0001752724-23-160546.txt : 20230724
0001752724-23-160546.hdr.sgml : 20230724
20230724141041
ACCESSION NUMBER: 0001752724-23-160546
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20230531
FILED AS OF DATE: 20230724
DATE AS OF CHANGE: 20230724
PERIOD START: 20231130
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: 231104661
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
2023-11-30
2023-05-31
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KZT
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Securities Portfolio
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REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
375000.00000000
PA
USD
216750.00000000
0.456985442664
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DBT
NUSS
SV
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2
2032-04-10
Fixed
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N
N
N
N
N
REPUBLIC OF NIGERIA
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Nigeria Government International Bond
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PA
USD
266189.00000000
0.561220290645
Long
DBT
NUSS
NG
N
2
2029-03-24
Fixed
8.37500000
N
N
N
N
N
N
REP OF ANGOLA(AVENIR IS)
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Republic of Angola Via Avenir Issuer II Ireland DAC
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1097142.85650000
PA
USD
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2.151242599985
Long
DBT
NUSS
IE
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2
2027-02-19
Fixed
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N
N
N
N
N
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JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
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JP Morgan
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PA
USD
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-0.37138381505
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.60000000
2099-01-01
265000.00000000
USD
210227.81000000
USD
N
N
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MC BRAZIL DWNSTRM
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MC Brazil Downstream Trading SARL
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343985.57000000
PA
USD
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DBT
CORP
LU
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2
2031-06-30
Fixed
7.25000000
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N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
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Republic of South Africa Government Bond
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PA
353211.19000000
0.744693757860
Long
DBT
NUSS
ZA
N
2
2037-01-31
Fixed
8.50000000
N
N
N
N
N
N
VEDANTA RESOURCES
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Vedanta Resources Finance II PLC
92243XAE1
728000.00000000
PA
USD
541450.00000000
1.141567556774
Long
DBT
CORP
GB
N
2
2025-03-11
Fixed
8.95000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
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PA
USD
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-0.52904524753
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
500000.00000000
USD
344781.25000000
USD
N
N
N
REP OF ANGOLA(AVENIR II)
724500CRIYMKEWLTHZ15
Republic of Angola Via Avenir II BV
000000000
1779692.30510000
PA
USD
1770793.84000000
3.733457932366
Long
DBT
CORP
NL
N
2
2023-07-03
Floating
12.77229000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-398107.71000000
PA
USD
-398107.71000000
-0.83935145597
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.60000000
2099-01-01
728000.00000000
USD
541450.00000000
USD
CDS
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
640000.00000000
PA
USD
522520.00000000
1.101656440605
Long
DBT
CORP
SG
N
2
2025-01-22
Fixed
8.12500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
105000.00000000
PA
USD
5925.94000000
0.012493971460
Long
DBT
NUSS
LB
N
2
2020-03-09
Fixed
6.37500000
Y
Y
N
N
N
N
PNG GOVT INTL BOND
N/A
Papua New Guinea Government International Bond
000000000
597000.00000000
PA
USD
538904.44000000
1.136200618534
Long
DBT
NUSS
PG
N
2
2028-10-04
Fixed
8.37500000
N
N
N
N
N
N
GRAN TIERRA ENERGY INC
549300IH2S17MAIUCM32
Gran Tierra Energy Inc
38502JAA9
857000.00000000
PA
USD
619994.94000000
1.307167991260
Long
DBT
CORP
US
N
2
2027-05-23
Fixed
7.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
4550000.00000000
PA
USD
2189687.50000000
4.616633501660
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
POINSETTIA FINANCE LTD
549300P2JTF5JKW10Z65
Poinsettia Finance Ltd
000000000
9224355.00000000
PA
USD
7636036.37000000
16.09945771971
Long
DBT
CORP
KY
N
2
2031-06-17
Fixed
6.62500000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AF5
594000.00000000
PA
USD
286716.38000000
0.604499247213
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
212000.00000000
PA
USD
12163.50000000
0.025644947782
Long
DBT
NUSS
LB
N
2
2032-03-23
Fixed
7.00000000
Y
Y
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
491798AE4
2755000.00000000
PA
USD
2531672.81000000
5.337659145375
Long
DBT
NUSS
KE
N
2
2024-06-24
Fixed
6.87500000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
3509000.00000000
PA
USD
202425.44000000
0.426784218246
Long
DBT
NUSS
LB
N
2
2021-04-12
Fixed
8.25000000
Y
Y
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
200000.00000000
PA
USD
143725.00000000
0.303022988452
Long
DBT
CORP
PE
N
2
2032-06-19
Fixed
4.75000000
N
N
N
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
000000000
600000.00000000
PA
USD
533175.00000000
1.124120938374
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
-5462990.81000000
-11.5179112967
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
-1384333.27000000
USD
8600000.00000000
USD
-4078657.54000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-509611.67000000
PA
USD
-509611.67000000
-1.07444112849
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
968000.00000000
USD
677176.50000000
USD
N
N
N
REPUBLIC OF ANGOLA
549300QHR2R3J8JSGK83
Angolan Government International Bond
035198AB6
330000.00000000
PA
USD
293246.25000000
0.618266516106
Long
DBT
NUSS
AO
N
2
2028-05-09
Fixed
8.25000000
N
N
N
N
N
N
BANCO MERCANTIL DE NORTE
549300QTVYRPFHS0J362
Banco Mercantil del Norte SA/Grand Cayman
000000000
766000.00000000
PA
USD
717167.50000000
1.512042018234
Long
DBT
CORP
MX
N
2
N/A
Fixed
6.75000000
N
N
N
N
N
N
ADANI ELECTRICITY MUMBAI
335800AIC1B5EBFVUC38
Adani Electricity Mumbai Ltd
000000000
734000.00000000
PA
USD
553252.50000000
1.166451389240
Long
DBT
CORP
IN
N
2
2030-02-12
Fixed
3.94900000
N
N
N
N
N
N
ARAB REPUBLIC OF EGYPT
529900GFIVH4086NMH82
Egypt Government International Bond
000000000
246000.00000000
PA
138672.94000000
0.292371464228
Long
DBT
NUSS
EG
N
2
2031-04-11
Fixed
6.37500000
N
N
N
N
N
N
INDIKA ENERGY CAPITAL IV
254900LQ197HY24XVH34
Indika Energy Capital IV Pte Ltd
000000000
784000.00000000
PA
USD
772396.80000000
1.628484860718
Long
DBT
CORP
SG
N
2
2025-10-22
Fixed
8.25000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-212109.38000000
PA
USD
-212109.38000000
-0.44720137906
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
625000.00000000
USD
301679.69000000
USD
N
N
N
MONGOLIA INTL BOND
N/A
Mongolia Government International Bond
60937LAG0
107000.00000000
PA
USD
105515.38000000
0.222463633851
Long
DBT
NUSS
MN
N
2
2028-01-19
Fixed
8.65000000
N
N
N
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
815000.00000000
PA
USD
45996.56000000
0.096976970392
Long
DBT
NUSS
LB
N
2
2024-12-03
Fixed
7.00000000
Y
Y
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
2550000.00000000
PA
USD
51000.00000000
0.107525986509
Long
DBT
CORP
VE
N
2
2026-11-15
Fixed
6.00000000
Y
Y
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-162359.77000000
PA
USD
-162359.77000000
-0.34231165566
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
375000.00000000
USD
216750.00000000
USD
N
N
N
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
CDS ARAB REPUBLIC OF EGYPT
000000000
1.00000000
NC
USD
-815963.25000000
-1.72033830218
N/A
DCR
CORP
US
N
2
MORGAN STANLEY & CO. LLC
9R7GPTSO7KV3UQJZQ078
ARAB REPUBLIC OF EGYPT
Egypt Government International Bond
Y
Default Event
2025-12-20
0.00000000
USD
-431445.08000000
USD
2400000.00000000
USD
-384518.17000000
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
3002000.00000000
PA
USD
1902142.25000000
4.010386704163
Long
DBT
NUSS
SV
N
2
2027-01-18
Fixed
6.37500000
N
N
N
N
N
N
INTERCONTINENTAL EXCHANGE, INC.
5493000F4ZO33MV32P92
CDS REPUBLIC OF ARGENTINA
000000000
1.00000000
NC
USD
-2274178.48000000
-4.79477028549
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
-746922.60000000
USD
4000000.00000000
USD
-1527255.88000000
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
988895AA6
85000.00000000
PA
USD
38000.31000000
0.080118055302
Long
DBT
NUSS
ZM
N
2
2022-09-20
Fixed
5.37500000
Y
Y
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
10250000.00000000
PA
1965916.87000000
4.144846094943
Long
DBT
NUSS
BR
N
2
2027-01-01
Fixed
10.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-360838.97000000
PA
USD
-360838.97000000
-0.76077580824
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
702000.00000000
USD
512811.00000000
USD
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
1296000.00000000
PA
USD
693603.00000000
1.462359741585
Long
DBT
CORP
GB
N
2
2025-03-01
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF COLOMBIA
549300MHDRBVRF6B9117
Colombia Government International Bond
195325DP7
602000.00000000
PA
USD
523100.38000000
1.102880086331
Long
DBT
NUSS
CO
N
2
2029-03-15
Fixed
4.50000000
N
N
N
N
N
N
TULLOW OIL PLC
2138003EYHWO75RKS857
Tullow Oil PLC
000000000
252000.00000000
PA
USD
186007.50000000
0.392169410502
Long
DBT
CORP
GB
N
2
2026-05-15
Fixed
10.25000000
N
N
N
N
N
N
Republic of Iraq CLN
549300K1NZTY5QS1NO76
Republic of Iraq CLN
000000000
113573022.00000000
PA
725416.35000000
1.529433503211
Long
DBT
CORP
KY
N
3
2028-01-06
Variable
0.01000000
N
N
N
N
N
N
MONG DUONG FIN HLDGS BV
549300995KGQFMWSV879
Mong Duong Finance Holdings BV
60935DAA3
610000.00000000
PA
USD
529098.75000000
1.115526765776
Long
DBT
CORP
NL
N
2
2029-05-07
Fixed
5.12500000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1219703.33000000
PA
USD
-1219703.33000000
-2.57156478052
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.50000000
2099-01-01
1680000.00000000
USD
1543815.00000000
USD
N
N
N
INDONESIA GOVERNMENT
529900FWX0GRR7WG5W79
Indonesia Treasury Bond
000000000
28210000000.00000000
PA
2185851.57000000
4.608546008377
Long
DBT
NUSS
ID
N
2
2039-04-15
Fixed
8.37500000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
000000000
200000.00000000
PA
USD
190350.00000000
0.401324932001
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1480401.59000000
PA
USD
-1480401.59000000
-3.12120865479
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.75000000
2099-01-01
3002000.00000000
USD
1902142.25000000
USD
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-777648.80000000
PA
USD
-777648.80000000
-1.63955792897
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
2099-01-01
1800000.00000000
USD
866250.00000000
USD
N
N
N
CEMEX SAB DE CV
549300RIG2CXWN6IV731
Cemex SAB de CV
151290CB7
541000.00000000
PA
USD
539268.80000000
1.136968817915
Long
DBT
CORP
MX
N
2
N/A
Fixed
9.12500000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAR4
481000.00000000
PA
USD
387144.88000000
0.816237944000
Long
DBT
NUSS
NG
N
2
2028-09-28
Fixed
6.12500000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
71654QDD1
899000.00000000
PA
USD
579630.25000000
1.222064989057
Long
DBT
CORP
MX
N
2
2050-01-23
Fixed
7.69000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-589264.87000000
PA
USD
-589264.87000000
-1.24237816592
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
832000.00000000
USD
791856.00000000
USD
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-298031.87000000
PA
USD
-298031.87000000
-0.62835629084
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
462000.00000000
USD
375490.50000000
USD
CDS
N
N
N
GRAN TIERRA ENERGY INTL
549300RQNK5SS6I0T293
Gran Tierra Energy International Holdings Ltd
38502HAA3
657000.00000000
PA
USD
547281.00000000
1.153861361231
Long
DBT
CORP
KY
N
2
2025-02-15
Fixed
6.25000000
N
N
N
N
N
N
TITULOS DE TESORERIA
549300MHDRBVRF6B9117
Colombian TES
000000000
7495000000.00000000
PA
1260309.51000000
2.657176928820
Long
DBT
NUSS
CO
N
2
2034-10-18
Fixed
7.25000000
N
N
N
N
N
N
DEVELOPMENT BANK OF KAZA
213800LCDPGJ1BI7KX98
Development Bank of Kazakhstan JSC
25159XAC7
348000000.00000000
PA
642020.17000000
1.353604943885
Long
DBT
CORP
KZ
N
2
2026-05-06
Fixed
10.95000000
N
N
N
N
N
N
BARCLAYS CAPITAL INC.
AC28XWWI3WIBK2824319
CDS ESKOM HOLDINGS SOC LTD
000000000
1.00000000
NC
USD
-206311.85000000
-0.43497814117
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
-324577.51000000
USD
3700000.00000000
USD
118265.66000000
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-451689.66000000
PA
USD
-451689.66000000
-0.95232110367
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
2099-01-01
734000.00000000
USD
553252.50000000
USD
CDS
N
N
N
WANDA PROPERTIES OVERSEA
549300BJ7FGBP0KHXY31
Wanda Properties Overseas Ltd
000000000
200000.00000000
PA
USD
183000.00000000
0.385828539827
Long
DBT
CORP
VG
N
2
2023-07-23
Fixed
6.87500000
N
N
N
N
N
N
REP OF ANGOLA(AVENIR II)
724500CRIYMKEWLTHZ15
Republic of Angola Via Avenir II BV
000000000
226000.00000000
PA
USD
224870.00000000
0.474105266399
Long
DBT
CORP
NL
N
2
2023-12-07
Floating
9.68686000
N
N
N
N
N
N
PETROLEOS DE VENEZUELA S
549300YWR8TN1OFD4P06
Petroleos de Venezuela SA
000000000
2000000.00000000
PA
USD
50000.00000000
0.105417633832
Long
DBT
CORP
VE
N
2
2035-05-17
Fixed
9.75000000
Y
Y
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
122000.00000000
PA
USD
92376.88000000
0.194763042208
Long
DBT
CORP
MX
N
2
2032-02-16
Fixed
6.70000000
N
N
N
N
N
N
Republic of Iraq CLN
N/A
Republic of Iraq CLN
000000000
223728832.94500000
PA
1429969.68000000
3.014880402361
Long
DBT
CORP
IQ
N
3
2028-01-01
Floating
2.53582000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
32050000.00000000
PA
924677.87000000
1.949547062257
Long
DBT
NUSS
ZA
N
2
2041-02-28
Fixed
6.50000000
N
N
N
N
N
N
REPUBLIC OF VENEZUELA
529900XM8PJTJK5OJI77
Venezuela Government International Bond
000000000
1475000.00000000
PA
USD
93662.50000000
0.197473582577
Long
DBT
NUSS
VE
N
3
2023-05-07
Fixed
9.00000000
Y
Y
N
N
N
N
REPUBLIC OF KENYA
549300VVURQQYU45PR87
Republic of Kenya Government International Bond
000000000
702000.00000000
PA
USD
512811.00000000
1.081186444467
Long
DBT
NUSS
KE
N
2
2048-02-28
Fixed
8.25000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-512583.48000000
PA
USD
-512583.48000000
-1.08070675206
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
857000.00000000
USD
619994.94000000
USD
CDS
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AE1
96000.00000000
PA
USD
74928.00000000
0.157974649356
Long
DBT
NUSS
GA
N
2
2031-11-24
Fixed
7.00000000
N
N
N
N
N
N
REPUBLIC OF NIGERIA
549300GSBZD84TNEQ285
Nigeria Government International Bond
65412JAH6
583000.00000000
PA
USD
402014.94000000
0.847589274803
Long
DBT
NUSS
NG
N
2
2038-02-23
Fixed
7.69600000
N
N
N
N
N
N
REPUBLIC OF SOUTH AFRICA
378900AAFB4F17004C49
Republic of South Africa Government Bond
000000000
4500000.00000000
PA
160181.70000000
0.337719515945
Long
DBT
NUSS
ZA
N
2
2048-02-28
Fixed
8.75000000
N
N
N
N
N
N
REPUBLIC OF ECUADOR
5299003Y2U5XK0A35H71
Ecuador Government International Bond
000000000
1350000.00000000
PA
USD
649687.50000000
1.369770379613
Long
DBT
NUSS
EC
N
2
2030-07-31
Variable
5.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-706126.29000000
PA
USD
-706126.29000000
-1.48876325357
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.65000000
2099-01-01
997000.00000000
USD
948894.75000000
USD
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-447906.38000000
PA
USD
-447906.38000000
-0.94434461516
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
700000.00000000
USD
611318.75000000
USD
CDS
N
N
N
UZAUTO MOTORS AJ
25490082QA3E2MKBZI88
Uzauto Motors AJ
46653NAA0
881000.00000000
PA
USD
750667.06000000
1.582670905226
Long
DBT
CORP
UZ
N
2
2026-05-04
Fixed
4.85000000
N
N
N
N
N
N
REPUBLIC OF SENEGAL
549300NP14ZLQGWIUZ97
Senegal Government International Bond
81720TAC9
265000.00000000
PA
USD
210227.81000000
0.443234365920
Long
DBT
NUSS
SN
N
2
2033-05-23
Fixed
6.25000000
N
N
N
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
43400000.00000000
PA
2271482.98000000
4.789087220856
Long
DBT
CORP
MX
N
2
2024-09-12
Fixed
7.19000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-579141.28000000
PA
USD
-579141.28000000
-1.22103406784
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
1050000.00000000
USD
740118.75000000
USD
CDS
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-201588.75000000
PA
USD
-201588.75000000
-0.42502018064
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.55000000
2099-01-01
594000.00000000
USD
286716.38000000
USD
N
N
N
PROVINCIA DE BUENOS AIRE
549300L6AYROPOTQ4L07
Provincia de Buenos Aires/Government Bonds
000000000
2649000.00000000
PA
USD
841057.50000000
1.773245831344
Long
DBT
NUSS
AR
N
2
2037-09-01
Variable
5.25000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-453509.52000000
PA
USD
-453509.52000000
-0.95615801038
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
2099-01-01
597000.00000000
USD
538904.44000000
USD
N
N
N
LEBANESE REPUBLIC
529900QPC4K9S1KHL354
Lebanon Government International Bond
000000000
2433000.00000000
PA
USD
139897.50000000
0.294953268582
Long
DBT
NUSS
LB
N
2
2022-10-04
Fixed
6.10000000
Y
Y
N
N
N
N
FEDERAL REP OF ETHIOPIA
N/A
Ethiopia International Bond
29766LAA4
674000.00000000
PA
USD
455497.63000000
0.960349647420
Long
DBT
NUSS
ET
N
2
2024-12-11
Fixed
6.62500000
N
N
N
N
N
N
SIXSIGMA NETWORKS MEXICO
5493000VGOF3UCTUXW26
Sixsigma Networks Mexico SA de CV
83006LAB9
1068000.00000000
PA
USD
932697.75000000
1.966455797721
Long
DBT
CORP
MX
N
2
2025-05-02
Fixed
7.50000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-643258.76000000
PA
USD
-643258.76000000
-1.35621632842
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.25000000
2099-01-01
784000.00000000
USD
772396.80000000
USD
CDS
N
N
N
THETA CAPITAL PTE LTD
2549003I5QVCGQHCYJ52
Theta Capital Pte Ltd
000000000
1050000.00000000
PA
USD
740118.75000000
1.560431347604
Long
DBT
CORP
SG
N
2
2026-10-31
Fixed
6.75000000
N
N
N
N
N
N
NOTA DO TESOURO NACIONAL
254900ZFY40OYEADAP90
Brazil Notas do Tesouro Nacional Serie F
000000000
1920000.00000000
PA
352748.29000000
0.743717801406
Long
DBT
NUSS
BR
N
2
2031-01-01
Fixed
10.00000000
N
N
N
N
N
N
REPUBLIC OF MOZAMBIQUE
213800759WLKYIKPER73
Mozambique International Bond
000000000
1016000.00000000
PA
USD
710755.50000000
1.498523260871
Long
DBT
NUSS
MZ
N
2
2031-09-15
Variable
5.00000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-431067.45000000
PA
USD
-431067.45000000
-0.90884221202
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.40000000
2099-01-01
640000.00000000
USD
522520.00000000
USD
CDS
N
N
N
TUNISIAN REPUBLIC
254900B5LFB16S9T2T11
Tunisian Republic
000000000
248000.00000000
PA
248519.25000000
0.523966225937
Long
DBT
NUSS
TN
N
2
2023-10-31
Fixed
6.75000000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-640207.87000000
PA
USD
-640207.87000000
-1.34978397632
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.60000000
2099-01-01
1296000.00000000
USD
693603.00000000
USD
CDS
N
N
N
PETROLEOS MEXICANOS
549300CAZKPF4HKMPX17
Petroleos Mexicanos
000000000
30590000.00000000
PA
1479436.09000000
3.119173040289
Long
DBT
CORP
MX
N
2
2026-11-12
Fixed
7.47000000
N
N
N
N
N
N
WANDA PROPERTIES INTL
N/A
Wanda Properties International Co Ltd
000000000
400000.00000000
PA
USD
222700.00000000
0.469530141090
Long
DBT
CORP
VG
N
2
2024-01-29
Fixed
7.25000000
N
N
N
N
N
N
ISLAMIC REP OF PAKISTAN
529900LOP29R5WKHOD86
Pakistan Government International Bond
000000000
500000.00000000
PA
USD
263125.00000000
0.554760298044
Long
DBT
NUSS
PK
N
2
2024-04-15
Fixed
8.25000000
N
N
N
N
N
N
REPUBLIC OF ZAMBIA
213800DMLAZ6LGMMD849
Zambia Government International Bond
000000000
625000.00000000
PA
USD
301679.69000000
0.636047181903
Long
DBT
NUSS
ZM
N
2
2027-07-30
Fixed
8.97000000
Y
Y
N
N
N
N
TUNISIAN REPUBLIC
254900B5LFB16S9T2T11
Tunisian Republic
000000000
1311000.00000000
PA
1123952.56000000
2.369688388308
Long
DBT
NUSS
TN
N
2
2024-02-17
Fixed
5.62500000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-1188074.56000000
PA
USD
-1188074.56000000
-2.50488017864
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.60000000
2099-01-01
2750000.00000000
USD
1323437.50000000
USD
N
N
N
AYDEM YENILENEBILIR ENER
9845009C50EDA74OA532
Aydem Yenilenebilir Enerji AS
054644AA7
462000.00000000
PA
USD
375490.50000000
0.791666400733
Long
DBT
CORP
TR
N
2
2027-02-02
Fixed
7.75000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
235000.00000000
PA
204611.18000000
0.431392529026
Long
DBT
NUSS
CI
N
2
2031-10-17
Fixed
5.87500000
N
N
N
N
N
N
PETROLEOS DEL PERU SA
549300ZMGDLC9JT2OR80
Petroleos del Peru SA
000000000
200000.00000000
PA
USD
121400.00000000
0.255954014945
Long
DBT
CORP
PE
N
2
2047-06-19
Fixed
5.62500000
N
N
N
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-485877.54000000
PA
USD
-485877.54000000
-1.02440121198
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.45000000
2099-01-01
850000.00000000
USD
548037.50000000
USD
N
N
N
JPMORGAN CHASE BANK, NATIONAL ASSOCIATION
7H6GLXDRUGQFU57RNE97
JP Morgan
000000000
-780464.93000000
PA
USD
-780464.93000000
-1.64549532420
Short
RA
CORP
US
N
2
Reverse repurchase
N
5.50000000
2099-01-01
1075000.00000000
USD
987857.81000000
USD
N
N
N
REPUBLIC OF TURKEY
5493000PCHOG3B6S3Q85
Turkey Government International Bond
900123DF4
493000.00000000
PA
USD
490935.56000000
1.035065301990
Long
DBT
NUSS
TR
N
2
2028-01-15
Fixed
9.87500000
N
N
N
N
N
N
REPUBLIC OF GABON
N/A
Gabon Government International Bond
362420AC5
1829000.00000000
PA
USD
1740750.75000000
3.670116503149
Long
DBT
NUSS
GA
N
2
2025-06-16
Fixed
6.95000000
N
N
N
N
N
N
IVORY COAST
254900ICW11T82O6H590
Ivory Coast Government International Bond
000000000
336000.00000000
PA
292999.39000000
0.617746048164
Long
DBT
NUSS
CI
N
2
2030-03-22
Fixed
5.25000000
N
N
N
N
N
N
REPUBLIC OF ARGENTINA
549300KPBYGYF7HCHO27
Argentine Republic Government International Bond
040114HX1
13512000.00000000
PA
USD
3435426.00000000
7.243089602546
Long
DBT
NUSS
AR
N
2
2029-07-09
Fixed
1.00000000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
500000.00000000
PA
USD
426187.50000000
0.898553556381
Long
DBT
NUSS
SV
N
2
2025-01-30
Fixed
5.87500000
N
N
N
N
N
N
REPUBLIC OF EL SALVADOR
529900AKDMUSFSDOM949
El Salvador Government International Bond
000000000
468000.00000000
PA
USD
277875.00000000
0.585858500025
Long
DBT
NUSS
SV
N
2
2029-02-28
Fixed
8.62500000
N
N
N
N
N
N
2023-07-24
Virtus Stone Harbor Emerging Markets Total Income Fund
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer