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Form NPORT-P Stone Harbor Emerging For: Nov 30

January 22, 2020 4:09 PM 

  
    NPORT-P
    false
    
      
      
        
          0001551040
          XXXXXXXX
        
      
      
    
  
  
    
      STONE HARBOR EMERGING MARKETS TOTAL INCOME FUND
      811-22473
      0001551040
      PTMQB4SW61W2TB7LXK23
      1290 BROADWAY SUITE 1100
      DENVER
      
      80203
      3036232577
      Stone Harbor Emerging Markets Total Income Fund
      PTMQB4SW61W2TB7LXK23
      2019-11-30
      2019-11-30
      N
    
    
      105307623.58
      6769312.82
      98538310.76
      0
      0
      0
      0
      0
      0
      5993526.86
      0
      0
      0
      0
      0
      0
      0
      
        
          EUR
          
          
        
        
          RUB
          
          
        
        
          UYU
          
          
        
        
          EGP
          
          
        
        
          COP
          
          
        
        
          USD
          
          
        
        
          ZAR
          
          
        
        
          BRL
          
          
        
        
          TRY
          
          
        
        
          MXN
          
          
        
      
      
      
      N
      
        
          
        
        
          
            
            
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
            
              
              
              
            
          
          
            
            
            
            
              
              
              
            
          
        
        
        
        
      
      
      
      
    
    
      
        Neon Capital Limited
        549300K1NZTY5QS1NO76
        Republic of Iraq (Counterparty: Bank of America - Merrill Lynch)
        N/A
        
          
        
        193028658.00000000
        PA
        
        1444451.33000000
        1.465877909677
        Long
        DBT
        CORP
        IQ
        
        N
        3
        
          2028-01-01
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Dominican Republic
        254900EHU7Q8FGVPI369
        Dominican Republic
        JV8062624
        
          
        
        306000.00000000
        PA
        USD
        346831.88000000
        0.351976685336
        Long
        DBT
        NUSS
        DO
        N
        2
        
          2026-01-29
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanese Republic
        N/A
        
          
        
        399000.00000000
        PA
        USD
        184599.82000000
        0.187338121159
        Long
        DBT
        NUSS
        LB
        N
        2
        
          2023-05-26
          Fixed
          6.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Argentina
        549300KPBYGYF7HCHO27
        Republic of Argentina
        N/A
        
          
        
        313339.00000000
        PA
        
        133433.44000000
        0.135412753649
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2038-12-31
          Variable
          3.38000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Mercantil De Norte
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05971PAA6
        
          
        
        662000.00000000
        PA
        USD
        682894.38000000
        0.693024240757
        Long
        DBT
        CORP
        MX
        Y
        2
        
          2019-12-31
          Fixed
          6.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Turkey Government Bond
        5493000PCHOG3B6S3Q85
        Republic of Turkey
        AF1742564
        
          
        
        6500000.00000000
        PA
        
        1117951.39000000
        1.134534762548
        Long
        DBT
        NUSS
        TR
        N
        2
        
          2020-07-08
          Fixed
          9.40000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Sixsigma Networks Mexico
        5493000VGOF3UCTUXW26
        Sixsigma Networks Mexico SA de CV
        83006LAB9
        
          
        
        1068000.00000000
        PA
        USD
        1076343.75000000
        1.092309926665
        Long
        DBT
        CORP
        MX
        Y
        2
        
          2025-05-02
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Argentina
        549300KPBYGYF7HCHO27
        Republic of Argentina
        ED7860460
        
          
        
        10140508.16600000
        PA
        
        5329754.83000000
        5.408814895336
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2033-12-31
          Fixed
          7.82000000
          N
          N
          Y
        
        
          N
          N
          N
        
      
      
        Republic Of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        37443GAC5
        
          
        
        86000.00000000
        PA
        USD
        84629.38000000
        0.085884748122
        Long
        DBT
        NUSS
        GH
        Y
        2
        
          2051-03-26
          Fixed
          8.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ai Candelaria Spain Slu
        N/A
        AI Candelaria Spain SLU
        001355AA4
        
          
        
        1250000.00000000
        PA
        USD
        1372193.63000000
        1.392548359533
        Long
        DBT
        CORP
        ES
        
        Y
        2
        
          2028-12-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Reverse Repo
        N/A
        
          
        
        -471042.15000000
        NS
        USD
        -471042.15000000
        -0.47802945510
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.10000000
          2020-10-31
          
            
              -471042.15000000
              USD
              509113.78780000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Republic Of Argentina
        549300KPBYGYF7HCHO27
        Republic of Argentina
        040114GW4
        
          
        
        999000.00000000
        PA
        USD
        453140.21000000
        0.459861962829
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2021-04-22
          Fixed
          6.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Zambia
        N/A
        Republic of Zambia
        988895AE8
        
          
        
        780000.00000000
        PA
        USD
        507853.16000000
        0.515386509148
        Long
        DBT
        NUSS
        ZM
        Y
        2
        
          2024-04-14
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Gran Tierra Energy Inc
        549300IH2S17MAIUCM32
        Gran Tierra Energy, Inc.
        38502JAA9
        
          
        
        850000.00000000
        PA
        USD
        766062.50000000
        0.777426052965
        Long
        DBT
        CORP
        US
        
        Y
        2
        
          2027-05-23
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Reverse Repo
        N/A
        
          
        
        -245832.79000000
        NS
        USD
        -245832.79000000
        -0.24947940359
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.10000000
          2020-10-31
          
            
              -245832.79000000
              USD
              265466.71260000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Kondor Finance Plc (nak)
        213800PUC1T9GI6EIO63
        NAK Naftogaz Ukraine via Kondor Finance PLC
        50050MAB1
        
          
        
        558000.00000000
        PA
        USD
        552113.10000000
        0.560302988494
        Long
        DBT
        CORP
        GB
        
        Y
        2
        
          2026-11-08
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Neon Capital Limited
        549300K1NZTY5QS1NO76
        Republic of Iraq - Neon Capital (Counterparty: Bank of America - Merrill Lynch)
        N/A
        
          
        
        380342277.00000000
        PA
        
        2846136.50000000
        2.888355278316
        Long
        DBT
        CORP
        IQ
        
        N
        3
        
          2028-01-01
          Floating
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Ecuador
        5299003Y2U5XK0A35H71
        Republic of Ecuador
        N/A
        
          
        
        366000.00000000
        PA
        USD
        301950.00000000
        0.306429040310
        Long
        DBT
        NUSS
        EC
        Y
        2
        
          2027-06-02
          Fixed
          9.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Kenya
        549300VVURQQYU45PR87
        Kenya Government International Bond
        491798AK0
        
          
        
        549000.00000000
        PA
        USD
        581168.00000000
        0.589788880606
        Long
        DBT
        NUSS
        KE
        Y
        2
        
          2032-05-22
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Ghana
        213800PP4399SNNXZ126
        Ghana Government International Bond
        374422AH6
        
          
        
        5000.00000000
        PA
        USD
        4842.19000000
        0.004914017667
        Long
        DBT
        NUSS
        GH
        Y
        2
        
          2049-06-16
          Fixed
          8.62700000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Jsl Europe
        54930068BSUST41D5C30
        JSL Europe SA
        46590PAB9
        
          
        
        632000.00000000
        PA
        USD
        679242.00000000
        0.689317682392
        Long
        DBT
        CORP
        LU
        
        Y
        2
        
          2024-07-26
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of South Africa
        378900AAFB4F17004C49
        Republic of South Africa
        EJ7500196
        
          
        
        33800000.00000000
        PA
        
        2018043.30000000
        2.047978379612
        Long
        DBT
        NUSS
        ZA
        N
        2
        
          2037-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCP5
        
          
        
        308000.00000000
        PA
        USD
        317363.20000000
        0.322070875329
        Long
        DBT
        NUSS
        MX
        N
        2
        
          2029-01-23
          Fixed
          6.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Argent Letras Del Tesoro
        549300KPBYGYF7HCHO27
        Argentina Treasury Bill
        ZR9599658
        
          
        
        91940000.00000000
        PA
        
        878011.97000000
        0.891036149522
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2020-02-26
          Fixed
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Nigeria
        549300GSBZD84TNEQ285
        Republic of Nigeria
        AQ1229378
        
          
        
        1433000.00000000
        PA
        USD
        1355752.42000000
        1.375863265306
        Long
        DBT
        NUSS
        NG
        N
        2
        
          2047-11-28
          Fixed
          7.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russian Federation
        5493004EHVGF71PDBU58
        Russian Foreign Bond - Eurobond
        AX8009117
        
          
        
        1800000.00000000
        PA
        USD
        2124900.00000000
        2.156420161469
        Long
        DBT
        NUSS
        RU
        N
        2
        
          2035-03-28
          Fixed
          5.10000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Argentina
        549300KPBYGYF7HCHO27
        Argentine Republic Government International Bond
        N/A
        
