# EDGAR Filing Document

**Accession Number:** 0001501103
**File Stem:** 0000940400-26-002793
**Filing Date:** 2026-1
**Character Count:** 54921
**Document Hash:** 373421d709e452578c34273627d69875
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0000940400-26-002793.hdr.sgml**: 20260127

**ACCESSION NUMBER**: 0000940400-26-002793

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251128

**FILED AS OF DATE**: 20260127

**DATE AS OF CHANGE**: 20260127

**PERIOD START**: 20251130

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Virtus Stone Harbor Emerging Markets Income Fund
- **CENTRAL INDEX KEY:** 0001501103

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1130

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22473
- **FILM NUMBER:** 26566672

**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 Income Fund
- **DATE OF NAME CHANGE:** 20101104

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Stone Harbor Emerging Markets Fixed Income Fund
- **DATE OF NAME CHANGE:** 20100910

## 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 Income Fund

- **b. Investment Company Act file number:** 811-22473

- **c. CIK number of Registrant:** 0001501103

- **d. LEI of Registrant:** XXFOYQ5TGUGS75Z22C46

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

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

  - **City:** Greenfield

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9683

  - **Telephone number:** 866-270-7788

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

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

- **c. LEI of Series:** XXFOYQ5TGUGS75Z22C46

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

- **a. Date of fiscal year-end:** 2025-11-30

- **b. Date as of which information is reported:** 2025-11-28

**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:** $196973134.91

**Total Liabilities:** $39066306.39

**Net Assets:** $157906828.52

**Cash Not Reported:** $3063706.13

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** -160.78215400 | **5-Year:** -2407.79695500 | **10-Year:** -11163.55643000 | **30-Year:** -10386.57982000

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

- **3-Month:** -124.54158940 | **1-Year:** -600.90306660 | **5-Year:** -11209.34988000 | **10-Year:** -18455.05519000 | **30-Year:** -11241.19163000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 0.62%                | 3.78%                | 1.02%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $145702.63               | $-324435.63                                |
| Month 2  | $110805.03               | $4018930.82                                |
| Month 3  | $65611.52                | $450773.05                                 |

**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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| INTERCONTINENTAL EXCHANGE, INC.           | CDS REPUBLIC OF ARGENTINA                                                       | CUSIP: 000000000<br>LEI: 5493000F4ZO33MV32P92 | N/A              | DCR              | CORP              | US        |           1 | NC      | $108869.76    | 0.07%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -2424400 | PA      | $-2424400.00  | -1.54%            |  |  |  | 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        |    22300000 | PA      | $3729079.96   | 2.36%             | 2031-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -3537554 | PA      | $-3537553.73  | -2.24%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    16700000 | PA      | $811157.25    | 0.51%             | 2036-03-31      | Fixed         | 6.25%                 | 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        |    18800000 | PA      | $3024622.72   | 1.92%             | 2033-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| MONG DUONG FIN HLDGS BV                   | Mong Duong Finance Holdings BV                                                  | CUSIP: 60935DAA3<br>LEI: 549300995KGQFMWSV879 | Long             | DBT              | CORP              | NL        |      869072 | PA      | $859842.02    | 0.54%             | 2029-05-07      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| NEON CAPITAL LTD #225                     | Neon Capital Ltd/KY                                                             | CUSIP: 000000000<br>LEI: 549300K1NZTY5QS1NO76 | Long             | DBT              | CORP              | KY        |   184057044 | PA      | $1150614.28   | 0.73%             | 2028-01-06      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| TUNISIAN REPUBLIC                         | Tunisian Republic                                                               | CUSIP: 000000000<br>LEI: 254900B5LFB16S9T2T11 | Long             | DBT              | NUSS              | TN        |      608000 | PA      | $703362.21    | 0.45%             | 2026-07-15      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                               | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      465000 | PA      | $534841.58    | 0.34%             | 2031-10-17      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| YAPI VE KREDI BANKASI AS                  | Yapi ve Kredi Bankasi AS                                                        | CUSIP: 984848AR2<br>LEI: B85ZYWEZ5IZCZ2WNIO12 | Long             | DBT              | CORP              | TR        |      763000 | PA      | $810985.07    | 0.51%             | 2034-01-17      | Fixed         | 9.25%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  5800000000 | PA      | $1518563.61   | 0.96%             | 2026-08-26      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -1075880 | PA      | $-1075880.09  | -0.68%            |  |  |  | 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        |     8000000 | PA      | $1449572.32   | 0.92%             | 2027-01-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                  | Development Bank of Kazakhstan JSC                                              | CUSIP: 25159XAC7<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   506000000 | PA      | $950497.02    | 0.60%             | 2026-05-06      | Fixed         | 10.95%                | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                           | IHS Holding Ltd                                                                 | CUSIP: 44963HAB1<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      487000 | PA      | $483956.25    | 0.31%             | 2028-11-29      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| MC BRAZIL DWNSTRM                         | MC Brazil Downstream Trading SARL                                               | CUSIP: 55292WAA8<br>LEI: 213800T2A7R9TYNXZI63 | Long             | DBT              | CORP              | LU        |     1584507 | PA      | $1322429.35   | 0.84%             | 2031-06-30      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -343093 | PA      | $-343092.56   | -0.22%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                   | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |     1298000 | PA      | $1292808.00   | 0.82%             | 2027-01-18      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                         | Vedanta Resources Finance II PLC                                                | CUSIP: 92243XAH4<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      343000 | PA      | $356888.07    | 0.23%             | 2029-09-17      | Fixed         | 10.88%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                     | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       76832 | PA      | $58305.88     | 0.04%             | 2035-06-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -2295231 | PA      | $-2295231.25  | -1.45%            |  |  |  | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                  | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     5517000 | PA      | $1484073.00   | 0.94%             | 2035-05-17      | Fixed         | 9.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -2553408 | PA      | $-2553408.00  | -1.62%            |  |  |  | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                           | CUSIP: 903724CG5<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      122663 | PA      | $68813.81     | 0.04%             | 2036-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| ROMANIA GOVERNMENT BOND                   | Romania Government Bond                                                         | CUSIP: 000000000<br>LEI: 315700IASY927EDWBK92 | Long             | DBT              | NUSS              | RO        |     7400000 | PA      | $1661810.02   | 1.05%             | 2029-04-25      | Fixed         | 6.30%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -2849734 | PA      | $-2849733.70  | -1.80%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -1123863 | PA      | $-1123863.30  | -0.71%            |  |  |  | No            |                  2 | On Loan: No      |
| NEON CAPITAL LTD 386                      | Neon Capital Ltd/KY                                                             | CUSIP: 000000000<br>LEI: 549300K1NZTY5QS1NO76 | Long             | DBT              | CORP              | KY        |   245843793 | PA      | $1535451.52   | 0.97%             | 2028-01-01      | Variable      | 0.01%                 | No            |                  3 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    38600000 | PA      | $1749128.11   | 1.11%             | 2041-02-28      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                     | Argentine Republic Government International Bond                                | CUSIP: 040114HX1<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    11157600 | PA      | $9729427.20   | 6.16%             | 2029-07-09      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -1509600 | PA      | $-1509600.00  | -0.96%            |  |  |  | No            |                  2 | On Loan: No      |
| POLAND GOVERNMENT BOND                    | Republic of Poland Government Bond                                              | CUSIP: 000000000<br>LEI: 259400R9L8QEP0TPXS31 | Long             | DBT              | NUSS              | PL        |    13200000 | PA      | $3871869.79   | 2.45%             | 2033-10-25      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                     | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     1225000 | PA      | $864200.75    | 0.55%             | 2047-06-19      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| CONSTELLATION OIL SA                      | Constellation Oil Services Holding SA                                           | CUSIP: 650921AA7<br>LEI: 5493005YJTU769NW5I10 | Long             | DBT              | CORP              | LU        |      813000 | PA      | $832654.28    | 0.53%             | 2029-11-07      | Fixed         | 9.38%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    36800000 | PA      | $2011131.37   | 1.27%             | 2048-02-28      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| GENER MEDIT/CENT TERMICA                  | Generacion Mediterranea SA / Central Termica Roca SA                            | CUSIP: 36875KAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | AR        |     1061000 | PA      | $607029.93    | 0.38%             | 2031-11-01      | Fixed         | 11.00%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                        | Zambia Government International Bond                                            | CUSIP: 988895AR9<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |           2 | PA      | $1.32         | 0.00%             | 2053-12-31      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    98800000 | PA      | $4676507.24   | 2.96%             | 2042-11-13      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                     | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      112010 | PA      | $105429.79    | 0.07%             | 2030-01-15      | Variable      | 3.10%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                       | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |    25240000 | PA      | $1368126.33   | 0.87%             | 2026-11-12      | Fixed         | 7.47%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DE VENEZUELA S                  | Petroleos de Venezuela SA                                                       | CUSIP: 000000000<br>LEI: 549300YWR8TN1OFD4P06 | Long             | DBT              | CORP              | VE        |     5200000 | PA      | $1492400.00   | 0.95%             | 2022-02-17      | Fixed         | 12.75%                | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                  | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05973KAB3<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      426000 | PA      | $413859.00    | 0.26%             | N/A             | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| ISLAMIC REP OF PAKISTAN                   | Pakistan Government International Bond                                          | CUSIP: 695847AS2<br>LEI: 529900LOP29R5WKHOD86 | Long             | DBT              | NUSS              | PK        |     3020000 | PA      | $3004900.00   | 1.90%             | 2026-04-08      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                           | CUSIP: 903724CA8<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      383988 | PA      | $224632.86    | 0.14%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -2201023 | PA      | $-2201023.00  | -1.39%            |  |  |  | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                    | Egypt Government International Bond                                             | CUSIP: 03846JAA8<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     2741000 | PA      | $2723101.27   | 1.72%             | 2026-02-16      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| SAMARCO MINERACAO SA                      | Samarco Mineracao SA                                                            | CUSIP: 79588YAA7<br>LEI: 529900U8HKV15GJC4O60 | Long             | DBT              | CORP              | BR        |     2438012 | PA      | $2441035.33   | 1.55%             | 2031-06-30      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| VEDANTA RESOURCES                         | Vedanta Resources Finance II PLC                                                | CUSIP: 92243XAM3<br>LEI: 8945002DGA3BBXO3N634 | Long             | DBT              | CORP              | GB        |      674000 | PA      | $676857.76    | 0.43%             | 2030-07-24      | Fixed         | 9.47%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                         | Gabon Government International Bond                                             | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     4098000 | PA      | $3555015.00   | 2.25%             | 2029-02-18      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                        | Angolan Government International Bond                                           | CUSIP: 035198AD2<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      456000 | PA      | $440017.20    | 0.28%             | 2029-11-26      | Fixed         | 8.00%                 | No            |                  2 | On Loan: No      |
| LEVIATHAN BOND LTD                        | Leviathan Bond Ltd                                                              | CUSIP: 000000000<br>LEI: 254900D9T8VKYVQNZ220 | Long             | DBT              | CORP              | IL        |      800000 | PA      | $809000.00    | 0.51%             | 2030-06-30      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| VF UKRAINE (VFU FUNDING)                  | VF Ukraine PAT via VFU Funding PLC                                              | CUSIP: 918212AA9<br>LEI: N/A                  | Long             | DBT              | CORP              | UA        |      560418 | PA      | $538001.35    | 0.34%             | 2027-02-11      | Variable      | 9.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SENEGAL                       | Senegal Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300NP14ZLQGWIUZ97 | Long             | DBT              | NUSS              | SN        |     2508000 | PA      | $2138965.98   | 1.35%             | 2028-03-13      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -760909 | PA      | $-760908.75   | -0.48%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -283373 | PA      | $-283372.59   | -0.18%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF EL SALVADOR                   | El Salvador Government International Bond                                       | CUSIP: 000000000<br>LEI: 529900AKDMUSFSDOM949 | Long             | DBT              | NUSS              | SV        |      683000 | PA      | $723980.00    | 0.46%             | 2029-02-28      | Fixed         | 8.62%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                        | Angolan Government International Bond                                           | CUSIP: 035198AB6<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      808000 | PA      | $804212.50    | 0.51%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                               | Ivory Coast Government International Bond                                       | CUSIP: 221625AV8<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      305000 | PA      | $316654.05    | 0.20%             | 2036-04-01      | Fixed         | 8.07%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 40300000000 | PA      | $2825621.62   | 1.79%             | 2039-04-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS DEL PERU SA                     | Petroleos del Peru SA                                                           | CUSIP: 000000000<br>LEI: 549300ZMGDLC9JT2OR80 | Long             | DBT              | CORP              | PE        |     6363000 | PA      | $5352364.71   | 3.39%             | 2032-06-19      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                  | Development Bank of Kazakhstan JSC                                              | CUSIP: 48129VAC0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   270000000 | PA      | $489637.31    | 0.31%             | 2027-04-15      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                           | CUSIP: 903724CB6<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      298657 | PA      | $172026.53    | 0.11%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -3490819 | PA      | $-3490818.93  | -2.21%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    25700000 | PA      | $1408315.84   | 0.89%             | 2044-01-31      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF MOZAMBIQUE                    | Mozambique International Bond                                                   | CUSIP: 000000000<br>LEI: 213800759WLKYIKPER73 | Long             | DBT              | NUSS              | MZ        |     1968000 | PA      | $1669966.08   | 1.06%             | 2031-09-15      | Variable      | 9.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -2800854 | PA      | $-2800853.50  | -1.77%            |  |  |  | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -659328 | PA      | $-659328.00   | -0.42%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF ECUADOR                       | Ecuador Government International Bond                                           | CUSIP: 000000000<br>LEI: 5299003Y2U5XK0A35H71 | Long             | DBT              | NUSS              | EC        |     4245000 | PA      | $4128262.50   | 2.61%             | 2030-07-31      | Variable      | 6.90%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF GABON                         | Gabon Government International Bond                                             | CUSIP: 362420AE1<br>LEI: N/A                  | Long             | DBT              | NUSS              | GA        |     1800000 | PA      | $1345950.00   | 0.85%             | 2031-11-24      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -1059168 | PA      | $-1059168.00  | -0.67%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                     | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |       57674 | PA      | $55193.54     | 0.03%             | 2028-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                           | CUSIP: 903724CC4<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      330661 | PA      | $187650.26    | 0.12%             | 2036-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| Republic of Iraq CLN                      | Republic of Iraq CLN                                                            | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IQ        |   111862564 | PA      | $699655.74    | 0.44%             | 2028-01-01      | Floating      | 2.54%                 | No            |                  3 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -718326 | PA      | $-718326.15   | -0.45%            |  |  |  | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  7900000000 | PA      | $1606993.82   | 1.02%             | 2032-06-30      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                        | Angolan Government International Bond                                           | CUSIP: 035198AF7<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |      424000 | PA      | $404920.00    | 0.26%             | 2032-04-14      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| INDONESIA GOVERNMENT                      | Indonesia Treasury Bond                                                         | CUSIP: 000000000<br>LEI: 529900FWX0GRR7WG5W79 | Long             | DBT              | NUSS              | ID        | 27400000000 | PA      | $1863825.16   | 1.18%             | 2034-03-15      | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  8275000000 | PA      | $1599971.98   | 1.01%             | 2034-10-18      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| POINSETTIA FINANCE LTD                    | Poinsettia Finance Ltd Sarl                                                     | CUSIP: 000000000<br>LEI: 549300P2JTF5JKW10Z65 | Long             | DBT              | CORP              | LU        |    15211162 | PA      | $14929451.77  | 9.45%             | 2031-06-17      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -3024078 | PA      | $-3024078.00  | -1.92%            |  |  |  | No            |                  2 | On Loan: No      |
| TURKIYE GOVERNMENT BOND                   | Turkiye Government Bond                                                         | CUSIP: 000000000<br>LEI: 5493000PCHOG3B6S3Q85 | Long             | DBT              | NUSS              | TR        |    31000000 | PA      | $722643.45    | 0.46%             | 2026-08-12      | Fixed         | 36.00%                | No            |                  2 | On Loan: No      |
| DEVELOPMENT BANK OF KAZA                  | Development Bank of Kazakhstan JSC                                              | CUSIP: 25159XAF0<br>LEI: 213800LCDPGJ1BI7KX98 | Long             | DBT              | NUSS              | KZ        |   590000000 | PA      | $1046917.29   | 0.66%             | 2028-05-23      | Fixed         | 13.49%                | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -1754851 | PA      | $-1754851.25  | -1.11%            |  |  |  | No            |                  2 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    58000000 | PA      | $2975316.65   | 1.88%             | 2034-11-23      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| AZULE ENERGY FINANCE PLC                  | Azule Energy Finance Plc                                                        | CUSIP: 05501YAA6<br>LEI: 2138006X6O82RJSQDB63 | Long             | DBT              | CORP              | GB        |      750000 | PA      | $754687.50    | 0.48%             | 2030-01-23      | Fixed         | 8.12%                 | No            |                  2 | On Loan: No      |
| IVORY COAST                               | Ivory Coast Government International Bond                                       | CUSIP: 221625AT3<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |     3170000 | PA      | $3306310.00   | 2.09%             | 2033-01-30      | Fixed         | 7.62%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                           | CUSIP: 903724CD2<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |       46612 | PA      | $25846.26     | 0.02%             | 2030-02-01      | Variable      | 0.01%                 | 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        |      887143 | PA      | $874944.64    | 0.55%             | 2027-02-19      | Fixed         | 6.93%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF CAMEROON                      | Republic of Cameroon International Bond                                         | CUSIP: 000000000<br>LEI: 54930021BO6NHYGBBV24 | Long             | DBT              | NUSS              | CM        |     3882000 | PA      | $3719926.50   | 2.36%             | 2031-07-31      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                     | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      106691 | PA      | $97729.14     | 0.06%             | 2038-02-15      | Variable      | 3.60%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |     8298000 | PA      | $4854330.00   | 3.07%             | 2034-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |
| LEBANESE REPUBLIC                         | Lebanon Government International Bond                                           | CUSIP: 000000000<br>LEI: 529900QPC4K9S1KHL354 | Long             | DBT              | NUSS              | LB        |      848000 | PA      | $186136.00    | 0.12%             | 2021-04-12      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| PROVINCIA DE BUENOS AIRE                  | Provincia de Buenos Aires/Government Bonds                                      | CUSIP: 000000000<br>LEI: 549300L6AYROPOTQ4L07 | Long             | DBT              | NUSS              | AR        |     9157366 | PA      | $6593303.81   | 4.18%             | 2037-09-01      | Variable      | 6.62%                 | No            |                  2 | On Loan: No      |
| KOSMOS ENERGY LTD                         | Kosmos Energy Ltd                                                               | CUSIP: 000000000<br>LEI: 213800YDFJ3OT9B5P157 | Long             | DBT              | CORP              | US        |      710000 | PA      | $621250.00    | 0.39%             | 2027-05-01      | Fixed         | 7.75%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                           | IHS Holding Ltd                                                                 | CUSIP: 44963HAD7<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      630000 | PA      | $653310.00    | 0.41%             | 2031-11-29      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| AYDEM YENILENEBILIR ENER                  | Aydem Yenilenebilir Enerji AS                                                   | CUSIP: 054644AB5<br>LEI: 9845009C50EDA74OA532 | Long             | DBT              | CORP              | TR        |      693000 | PA      | $680442.84    | 0.43%             | 2030-09-30      | Fixed         | 9.88%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -1086750 | PA      | $-1086750.00  | -0.69%            |  |  |  | No            |                  2 | On Loan: No      |
| BANCO MERCANTIL DE NORTE                  | Banco Mercantil del Norte SA/Grand Cayman                                       | CUSIP: 05971PAD0<br>LEI: 549300QTVYRPFHS0J362 | Long             | DBT              | CORP              | MX        |      392000 | PA      | $408908.92    | 0.26%             | N/A             | Fixed         | 8.38%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDL3<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     5232000 | PA      | $5598240.00   | 3.55%             | 2029-06-02      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                       | Petroleos Mexicanos                                                             | CUSIP: 000000000<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |      293000 | PA      | $255033.06    | 0.16%             | 2032-02-16      | Fixed         | 6.70%                 | No            |                  3 | On Loan: No      |
| MEX BONOS DESARR FIX RT                   | Mexican Bonos                                                                   | CUSIP: 000000000<br>LEI: 254900EGTWEU67VP6075 | Long             | DBT              | NUSS              | MX        |    29000000 | PA      | $1548578.77   | 0.98%             | 2027-03-04      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| PETROLEOS MEXICANOS                       | Petroleos Mexicanos                                                             | CUSIP: 71654QDD1<br>LEI: 549300CAZKPF4HKMPX17 | Long             | DBT              | CORP              | MX        |     4621000 | PA      | $4120545.70   | 2.61%             | 2050-01-23      | Fixed         | 7.69%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |    -1907200 | PA      | $-1907200.00  | -1.21%            |  |  |  | No            |                  2 | On Loan: No      |
| GRAN TIERRA ENERGY INC                    | Gran Tierra Energy Inc                                                          | CUSIP: 38500TAC5<br>LEI: 549300IH2S17MAIUCM32 | Long             | DBT              | CORP              | US        |     3445000 | PA      | $2544993.75   | 1.61%             | 2029-10-15      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF KENYA                         | Republic of Kenya Government International Bond                                 | CUSIP: 491798AN4<br>LEI: 549300VVURQQYU45PR87 | Long             | DBT              | NUSS              | KE        |     2900000 | PA      | $2934800.00   | 1.86%             | 2036-03-05      | Fixed         | 9.50%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                    | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |      246000 | PA      | $284820.97    | 0.18%             | 2031-04-11      | Fixed         | 6.38%                 | No            |                  2 | On Loan: No      |
| HUNGARY GOVERNMENT BOND                   | Hungary Government Bond                                                         | CUSIP: 000000000<br>LEI: 5299003F3UFKGCCMAP43 | Long             | DBT              | NUSS              | HU        |   740000000 | PA      | $2003934.63   | 1.27%             | 2032-11-24      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| TITULOS DE TESORERIA                      | Colombian TES                                                                   | CUSIP: 000000000<br>LEI: 549300MHDRBVRF6B9117 | Long             | DBT              | NUSS              | CO        |  6600000000 | PA      | $1567683.18   | 0.99%             | 2028-04-28      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| OHI GROUP SA                              | OHI Group SA                                                                    | CUSIP: 67712MAB5<br>LEI: 529900GW2J8DSYJHEH26 | Long             | DBT              | CORP              | LU        |     1305300 | PA      | $1336300.88   | 0.85%             | 2029-07-22      | Fixed         | 13.00%                | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                           | CUSIP: 903724CE0<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      174181 | PA      | $79600.77     | 0.05%             | 2034-02-01      | Variable      | 0.01%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -566745 | PA      | $-566745.18   | -0.36%            |  |  |  | No            |                  2 | On Loan: No      |
| REPUBLIC OF SRI LANKA                     | Sri Lanka Government International Bond                                         | CUSIP: 000000000<br>LEI: 254900IG6Y30I2QE2R92 | Long             | DBT              | NUSS              | LK        |      113786 | PA      | $98652.81     | 0.06%             | 2033-03-15      | Variable      | 3.35%                 | No            |                  2 | On Loan: No      |
| IHS HOLDING LTD                           | IHS Holding Ltd                                                                 | CUSIP: 44963HAC9<br>LEI: 213800CLGMKL63VKTD94 | Long             | DBT              | CORP              | KY        |      103000 | PA      | $104802.50    | 0.07%             | 2030-05-29      | Fixed         | 7.88%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ANGOLA                        | Angolan Government International Bond                                           | CUSIP: 000000000<br>LEI: 549300QHR2R3J8JSGK83 | Long             | DBT              | NUSS              | AO        |     1850000 | PA      | $1841328.13   | 1.17%             | 2028-05-09      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF ARGENTINA                     | Argentine Republic Government International Bond                                | CUSIP: 040114HS2<br>LEI: 549300KPBYGYF7HCHO27 | Long             | DBT              | NUSS              | AR        |    15424000 | PA      | $12755648.00  | 8.08%             | 2030-07-09      | Variable      | 0.75%                 | No            |                  2 | On Loan: No      |
| REPUBLIC OF SOUTH AFRICA                  | Republic of South Africa Government Bond                                        | CUSIP: 000000000<br>LEI: 378900AAFB4F17004C49 | Long             | DBT              | NUSS              | ZA        |    48000000 | PA      | $2892802.24   | 1.83%             | 2026-12-21      | Fixed         | 10.50%                | No            |                  2 | On Loan: No      |
| REPUBLIC OF ZAMBIA                        | Zambia Government International Bond                                            | CUSIP: 988895AQ1<br>LEI: 213800DMLAZ6LGMMD849 | Long             | DBT              | NUSS              | ZM        |     3839659 | PA      | $3687512.23   | 2.34%             | 2033-06-30      | Variable      | 5.75%                 | No            |                  2 | On Loan: No      |
| ARAB REPUBLIC OF EGYPT                    | Egypt Government International Bond                                             | CUSIP: 000000000<br>LEI: 529900GFIVH4086NMH82 | Long             | DBT              | NUSS              | EG        |     7000000 | PA      | $8122450.00   | 5.14%             | 2026-04-16      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| JPMORGAN CHASE BANK, NATIONAL ASSOCIATION | JPM                                                                             | CUSIP: 000000000<br>LEI: 7H6GLXDRUGQFU57RNE97 | Short            | RA               | CORP              | US        |     -592844 | PA      | $-592844.00   | -0.38%            |  |  |  | No            |                  2 | On Loan: No      |
| IVORY COAST                               | Ivory Coast Government International Bond                                       | CUSIP: 000000000<br>LEI: 254900ICW11T82O6H590 | Long             | DBT              | NUSS              | CI        |      553000 | PA      | $637462.57    | 0.40%             | 2030-03-22      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| SIERRACOL EN AND/ARA/DEV                  | SierraCol Energy Andina LLC/SierraCol Energy Arauca/Colombia Energy Development | CUSIP: 82653NAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |      647000 | PA      | $634060.00    | 0.40%             | 2030-11-14      | Fixed         | 9.00%                 | No            |                  2 | On Loan: No      |
| UKRAINE GOVERNMENT                        | Ukraine Government International Bond                                           | CUSIP: 000000000<br>LEI: 6354001WLTJXOMEXPY07 | Long             | DBT              | NUSS              | UA        |      561000 | PA      | $323136.00    | 0.20%             | 2035-02-01      | Variable      | 4.50%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-27

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

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer