0001752724-20-146619.txt : 20200728
0001752724-20-146619.hdr.sgml : 20200728
20200728140433
ACCESSION NUMBER: 0001752724-20-146619
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200531
FILED AS OF DATE: 20200728
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: 201053340
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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Stone Harbor Emerging Markets Total Income Fund
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2020-11-30
2020-05-31
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UYU
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Republic of Egypt
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PA
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2030-04-16
Fixed
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USD
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DBT
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2035-02-11
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N
N
N
N
N
N
Indonesia Government
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Indonesia Treasury Bond
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PA
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DBT
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ID
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2
2039-04-15
Fixed
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N
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DBT
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Y
2
2025-11-19
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N
N
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N
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N
N/A
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Reverse Repo
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NS
USD
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Short
RA
CORP
US
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Reverse repurchase
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-459562.50000000
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CDS
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State Street Institutional Liq
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State Street Institutional Liquid Reserves Fund - Institutional Class (7-Day SEC Yield)
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STIV
RF
US
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N
Republic Of Gabon
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Republic of Gabon
362420AC5
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USD
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DBT
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2025-06-16
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N
N
N
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Arab Republic Of Egypt
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2047-01-31
Fixed
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N
N
N
N
N
Republic Of Argentina
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Republic of Argentina
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USD
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DBT
NUSS
AR
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2
2026-04-22
Fixed
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Y
N
N
N
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Republic Of Angola
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Republic of Angola
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DBT
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AO
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2028-05-09
Fixed
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N
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N/A
N/A
Reverse Repo
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NS
USD
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Short
RA
CORP
US
N
2
Reverse repurchase
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2.50000000
2021-04-13
-518000.00000000
USD
244606.07500000
USD
CDS
N
N
N
Republic Of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
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366000.00000000
PA
USD
135969.00000000
0.194456967730
Long
DBT
NUSS
EC
Y
2
2027-06-02
Fixed
9.62500000
N
N
N
N
N
N
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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1.50000000
2021-03-09
-357522.95000000
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365395.96290000
USD
CDS
N
N
N
Republic Of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
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PA
USD
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0.288589977666
Long
DBT
NUSS
GH
Y
2
2051-03-26
Fixed
8.95000000
N
N
N
N
N
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N/A
N/A
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NC
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DFE
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N/A
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J.P. Morgan Chase & Co.
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USD
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COP
2020-06-19
76876.00000000
N
N
N
Kondor Finance Plc (nak)
213800PUC1T9GI6EIO63
NAK Naftogaz Ukraine via Kondor Finance PLC
50050MAB1
558000.00000000
PA
USD
517370.63000000
0.739921040108
Long
DBT
CORP
GB
Y
2
2026-11-08
Fixed
7.62500000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: JPY 06/25/2020
N/A
1.00000000
NC
-453576.16000000
-0.64868495545
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DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-48900000.00000000
JPY
-454705.35000000
USD
2020-06-25
1129.19000000
N
N
N
Dominican Republic
254900EHU7Q8FGVPI369
Dominican Republic
JV8062624
306000.00000000
PA
USD
316423.13000000
0.452534639362
Long
DBT
NUSS
DO
N
2
2026-01-29
Fixed
6.87500000
N
N
N
N
N
N
Petroleos De Venezuela S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
P7807HAR6
2550000.00000000
PA
USD
105825.00000000
0.151346326074
Long
DBT
NUSS
VE
N
2
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
Metinvest Bv
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Metinvest BV
591555AF4
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PA
USD
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1.559557209146
Long
DBT
CORP
NL
Y
2
2029-10-17
Fixed
7.75000000
N
N
N
N
N
N
Sixsigma Networks Mexico
5493000VGOF3UCTUXW26
Sixsigma Networks Mexico SA de CV
83006LAB9
1068000.00000000
PA
USD
901125.00000000
1.288749899211
Long
DBT
CORP
MX
Y
2
2025-05-02
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
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NS
USD
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-0.97925685225
Short
RA
CORP
US
N
2
Reverse repurchase
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2.50000000
2021-04-13
-684720.00000000
USD
601225.24320000
USD
CDS
N
N
N
Republic Of Venezuela
529900XM8PJTJK5OJI77
Republic of Venezuela
P17625AA5
1475000.00000000
PA
USD
92187.50000000
0.131842564942
Long
DBT
NUSS
VE
N
2
2023-05-07
Fixed
9.00000000
Y
Y
N
N
N
N
Ishares Msci Emerging Markets
549300MGJZCNMJLBAJ67
iShares MSCI Emerging Markets ETF
464287234
60000.00000000
NS
USD
2263800.00000000
3.237588594074
Long
EC
RF
US
N
1
N
N
N
Oman Gov Interntl Bond
549300SZ20F0QTKNQC75
Oman Government
682051AH0
36000.00000000
PA
USD
30240.00000000
0.043247936692
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
-153591.85000000
NS
USD
-153591.85000000
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Short
RA
CORP
US
N
2
Reverse repurchase
N
1.50000000
2021-03-09
-153591.85000000
USD
95045.98044000
USD
CDS
N
N
N
Republic Of Mozambique
213800759WLKYIKPER73
Mozambique International Bond
ZQ3787269
1368000.00000000
PA
USD
1105301.32000000
1.580754018308
Long
DBT
NUSS
MZ
Y
2
2031-09-15
Fixed
5.00000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-1175790.00000000
NS
USD
-1175790.00000000
-1.68156387182
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-1175790.00000000
USD
1092438.24700000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-474240.01000000
NS
USD
-474240.01000000
-0.67823749767
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.45000000
2021-03-05
-474240.01000000
USD
415394.36520000
USD
CDS
N
N
N
Republic Of Nigeria
549300GSBZD84TNEQ285
Republic of Nigeria
AQ1229378
2970000.00000000
PA
USD
2475309.38000000
3.540080137597
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
-235619.99000000
NS
USD
-235619.99000000
-0.33697349242
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-235619.99000000
USD
248762.35760000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-1218409.07000000
NS
USD
-1218409.07000000
-1.74251581762
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.50000000
2021-03-05
-1218409.07000000
USD
1179269.07300000
USD
CDS
N
N
N
Republic Of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
N/A
2534000.00000000
PA
USD
941381.00000000
1.346322284776
Long
DBT
NUSS
EC
N
2
2027-06-02
Fixed
9.62500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-874130.00000000
NS
USD
-874130.00000000
-1.25014282080
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-874130.00000000
USD
743831.90900000
USD
CDS
N
N
N
Petroleos De Venezuela S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
N/A
2000000.00000000
PA
USD
83000.00000000
0.118703000842
Long
DBT
NUSS
VE
N
2
2035-05-17
Fixed
9.75000000
Y
Y
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-2769379.17000000
NS
USD
-2769379.17000000
-3.96064599940
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.45000000
2021-03-05
-2769379.17000000
USD
2762591.02100000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-1419334.35000000
NS
USD
-1419334.35000000
-2.02987044029
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.40000000
2021-03-05
-1419334.35000000
USD
1244666.81000000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-377428.02000000
NS
USD
-377428.02000000
-0.53978118766
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.30000000
2021-03-05
-377428.02000000
USD
374034.23440000
USD
CDS
N
N
N
N/A
N/A
Forward Contracts: BRL 06/02/2020
N/A
1.00000000
NC
-1143114.14000000
-1.63483227378
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
-6100000.00000000
BRL
-1088994.02000000
USD
2020-06-02
-54120.12000000
N
N
N
N/A
N/A
Reverse Repo
N/A
-665759.99000000
NS
USD
-665759.99000000
-0.95214106812
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-665759.99000000
USD
549209.47950000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-433710.00000000
NS
USD
-433710.00000000
-0.62027323488
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-433710.00000000
USD
422199.20110000
USD
CDS
N
N
N
Republic Of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
P01012AJ5
951000.00000000
PA
USD
858574.69000000
1.227896290972
Long
DBT
NUSS
SV
N
2
2023-01-24
Fixed
7.75000000
N
N
N
N
N
N
Republic of Nigeria
549300GSBZD84TNEQ285
Republic of Nigeria
65412JAK9
434000.00000000
PA
USD
410808.13000000
0.587519973513
Long
DBT
NUSS
NG
Y
2
2031-01-21
Fixed
8.74700000
N
N
N
N
N
N
Ukraine Government
6354001WLTJXOMEXPY07
Ukraine Government
903724AT9
363000.00000000
PA
USD
363363.00000000
0.519666005967
Long
DBT
NUSS
UA
Y
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
Republic Of Zambia
N/A
Republic of Zambia
988895AE8
163000.00000000
PA
USD
75311.09000000
0.107706655177
Long
DBT
NUSS
ZM
Y
2
2024-04-14
Fixed
8.50000000
N
N
N
N
N
N
Republic Of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
N/A
6750000.00000000
PA
USD
3010500.00000000
4.305486554669
Long
DBT
NUSS
EC
N
2
2022-03-28
Fixed
10.75000000
Y
Y
N
N
N
N
Republic Of Suriname
254900SYU4G5JM13TN77
Suriname Government International Bond
86886PAB8
1130000.00000000
PA
USD
622910.69000000
0.890859857350
Long
DBT
NUSS
SR
Y
2
2023-12-30
Fixed
9.87500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-671441.67000000
NS
USD
-671441.67000000
-0.96026676048
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-22
-671441.67000000
USD
639267.93230000
USD
CDS
N
N
N
N/A
N/A
Forward Contracts: JPY 06/25/2020
N/A
1.00000000
NC
-3559953.21000000
-5.09129070948
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
-383798200.00000000
JPY
-3463138.78000000
USD
2020-06-25
-96814.43000000
N
N
N
First Quantum Minerals L
549300I7UVBGWRYMYZ18
First Quantum Minerals, Ltd.
335934AL9
1000000.00000000
PA
USD
909620.00000000
1.300899079839
Long
DBT
CORP
CA
Y
2
2025-04-01
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-239089.74000000
NS
USD
-239089.74000000
-0.34193577841
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.45000000
2021-03-05
-239089.74000000
USD
238503.69640000
USD
CDS
N
N
N
Republic Of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
N/A
702000.00000000
PA
USD
659660.63000000
0.943418027938
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
EJ7500196
33800000.00000000
PA
1607608.07000000
2.299131350460
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
Ukraine Government
6354001WLTJXOMEXPY07
Ukraine Government International Bond
N/A
100000.00000000
PA
90746.62000000
0.129781880847
Long
DBT
NUSS
UA
Y
2
2030-01-27
Fixed
4.37500000
N
N
N
N
N
N
Republic Of Zambia
N/A
Republic of Zambia
EJ3648502
1004000.00000000
PA
USD
463565.68000000
0.662971533780
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
N
N
N
N
N
N
Ecuador Social Bond Sarl
5493006P8FVL2JCVBP02
Ecuador Social Bond Sarl
N/A
1251000.00000000
PA
USD
422963.85000000
0.604904557145
Long
DBT
CORP
LU
Y
2
2035-01-30
None
0.00000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-402830.16000000
NS
USD
-402830.16000000
-0.57611022677
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.40000000
2021-03-06
-402830.16000000
USD
249280.07250000
USD
CDS
N
N
N
N/A
N/A
Forward Contracts: BRL 06/02/2020
N/A
1.00000000
NC
1143114.14000000
1.634832273782
N/A
DFE
CORP
N/A
N
2
J.P. Morgan Chase & Co.
7H6GLXDRUGQFU57RNE97
1080018.77000000
USD
6100000.00000000
BRL
2020-06-02
63095.37000000
N
N
N
Republic Of Ghana
213800PP4399SNNXZ126
Ghana Government International Bond
374422AH6
2427000.00000000
PA
USD
2117557.50000000
3.028438912137
Long
DBT
NUSS
GH
Y
2
2049-06-16
Fixed
8.62700000
N
N
N
N
N
N
Trinidad & Tobago
N/A
Trinidad & Tobago Government International Bond
P93960AF2
447000.00000000
PA
USD
433869.38000000
0.620501173251
Long
DBT
NUSS
TT
N
2
2024-01-16
Fixed
4.37500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCP5
512000.00000000
PA
USD
439244.80000000
0.628188865839
Long
DBT
NUSS
MX
N
2
2029-01-23
Fixed
6.50000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-792500.01000000
NS
USD
-792500.01000000
-1.13339914885
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-03-05
-792500.01000000
USD
202285.62760000
USD
CDS
N
N
N
Republic Of Ecuador
5299003Y2U5XK0A35H71
Republic of Ecuador
AP6420206
4147000.00000000
PA
USD
1521949.00000000
2.176625463010
Long
DBT
NUSS
EC
N
2
2027-10-23
Fixed
8.87500000
Y
Y
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-530089.00000000
NS
USD
-530089.00000000
-0.75811030137
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.50000000
2021-03-05
-530089.00000000
USD
484730.94080000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-1033340.00000000
NS
USD
-1033340.00000000
-1.47783805892
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-1033340.00000000
USD
960086.52740000
USD
CDS
N
N
N
Ukraine Government
6354001WLTJXOMEXPY07
Ukraine Government
QJ1143461
300000.00000000
PA
USD
302400.00000000
0.432479366926
Long
DBT
NUSS
UA
N
2
2025-09-01
Fixed
7.75000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: RUB 06/30/2020
N/A
1.00000000
NC
3151792.29000000
4.507556660921
N/A
DFE
CORP
N/A
N
2
Goldman Sachs & Co.
W22LROWP2IHZNBB6K528
2855127.30000000
USD
222600000.00000000
RUB
2020-06-30
296664.99000000
N
N
N
Ukreximbank(biz Fin Plc)
213800CQK26QNHYTY203
Ukreximbank Via Biz Finance PLC
UV3121018
700000.00000000
PA
USD
708750.00000000
1.013623516233
Long
DBT
CORP
GB
N
2
2025-01-22
Fixed
9.75000000
N
N
N
N
N
N
Uruguay Notas Del Teso
549300RDR012H2V82H43
Uruguay Notas del Tesoro
UV3423893
136000000.00000000
PA
3166500.54000000
4.528591762272
Long
DBT
NUSS
UY
N
2
2020-07-29
Fixed
13.90000000
N
N
N
N
N
N
Esr Cayman Ltd
549300C81AR42BZUFZ09
ESR Cayman, Ltd.
N/A
980000.00000000
PA
USD
981990.58000000
1.404400345125
Long
DBT
CORP
KY
N
2
2022-04-04
Fixed
7.87500000
N
N
N
N
N
N
Ukraine Government
6354001WLTJXOMEXPY07
Ukraine Government International Bond
N/A
100000.00000000
PA
107692.23000000
0.154016757451
Long
DBT
NUSS
UA
Y
2
2026-06-20
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-937570.00000000
NS
USD
-937570.00000000
-1.34087195783
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-937570.00000000
USD
797815.52280000
USD
CDS
N
N
N
Republic Of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
N/A
2700000.00000000
PA
USD
982800.00000000
1.405557942510
Long
DBT
NUSS
EC
N
2
2029-01-31
Fixed
10.65000000
N
N
N
N
N
N
Republica Orient Uruguay
549300RDR012H2V82H43
Republic of Uruguay
917288BD3
50104369.00000000
PA
1211943.57000000
1.733269139894
Long
DBT
NUSS
UY
N
2
2028-12-15
Fixed
4.37500000
N
N
N
N
N
N
Gol Finance Sa
549300FRXVB8W0960Y03
Gol Finance SA
36254VAA6
1775000.00000000
PA
USD
820937.50000000
1.174069213909
Long
DBT
CORP
KY
Y
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-204542.20000000
NS
USD
-204542.20000000
-0.29252738480
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.50000000
2021-03-05
-204542.20000000
USD
183222.36150000
USD
CDS
N
N
N
Png Govt Intl Bond
254900NKI6OC90ZW9W36
Papua New Guinea Government
69888UAB1
2059000.00000000
PA
USD
1873690.00000000
2.679670188546
Long
DBT
NUSS
PG
Y
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
Republic Of Ecuador
5299003Y2U5XK0A35H71
Ecuador Government International Bond
N/A
370000.00000000
PA
USD
140785.00000000
0.201344602092
Long
DBT
NUSS
EC
N
2
2025-03-27
Fixed
7.87500000
Y
Y
N
N
N
N
Lebanese Republic
529900QPC4K9S1KHL354
Lebanese Republic
N/A
900000.00000000
PA
USD
168609.42000000
0.241137881016
Long
DBT
NUSS
LB
N
2
2021-04-12
Fixed
8.25000000
Y
Y
N
N
N
N
Republic Of Argentina
549300KPBYGYF7HCHO27
Republic of Argentina
ED7860460
6930058.23400000
PA
3288635.19000000
4.703263442536
Long
DBT
NUSS
AR
N
2
2033-12-31
Fixed
7.82000000
N
N
Y
N
N
N
Csn Resources Sa
222100ZEX458NMOXZP08
CSN Resources SA
12644VAC2
941000.00000000
PA
USD
776325.09000000
1.110266479670
Long
DBT
CORP
LU
Y
2
2026-04-17
Fixed
7.62500000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EJ8488532
43400000.00000000
PA
1645579.57000000
2.353436543189
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
-443100.67000000
NS
USD
-443100.67000000
-0.63370336390
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.45000000
2021-03-05
-443100.67000000
USD
442014.56610000
USD
CDS
N
N
N
Neon Capital Limited
549300K1NZTY5QS1NO76
Republic of Iraq (Counterparty: Bank of America - Merrill Lynch)
N/A
357969022.14000000
PA
2491792.34000000
3.563653352233
Long
DBT
CORP
IQ
N
3
2028-01-01
Floating
0.00000000
N
N
N
N
N
N
Aerovias De Mexico S.a.
549300TK6ZHQ3FJ26B03
Aerovias de Mexico SA de CV
008065AD6
1000000.00000000
PA
USD
250000.00000000
0.357539159165
Long
DBT
CORP
MX
Y
2
2025-02-05
Fixed
7.00000000
N
N
N
N
N
N
Republic Of Kenya
549300VVURQQYU45PR87
Kenya Government International Bond
491798AK0
549000.00000000
PA
USD
523437.19000000
0.748597171153
Long
DBT
NUSS
KE
Y
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-562523.44000000
NS
USD
-562523.44000000
-0.80449663099
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-14
-562523.44000000
USD
526810.09250000
USD
CDS
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCW0
2519000.00000000
PA
USD
2109662.50000000
3.017147825490
Long
DBT
NUSS
MX
Y
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-396607.19000000
NS
USD
-396607.19000000
-0.56721040492
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.50000000
2021-03-05
-396607.19000000
USD
383297.17660000
USD
CDS
N
N
N
Mv24 Capital Bv
N/A
MV24 Capital BV
55388RAA4
1725605.00000000
PA
USD
1609126.66000000
2.301303172027
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
-1120000.01000000
NS
USD
-1120000.01000000
-1.60177544736
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-1120000.01000000
USD
1066332.41000000
USD
CDS
N
N
N
Rep Of Angola(avenir Ii)
549300QHR2R3J8JSGK83
Republic of Angola
N/A
5227846.16200000
PA
USD
3868606.16000000
5.532712774353
Long
DBT
CORP
NL
N
2
2023-07-01
Floating
9.41213000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-591548.61000000
NS
USD
-591548.61000000
-0.84600717049
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.50000000
2021-05-29
-591548.61000000
USD
363798.26600000
USD
CDS
N
N
N
Arab Republic Of Egypt
529900GFIVH4086NMH82
Republic of Egypt
038461AM1
3480000.00000000
PA
USD
3400068.58000000
4.862630644790
Long
DBT
NUSS
EG
Y
2
2047-01-31
Fixed
8.50000000
N
N
N
N
N
N
Metinvest Bv
635400TMCKVEU87EJ582
Metinvest BV
591555AD9
376000.00000000
PA
USD
348740.00000000
0.498752825469
Long
DBT
CORP
NL
Y
2
2023-04-23
Fixed
7.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
EK6310859
30590000.00000000
PA
1073864.26000000
1.535794098312
Long
DBT
NUSS
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
Republic Of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AE0
658000.00000000
PA
USD
398809.72000000
0.570360367823
Long
DBT
NUSS
AO
Y
2
2049-11-26
Fixed
9.12500000
N
N
N
N
N
N
Ivory Coast
254900ICW11T82O6H590
Ivory Coast Government
AN4195839
723000.00000000
PA
USD
685381.44000000
0.980202815060
Long
DBT
NUSS
CI
N
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
Ghana, Republic of
213800PP4399SNNXZ126
Ghana Government International Bond
374422AG8
718000.00000000
PA
USD
643283.13000000
0.919995637621
Long
DBT
NUSS
GH
Y
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
Republic Of Belize
529900096070LUHXVI62
Belize Government International Bond
P16394AG6
1620000.00000000
PA
USD
511468.67000000
0.731480312844
Long
DBT
NUSS
BZ
N
2
2034-02-20
Variable
4.93800000
N
N
N
N
N
N
Neon Capital Limited
549300K1NZTY5QS1NO76
Republic of Iraq (Counterparty: Bank of America - Merrill Lynch)
N/A
181660360.00000000
PA
1263343.41000000
1.806778962193
Long
DBT
CORP
IQ
N
3
2028-01-01
Floating
0.00000000
N
N
N
N
N
N
Ukraine Government
6354001WLTJXOMEXPY07
Ukraine Government
903724BM3
116000.00000000
PA
USD
111070.00000000
0.158847497633
Long
DBT
NUSS
UA
Y
2
2032-09-25
Fixed
7.37500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-324517.04000000
NS
USD
-324517.04000000
-0.46411019846
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.25000000
2021-04-22
-324517.04000000
USD
306844.41630000
USD
CDS
N
N
N
Rep Of Angola(avenir Ii)
724500CRIYMKEWLTHZ15
Republic of Angola
AW3189593
904000.00000000
PA
USD
668960.00000000
0.956717583661
Long
DBT
CORP
AO
N
2
2023-12-07
Floating
6.38813000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-1529010.00000000
NS
USD
-1529010.00000000
-2.18672379902
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-1529010.00000000
USD
1362076.51100000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-542250.00000000
NS
USD
-542250.00000000
-0.77550243622
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-542250.00000000
USD
524830.83950000
USD
CDS
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
EJ7500048
14170000.00000000
PA
761535.86000000
1.089115564234
Long
DBT
NUSS
ZA
N
2
2030-01-31
Fixed
8.00000000
N
N
N
N
N
N
Republic of El Salvador
529900AKDMUSFSDOM949
Republic of El Salvador
ED9640662
1020000.00000000
PA
USD
823650.00000000
1.177948513786
Long
DBT
NUSS
SV
N
2
2035-06-15
Fixed
7.65000000
N
N
N
N
N
N
N/A
N/A
Forward Contracts: RUB 06/30/2020
N/A
1.00000000
NC
-3151792.29000000
-4.50755666092
N/A
DFE
CORP
N/A
N
2
Goldman Sachs & Co.
W22LROWP2IHZNBB6K528
-222600000.00000000
RUB
-3006482.98000000
USD
2020-06-30
-145309.31000000
N
N
N
N/A
N/A
Reverse Repo
N/A
-165229.99000000
NS
USD
-165229.99000000
-0.23630476677
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-165229.99000000
USD
105411.03650000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-300000.00000000
NS
USD
-300000.00000000
-0.42904699099
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-300000.00000000
USD
262700.09410000
USD
CDS
N
N
N
Republic Of Argentina
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
N/A
2025000.00000000
PA
854183.78000000
1.221616601895
Long
DBT
NUSS
AR
N
2
2023-01-15
Fixed
3.37500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-218880.00000000
NS
USD
-218880.00000000
-0.31303268463
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-218880.00000000
USD
217086.43820000
USD
CDS
N
N
N
N/A
N/A
Forward Contracts: JPY 06/25/2020
N/A
1.00000000
NC
389574.61000000
0.557152713966
N/A
DFE
CORP
N/A
N
2
Citigroup Global Markets
E57ODZWZ7FF32TWEFA76
386476.88000000
USD
42000000.00000000
JPY
2020-06-25
3097.73000000
N
N
N
Ihs Netherlands Holdco
5493006Z6YQYCCN2XI74
IHS Netherlands Holdco BV
44963LAC0
900000.00000000
PA
USD
888750.00000000
1.271051710832
Long
DBT
CORP
NL
Y
2
2027-09-18
Fixed
8.00000000
N
N
N
N
N
N
Republic Of Zambia
N/A
Republic of Zambia
988895AA6
284000.00000000
PA
USD
131128.14000000
0.187533779674
Long
DBT
NUSS
ZM
Y
2
2022-09-20
Fixed
5.37500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-532000.00000000
NS
USD
-532000.00000000
-0.76084333070
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-532000.00000000
USD
527640.64850000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-268494.38000000
NS
USD
-268494.38000000
-0.38398901946
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-22
-268494.38000000
USD
244663.49010000
USD
CDS
N
N
N
Tullow Oil Plc
2138003EYHWO75RKS857
Tullow Oil PLC
899415AE3
967000.00000000
PA
USD
558442.50000000
0.798660247568
Long
DBT
CORP
GB
Y
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCT7
1544000.00000000
PA
USD
1326141.75000000
1.896590424916
Long
DBT
NUSS
MX
Y
2
2030-01-23
Fixed
6.84000000
N
N
N
N
N
N
Metinvest Bv
635400TMCKVEU87EJ582
Metinvest BV
N/A
923000.00000000
PA
USD
826661.88000000
1.182255973956
Long
DBT
CORP
NL
N
2
2026-04-23
Fixed
8.50000000
N
N
N
N
N
N
Arab Republic Of Egypt
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX39
491000.00000000
PA
USD
454712.06000000
0.650309470378
Long
DBT
NUSS
EG
Y
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
Republic Of South Africa
378900AAFB4F17004C49
Republic of South Africa
EJ2359143
2060000.00000000
PA
95194.08000000
0.136142445282
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
Png Govt Intl Bond
254900NKI6OC90ZW9W36
Papua New Guinea Government International Bond
N/A
1342000.00000000
PA
USD
1221220.00000000
1.746535887823
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
-622200.00000000
NS
USD
-622200.00000000
-0.88984345933
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-622200.00000000
USD
512977.45650000
USD
CDS
N
N
N
Mex Bonos Desarr Fix Rt
254900EGTWEU67VP6075
Mexican Bonos
EG1116375
18160000.00000000
PA
896553.99000000
1.282212638923
Long
DBT
NUSS
MX
N
2
2027-06-03
Fixed
7.50000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-409640.00000000
NS
USD
-409640.00000000
-0.58584936464
Short
RA
CORP
US
N
2
Reverse repurchase
N
2.50000000
2021-04-13
-409640.00000000
USD
380600.62040000
USD
CDS
N
N
N
N/A
N/A
Reverse Repo
N/A
-859610.10000000
NS
USD
-859610.10000000
-1.22937708945
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.20000000
2021-03-04
-859610.10000000
USD
758080.47660000
USD
CDS
N
N
N
Mex Bonos Desarr Fix Rt
254900EGTWEU67VP6075
Mexican Bonos
QJ1649335
26310000.00000000
PA
1195141.05000000
1.709238904403
Long
DBT
NUSS
MX
N
2
2026-03-05
Fixed
5.75000000
N
N
N
N
N
N
Petroleos Mexicanos
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QCB6
1071000.00000000
PA
USD
982374.75000000
1.404949768401
Long
DBT
NUSS
MX
N
2
2026-08-04
Fixed
6.87500000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-311937.50000000
NS
USD
-311937.50000000
-0.44611948584
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.40000000
2021-03-05
-311937.50000000
USD
199303.92020000
USD
CDS
N
N
N
1mdb Global Investments
N/A
1MDB Global Investments, Ltd.
EJ6045714
1000000.00000000
PA
USD
932500.10000000
1.333621206702
Long
DBT
CORP
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-1149362.51000000
NS
USD
-1149362.51000000
-1.64376842160
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.25000000
2021-03-05
-1149362.51000000
USD
1093187.77600000
USD
CDS
N
N
N
N/A
N/A
Hong Kong Dollar (Goldman Sachs)
N/A
2375051.00000000
NC
USD
1762.73000000
0.002520980008
N/A
DFE
CORP
US
N
2
Goldman Sachs
W22LROWP2IHZNBB6K528
Call
Purchased
Hong Kong
Hong Kong Dollar
1.00000000
7.86000000
USD
2020-09-01
XXXX
-22933.05000000
N
N
N
Kenya (Republic of)
549300VVURQQYU45PR87
Kenya Government International Bond
N/A
621000.00000000
PA
USD
592084.69000000
0.846773848869
Long
DBT
NUSS
KE
N
2
2032-05-22
Fixed
8.00000000
N
N
N
N
N
N
N/A
N/A
Hong Kong Dollar (Goldman Sachs)
N/A
5700123.00000000
NC
USD
4332.98000000
0.006196840103
N/A
DFE
CORP
US
N
2
Goldman Sachs
W22LROWP2IHZNBB6K528
Call
Purchased
Hong Kong
Hong Kong Dollar
1.00000000
7.86000000
USD
2020-09-01
XXXX
-49111.37000000
N
N
N
N/A
N/A
Reverse Repo
N/A
-902580.15000000
NS
USD
-902580.15000000
-1.29083099164
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.50000000
2021-03-05
-902580.15000000
USD
777544.59360000
USD
CDS
N
N
N
Ivory Coast
254900ICW11T82O6H590
Ivory Coast Government
AN9202804
1397000.00000000
PA
USD
1324312.41000000
1.893974182174
Long
DBT
NUSS
CI
Y
2
2033-06-15
Fixed
6.12500000
N
N
N
N
N
N
Fed Republic Of Brazil
254900ZFY40OYEADAP90
Republic of Brazil
105756BZ2
192000.00000000
PA
USD
201300.00000000
0.287890530959
Long
DBT
NUSS
BR
N
2
2028-01-13
Fixed
4.62500000
N
N
N
N
N
N
Eskom Holdings Soc Ltd
3789001900ED06F65111
Eskom Holdings SOC, Ltd.
29646AAA4
1286000.00000000
PA
USD
1197989.38000000
1.713312462456
Long
DBT
CORP
ZA
N
2
2023-08-06
Fixed
6.75000000
N
N
N
N
N
N
N/A
N/A
Reverse Repo
N/A
-434375.00000000
NS
USD
-434375.00000000
-0.62122428904
Short
RA
CORP
US
N
2
Reverse repurchase
N
1.15000000
2021-03-05
-434375.00000000
USD
371428.63280000
USD
CDS
N
N
N
Gabonese (Republic of)
N/A
Gabon Government International Bond
N/A
1220000.00000000
PA
USD
1026134.44000000
1.467532979472
Long
DBT
NUSS
GA
N
2
2031-02-06
Fixed
6.62500000
N
N
N
N
N
N
Ukraine Government
6354001WLTJXOMEXPY07
Ukraine Government
QJ1385153
792000.00000000
PA
USD
679140.00000000
0.971276578222
Long
DBT
NUSS
UA
N
2
2040-05-31
None
0.00
N
N
N
N
N
N
Republic Of Sri Lanka
254900HXCCIOHM74FA02
Republic of Sri Lanka
85227SAV8
1250000.00000000
PA
USD
752929.75000000
1.076807478902
Long
DBT
NUSS
LK
Y
2
2023-04-18
Fixed
5.75000000
N
N
N
N
N
N
Ukraine Government
6354001WLTJXOMEXPY07
Ukraine Government
N/A
398000.00000000
PA
USD
398398.00000000
0.569771543732
Long
DBT
NUSS
UA
N
2
2026-09-01
Fixed
7.75000000
N
N
N
N
N
N
Republic Of Nigeria
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
583000.00000000
PA
USD
500013.56000000
0.715097711254
Long
DBT
NUSS
NG
Y
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
Banco Mercantil De Norte
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
05971PAA6
662000.00000000
PA
USD
630575.65000000
0.901821950764
Long
DBT
CORP
MX
Y
2
2020-12-31
Fixed
6.75000000
N
N
N
N
N
N
Empresas Public Medellin
549300SU25TO8EMXB434
Empresas Publicas de Medellin ESP
N/A
500000000.00000000
PA
135430.63000000
0.193687014301
Long
DBT
CORP
CO
N
2
2021-02-01
Fixed
8.37500000
N
N
N
N
N
N
Republic Of Angola
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AD2
350000.00000000
PA
USD
219023.42000000
0.313237797697
Long
DBT
NUSS
AO
Y
2
2029-11-26
Fixed
8.00000000
N
N
N
N
N
N
Gran Tierra Energy Inc
549300IH2S17MAIUCM32
Gran Tierra Energy, Inc.
38502JAA9
1946000.00000000
PA
USD
520555.00000000
0.744475187997
Long
DBT
CORP
US
Y
2
2027-05-23
Fixed
7.75000000
N
N
N
N
N
N
2020-06-30
STONE HARBOR EMERGING MARKETS TOTAL INCOME FUND
Peter Wilby
Peter Wilby
President and Chief Executive Officer/Principal Executive Officer