0001752724-23-010105.txt : 20230124
0001752724-23-010105.hdr.sgml : 20230124
20230124172617
ACCESSION NUMBER: 0001752724-23-010105
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20221130
FILED AS OF DATE: 20230124
DATE AS OF CHANGE: 20230124
PERIOD START: 20221130
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Virtus 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: 23549103
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 Total Income Fund
DATE OF NAME CHANGE: 20120529
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001551040
XXXXXXXX
Virtus Stone Harbor Emerging Markets Total Income Fund
811-22716
0001551040
PTMQB4SW61W2TB7LXK23
101 Munson Street
Greenfield
01301-9668
800-254-5197
Virtus Stone Harbor Emerging Markets Total Income Fund
PTMQB4SW61W2TB7LXK23
2022-11-30
2022-11-30
N
51782385.03
2386664.31
49395720.72
0.00000000
0.00000000
18390422.26000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
12574386.00000000
BRL
COP
EUR
IDR
JPY
KZT
MXN
USD
ZAR
N
Securities Portfolio
N/A
REP OF ANGOLA(AVENIR II)
724500CRIYMKEWLTHZ15
Republic of Angola Via Avenir II BV
000000000
3559384.61200000
PA
USD
3594978.46000000
7.277914782088
Long
DBT
CORP
NL
N
2
2023-07-01
Floating
10.44671000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AE1
96000.00000000
PA
USD
79038.00000000
0.160009812283
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
Republic of Iraq CLN
N/A
Republic of Iraq CLN
000000000
246102752.00000000
PA
1521456.44000000
3.080138153311
Long
DBT
CORP
IQ
N
3
2028-01-01
Floating
2.53582000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
2000000.00000000
PA
USD
85000.00000000
0.172079683747
Long
DBT
CORP
VE
N
2
2035-05-17
Fixed
9.75000000
Y
Y
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-83999.49000000
PA
USD
-83999.49000000
-0.17005418440
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.75000000
2099-01-01
200000.00000000
USD
179000.00000000
USD
CDS
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-816280.00000000
PA
USD
-816280.00000000
-1.65253181470
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.15000000
2099-01-01
1800000.00000000
USD
1089900.00000000
USD
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-496574.06000000
PA
USD
-496574.06000000
-1.00529773179
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
2099-01-01
650000.00000000
USD
632125.00000000
USD
CDS
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-294275.40000000
PA
USD
-294275.40000000
-0.59575079725
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
615000.00000000
USD
389295.00000000
USD
CDS
N
N
N
GRAN TIERRA ENERGY INC
549300IH2S17MAIUCM32
Gran Tierra Energy Inc
38502JAA9
857000.00000000
PA
USD
689885.00000000
1.396649324970
Long
DBT
CORP
US
N
2
2027-05-23
Fixed
7.75000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
235000.00000000
PA
USD
224660.00000000
0.454816726480
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAU7
374000.00000000
PA
USD
309952.50000000
0.627488566786
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
9500000.00000000
PA
437655.00000000
0.886018046949
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
WANDA PROPERTIES INTL
N/A
Wanda Properties International Co Ltd
000000000
400000.00000000
PA
USD
318825.00000000
0.645450649069
Long
DBT
CORP
VG
N
2
2024-01-29
Fixed
7.25000000
N
N
N
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
000000000
1119000.00000000
PA
USD
941918.25000000
1.906882289134
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
TUNISIAN REPUBLIC
N/A
Tunisian Republic
066716AH4
1375000.00000000
PA
USD
1000140.63000000
2.024751568398
Long
DBT
NUSS
TN
N
2
2025-01-30
Fixed
5.75000000
N
N
N
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
28210000000.00000000
PA
1977022.22000000
4.002415980944
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/BRL FORWARD
000000000
1.00000000
NC
USD
-98508.72000000
-0.19942763981
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-9650000.00000000
BRL
1748822.04000000
USD
2023-01-04
-98508.72000000
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-245706.45000000
PA
USD
-245706.45000000
-0.49742456718
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
2099-01-01
368000.00000000
USD
319240.00000000
USD
CDS
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-500685.48000000
PA
USD
-500685.48000000
-1.01362116535
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
968000.00000000
USD
724935.20000000
USD
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
1050000.00000000
PA
USD
669571.88000000
1.355526086552
Long
DBT
CORP
SG
N
2
2026-10-31
Fixed
6.75000000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-244241.28000000
PA
USD
-244241.28000000
-0.49445837906
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
500000.00000000
USD
347500.00000000
USD
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
1296000.00000000
PA
USD
887760.00000000
1.797240706401
Long
DBT
CORP
GB
N
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1475000.00000000
PA
USD
121687.50000000
0.246352311953
Long
DBT
NUSS
VE
N
2
2023-05-07
Fixed
9.00000000
Y
Y
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS ESKOM HOLDINGS SOC LTD
000000000
1.00000000
NC
USD
-802644.95000000
-1.62492810773
N/A
DCR
CORP
US
N
2
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
ESKOM HOLDINGS SOC LTD
Eskom Holdings SOC Ltd
Y
Default Event
2025-12-20
0.00000000
USD
-639275.57000000
USD
6100000.00000000
USD
-163369.38000000
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
2123000.00000000
PA
USD
1445126.10000000
2.925609908987
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
-5581789.15000000
-11.3001471962
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
-1749948.07000000
USD
9100000.00000000
USD
-3831841.08000000
N
N
N
TUNISIAN REPUBLIC
N/A
Tunisian Republic
000000000
1030000.00000000
PA
882441.16000000
1.786472891046
Long
DBT
NUSS
TN
N
2
2024-02-17
Fixed
5.62500000
N
N
N
N
N
N
PROVINCIA DE ENTRE RIOS
529900YISSWARKQRS409
Provincia de Entre Rios Argentina
000000000
615000.00000000
PA
USD
389295.00000000
0.788114829231
Long
DBT
NUSS
AR
N
2
2028-08-08
Variable
5.75000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-259803.33000000
PA
USD
-259803.33000000
-0.52596323368
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.95000000
2099-01-01
1000000.00000000
USD
410100.00000000
USD
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
375000.00000000
PA
USD
154523.44000000
0.312827584551
Long
DBT
NUSS
SV
N
2
2032-04-10
Fixed
8.25000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
610000.00000000
PA
USD
518500.00000000
1.049686070862
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-126827.45000000
PA
USD
-126827.45000000
-0.25675797043
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
2099-01-01
400000.00000000
USD
318840.00000000
USD
CDS
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-333582.97000000
PA
USD
-333582.97000000
-0.67532767036
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
532000.00000000
USD
447784.40000000
USD
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-187236.69000000
PA
USD
-187236.69000000
-0.37905447530
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
625000.00000000
USD
284375.00000000
USD
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
212000.00000000
PA
USD
11898.50000000
0.024088119024
Long
DBT
NUSS
LB
N
2
2032-03-23
Fixed
7.00000000
Y
Y
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-946154.82000000
PA
USD
-946154.82000000
-1.91545908473
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2099-01-01
2050000.00000000
USD
1317125.00000000
USD
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
293000.00000000
PA
USD
123481.19000000
0.249983577929
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
-1380112.70000000
-2.79399243473
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
-431964.44000000
USD
2250000.00000000
USD
-948148.26000000
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
93000.00000000
PA
USD
40501.50000000
0.081993944839
Long
DBT
NUSS
EC
N
2
2035-07-31
Variable
2.50000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
-2252309.15000000
-4.55972524981
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
REPUBLIC OF ARGENTINA
Argentine Republic Government International Bond
Y
Default Event
2025-06-20
0.00000000
USD
-921411.27000000
USD
4000000.00000000
USD
-1330897.88000000
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AA6
85000.00000000
PA
USD
35700.00000000
0.072273467174
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
Y
Y
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-456644.19000000
PA
USD
-456644.19000000
-0.92446103294
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
2099-01-01
657000.00000000
USD
578160.00000000
USD
CDS
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-438165.38000000
PA
USD
-438165.38000000
-0.88705129434
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
700000.00000000
USD
607250.00000000
USD
CDS
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
695847AS2
1514000.00000000
PA
USD
620906.54000000
1.257004718120
Long
DBT
NUSS
PK
N
2
2026-04-08
Fixed
6.00000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
246000.00000000
PA
179831.29000000
0.364062488366
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
WANDA PROPERTIES OVERSEA
549300BJ7FGBP0KHXY31
Wanda Properties Overseas Ltd
000000000
200000.00000000
PA
USD
179000.00000000
0.362379569304
Long
DBT
CORP
VG
N
2
2023-07-23
Fixed
6.87500000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-125041.91000000
PA
USD
-125041.91000000
-0.25314320385
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.75000000
2099-01-01
514000.00000000
USD
210791.40000000
USD
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
252000.00000000
PA
USD
216720.00000000
0.438742459551
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
583000.00000000
PA
USD
405185.00000000
0.820283607757
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AF5
594000.00000000
PA
USD
270270.00000000
0.547152660312
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
Y
Y
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-226504.11000000
PA
USD
-226504.11000000
-0.45855006607
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
491000.00000000
USD
325287.50000000
USD
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
69888UAB1
1001000.00000000
PA
USD
842591.75000000
1.705799080807
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
1016000.00000000
PA
USD
760920.50000000
1.540458341145
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
4500000.00000000
PA
204686.72000000
0.414381482882
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1717555.56000000
PA
USD
-1717555.56000000
-3.47713432452
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.20000000
2099-01-01
10000000.00000000
USD
2600000.00000000
USD
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-557098.03000000
PA
USD
-557098.03000000
-1.12782650375
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
2099-01-01
857000.00000000
USD
689885.00000000
USD
CDS
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-711232.13000000
PA
USD
-711232.13000000
-1.43986588237
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.30000000
2099-01-01
1002000.00000000
USD
863022.60000000
USD
N
N
N
Republic of Iraq CLN
549300K1NZTY5QS1NO76
Republic of Iraq CLN
000000000
124845083.00000000
PA
771274.82000000
1.561420318921
Long
DBT
CORP
KY
N
3
2028-01-06
Variable
0.01000000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AC5
832000.00000000
PA
USD
812240.00000000
1.644352968558
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
200000.00000000
PA
USD
154950.00000000
0.313691141138
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
9200000.00000000
PA
1679925.21000000
3.400952927729
Long
DBT
NUSS
BR
N
2
2025-01-01
Fixed
10.00000000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAC7
348000000.00000000
PA
564195.37000000
1.142194833431
Long
DBT
CORP
KZ
N
2
2026-05-06
Fixed
10.95000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
-2252309.15000000
-4.55972524981
N/A
DCR
CORP
US
N
2
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
REPUBLIC OF ARGENTINA
Argentine Republic Government International Bond
Y
Default Event
2025-06-20
0.00000000
USD
-928175.82000000
USD
4000000.00000000
USD
-1324133.33000000
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
3509000.00000000
PA
USD
212294.50000000
0.429783181428
Long
DBT
NUSS
LB
N
2
2021-04-12
Fixed
8.25000000
Y
Y
N
N
N
N
1MDB GLOBAL INVESTMENTS
N/A
1MDB Global Investments Ltd
000000000
2800000.00000000
PA
USD
2739275.00000000
5.545571478808
Long
DBT
NUSS
VG
N
2
2023-03-09
Fixed
4.40000000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-177949.75000000
PA
USD
-177949.75000000
-0.36025337297
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
594000.00000000
USD
270270.00000000
USD
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-434810.22000000
PA
USD
-434810.22000000
-0.88025888409
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
2099-01-01
863000.00000000
USD
565265.00000000
USD
CDS
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1133722.22000000
PA
USD
-1133722.22000000
-2.29518307147
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.15000000
2099-01-01
2500000.00000000
USD
1513750.00000000
USD
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-1089221.23000000
PA
USD
-1089221.23000000
-2.20509229164
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.50000000
2099-01-01
2000000.00000000
USD
1361400.00000000
USD
CDS
N
N
N
POINSETTIA FINANCE LTD
549300P2JTF5JKW10Z65
Poinsettia Finance Ltd
000000000
10177545.00000000
PA
USD
8819478.84000000
17.85474270128
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
6.62500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
815000.00000000
PA
USD
47270.00000000
0.095696548832
Long
DBT
NUSS
LB
N
2
2024-12-03
Fixed
7.00000000
Y
Y
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
7950000.00000000
PA
USD
4813725.00000000
9.745226772348
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
GOL FINANCE SA
5299007RH8MA67ZC6J07
Gol Finance SA
36254VAA6
1775000.00000000
PA
USD
745500.00000000
1.509240049812
Long
DBT
CORP
LU
N
2
2025-01-31
Fixed
7.00000000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-413971.44000000
PA
USD
-413971.44000000
-0.83807146442
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
2099-01-01
1050000.00000000
USD
669585.00000000
USD
CDS
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
1002000.00000000
PA
USD
862972.50000000
1.747059233919
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
USD/MXN FORWARD
000000000
1.00000000
NC
USD
-18959.99000000
-0.03838387156
N/A
DFE
CORP
US
N
2
JPMorgan Chase Bank, National Association
7H6GLXDRUGQFU57RNE97
-28000000.00000000
MXN
1422113.87000000
USD
2023-01-09
-18959.99000000
N
N
N
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
CDS TURKEY
000000000
1.00000000
NC
USD
-461171.78000000
-0.93362698889
N/A
DCR
CORP
US
N
2
BANK OF AMERICA, NATIONAL ASSOCIATION
B4TYDEB6GKMZO031MB27
REPUBLIC OF TURKEY
Turkey Government International Bond
Y
Default Event
2027-06-20
0.00000000
USD
-654055.47000000
USD
3059000.00000000
USD
192883.69000000
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW89
1725000.00000000
PA
USD
1151437.50000000
2.331047068888
Long
DBT
NUSS
EG
N
2
2049-03-01
Fixed
8.70020000
N
N
N
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
640000.00000000
PA
USD
489320.00000000
0.990612127665
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.12500000
N
N
N
N
N
N
INDIKA ENERGY CAPITAL IV
254900LQ197HY24XVH34
Indika Energy Capital IV Pte Ltd
000000000
650000.00000000
PA
USD
632125.00000000
1.279716118696
Long
DBT
CORP
SG
N
2
2025-10-22
Fixed
8.25000000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
200000.00000000
PA
USD
135748.00000000
0.274817328346
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
REP OF ANGOLA(AVENIR IS)
635400VEZIQKZPR7KU35
Republic of Angola Via Avenir Issuer II Ireland DAC
000000000
1234285.70900000
PA
USD
1118571.42000000
2.264510778860
Long
DBT
NUSS
IE
N
2
2027-02-19
Fixed
6.92700000
N
N
N
N
N
N
GRAN TIERRA ENERGY INTL
549300RQNK5SS6I0T293
Gran Tierra Energy International Holdings Ltd
38502HAA3
657000.00000000
PA
USD
578160.00000000
1.170465764184
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
6.25000000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
2550000.00000000
PA
USD
108375.00000000
0.219401596778
Long
DBT
CORP
VE
N
3
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
702000.00000000
PA
USD
550192.50000000
1.113846487064
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
SIXSIGMA NETWORKS MEXICO
5493000VGOF3UCTUXW26
Sixsigma Networks Mexico SA de CV
83006LAB9
1068000.00000000
PA
USD
926490.00000000
1.875648308184
Long
DBT
CORP
MX
N
2
2025-05-02
Fixed
7.50000000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
15700000.00000000
PA
571167.98000000
1.156310651357
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JW55
2050000.00000000
PA
USD
1317125.00000000
2.666475923017
Long
DBT
NUSS
EG
N
2
2048-02-21
Fixed
7.90300000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
30590000.00000000
PA
1332089.54000000
2.696771138437
Long
DBT
CORP
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
265000.00000000
PA
USD
220662.19000000
0.446723292592
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7495000000.00000000
PA
1017297.22000000
2.059484516415
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
Dreyfus Government Cash Management
5493000Q69I5Q3QZIA91
Dreyfus Government Cash Management
262006208
3861161.80000000
NS
USD
3861161.80000000
7.816794134631
Long
STIV
RF
US
N
1
N
N
N
VEDANTA RESOURCES
8945002DGA3BBXO3N634
Vedanta Resources Finance II PLC
92243XAE1
863000.00000000
PA
USD
565265.00000000
1.144360263926
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
43400000.00000000
PA
2054408.75000000
4.159082446929
Long
DBT
CORP
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-512917.95000000
PA
USD
-512917.95000000
-1.03838539558
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
1300000.00000000
USD
787150.00000000
USD
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-589240.60000000
PA
USD
-589240.60000000
-1.19289807175
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
832000.00000000
USD
812281.60000000
USD
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX54
393000.00000000
PA
USD
295560.56000000
0.598352561096
Long
DBT
NUSS
EG
N
2
2032-05-29
Fixed
7.62500000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
10000000.00000000
PA
USD
2600000.00000000
5.263613855819
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-884381.26000000
PA
USD
-884381.26000000
-1.79040055921
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.80000000
2099-01-01
1725000.00000000
USD
1151437.50000000
USD
N
N
N
REPUBLIC OF GHANA
213800PP4399SNNXZ126
Ghana Government International Bond
374422AG8
379000.00000000
PA
USD
141177.50000000
0.285809171203
Long
DBT
NUSS
GH
N
2
2029-05-16
Fixed
7.62500000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-927045.55000000
PA
USD
-927045.55000000
-1.87677300075
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
2349614.00000000
USD
1422691.28000000
USD
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
03846JX39
491000.00000000
PA
USD
325287.50000000
0.658533766201
Long
DBT
NUSS
EG
N
2
2059-11-20
Fixed
8.15000000
N
N
N
N
N
N
AYDEM YENILENEBILIR ENER
9845009C50EDA74OA532
Aydem Yenilenebilir Enerji AS
054644AA7
462000.00000000
PA
USD
360071.25000000
0.728952315608
Long
DBT
CORP
TR
N
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
REP OF ANGOLA(AVENIR II)
724500CRIYMKEWLTHZ15
Republic of Angola Via Avenir II BV
000000000
339000.00000000
PA
USD
335610.00000000
0.679431325442
Long
DBT
CORP
NL
N
2
2023-12-07
Floating
6.60929000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-717528.44000000
PA
USD
-717528.44000000
-1.45261255335
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.05000000
2099-01-01
1119000.00000000
USD
941862.30000000
USD
N
N
N
MC BRAZIL DWNSTRM
213800T2A7R9TYNXZI63
MC Brazil Downstream Trading SARL
55292WAA8
356000.00000000
PA
USD
293700.00000000
0.594585919020
Long
DBT
CORP
LU
N
2
2031-06-30
Fixed
7.25000000
N
N
N
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-226185.06000000
PA
USD
-226185.06000000
-0.45790415992
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.60000000
2099-01-01
356000.00000000
USD
293700.00000000
USD
CDS
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
625000.00000000
PA
USD
284375.00000000
0.575707765480
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
Y
Y
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
2433000.00000000
PA
USD
142938.75000000
0.289374763474
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
Y
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-2041221.25000000
PA
USD
-2041221.25000000
-4.13238479011
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.05000000
2099-01-01
2300000.00000000
USD
2250090.00000000
USD
CDS
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-358436.00000000
PA
USD
-358436.00000000
-0.72564180616
Short
RA
CORP
US
N
2
Reverse repurchase
N
4.15000000
2099-01-01
640000.00000000
USD
489344.00000000
USD
CDS
N
N
N
CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC
5493001KFROXQS5VBZ89
CREDIT SUISSE
000000000
-116182.56000000
PA
USD
-116182.56000000
-0.23520774331
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.00000000
2099-01-01
375000.00000000
USD
154537.50000000
USD
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
105000.00000000
PA
USD
6090.00000000
0.012329003223
Long
DBT
NUSS
LB
N
2
2020-03-09
Fixed
6.37500000
Y
Y
N
N
N
N
2023-01-24
Virtus Stone Harbor Emerging Markets Total Income Fund
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer