# EDGAR Filing Document

**Accession Number:** 0001551040
**File Stem:** 0001752724-23-010105
**Filing Date:** 2023-1
**Character Count:** 47135
**Document Hash:** 1cd456a144839632ea2cb04485fcac7a
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-010105.hdr.sgml**: 20230124

**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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Virtus Stone Harbor Emerging Markets Total Income Fund

- **b. Investment Company Act file number:** 811-22716

- **c. CIK number of Registrant:** 0001551040

- **d. LEI of Registrant:** PTMQB4SW61W2TB7LXK23

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 101 Munson Street

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-254-5197

**Item A.2. Information about the Series.**

- **a. Name of Series:** Virtus Stone Harbor Emerging Markets Total Income Fund

- **c. LEI of Series:** PTMQB4SW61W2TB7LXK23

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-11-30

- **b. Date as of which information is reported:** 2022-11-30

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $51782385.03

**Total Liabilities:** $2386664.31

**Net Assets:** $49395720.72

**Cash Not Reported:** $12574386.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -901.00000000 | **10-Year:** -3602.00000000 | **30-Year:** -3044.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** -280.00000000 | **5-Year:** -6770.00000000 | **10-Year:** -5914.00000000 | **30-Year:** -5139.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | -9.41%               | 2.77%                | 14.26%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2490637.21             | $-2031479.63                               |
| Month 2  | $-2213898.43             | $2317196.93                                |
| Month 3  | $-1217850.11             | $5568949.45                                |

**Designated Index Information**

- **Index Name:** Securities Portfolio

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                            | Title                                               | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |     Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| REP OF ANGOLA(AVENIR II)                        | Republic of Angola Via Avenir II BV                 | CUSIP: 000000000<br>LEI: 724500CRIYMKEWLTHZ15 | Long             | DBT              | CORP              | NL        |     3559385 | PA      | $3594978.46   | 7.28%             | 2023-07-01      | Floating      | 10.45%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                               | Gabon Government International Bond                 | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |       96000 | PA      | $79038.00     | 0.16%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq CLN                            | Republic of Iraq CLN                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IQ        |   246102752 | PA      | $1521456.44   | 3.08%             | 2028-01-01      | Floating      | 2.54%                 | No            |                  3 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                        | Petroleos de Venezuela SA                           | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2000000 | PA      | $85000.00     | 0.17%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |      -83999 | PA      | $-83999.49    | -0.17%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | JP Morgan                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -816280 | PA      | $-816280.00   | -1.65%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -496574 | PA      | $-496574.06   | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -294275 | PA      | $-294275.40   | -0.60%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                          | Gran Tierra Energy Inc                              | CUSIP: 38502JAA9<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |      857000 | PA      | $689885.00    | 1.40%             | 2027-05-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                        | Banco Mercantil del Norte SA/Grand Cayman           | CUSIP: 000000000<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      235000 | PA      | $224660.00    | 0.45%             | N/A             | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond               | CUSIP: 65412JAU7<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      374000 | PA      | $309952.50    | 0.63%             | 2029-03-24      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     9500000 | PA      | $437655.00    | 0.89%             | 2037-01-31      | Fixed         | 8.50%                 | No            |                  2 | On Loan: No      |
| WANDA PROPERTIES INTL                           | Wanda Properties International Co Ltd               | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | VG        |      400000 | PA      | $318825.00    | 0.65%             | 2024-01-29      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| PNG GOVT INTL BOND                              | Papua New Guinea Government International Bond      | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | PG        |     1119000 | PA      | $941918.25    | 1.91%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                               | Tunisian Republic                                   | CUSIP: 066716AH4<br>LEI: N/A                  | Long             | DBT              | NUSS              | TN        |     1375000 | PA      | $1000140.63   | 2.02%             | 2025-01-30      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                            | Indonesia Treasury Bond                             | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 28210000000 | PA      | $1977022.22   | 4.00%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | USD/BRL FORWARD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-98508.72    | -0.20%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -245706 | PA      | $-245706.45   | -0.50%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -500685 | PA      | $-500685.48   | -1.01%            |  |  |  | No            |                  2 | On Loan: No      |
| THETA CAPITAL PTE LTD                           | Theta Capital Pte Ltd                               | CUSIP: 000000000<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | SG        |     1050000 | PA      | $669571.88    | 1.36%             | 2026-10-31      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -244241 | PA      | $-244241.28   | -0.49%            |  |  |  | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                  | Tullow Oil PLC                                      | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |     1296000 | PA      | $887760.00    | 1.80%             | 2025-03-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF VENEZUELA                           | Venezuela Government International Bond             | CUSIP: 000000000<br>LEI: 529900XM8PJTJK5OJI77 | Long             | DBT              | NUSS              | VE        |     1475000 | PA      | $121687.50    | 0.25%             | 2023-05-07      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| BARCLAYS CAPITAL INC.                           | CDS ESKOM HOLDINGS SOC LTD                          | CUSIP: 000000000<br>LEI: AC28XWWI3WIBK2824319 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-802644.95   | -1.62%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                 | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     2123000 | PA      | $1445126.10   | 2.93%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS REPUBLIC OF ARGENTINA                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-5581789.15  | -11.30%           |  |  |  | No            |                  2 | On Loan: No      |
| TUNISIAN REPUBLIC                               | Tunisian Republic                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | TN        |     1030000 | PA      | $882441.16    | 1.79%             | 2024-02-17      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE ENTRE RIOS                         | Provincia de Entre Rios Argentina                   | CUSIP: 000000000<br>LEI: 529900YISSWARKQRS409 | Long             | DBT              | NUSS              | AR        |      615000 | PA      | $389295.00    | 0.79%             | 2028-08-08      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | JP Morgan                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -259803 | PA      | $-259803.33   | -0.53%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      375000 | PA      | $154523.44    | 0.31%             | 2032-04-10      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                         | Mong Duong Finance Holdings BV                      | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      610000 | PA      | $518500.00    | 1.05%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -126827 | PA      | $-126827.45   | -0.26%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -333583 | PA      | $-333582.97   | -0.68%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -187237 | PA      | $-187236.69   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      212000 | PA      | $11898.50     | 0.02%             | 2032-03-23      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -946155 | PA      | $-946154.82   | -1.92%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                         | El Salvador Government International Bond           | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      293000 | PA      | $123481.19    | 0.25%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS REPUBLIC OF ARGENTINA                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-1380112.70  | -2.79%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond               | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |       93000 | PA      | $40501.50     | 0.08%             | 2035-07-31      | Variable      | 2.50%                 | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS REPUBLIC OF ARGENTINA                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2252309.15  | -4.56%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                              | Zambia Government International Bond                | CUSIP: 988895AA6<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |       85000 | PA      | $35700.00     | 0.07%             | 2022-09-20      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -456644 | PA      | $-456644.19   | -0.92%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -438165 | PA      | $-438165.38   | -0.89%            |  |  |  | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                         | Pakistan Government International Bond              | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     1514000 | PA      | $620906.54    | 1.26%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                 | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      246000 | PA      | $179831.29    | 0.36%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| WANDA PROPERTIES OVERSEA                        | Wanda Properties Overseas Ltd                       | CUSIP: 000000000<br>LEI: 549300BJ7FGBP0KHXY31 | Long             | DBT              | CORP              | VG        |      200000 | PA      | $179000.00    | 0.36%             | 2023-07-23      | Fixed         | 6.88%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -125042 | PA      | $-125041.91   | -0.25%            |  |  |  | No            |                  2 | On Loan: No      |
| TULLOW OIL PLC                                  | Tullow Oil PLC                                      | CUSIP: 000000000<br>LEI: 2138003EYHWO75RKS857 | Long             | DBT              | CORP              | GB        |      252000 | PA      | $216720.00    | 0.44%             | 2026-05-15      | Fixed         | 10.25%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF NIGERIA                             | Nigeria Government International Bond               | CUSIP: 65412JAH6<br>LEI: 549300GSBZD84TNEQ285 | Long             | DBT              | NUSS              | NG        |      583000 | PA      | $405185.00    | 0.82%             | 2038-02-23      | Fixed         | 7.70%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                              | Zambia Government International Bond                | CUSIP: 988895AF5<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      594000 | PA      | $270270.00    | 0.55%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -226504 | PA      | $-226504.11   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| PNG GOVT INTL BOND                              | Papua New Guinea Government International Bond      | CUSIP: 69888UAB1<br>LEI: N/A                  | Long             | DBT              | NUSS              | PG        |     1001000 | PA      | $842591.75    | 1.71%             | 2028-10-04      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                          | Mozambique International Bond                       | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |     1016000 | PA      | $760920.50    | 1.54%             | 2031-09-15      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |     4500000 | PA      | $204686.72    | 0.41%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | JP Morgan                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -1717556 | PA      | $-1717555.56  | -3.48%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -557098 | PA      | $-557098.03   | -1.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | JP Morgan                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -711232 | PA      | $-711232.13   | -1.44%            |  |  |  | No            |                  2 | On Loan: No      |
| Republic of Iraq CLN                            | Republic of Iraq CLN                                | CUSIP: 000000000<br>LEI: 549300K1NZTY5QS1NO76 | Long             | DBT              | CORP              | KY        |   124845083 | PA      | $771274.82    | 1.56%             | 2028-01-06      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF GABON                               | Gabon Government International Bond                 | CUSIP: 362420AC5<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |      832000 | PA      | $812240.00    | 1.64%             | 2025-06-16      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                               | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $154950.00    | 0.31%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| NOTA DO TESOURO NACIONAL                        | Brazil Notas do Tesouro Nacional Serie F            | CUSIP: 000000000<br>LEI: 254900ZFY40OYEADAP90 | Long             | DBT              | NUSS              | BR        |     9200000 | PA      | $1679925.21   | 3.40%             | 2025-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                        | Development Bank of Kazakhstan JSC                  | CUSIP: 25159XAC7<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | CORP              | KZ        |   348000000 | PA      | $564195.37    | 1.14%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| INTERCONTINENTAL EXCHANGE, INC.                 | CDS REPUBLIC OF ARGENTINA                           | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-2252309.15  | -4.56%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     3509000 | PA      | $212294.50    | 0.43%             | 2021-04-12      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| 1MDB GLOBAL INVESTMENTS                         | 1MDB Global Investments Ltd                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | VG        |     2800000 | PA      | $2739275.00   | 5.55%             | 2023-03-09      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -177950 | PA      | $-177949.75   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -434810 | PA      | $-434810.22   | -0.88%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | JP Morgan                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -1133722 | PA      | $-1133722.22  | -2.30%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |    -1089221 | PA      | $-1089221.23  | -2.21%            |  |  |  | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LTD                          | Poinsettia Finance Ltd                              | CUSIP: 000000000<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | KY        |    10177545 | PA      | $8819478.84   | 17.85%            | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      815000 | PA      | $47270.00     | 0.10%             | 2024-12-03      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                             | Ecuador Government International Bond               | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     7950000 | PA      | $4813725.00   | 9.75%             | 2030-07-31      | Variable      | 5.50%                 | No            |                  2 | On Loan: No      |
| GOL FINANCE SA                                  | Gol Finance SA                                      | CUSIP: 36254VAA6<br>LEI: 5299007RH8MA67ZC6J07 | Long             | DBT              | CORP              | LU        |     1775000 | PA      | $745500.00    | 1.51%             | 2025-01-31      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -413971 | PA      | $-413971.44   | -0.84%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF COLOMBIA                            | Colombia Government International Bond              | CUSIP: 195325DP7<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |     1002000 | PA      | $862972.50    | 1.75%             | 2029-03-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase Bank, National Association       | USD/MXN FORWARD                                     | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | N/A              | DFE              | CORP              | US        |           1 | NC      | $-18959.99    | -0.04%            |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA, NATIONAL ASSOCIATION           | CDS TURKEY                                          | CUSIP: 000000000<br>LEI: B4TYDEB6GKMZO031MB27 | N/A              | DCR              | CORP              | US        |           1 | NC      | $-461171.78   | -0.93%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                 | CUSIP: 03846JW89<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     1725000 | PA      | $1151437.50   | 2.33%             | 2049-03-01      | Fixed         | 8.70%                 | No            |                  2 | On Loan: No      |
| THETA CAPITAL PTE LTD                           | Theta Capital Pte Ltd                               | CUSIP: 000000000<br>LEI: 2549003I5QVCGQHCYJ52 | Long             | DBT              | CORP              | SG        |      640000 | PA      | $489320.00    | 0.99%             | 2025-01-22      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| INDIKA ENERGY CAPITAL IV                        | Indika Energy Capital IV Pte Ltd                    | CUSIP: 000000000<br>LEI: 254900LQ197HY24XVH34 | Long             | DBT              | CORP              | SG        |      650000 | PA      | $632125.00    | 1.28%             | 2025-10-22      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                           | Petroleos del Peru SA                               | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |      200000 | PA      | $135748.00    | 0.27%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| REP OF ANGOLA(AVENIR IS)                        | Republic of Angola Via Avenir Issuer II Ireland DAC | CUSIP: 000000000<br>LEI: 635400VEZIQKZPR7KU35 | Long             | DBT              | NUSS              | IE        |     1234286 | PA      | $1118571.42   | 2.26%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INTL                         | Gran Tierra Energy International Holdings Ltd       | CUSIP: 38502HAA3<br>LEI: 549300RQNK5SS6I0T293 | Long             | DBT              | CORP              | KY        |      657000 | PA      | $578160.00    | 1.17%             | 2025-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                        | Petroleos de Venezuela SA                           | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     2550000 | PA      | $108375.00    | 0.22%             | 2026-11-15      | Fixed         | 6.00%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF KENYA                               | Republic of Kenya Government International Bond     | CUSIP: 000000000<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |      702000 | PA      | $550192.50    | 1.11%             | 2048-02-28      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| SIXSIGMA NETWORKS MEXICO                        | Sixsigma Networks Mexico SA de CV                   | CUSIP: 83006LAB9<br>LEI: 5493000VGOF3UCTUXW26 | Long             | DBT              | CORP              | MX        |     1068000 | PA      | $926490.00    | 1.88%             | 2025-05-02      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                        | Republic of South Africa Government Bond            | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    15700000 | PA      | $571167.98    | 1.16%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                 | CUSIP: 03846JW55<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2050000 | PA      | $1317125.00   | 2.67%             | 2048-02-21      | Fixed         | 7.90%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                 | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    30590000 | PA      | $1332089.54   | 2.70%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                             | Senegal Government International Bond               | CUSIP: 81720TAC9<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |      265000 | PA      | $220662.19    | 0.45%             | 2033-05-23      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                            | Colombian TES                                       | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7495000000 | PA      | $1017297.22   | 2.06%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| Dreyfus Government Cash Management              | Dreyfus Government Cash Management                  | CUSIP: 262006208<br>LEI: 5493000Q69I5Q3QZIA91 | Long             | STIV             | RF                | US        |     3861162 | NS      | $3861161.80   | 7.82%             |  |  |  | No            |                  1 | On Loan: No      |
| VEDANTA RESOURCES                               | Vedanta Resources Finance II PLC                    | CUSIP: 92243XAE1<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      863000 | PA      | $565265.00    | 1.14%             | 2025-03-11      | Fixed         | 8.95%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                             | Petroleos Mexicanos                                 | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    43400000 | PA      | $2054408.75   | 4.16%             | 2024-09-12      | Fixed         | 7.19%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -512918 | PA      | $-512917.95   | -1.04%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -589241 | PA      | $-589240.60   | -1.19%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                 | CUSIP: 03846JX54<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      393000 | PA      | $295560.56    | 0.60%             | 2032-05-29      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                           | Argentine Republic Government International Bond    | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    10000000 | PA      | $2600000.00   | 5.26%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | JP Morgan                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -884381 | PA      | $-884381.26   | -1.79%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF GHANA                               | Ghana Government International Bond                 | CUSIP: 374422AG8<br>LEI: 213800PP4399SNNXZ126 | Long             | DBT              | NUSS              | GH        |      379000 | PA      | $141177.50    | 0.29%             | 2029-05-16      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -927046 | PA      | $-927045.55   | -1.88%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                          | Egypt Government International Bond                 | CUSIP: 03846JX39<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      491000 | PA      | $325287.50    | 0.66%             | 2059-11-20      | Fixed         | 8.15%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENER                        | Aydem Yenilenebilir Enerji AS                       | CUSIP: 054644AA7<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |      462000 | PA      | $360071.25    | 0.73%             | 2027-02-02      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REP OF ANGOLA(AVENIR II)                        | Republic of Angola Via Avenir II BV                 | CUSIP: 000000000<br>LEI: 724500CRIYMKEWLTHZ15 | Long             | DBT              | CORP              | NL        |      339000 | PA      | $335610.00    | 0.68%             | 2023-12-07      | Floating      | 6.61%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | JP Morgan                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -717528 | PA      | $-717528.44   | -1.45%            |  |  |  | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                               | MC Brazil Downstream Trading SARL                   | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |      356000 | PA      | $293700.00    | 0.59%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -226185 | PA      | $-226185.06   | -0.46%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                              | Zambia Government International Bond                | CUSIP: 000000000<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |      625000 | PA      | $284375.00    | 0.58%             | 2027-07-30      | Fixed         | 8.97%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |     2433000 | PA      | $142938.75    | 0.29%             | 2022-10-04      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | JP Morgan                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -2041221 | PA      | $-2041221.25  | -4.13%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION       | JP Morgan                                           | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -358436 | PA      | $-358436.00   | -0.73%            |  |  |  | No            |                  2 | On Loan: No      |
| CREDIT SUISSE FIRST BOSTON MORTGAGE CAPITAL LLC | CREDIT SUISSE                                       | CUSIP: 000000000<br>LEI: 5493001KFROXQS5VBZ89 | Short            | RA               | CORP              | US        |     -116183 | PA      | $-116182.56   | -0.24%            |  |  |  | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                               | Lebanon Government International Bond               | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      105000 | PA      | $6090.00      | 0.01%             | 2020-03-09      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-24

**Name of Applicant:** Virtus Stone Harbor Emerging Markets Total Income Fund

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer