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 primary_doc.xml NPORT-P false 0001551040 XXXXXXXX STONE HARBOR EMERGING MARKETS TOTAL INCOME FUND 811-22473 0001551040 PTMQB4SW61W2TB7LXK23 1290 BROADWAY SUITE 1000 DENVER 80203 3036232577 Stone Harbor Emerging Markets Total Income Fund PTMQB4SW61W2TB7LXK23 2020-11-30 2020-05-31 N 99889301.83 29966890.93 69922410.90 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 28312467.27000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 EUR MXN USD COP ZAR UYU N Arab Republic Of Egypt 529900GFIVH4086NMH82 Republic of Egypt AS1417375 194000.00000000 PA 192906.28000000 0.275886196595 Long DBT NUSS EG Y 2 2030-04-16 Fixed 5.62500000 N N N N N N Republic Of Ghana 213800PP4399SNNXZ126 Ghana Government International Bond 37443GAH4 1020000.00000000 PA USD 881025.00000000 1.260003750814 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 4839808.35000000 6.921684031921 Long DBT NUSS ID N 2 2039-04-15 Fixed 8.37500000 N N N N N N Republic Of Cameroon 54930021BO6NHYGBBV24 Republic of Cameroon 133653AA3 1438000.00000000 PA USD 1396882.12000000 1.997760234551 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 -459562.50000000 NS USD -459562.50000000 -0.65724635933 Short RA CORP US N 2 Reverse repurchase N 1.25000000 2021-03-05 -459562.50000000 USD 455796.72090000 USD CDS N N N State Street Institutional Liq 549300P1E098W6ES7M39 State Street Institutional Liquid Reserves Fund - Institutional Class (7-Day SEC Yield) 85749P101 1866794.19200000 NS USD 1867727.59000000 2.671143008314 Long STIV RF US N 1 N N N Republic Of Gabon N/A Republic of Gabon 362420AC5 832000.00000000 PA USD 742560.00000000 1.061977112119 Long DBT NUSS GA Y 2 2025-06-16 Fixed 6.95000000 N N N N N N Arab Republic Of Egypt 529900GFIVH4086NMH82 Republic of Egypt AM2612894 259000.00000000 PA USD 253051.08000000 0.361902681476 Long DBT NUSS EG N 2 2047-01-31 Fixed 8.50000000 N N N N N N Republic Of Argentina 549300KPBYGYF7HCHO27 Republic of Argentina 040114GX2 5755000.00000000 PA USD 2208481.25000000 3.158474116629 Long DBT NUSS AR N 2 2026-04-22 Fixed 7.50000000 Y Y N N N N Republic Of Angola 549300QHR2R3J8JSGK83 Republic of Angola N/A 937000.00000000 PA USD 585478.64000000 0.837326162619 Long DBT NUSS AO N 2 2028-05-09 Fixed 8.25000000 N N N N N N N/A N/A Reverse Repo N/A -518000.00000000 NS USD -518000.00000000 -0.74082113779 Short RA CORP US N 2 Reverse repurchase N 2.50000000 2021-04-13 -518000.00000000 USD 244606.07500000 USD CDS N N N Republic Of Ecuador 5299003Y2U5XK0A35H71 Republic of Ecuador N/A 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 -357522.95000000 NS USD -357522.95000000 -0.51131381970 Short RA CORP US N 2 Reverse repurchase N 1.50000000 2021-03-09 -357522.95000000 USD 365395.96290000 USD CDS N N N Republic Of Ghana 213800PP4399SNNXZ126 Ghana Government International Bond 37443GAC5 230000.00000000 PA USD 201789.07000000 0.288589977666 Long DBT NUSS GH Y 2 2051-03-26 Fixed 8.95000000 N N N N N N N/A N/A Forward Contracts: COP 06/19/2020 N/A 1.00000000 NC 1383817.71000000 1.979076081886 N/A DFE CORP N/A N 2 J.P. Morgan Chase & Co. 7H6GLXDRUGQFU57RNE97 1306941.71000000 USD 5170000000.00000000 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 N/A 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 635400TMCKVEU87EJ582 Metinvest BV 591555AF4 1268000.00000000 PA USD 1090480.00000000 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 -684720.00000000 NS USD -684720.00000000 -0.97925685225 Short RA CORP US N 2 Reverse repurchase N 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 -0.21966040361 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