          
        
        569000.00000000
        PA
        
        237544.35000000
        0.241068015239
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2023-01-15
          Fixed
          3.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Contracts: BRL 12/03/2019
        N/A
        
          
        
        1.00000000
        NC
        
        3447575.41000000
        3.498715761828
        N/A
        DFE
        CORP
        N/A
        N
        2
        
          
            
              J.P. Morgan Chase & Co.
              8I5DZWZKVSZI1NUHU748
            
            3655534.27000000
            USD
            14596000.00000000
            BRL
            2019-12-03
            -207958.86
          
        
        
          N
          N
          N
        
      
      
        Petroleos De Venezuela S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        P7807HAR6
        
          
        
        2550000.00000000
        PA
        USD
        210375.00000000
        0.213495642839
        Long
        DBT
        NUSS
        VE
        N
        2
        
          2026-11-15
          Fixed
          6.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Ivory Coast
        254900ICW11T82O6H590
        Ivory Coast Government
        AN4195839
        
          
        
        723000.00000000
        PA
        USD
        709895.63000000
        0.720426019610
        Long
        DBT
        NUSS
        CI
        N
        2
        
          2033-06-15
          Fixed
          6.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Mozambique
        213800759WLKYIKPER73
        Mozambique International Bond
        ZQ3787269
        
          
        
        1168000.00000000
        PA
        USD
        1068720.00000000
        1.084573088129
        Long
        DBT
        NUSS
        MZ
        Y
        2
        
          2031-09-15
          Fixed
          5.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Png Govt Intl Bond
        254900NKI6OC90ZW9W36
        Papua New Guinea Government
        69888UAB1
        
          
        
        1527000.00000000
        PA
        USD
        1625062.11000000
        1.649167818553
        Long
        DBT
        NUSS
        PG
        Y
        2
        
          2028-10-04
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Png Govt Intl Bond
        254900NKI6OC90ZW9W36
        Papua New Guinea Government International Bond
        N/A
        
          
        
        1342000.00000000
        PA
        USD
        1428181.63000000
        1.449366869580
        Long
        DBT
        NUSS
        PG
        N
        2
        
          2028-10-04
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos De Venezuela S
        549300YWR8TN1OFD4P06
        Petroleos de Venezuela SA
        N/A
        
          
        
        2000000.00000000
        PA
        USD
        165000.00000000
        0.167447563011
        Long
        DBT
        NUSS
        VE
        N
        2
        
          2035-05-17
          Fixed
          9.75000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        Mex Bonos Desarr Fix Rt
        254900EGTWEU67VP6075
        Mexican Bonos
        QJ1649335
        
          
        
        26310000.00000000
        PA
        
        1261478.64000000
        1.280191054900
        Long
        DBT
        NUSS
        MX
        N
        2
        
          2026-03-05
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Russia Govt Bond - Ofz
        5493004EHVGF71PDBU58
        Russian Federation
        QJ4075223
        
          
        
        352970000.00000000
        PA
        
        6427531.14000000
        6.522875306493
        Long
        DBT
        NUSS
        RU
        N
        2
        
          2031-09-17
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Ecuador
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        ZR7746020
        
          
        
        250000.00000000
        PA
        USD
        206875.00000000
        0.209943724835
        Long
        DBT
        NUSS
        EC
        Y
        2
        
          2030-03-27
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mv24 Capital Bv
        N/A
        MV24 Capital BV
        55388RAA4
        
          
        
        1750000.00000000
        PA
        USD
        1809762.50000000
        1.836608001539
        Long
        DBT
        CORP
        NL
        
        Y
        2
        
          2034-06-01
          Fixed
          6.74800000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Mex Bonos Desarr Fix Rt
        254900EGTWEU67VP6075
        Mexican Bonos
        EG1116375
        
          
        
        57160000.00000000
        PA
        
        2998454.29000000
        3.042932507035
        Long
        DBT
        NUSS
        MX
        N
        2
        
          2027-06-03
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        EK6310859
        
          
        
        30590000.00000000
        PA
        
        1355089.25000000
        1.375190258031
        Long
        DBT
        NUSS
        MX
        N
        2
        
          2026-11-12
          Fixed
          7.47000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Empresas Public Medellin
        549300SU25TO8EMXB434
        Empresas Publicas de Medellin ESP
        N/A
        
          
        
        500000000.00000000
        PA
        
        146095.50000000
        0.148262639041
        Long
        DBT
        CORP
        CO
        N
        2
        
          2021-02-01
          Fixed
          8.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of South Africa
        378900AAFB4F17004C49
        Republic of South Africa
        EJ7500048
        
          
        
        14170000.00000000
        PA
        
        890341.51000000
        0.903548582407
        Long
        DBT
        NUSS
        ZA
        N
        2
        
          2030-01-31
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Credit Suisse
        E58DKGMJYYYJLN8C3868
        Republic of Ecuador CDS SR 1Y
        N/A
        
          
        
        1.00000000
        NC
        USD
        -7067.45000000
        -0.00717228654
        N/A
        DCR
        CORP
        US
        
        N
        2
        
          
            
              Credit Suisse
              E58DKGMJYYYJLN8C3868
            
            
              
                Republic Of Ecuador
                Republic of Ecuador CDS SR 1Y
                
                  
                  
                
              
            
            Y
            
            Underlying Performance
            2019-12-20
            0
            USD
            22546.33
            USD
            -1200000
            USD
            15478.88
          
        
        
          N
          N
          N
        
      
      
        Gol Finance Sa
        549300FRXVB8W0960Y03
        Gol Finance SA
        36254VAA6
        
          
        
        1775000.00000000
        PA
        USD
        1786925.87000000
        1.813432619473
        Long
        DBT
        CORP
        KY
        
        Y
        2
        
          2025-01-31
          Fixed
          7.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukraine Government
        6354001WLTJXOMEXPY07
        Ukraine Government
        N/A
        
          
        
        200000.00000000
        PA
        USD
        211600.00000000
        0.214738814140
        Long
        DBT
        NUSS
        UA
        N
        2
        
          2026-09-01
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCT7
        
          
        
        594000.00000000
        PA
        USD
        624294.00000000
        0.633554599409
        Long
        DBT
        NUSS
        MX
        Y
        2
        
          2030-01-23
          Fixed
          6.84000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Hong Kong Dollar
        N/A
        
          
        
        1.00000000
        NC
        USD
        10379.72000000
        0.010533689810
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Goldman Sachs
              W22LROWP2IHZNBB6K528
            
            Call
            Purchased
            
              
                Hong Kong
                Hong Kong Dollar
                
                  
                
              
            
            1.00000000
            7.8605
            USD
            2020-09-01
            XXXX
            -14316.06
          
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCW0
        
          
        
        1007000.00000000
        PA
        USD
        1082021.50000000
        1.098071898792
        Long
        DBT
        NUSS
        MX
        Y
        2
        
          2050-01-23
          Fixed
          7.69000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Zambia
        N/A
        Republic of Zambia
        EJ3648502
        
          
        
        883000.00000000
        PA
        USD
        562222.70000000
        0.570562551421
        Long
        DBT
        NUSS
        ZM
        N
        2
        
          2022-09-20
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Hong Kong Dollar
        N/A
        
          
        
        1.00000000
        NC
        USD
        25416.72000000
        0.025793744386
        N/A
        DFE
        CORP
        US
        N
        2
        
          
            
              Goldman Sachs
              W22LROWP2IHZNBB6K528
            
            Call
            Purchased
            
              
                Hong Kong
                Hong Kong Dollar
                
                  
                
              
            
            1.00000000
            7.8569
            USD
            2020-09-01
            XXXX
            -28027.63
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Contracts: COP 12/20/2019
        N/A
        
          
        
        1.00000000
        NC
        
        502168.58000000
        0.509617605707
        N/A
        DFE
        CORP
        N/A
        N
        2
        
          
            
              Goldman Sachs & Co.
              W22LROWP2IHZNBB6K528
            
            508235.84000000
            USD
            1768000000.00000000
            COP
            2019-12-20
            -6067.26
          
        
        
          N
          N
          N
        
      
      
        Egypt Government Bond
        529900GFIVH4086NMH82
        Egypt Government Bond
        AZ9605991
        
          
        
        23100000.00000000
        PA
        
        1538558.16000000
        1.561380693593
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2026-08-06
          Fixed
          15.60000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republica Orient Uruguay
        549300RDR012H2V82H43
        Republic of Uruguay
        917288BD3
        
          
        
        75144000.00000000
        PA
        
        2085060.00000000
        2.115989186255
        Long
        DBT
        NUSS
        UY
        N
        2
        
          2028-12-15
          Fixed
          4.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Oman Gov Interntl Bond
        549300SZ20F0QTKNQC75
        Oman Government
        682051AH0
        
          
        
        36000.00000000
        PA
        USD
        36180.00000000
        0.036716683816
        Long
        DBT
        NUSS
        OM
        Y
        2
        
          2028-01-17
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Do Brasil (cayman)
        QE0Q0253K88YAGNPE356
        Banco do Brasil SA
        05958AAL2
        
          
        
        751000.00000000
        PA
        USD
        855553.32000000
        0.868244354303
        Long
        DBT
        CORP
        BR
        Y
        2
        
          2019-12-31
          Fixed
          9.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Contracts: BRL 12/03/2019
        N/A
        
          
        
        1.00000000
        NC
        
        -3447575.41000000
        -3.49871576182
        N/A
        DFE
        CORP
        N/A
        N
        2
        
          
            
              J.P. Morgan Chase & Co.
              8I5DZWZKVSZI1NUHU748
            
            -14596000.00000000
            BRL
            -3428705.66000000
            USD
            2019-12-03
            -18869.75
          
        
        
          N
          N
          N
        
      
      
        Arab Republic Of Egypt
        529900GFIVH4086NMH82
        Republic of Egypt
        AS1417375
        
          
        
        2026000.00000000
        PA
        
        2240955.87000000
        2.274197571194
        Long
        DBT
        NUSS
        EG
        Y
        2
        
          2030-04-16
          Fixed
          5.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Uruguay Notas Del Teso
        549300RDR012H2V82H43
        Uruguay Notas del Tesoro
        UV3423893
        
          
        
        136000000.00000000
        PA
        
        3698064.60000000
        3.752920637138
        Long
        DBT
        NUSS
        UY
        N
        2
        
          2020-07-29
          Fixed
          13.90000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Turkey
        5493000PCHOG3B6S3Q85
        Republic of Turkey
        900123CL2
        
          
        
        569000.00000000
        PA
        USD
        567221.88000000
        0.575635887834
        Long
        DBT
        NUSS
        TR
        N
        2
        
          2027-03-25
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nota Do Tesouro Nacional
        254900ZFY40OYEADAP90
        Nota Do Tesouro Nacional
        AQ6084745
        
          
        
        2503000.00000000
        PA
        
        707297.79000000
        0.717789643992
        Long
        DBT
        NUSS
        BR
        N
        2
        
          2029-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of South Africa
        378900AAFB4F17004C49
        Republic of South Africa Government International Bond
        836205BB9
        
          
        
        409000.00000000
        PA
        USD
        391541.84000000
        0.397349860150
        Long
        DBT
        NUSS
        ZA
        N
        2
        
          2049-09-30
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Ecuador
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        ZR7746004
        
          
        
        420000.00000000
        PA
        USD
        333506.25000000
        0.338453386736
        Long
        DBT
        NUSS
        EC
        Y
        2
        
          2025-03-27
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of Benin
        635400Q11P6AE5A5Y230
        Benin Government International Bond
        N/A
        
          
        
        1992000.00000000
        PA
        
        2282566.30000000
        2.316425238463
        Long
        DBT
        NUSS
        BJ
        Y
        2
        
          2026-03-26
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Nota Do Tesouro Nacional
        254900ZFY40OYEADAP90
        Nota Do Tesouro Nacional
        N/A
        
          
        
        6350000.00000000
        PA
        
        1581211.37000000
        1.604666609164
        Long
        DBT
        NUSS
        BR
        N
        2
        
          2021-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Argentina
        549300KPBYGYF7HCHO27
        Republic of Argentina
        N/A
        
          
        
        275220.74000000
        PA
        
        140247.01000000
        0.142327394206
        Long
        DBT
        NUSS
        AR
        N
        2
        
          2033-12-31
          Fixed
          7.82000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ihs Netherlands Holdco
        5493006Z6YQYCCN2XI74
        IHS Netherlands Holdco BV
        44963LAC0
        
          
        
        1152000.00000000
        PA
        USD
        1226880.00000000
        1.245079188528
        Long
        DBT
        CORP
        NL
        
        Y
        2
        
          2027-09-18
          Fixed
          8.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Banco Mercantil De Norte
        549300QTVYRPFHS0J362
        Banco Mercantil del Norte SA/Grand Cayman
        05971PAB4
        
          
        
        441000.00000000
        PA
        USD
        466357.50000000
        0.473275314345
        Long
        DBT
        CORP
        MX
        Y
        2
        
          2019-12-31
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government
        529900FWX0GRR7WG5W79
        Republic of Indonesia
        AF1743877
        
          
        
        72427000000.00000000
        PA
        
        5417262.32000000
        5.497620446522
        Long
        DBT
        NUSS
        ID
        N
        2
        
          2036-05-15
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Zambia
        N/A
        Republic of Zambia
        988895AA6
        
          
        
        284000.00000000
        PA
        USD
        180828.14000000
        0.183510493132
        Long
        DBT
        NUSS
        ZM
        Y
        2
        
          2022-09-20
          Fixed
          5.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanese Republic
        N/A
        
          
        
        152000.00000000
        PA
        USD
        69540.00000000
        0.070571536556
        Long
        DBT
        NUSS
        LB
        N
        2
        
          2029-05-25
          Fixed
          6.85000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Contracts: MXN 01/24/2020
        N/A
        
          
        
        1.00000000
        NC
        
        -2033465.54000000
        -2.06362938872
        N/A
        DFE
        CORP
        N/A
        N
        2
        
          
            
              Goldman Sachs & Co.
              W22LROWP2IHZNBB6K528
            
            -40097000.00000000
            MXN
            -2050210.92000000
            USD
            2020-01-24
            16745.38
          
        
        
          N
          N
          N
        
      
      
        Metinvest Bv
        635400TMCKVEU87EJ582
        Metinvest BV
        591555AD9
        
          
        
        376000.00000000
        PA
        USD
        390194.00000000
        0.395982026676
        Long
        DBT
        CORP
        NL
        
        Y
        2
        
          2023-04-23
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Reverse Repo
        N/A
        
          
        
        -518665.37000000
        NS
        USD
        -518665.37000000
        -0.52635910439
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.10000000
          2020-10-31
          
            
              -518665.37000000
              USD
              537831.67630000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Nota Do Tesouro Nacional
        254900ZFY40OYEADAP90
        Nota Do Tesouro Nacional
        JV5341526
        
          
        
        2750000.00000000
        PA
        
        761497.14000000
        0.772792971715
        Long
        DBT
        NUSS
        BR
        N
        2
        
          2027-01-01
          Fixed
          10.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroleos Mexicanos
        549300CAZKPF4HKMPX17
        Petroleos Mexicanos
        71654QCK6
        
          
        
        1014000.00000000
        PA
        USD
        984594.00000000
        0.999199187002
        Long
        DBT
        NUSS
        MX
        N
        2
        
          2028-02-12
          Fixed
          5.35000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic Of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        03846JX39
        
          
        
        491000.00000000
        PA
        USD
        503275.00000000
        0.510740438026
        Long
        DBT
        NUSS
        EG
        Y
        2
        
          2059-11-20
          Fixed
          8.15000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Arab Republic Of Egypt
        529900GFIVH4086NMH82
        Egypt Government International Bond
        N/A
        
          
        
        1031000.00000000
        PA
        
        1186713.25000000
        1.204316616397
        Long
        DBT
        NUSS
        EG
        Y
        2
        
          2031-04-11
          Fixed
          6.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ukreximbank(biz Fin Plc)
        213800CQK26QNHYTY203
        Ukreximbank Via Biz Finance PLC
        UV3121018
        
          
        
        700000.00000000
        PA
        USD
        738500.00000000
        0.749454698689
        Long
        DBT
        CORP
        GB
        
        N
        2
        
          2025-01-22
          Fixed
          9.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Ivory Coast
        254900ICW11T82O6H590
        Ivory Coast Government International Bond
        ZQ0630702
        
          
        
        1189000.00000000
        PA
        
        1324771.93000000
        1.344423219540
        Long
        DBT
        NUSS
        CI
        Y
        2
        
          2031-10-17
          Fixed
          5.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Gabon
        N/A
        Republic of Gabon
        362420AC5
        
          
        
        832000.00000000
        PA
        USD
        845000.00000000
        0.857534489360
        Long
        DBT
        NUSS
        GA
        Y
        2
        
          2025-06-16
          Fixed
          6.95000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        State Street Institutional Liq
        549300P1E098W6ES7M39
        State Street Institutional Liquid Reserves Fund - Institutional Class (7-Day Yield)
        85749P101
        
          
        
        1623506.23300000
        NS
        USD
        1623668.58000000
        1.647753617326
        Long
        STIV
        RF
        US
        N
        1
        
          N
          N
          N
        
      
      
        Republic Of Venezuela
        529900XM8PJTJK5OJI77
        Republic of Venezuela
        P17625AA5
        
          
        
        1475000.00000000
        PA
        USD
        184375.00000000
        0.187109966243
        Long
        DBT
        NUSS
        VE
        N
        2
        
          2023-05-07
          Fixed
          9.00000000
          Y
          Y
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Contracts: BRL 01/03/2020
        N/A
        
          
        
        1.00000000
        NC
        
        3441901.00000000
        3.492957179246
        N/A
        DFE
        CORP
        N/A
        N
        2
        
          
            
              J.P. Morgan Chase & Co.
              8I5DZWZKVSZI1NUHU748
            
            3423277.63000000
            USD
            14596000.00000000
            BRL
            2020-01-03
            18623.37
          
        
        
          N
          N
          N
        
      
      
        Arab Republic Of Egypt
        529900GFIVH4086NMH82
        Republic of Egypt
        AM2612894
        
          
        
        259000.00000000
        PA
        USD
        275187.50000000
        0.279269553006
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2047-01-31
          Fixed
          8.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rep Of Angola(avenir Ii)
        724500CRIYMKEWLTHZ15
        Republic of Angola
        AW3189593
        
          
        
        1017000.00000000
        PA
        USD
        1019542.50000000
        1.034666103098
        Long
        DBT
        CORP
        AO
        
        N
        2
        
          2023-12-07
          Floating
          6.87170000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Reverse Repo
        N/A
        
          
        
        -1140697.41000000
        NS
        USD
        -1140697.41000000
        -1.15761819053
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.10000000
          2020-10-31
          
            
              -1140697.41000000
              USD
              1101870.08900000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Reverse Repo
        N/A
        
          
        
        -282132.00000000
        NS
        USD
        -282132.00000000
        -0.28631706574
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.00000000
          2020-11-25
          
            
              -282132.00000000
              USD
              326494.34750000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Reverse Repo
        N/A
        
          
        
        -1329249.09000000
        NS
        USD
        -1329249.09000000
        -1.34896679245
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.10000000
          2020-11-19
          
            
              -1329249.09000000
              USD
              1444318.72100000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Republic Of Ecuador
        5299003Y2U5XK0A35H71
        Ecuador Government International Bond
        N/A
        
          
        
        370000.00000000
        PA
        USD
        293803.13000000
        0.298161321960
        Long
        DBT
        NUSS
        EC
        N
        2
        
          2025-03-27
          Fixed
          7.87500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Sri Lanka
        254900HXCCIOHM74FA02
        Republic of Sri Lanka
        85227SAV8
        
          
        
        1250000.00000000
        PA
        USD
        1222853.13000000
        1.240992585085
        Long
        DBT
        NUSS
        LK
        Y
        2
        
          2023-04-18
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Reverse Repo
        N/A
        
          
        
        -344894.39000000
        NS
        USD
        -344894.39000000
        -0.35001045516
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.10000000
          2020-10-31
          
            
              -344894.39000000
              USD
              360610.47290000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Titulos De Tesoreria
        549300MHDRBVRF6B9117
        Colombian TES
        EJ5096460
        
          
        
        3830000000.00000000
        PA
        
        1071752.50000000
        1.087650571370
        Long
        DBT
        NUSS
        CO
        N
        2
        
          2028-04-28
          Fixed
          6.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Rep Of Angola(avenir Ii)
        549300QHR2R3J8JSGK83
        Republic of Angola
        N/A
        
          
        
        5330769.24100000
        PA
        USD
        5763894.24000000
        5.849394205710
        Long
        DBT
        CORP
        NL
        N
        2
        
          2023-07-01
          Floating
          9.71340000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Turkey
        5493000PCHOG3B6S3Q85
        Republic of Turkey
        900123CF5
        
          
        
        200000.00000000
        PA
        USD
        203500.00000000
        0.206518661047
        Long
        DBT
        NUSS
        TR
        N
        2
        
          2024-03-22
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Egypt Treasury Bill
        529900GFIVH4086NMH82
        Egypt Treasury Bills
        AZ0940835
        
          
        
        27200000.00000000
        PA
        
        1622719.60000000
        1.646790560427
        Long
        DBT
        NUSS
        EG
        N
        2
        
          2020-03-10
          None
          0.00000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Reverse Repo
        N/A
        
          
        
        -572007.00000000
        NS
        USD
        -572007.00000000
        -0.58049198894
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.10000000
          2020-10-31
          
            
              -572007.00000000
              USD
              573433.80000000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Republic Of Ghana
        213800PP4399SNNXZ126
        Republic of Ghana
        374422AC7
        
