0.627531560134 Long DBT NUSS CI N 2 2030-03-22 Fixed 5.25000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -1982944.07000000 PA USD -1982944.07000000 -2.68327975709 Short RA CORP US N 2 Reverse repurchase N 5.70000000 2099-01-01 3629000.00000000 USD 2402035.10000000 USD N N N MEX BONOS DESARR FIX RT 254900EGTWEU67VP6075 000000000 66150000.00000000 PA 3476831.20000000 4.704777567325 Long DBT NUSS MX N 2 2031-05-29 Fixed 7.75000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 450000.00000000 PA USD 405000.00000000 0.548037797971 Long DBT NUSS NG N 2 2031-01-21 Fixed 8.74700000 N N N N N N TUNISIAN REPUBLIC 254900B5LFB16S9T2T11 000000000 360000.00000000 PA 264383.04000000 0.357757775463 Long DBT NUSS TN N 2 2026-07-15 Fixed 6.37500000 N N N N N N GRAN TIERRA ENERGY INC 549300IH2S17MAIUCM32 38500TAC5 2144000.00000000 PA USD 1838480.00000000 2.487793903246 Long DBT CORP US N 2 2029-10-15 Fixed 9.50000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 000000000 45240000.00000000 PA 2265190.78000000 3.065210289028 Long DBT CORP MX N 2 2026-11-12 Fixed 7.47000000 N N N N N N PETROLEOS DE VENEZUELA S 549300YWR8TN1OFD4P06 000000000 2000000.00000000 PA USD 230000.00000000 0.311231342057 Long DBT CORP VE N 2 2021-11-17 Fixed 9.00000000 Y Y N N N N REPUBLIC OF GABON N/A 000000000 1069000.00000000 PA USD 980807.50000000 1.327208845762 Long DBT NUSS GA N 2 2025-06-16 Fixed 6.95000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAC7 1339000.00000000 PA USD 1185015.00000000 1.603538299168 Long DBT NUSS NG N 2 2027-11-28 Fixed 6.50000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 3039000.00000000 PA USD 2561846.61000000 3.466638950333 Long DBT NUSS SV N 2 2027-01-18 Fixed 6.37500000 N N N N N N REPUBLIC OF ANGOLA 549300QHR2R3J8JSGK83 035198AC4 278000.00000000 PA USD 213365.00000000 0.288721196948 Long DBT NUSS AO N 2 2048-05-08 Fixed 9.37500000 N N N N N N REPUBLIC OF SENEGAL 549300NP14ZLQGWIUZ97 81720TAC9 365000.00000000 PA USD 302493.75000000 0.409328416420 Long DBT NUSS SN N 2 2033-05-23 Fixed 6.25000000 N N N N N N REPUBLIC OF IRAQ N/A 000000000 843750.00000000 PA USD 775195.31000000 1.048978594296 Long DBT NUSS IQ N 2 2028-01-15 Fixed 5.80000000 N N N N N N REPUBLIC OF KENYA 549300VVURQQYU45PR87 000000000 225000.00000000 PA USD 217125.00000000 0.293809152801 Long DBT NUSS KE N 2 2024-06-24 Fixed 6.87500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -663089.56000000 PA USD -663089.56000000 -0.89727936375 Short RA CORP US N 2 Reverse repurchase N 5.80000000 2099-01-01 820838.42000000 USD 753907.26000000 USD CDS N N N EMPRESAS PUBLIC MEDELLIN 549300SU25TO8EMXB434 000000000 2700000000.00000000 PA 636628.11000000 0.861472265509 Long DBT CORP CO N 2 2024-09-10 Fixed 7.62500000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 695847AS2 530000.00000000 PA USD 363108.30000000 0.491350797918 Long DBT NUSS PK N 2 2026-04-08 Fixed 6.00000000 N N N N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 36800000.00000000 PA 1435849.76000000 1.942962816514 Long DBT NUSS ZA N 2 2048-02-28 Fixed 8.75000000 N N N N N N DEVELOPMENT BANK OF KAZA 213800LCDPGJ1BI7KX98 25159XAC7 506000000.00000000 PA 939056.51000000 1.270712251632 Long DBT CORP KZ N 2 2026-05-06 Fixed 10.95000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -415968.75000000 PA USD -415968.75000000 -0.56288048833 Short RA CORP US N 2 Reverse repurchase N 5.80000000 2099-01-01 900000.00000000 USD 544500.00000000 USD N N N Republic of Iraq CLN 549300K1NZTY5QS1NO76 000000000 24532022.52000000 PA 148952.70000000 0.201559777061 Long DBT CORP KY N 3 2028-01-06 Variable 0.01000000 N N N N N N REPUBLIC OF ZAMBIA 213800DMLAZ6LGMMD849 988895AA6 124000.00000000 PA USD 66995.96000000 0.090657576275 Long DBT NUSS ZM N 2 2022-09-20 Fixed 5.37500000 Y Y N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 000000000 225000.00000000 PA USD 132952.50000000 0.179908630456 Long DBT CORP PE N 2 2047-06-19 Fixed 5.62500000 N N N N N N MONGOLIA INTL BOND N/A 60937LAG0 156000.00000000 PA USD 160112.16000000 0.216660532332 Long DBT NUSS MN N 2 2028-01-19 Fixed 8.65000000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 262006208 3860408.65000000 NS USD 3860408.65000000 5.223826804484 Long STIV RF US N 1 N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -224523.86000000 PA USD -224523.86000000 -0.30382114031 Short RA CORP US N 2 Reverse repurchase N 5.90000000 2099-01-01 328000.00000000 USD 300940.00000000 USD N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 340000.00000000 PA USD 288891.20000000 0.390921721237 Long DBT NUSS SV N 2 2029-02-28 Fixed 8.62500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -1236384.18000000 PA USD -1236384.18000000 -1.67305003321 Short RA CORP US N 2 Reverse repurchase N 5.95000000 2099-01-01 1912000.00000000 USD 1742907.50000000 USD CDS N N N PROVINCIA DE BUENOS AIRE 549300L6AYROPOTQ4L07 000000000 2416000.00000000 PA USD 887880.00000000 1.201461234723 Long DBT NUSS AR N 2 2037-09-01 Variable 6.37500000 N N N N N N IVORY COAST 254900ICW11T82O6H590 000000000 330000.00000000 PA 309814.31000000 0.419234449956 Long DBT NUSS CI N 2 2031-10-17 Fixed 5.87500000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAU7 401000.00000000 PA USD 367917.50000000 0.497858509963 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.37500000 N N N N N N REPUBLIC OF ECUADOR 5299003Y2U5XK0A35H71 000000000 3561077.00000000 PA USD 1638095.42000000 2.216637547763 Long DBT NUSS EC N 2 2030-07-31 Variable 6.00000000 N N N N N N THETA CAPITAL PTE LTD 2549003I5QVCGQHCYJ52 000000000 935000.00000000 PA USD 779341.20000000 1.054588728682 Long DBT CORP SG N 2 2025-01-22 Fixed 8.12500000 N N N N N N REPUBLIC OF VENEZUELA 529900XM8PJTJK5OJI77 000000000 2250000.00000000 PA USD 345375.00000000 0.467354455492 Long DBT NUSS VE N 2 2023-05-07 Fixed 9.00000000 Y Y N N N N LEBANESE REPUBLIC 529900QPC4K9S1KHL354 000000000 2237000.00000000 PA USD 122766.56000000 0.166125222733 Long DBT NUSS LB N 2 2021-04-12 Fixed 8.25000000 Y Y N N N N REP OF ANGOLA(AVENIR II) 724500CRIYMKEWLTHZ15 000000000 173000.00000000 PA USD 172567.50000000 0.233514846176 Long DBT NUSS NL N 2 2023-12-07 Floating 10.16329000 N N N N N N REPUBLIC OF GABON N/A 362420AC5 2080000.00000000 PA USD 1908400.00000000 2.582408231231 Long DBT NUSS GA N 2 2025-06-16 Fixed 6.95000000 N N N N N N NOTA DO TESOURO NACIONAL 254900ZFY40OYEADAP90 000000000 18800000.00000000 PA 3631616.10000000 4.914229359313 Long DBT NUSS BR N 2 2033-01-01 Fixed 10.00000000 N N N N N N REPUBLIC OF SRI LANKA 254900HXCCIOHM74FA02 85227SAZ9 300000.00000000 PA USD 149658.00000000 0.202514174737 Long DBT NUSS LK N 2 2029-03-14 Fixed 7.85000000 Y Y N N N N AYDEM YENILENEBILIR ENER 9845009C50EDA74OA532 054644AA7 655000.00000000 PA USD 576675.10000000 0.780345066540 Long DBT CORP TR N 2 2027-02-02 Fixed 7.75000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 65412JAR4 697000.00000000 PA USD 590707.50000000 0.799333426037 Long DBT NUSS NG N 2 2028-09-28 Fixed 6.12500000 N N N N N N ESKOM HOLDINGS SOC LTD 3789001900ED06F65111 29646AAD8 701000.00000000 PA USD 690923.13000000 0.934943186994 Long DBT CORP ZA N 2 2028-08-10 Fixed 8.45000000 N N N N N N PETROLEOS DEL PERU SA 549300ZMGDLC9JT2OR80 000000000 250000.00000000 PA USD 173932.50000000 0.235361936532 Long DBT CORP PE N 2 2032-06-19 Fixed 4.75000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 718000.00000000 PA USD 660495.38000000 0.893768971914 Long DBT NUSS SV N 2 2025-01-30 Fixed 5.87500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -327052.49000000 PA USD -327052.49000000 -0.44256080602 Short RA CORP US N 2 Reverse repurchase N 5.75000000 2099-01-01 550763.41000000 USD 414449.47000000 USD CDS N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -477067.22000000 PA USD -477067.22000000 -0.64555770057 Short RA CORP US N 2 Reverse repurchase N 6.05000000 2099-01-01 697000.00000000 USD 590707.50000000 USD N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 000000000 770000.00000000 PA USD 749595.00000000 1.014336773260 Long DBT CORP MX N 2 N/A Fixed 6.75000000 N N N N N N Republic of Iraq CLN 549300K1NZTY5QS1NO76 000000000 442832356.00000000 PA 2683995.38000000 3.631928192150 Long DBT CORP KY N 3 2028-01-01 Variable 0.01000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -660638.53000000 PA USD -660638.53000000 -0.89396267959 Short RA CORP US N 2 Reverse repurchase N 5.65000000 2099-01-01 867000.00000000 USD 804237.87000000 USD N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -995297.84000000 PA USD -995297.84000000 -1.34681688039 Short RA CORP US N 2 Reverse repurchase N 5.90000000 2099-01-01 1454000.00000000 USD 1334045.00000000 USD N N N SIXSIGMA NETWORKS MEXICO 5493000VGOF3UCTUXW26 83006LAB9 1541000.00000000 PA USD 1382015.03000000 1.870114750135 Long DBT CORP MX N 2 2025-05-02 Fixed 7.50000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -1628692.54000000 PA USD -1628692.54000000 -2.20391376097 Short RA CORP US N 2 Reverse repurchase N 6.10000000 2099-01-01 2200000.00000000 USD 2018500.00000000 USD N N N INDONESIA GOVERNMENT 529900FWX0GRR7WG5W79 000000000 40300000000.00000000 PA 2952683.04000000 3.995510892220 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N REPUBLIC OF COLOMBIA 549300MHDRBVRF6B9117 195325DP7 1660000.00000000 PA USD 1485700.00000000 2.010419151719 Long DBT NUSS CO N 2 2029-03-15 Fixed 4.50000000 N N N N N N REPUBLIC OF ZAMBIA 213800DMLAZ6LGMMD849 000000000 900000.00000000 PA USD 544500.00000000 0.736806372828 Long DBT NUSS ZM N 2 2027-07-30 Fixed 8.97000000 Y Y N N N N IHS HOLDING LTD 213800CLGMKL63VKTD94 44963HAB1 400000.00000000 PA USD 317500.00000000 0.429634570014 Long DBT CORP KY N 2 2028-11-29 Fixed 6.25000000 N N N N N N REPUBLIC OF EL SALVADOR 529900AKDMUSFSDOM949 000000000 118000.00000000 PA USD 96522.82000000 0.130612725251 Long DBT NUSS SV N 2 2032-04-10 Fixed 8.25000000 N N N N N N PETROLEOS MEXICANOS 549300CAZKPF4HKMPX17 71654QDD1 3629000.00000000 PA USD 2402035.10000000 3.250385251492 Long DBT CORP MX N 2 2050-01-23 Fixed 7.69000000 N N N N N N ISLAMIC REP OF PAKISTAN 529900LOP29R5WKHOD86 000000000 750000.00000000 PA USD 703957.50000000 0.952581032507 Long DBT NUSS PK N 2 2024-04-15 Fixed 8.25000000 N N N N N N BANCO MERCANTIL DE NORTE 549300QTVYRPFHS0J362 05973KAA5 1268000.00000000 PA USD 1134860.00000000 1.535669568903 Long DBT CORP MX N 2 N/A Fixed 5.87500000 N N N N N N ARAB REPUBLIC OF EGYPT 529900GFIVH4086NMH82 000000000 3879000.00000000 PA 3272275.91000000 4.427977491534 Long DBT NUSS EG N 2 2026-04-16 Fixed 4.75000000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -444379.97000000 PA USD -444379.97000000 -0.60132597585 Short RA CORP US N 2 Reverse repurchase N 5.80000000 2099-01-01 655000.00000000 USD 576675.10000000 USD CDS N N N MELCO RESORTS FINANCE 5493000FQDBWKDBZEF60 000000000 480000.00000000 PA USD 398400.00000000 0.539106811634 Long DBT CORP KY N 2 2029-12-04 Fixed 5.37500000 N N N N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -595335.75000000 PA USD -595335.75000000 -0.80559628020 Short RA CORP US N 2 Reverse repurchase N 5.60000000 2099-01-01 795000.00000000 USD 711525.00000000 USD N N N JPMorgan Chase Bank, National Association 7H6GLXDRUGQFU57RNE97 000000000 -808591.41000000 PA USD -808591.41000000 -1.09416952048 Short RA CORP US N 2 Reverse repurchase N 5.80000000 2099-01-01 1550000.00000000 USD 1100500.00000000 USD CDS N N N REPUBLIC OF SOUTH AFRICA 378900AAFB4F17004C49 000000000 26900000.00000000 PA 857127.72000000 1.159847872220 Long DBT NUSS ZA N 2 2041-02-28 Fixed 6.50000000 N N N N N N UZAUTO MOTORS AJ 25490082QA3E2MKBZI88 46653NAA0 1285000.00000000 PA USD 1113131.25000000 1.506266664452 Long DBT CORP UZ N 2 2026-05-04 Fixed 4.85000000 N N N N N N REPUBLIC OF NIGERIA 549300GSBZD84TNEQ285 000000000 2200000.00000000 PA USD 2018500.00000000 2.731393321495 Long DBT NUSS NG N 2 2029-03-24 Fixed 8.37500000 N N N N N N 2024-01-17 Virtus Stone Harbor Emerging Markets Income Fund Amy Hackett Amy Hackett Vice President and Assistant Treasurer