          
        
        284000.00000000
        PA
        USD
        300374.36000000
        0.304830027715
        Long
        DBT
        NUSS
        GH
        Y
        2
        
          2026-01-18
          Fixed
          8.12500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic of El Salvador
        529900AKDMUSFSDOM949
        Republic of El Salvador
        ED9640662
        
          
        
        1020000.00000000
        PA
        USD
        1107815.68000000
        1.124248702312
        Long
        DBT
        NUSS
        SV
        N
        2
        
          2035-06-15
          Fixed
          7.65000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Cameroon
        54930021BO6NHYGBBV24
        Republic of Cameroon
        133653AA3
        
          
        
        1438000.00000000
        PA
        USD
        1577980.38000000
        1.601387691578
        Long
        DBT
        NUSS
        CM
        Y
        2
        
          2025-11-19
          Fixed
          9.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Indonesia Government
        529900FWX0GRR7WG5W79
        Republic of Indonesia
        N/A
        
          
        
        25260000000.00000000
        PA
        
        1768468.63000000
        1.794701590031
        Long
        DBT
        NUSS
        ID
        N
        2
        
          2038-05-15
          Fixed
          7.50000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Provincia Del Chaco
        529900T9IL92X9NLUM64
        Provincia del Chaco
        QZ2149784
        
          
        
        684000.00000000
        PA
        USD
        283860.00000000
        0.288070698402
        Long
        DBT
        CORP
        AR
        N
        2
        
          2024-08-18
          Fixed
          9.37500000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Metinvest Bv
        635400TMCKVEU87EJ582
        Metinvest BV
        591555AF4
        
          
        
        1268000.00000000
        PA
        USD
        1252150.00000000
        1.270724036511
        Long
        DBT
        CORP
        NL
        
        Y
        2
        
          2029-10-17
          Fixed
          7.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Republic Of Angola
        549300QHR2R3J8JSGK83
        Republic of Angola
        N/A
        
          
        
        403000.00000000
        PA
        USD
        412697.19000000
        0.418819022588
        Long
        DBT
        NUSS
        AO
        N
        2
        
          2028-05-09
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Forward Contracts: JPY 01/24/2020
        N/A
        
          
        
        1.00000000
        NC
        
        -4421229.82000000
        -4.48681308406
        N/A
        DFE
        CORP
        N/A
        N
        2
        
          
            
              Morgan Stanley
              IGJSJL3JD5P30I6NJZ34
            
            -481839100.00000000
            JPY
            -4503212.51000000
            USD
            2020-01-24
            81982.69
          
        
        
          N
          N
          N
        
      
      
        Lebanese Republic
        529900QPC4K9S1KHL354
        Lebanese Republic
        N/A
        
          
        
        185000.00000000
        PA
        USD
        103628.90000000
        0.105166101591
        Long
        DBT
        NUSS
        LB
        N
        2
        
          2021-04-12
          Fixed
          8.25000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        N/A
        N/A
        Reverse Repo
        N/A
        
          
        
        -1089006.66000000
        NS
        USD
        -1089006.66000000
        -1.10516067466
        Short
        RA
        CORP
        US
        N
        2
        
          Reverse repurchase
          
            
              
            
          
          N
          2.10000000
          2020-11-21
          
            
              -1089006.66000000
              USD
              1183279.12900000
              USD
              CDS
            
          
        
        
          N
          N
          N
        
      
      
        Republic Of Turkey
        5493000PCHOG3B6S3Q85
        Republic of Turkey
        900123CM0
        
          
        
        1985000.00000000
        PA
        USD
        1703688.18000000
        1.728960205284
        Long
        DBT
        NUSS
        TR
        N
        2
        
          2047-05-11
          Fixed
          5.75000000
          N
          N
          N
        
        
          N
          N
          N
        
      
      
        Petroamazonas Ep
        635400RW6UKSXH17EB06
        Petroamazonas EP
        50284PAA4
        
          
        
        362249.99000000
        PA
        USD
        355711.38000000
        0.360987901311
        Long
        DBT
        CORP
        EC
        Y
        2
        
          2020-02-16
          Fixed
          4.62500000
          N
          N
          N
        
        
          N
          N
          N
        
      
    
    
      
      
    
    
      2019-12-30
      STONE HARBOR EMERGING MARKETS TOTAL INCOME FUND
      Peter Wilby
      Peter Wilby
      President and Chief Executive Officer/Principal Executive Officer

Categories

SEC Filings