0001752724-21-224582.txt : 20211025 0001752724-21-224582.hdr.sgml : 20211025 20211025142605 ACCESSION NUMBER: 0001752724-21-224582 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20210831 FILED AS OF DATE: 20211025 PERIOD START: 20220228 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Virtus AllianzGI Convertible & Income 2024 Target Term Fund CENTRAL INDEX KEY: 0001701809 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 0131 FILING VALUES: FORM TYPE: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-23241 FILM NUMBER: 211343470 BUSINESS ADDRESS: STREET 1: 101 MUNSON STREET CITY: GREENFIELD STATE: MA ZIP: 01301 BUSINESS PHONE: (866) 270-7598 MAIL ADDRESS: STREET 1: 101 MUNSON STREET CITY: GREENFIELD STATE: MA ZIP: 01301 FORMER COMPANY: FORMER CONFORMED NAME: AllianzGI Convertible & Income 2024 Target Term Fund DATE OF NAME CHANGE: 20170323 NPORT-P 1 primary_doc.xml NPORT-P false 0001701809 XXXXXXXX Virtus AllianzGI Convertible & Income 2024 Target Term Fund 811-23241 0001701809 549300VMAL6DHTC4Z474 101 MUNSON STREET GREENFIELD 01301-9668 800-254-5197 Virtus AllianzGI Convertible & Income 2024 Target Term Fund 549300VMAL6DHTC4Z474 2022-02-28 2021-08-31 N 269126963.48 77094060.83 192032902.65 0.00000000 0.00000000 69700000.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 249344.21000000 USD N WYNN LAS VEGAS LLC/CORP N/A Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp 983130AV7 3500000.00000000 PA USD 3710000.00000000 1.931960590504 Long DBT CORP US N 2 2025-03-01 Fixed 5.50000000 N N N N N BOXER PARENT CO INC 5493006T045HLTF7YX04 Boxer Parent Co Inc 05988HAE7 879938.62000000 PA USD 873796.65000000 0.455024445260 Long LON CORP US N 2 2025-10-02 Floating 3.83890000 N N N N N N JAZZ INVESTMENTS I LTD N/A Jazz Investments I Ltd 472145AD3 3855000.00000000 PA USD 3891140.63000000 2.026288503846 Long DBT CORP BM N 2 2024-08-15 Fixed 1.50000000 N N N N Y Jazz Pharmaceuticals PLC Jazz Pharmaceuticals PLC USD XXXX N N PROS HOLDINGS INC 549300LPE1KNL5RWKQ48 PROS Holdings Inc 74346YAH6 4000000.00000000 PA USD 3980674.88000000 2.072912935787 Long DBT CORP US N 2 2024-05-15 Fixed 1.00000000 N N N N Y PROS Holdings Inc PROS Holdings Inc USD XXXX N N N TRANSDIGM INC 88Q84GB3X55CF5OC7582 TransDigm Inc 89364MBR4 1458938.44000000 PA USD 1434968.08000000 0.747251153421 Long LON CORP US N 2 2025-12-09 Floating 2.33600000 N N N N N N PLAYA RESORTS HOLDING B.V. 5493005SPBUMPZZCIZ96 Playa Resorts Holding BV 72812NAD8 935960.55000000 PA USD 898643.80000000 0.467963451887 Long LON CORP NL N 2 2024-04-27 Floating 3.75000000 N N N N N N Mcdermott International Ltd 54930004RAXI4B3L4752 Mcdermott International Ltd 000000000 71796.00000000 NS USD 32308.20000000 0.016824304353 Long EC CORP US N 1 N N N NETFLIX INC 549300Y7VHGU0I7CE873 Netflix Inc 64110LAL0 2000000.00000000 PA USD 2295000.00000000 1.195107696821 Long DBT CORP US N 2 2025-02-15 Fixed 5.87500000 N N N N N N TENET HEALTHCARE CORP 0W9AIBT6U6ADJ2I8HK17 Tenet Healthcare Corp 88033GCS7 3000000.00000000 PA USD 3041250.00000000 1.583712977323 Long DBT CORP US N 2 2024-07-15 Fixed 4.62500000 N N N N N ALLIED UNIVERSAL HOLDCO 98450038B4549046D794 Allied Universal Holdco LLC 000000000 1000000.00000000 PA USD 999580.00000000 0.520525381955 Long LON CORP US N 2 2028-05-14 Floating 4.25000000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 Hertz Corp/The 42804VBB6 420711.97000000 PA USD 418759.87000000 0.218066729305 Long LON CORP US N 2 2028-06-30 Floating 4.00000000 N N N N N N MEREDITH CORP 549300YC8BC386CCTS24 Meredith Corp 58943PAQ5 1246977.11000000 PA USD 1239532.66000000 0.645479312604 Long LON CORP US N 2 2025-01-31 Floating 2.58790000 N N N N N N LIVE NATION ENTERTAINMEN 5493007B9BM9ZXJINO78 Live Nation Entertainment Inc 538034AU3 3000000.00000000 PA USD 3377598.57000000 1.758864508836 Long DBT CORP US N 2 2025-02-15 Fixed 2.00000000 N N N N Y Live Nation Entertainment Inc Live Nation Entertainment Inc USD XXXX N N IONIS PHARMACEUTICALS IN 549300SI4ZGLG0BLUZ92 Ionis Pharmaceuticals Inc 462222AB6 8000000.00000000 PA USD 7429130.32000000 3.868675741229 Long DBT CORP US N 2 2024-12-15 Fixed 0.12500000 N N N N Y Ionis Pharmaceuticals Inc Ionis Pharmaceuticals Inc USD XXXX N N N HLF FINANCING SARL LLC 549300VKVJUV5OGV2R51 HLF Financing Sarl LLC 000000000 892500.00000000 PA USD 885484.95000000 0.461111058459 Long LON CORP US N 2 2025-08-16 Floating 3.37450000 N N N N N N AVEANNA HEALTHCARE LLC 5493006D6JRLPIY8YV18 Aveanna Healthcare LLC 05549DAJ7 218962.26000000 PA USD 218454.27000000 0.113758771015 Long LON CORP US N 2 2028-07-15 Floating 4.25000000 N N N N N N CAESARS RESORT COLLECTIO 549300V3UCT773B1KR38 Caesars Resort Collection LLC 12769LAB5 1462121.20000000 PA USD 1448991.35000000 0.754553688458 Long LON CORP US N 2 2024-12-22 Floating 2.88380000 N N N N N N U.S. FOODSERVICE 5493000JOOFAOUY1JZ87 US Foods Inc 90351HAB4 844811.80000000 PA USD 834555.78000000 0.434589993945 Long LON CORP US N 2 2023-06-27 Floating 1.83460000 N N N N N N INSMED INC 529900Q55QAG41CCAC11 Insmed Inc 457669AA7 5500000.00000000 PA USD 5678750.00000000 2.957175526503 Long DBT CORP US N 2 2025-01-15 Fixed 1.75000000 N N N N Y Insmed Inc Insmed Inc USD XXXX N N I3 VERTICALS LLC 549300VET627YPCK1T69 i3 Verticals LLC 44933TAB2 5000000.00000000 PA USD 4913325.15000000 2.558585056101 Long DBT CORP US N 2 2025-02-15 Fixed 1.00000000 N N N N Y I3 Verticals Inc I3 Verticals Inc USD XXXX N N N BLUCORA INC 5299001IO03J69IP6L77 Blucora Inc 09522UAD5 742439.17000000 PA USD 743367.22000000 0.387104089841 Long LON CORP US N 2 2024-05-22 Floating 5.00000000 N N N N N N MUSIC TECHNOLOGY HOLDING N/A Music Technology Holdings LLC 62757DAB2 339331.01000000 PA USD 339331.01000000 0.176704619529 Long LON CORP US N 3 2022-12-16 Variable 0.01000000 N N N N N N FLEXION THERAPEUTICS INC 549300X8HYW1HZKCDG90 Flexion Therapeutics Inc 33938JAB2 3000000.00000000 PA USD 2598653.37000000 1.353233396016 Long DBT CORP US N 2 2024-05-01 Fixed 3.37500000 N N N N Y Flexion Therapeutics Inc Flexion Therapeutics Inc USD XXXX N N N ROYAL CARIBBEAN CRUISES K2NEH8QNVW44JIWK7Z55 Royal Caribbean Cruises Ltd 780153AY8 3000000.00000000 PA USD 3376252.50000000 1.758163550833 Long DBT CORP LR N 2 2023-06-01 Fixed 10.87500000 N N N N N DIRECTV FINANCING LLC N/A Directv Financing LLC 25460HAB8 1000000.00000000 PA USD 999430.00000000 0.520447270341 Long LON CORP US N 2 2027-08-02 Floating 5.75000000 N N N N N N LIONS GATE CAPITAL HOLD 549300MWJHNLR35C0837 Lions Gate Capital Holdings LLC 53627MAB9 1223648.57000000 PA USD 1209270.70000000 0.629720575647 Long LON CORP US N 2 2025-03-24 Floating 2.38380000 N N N N N N NUVASIVE INC 549300C5ZB4NZ6TWM881 NuVasive Inc 670704AL9 4000000.00000000 PA USD 4104284.28000000 2.137281800859 Long DBT CORP US N 2 2023-06-01 Fixed 1.00000000 N N N N Y NuVasive Inc NuVasive Inc USD XXXX N N N RINGCENTRAL INC 549300C8EH0H1614VE84 RingCentral Inc 76680RAF4 1055000.00000000 PA USD 1105112.50000000 0.575480808106 Long DBT CORP US N 2 2025-03-01 None 0.00000000 N N N N Y RingCentral Inc RingCentral Inc USD XXXX N N N FORD MOTOR COMPANY 20S05OYHG0MQM4VUIC57 Ford Motor Co 345370CV0 3500000.00000000 PA USD 3869687.50000000 2.015116913091 Long DBT CORP US N 2 2023-04-21 Fixed 8.50000000 N N N N N N CARNIVAL CORP F1OF2ZSX47CR0BCWA982 Carnival Corp 143658BC5 3000000.00000000 PA USD 3368325.00000000 1.754035352024 Long DBT CORP PA N 2 2023-04-01 Fixed 11.50000000 N N N N N N CIENA CORP W0CZ7N0GH8UIGXDM1H41 Ciena Corp 17178HAM4 997468.35000000 PA USD 996720.25000000 0.519036184031 Long LON CORP US N 2 2025-09-28 Floating 1.83440000 N N N N N N TWO HARBORS INV CORP 549300ZUIBT6KH4HU823 Two Harbors Investment Corp 90187BAA9 4495000.00000000 PA USD 4514665.63000000 2.350985465354 Long DBT CORP US N 2 2022-01-15 Fixed 6.25000000 N N N N N Two Harbors Investment Corp Two Harbors Investment Corp USD XXXX N N N SKYMILES IP LTD 2549008L7P4I8VB90936 SkyMiles IP Ltd 24736CBS2 500000.00000000 PA USD 529905.00000000 0.275944899383 Long LON CORP KY N 2 2027-10-20 Floating 4.75000000 N N N N N N DISH NETWORK CORP 529900U350CWHH15G169 DISH Network Corp 25470MAD1 7500000.00000000 PA USD 7275000.00000000 3.788413287310 Long DBT CORP US N 2 2024-03-15 Fixed 2.37500000 N N N N Y DISH Network Corp DISH Network Corp USD XXXX N N N RACKSPACE TECHNOLOGY 549300QTYCKLMFSE8I97 Rackspace Technology Global Inc 75009XAB6 896285.74000000 PA USD 886292.15000000 0.461531403092 Long LON CORP US N 2 2028-02-09 Floating 3.50000000 N N N N N N SINCLAIR TELEVISION GROU 549300CQGEN0CH65UD62 Sinclair Television Group Inc 82925BAF2 1249783.55000000 PA USD 1237548.17000000 0.644445901156 Long LON CORP US N 2 2028-04-01 Floating 3.08600000 N N N N N N 21VIANET GROUP INC 529900672GYJQ3T38I58 21Vianet Group Inc 90138VAA5 7000000.00000000 PA USD 5897500.00000000 3.071088297169 Long DBT CORP KY N 2 2026-02-01 None 0.00000000 N N N N N 21Vianet Group Inc 21Vianet Group Inc USD XXXX N N N NIO INC 549300JBU4TV5OCKJV96 NIO Inc 62914VAC0 4000000.00000000 PA USD 3423827.40000000 1.782937899053 Long DBT CORP KY N 2 2026-02-01 None 0.00000000 N N N N N NIO Inc NIO Inc USD XXXX N N N COHU INC 529900FJPORJ3JJ2XS33 Cohu Inc 19257PAB0 501890.89000000 PA USD 497188.17000000 0.258907803370 Long LON CORP US N 2 2025-10-01 Floating 3.14470000 N N N N N N CYBERARK SOFTWARE LTD 529900YEXNDM894PWS93 CyberArk Software Ltd 23248VAB1 2000000.00000000 PA USD 2467600.00000000 1.284988127528 Long DBT CORP IL N 2 2024-11-15 None 0.00000000 N N N N Y CyberArk Software Ltd CyberArk Software Ltd USD XXXX N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 156700BA3 3000000.00000000 PA USD 3337500.00000000 1.737983415312 Long DBT CORP US N 2 2024-04-01 Fixed 7.50000000 N N N N N CCO HLDGS LLC/CAP CORP N/A CCO Holdings LLC / CCO Holdings Capital Corp 1248EPBZ5 3000000.00000000 PA USD 3018150.00000000 1.571683788741 Long DBT CORP US N 2 2023-03-01 Fixed 4.00000000 N N N N N N BLACKSTONE MORTGAGE TR 549300OLDJ20R2Y2UW20 Blackstone Mortgage Trust Inc 09257WAB6 2000000.00000000 PA USD 2035000.00000000 1.059714232257 Long DBT CORP US N 2 2022-05-05 Fixed 4.37500000 N N N N Y Blackstone Mortgage Trust Inc Blackstone Mortgage Trust Inc USD XXXX N N N BAUSCH HEALTH AMERICAS KOO0397YRO83WY5MGD97 Bausch Health Americas Inc 000000000 729252.27000000 PA USD 726400.89000000 0.378268973689 Long LON CORP US N 2 2025-06-01 Floating 3.11990000 N N N N N N AMC ENTERTAINMENT HOLDINGS 549300ZO77UNR6NRBR11 AMC Entertainment Holdings Inc 00164DAQ6 977500.00000000 PA USD 869769.73000000 0.452927450451 Long LON CORP US N 2 2026-04-22 Floating 3.12520000 N N N N N N LEALAND FINANCE CO BV N/A Lealand Finance Co BV 000000000 166516.71000000 PA USD 73129.14000000 0.038081567789 Long LON CORP NL N 2 2025-06-30 Floating 4.08600000 N N N N N N CCF HOLDINGS LLC CLASS M EQUITY N/A CCF HOLDINGS LLC CLASS M EQUITY 000000000 293320.00000000 NS USD 199457.60000000 0.103866367298 Long EC CORP US N 3 N N N ORTHO-CLINICAL DIAGNOSTICS 222100N2EDW8BU5UUT55 Ortho-Clinical Diagnostics SA 000000000 1556052.51000000 PA USD 1553780.67000000 0.809122108012 Long LON CORP LU N 2 2025-06-30 Floating 3.36990000 N N N N N N MATCH GROUP HLD II LLC N/A Match Group Holdings II LLC 57665VAF4 1000000.00000000 PA USD 989750.00000000 0.515406467507 Long LON CORP US N 2 2027-02-13 Floating 1.83600000 N N N N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 Triumph Group Inc 896818AS0 1796000.00000000 PA USD 1977845.00000000 1.029951103538 Long DBT CORP US N 2 2024-06-01 Fixed 8.87500000 N N N N N N HCA INC L3CJ6J7LJ2DX62FTXD46 HCA Inc 404119BR9 3000000.00000000 PA USD 3378750.00000000 1.759464109209 Long DBT CORP US N 2 2025-02-01 Fixed 5.37500000 N N N N N N HERTZ CORP/THE 549300PD0C69OJ0NLB27 Hertz Corp/The 42804VBC4 79288.03000000 PA USD 78920.13000000 0.041097191632 Long LON CORP US N 2 2028-06-30 Floating 4.00000000 N N N N N N HELIX ENERGY SOLUTIONS 416AP2JOUTCWEGSOZW41 Helix Energy Solutions Group Inc 42330PAH0 3500000.00000000 PA USD 3415299.55000000 1.778497071527 Long DBT CORP US N 2 2022-05-01 Fixed 4.25000000 N N N N Y Helix Energy Solutions Group I Helix Energy Solutions Group Inc USD XXXX N N N VIRGIN MEDIA BRISTOL LLC N/A Virgin Media Bristol LLC 000000000 1500000.00000000 PA USD 1483125.00000000 0.772328585119 Long LON CORP US N 2 2028-01-31 Floating 2.58850000 N N N N N N ECO SERVICES OPERATIONS 2H1FRGMQKKSWC9PFJY28 Eco Services Operations Corp 69353FBA1 1000000.00000000 PA USD 998040.00000000 0.519723436050 Long LON CORP US N 2 2028-06-09 Floating 3.25000000 N N N N N N RR DONNELLEY & SONS CO SU4X0P4WWRGOQDTSV032 RR Donnelley & Sons Co 257867AZ4 2500000.00000000 PA USD 2537500.00000000 1.321388139731 Long DBT CORP US N 2 2022-02-15 Fixed 7.00000000 N N N N N N WIDEOPENWEST FINANCE LLC 54930045JY28O5B5WE54 WideOpenWest Finance LLC 96758DBA0 1460806.33000000 PA USD 1457680.20000000 0.759078355784 Long LON CORP US N 2 2023-08-19 Floating 4.25000000 N N N N N N WEX INC T9M5IGROL1TL1G5OV478 WEX Inc 96208UAT8 997500.00000000 PA USD 987804.30000000 0.514393255722 Long LON CORP US N 2 2028-04-01 Floating 2.33600000 N N N N N N COMMSCOPE INC 549300Z6K4JXMFE8QY54 CommScope Inc 20337EAQ4 1477443.60000000 PA USD 1459344.92000000 0.759945248893 Long LON CORP US N 2 2026-04-04 Floating 3.38790000 N N N N N N TENNECO INC 549300U0EXXFAQFAD785 Tenneco Inc 88037HAG9 994897.96000000 PA USD 983705.36000000 0.512258756924 Long LON CORP US N 2 2025-10-01 Floating 3.14470000 N N N N N N ANTERO RESOURCES CORP APVBKPOULHUX7YZLKU17 Antero Resources Corp 03674XAJ5 3000000.00000000 PA USD 3060000.00000000 1.593476929095 Long DBT CORP US N 2 2025-03-01 Fixed 5.00000000 N N N N N HORIZON THERAPEUTICS USA N/A Horizon Therapeutics USA Inc 44055UAD7 997500.00000000 PA USD 992512.50000000 0.516845023068 Long LON CORP US N 2 2028-03-15 Floating 2.50000000 N N N N N N ONEMAIN FINANCE CORP 5493008I795YYBFWFU90 OneMain Finance Corp 85172FAF6 3000000.00000000 PA USD 3371250.00000000 1.755558528500 Long DBT CORP US N 2 2023-10-01 Fixed 8.25000000 N N N N N N LIGAND PHARMACEUTICALS I 5493008K7TB0IKP37H79 Ligand Pharmaceuticals Inc 53220KAF5 5000000.00000000 PA USD 4950368.40000000 2.577875109778 Long DBT CORP US N 2 2023-05-15 Fixed 0.75000000 N N N N Y Ligand Pharmaceuticals Inc Ligand Pharmaceuticals Inc USD XXXX N N N GRAY TELEVISION INC 529900TM5726KDN7UU35 Gray Television Inc 389376AX2 1431996.20000000 PA USD 1426626.21000000 0.742907173881 Long LON CORP US N 2 2024-02-07 Floating 2.38790000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 126307AH0 3000000.00000000 PA USD 3236250.00000000 1.685258075746 Long DBT CORP US N 2 2024-06-01 Fixed 5.25000000 N N N N N DISH DBS CORP N/A DISH DBS Corp 25470XAW5 3285000.00000000 PA USD 3531375.00000000 1.838942676628 Long DBT CORP US N 2 2024-11-15 Fixed 5.87500000 N N N N N HILTON GRAND VAC BORROWER 254900HF0EZ734FDVY79 Hilton Grand Vacations Borrower LLC 43283LAH4 1250000.00000000 PA USD 1247187.50000000 0.649465525328 Long LON CORP US N 2 2028-08-02 Floating 3.50000000 N N N N N N ADVANCED DRAINAGE SYSTEMS 6QQTOZ5MF5DHM7K92I60 Advanced Drainage Systems Inc 00769QAG8 625357.15000000 PA USD 624575.45000000 0.325243977141 Long LON CORP US N 2 2026-09-24 Floating 2.33890000 N N N N N N DELL INT LLC / EMC CORP N/A Dell International LLC / EMC Corp 25272KAW3 1500000.00000000 PA USD 1531875.00000000 0.797714859724 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N KBR INC 254900OFQDXZRKRCV808 KBR Inc 48242YAQ5 1013486.84000000 PA USD 1007659.29000000 0.524732624511 Long LON CORP US N 2 2027-02-07 Floating 2.83600000 N N N N N N BENEFITFOCUS INC 254900W89KP1OS3RXO89 Benefitfocus Inc 08180DAB2 3000000.00000000 PA USD 2829092.70000000 1.473233316249 Long DBT CORP US N 2 2023-12-15 Fixed 1.25000000 N N N N Y Benefitfocus Inc Benefitfocus Inc USD XXXX N N BURLINGTON COAT FACTORY 549300SIFDMGE3Y2SW49 Burlington Coat Factory Warehouse Corp 121575AK0 860711.73000000 PA USD 853542.00000000 0.444476955886 Long LON CORP US N 2 2028-06-24 Floating 2.08890000 N N N N N N ALTERYX INC 549300XWZG0JHL7I0827 Alteryx Inc 02156BAD5 7000000.00000000 PA USD 6558300.00000000 3.415195994799 Long DBT CORP US N 2 2024-08-01 Fixed 0.50000000 N N N N Y Alteryx Inc Alteryx Inc USD XXXX N N N GARDNER DENVER INC 549300MJL50HVCB7RP74 Gardner Denver Inc 365556AT6 1605463.01000000 PA USD 1576500.46000000 0.820953304483 Long LON CORP US N 2 2027-02-28 Floating 1.83600000 N N N N N N OIL STATES INTL INC 5493004TF4KQJGMYL777 Oil States International Inc 678026AH8 1500000.00000000 PA USD 1387886.82000000 0.722733865315 Long DBT CORP US N 2 2023-02-15 Fixed 1.50000000 N N N N Y Oil States International Inc Oil States International Inc USD XXXX N N N PENN NATIONAL GAMING INC N/A Penn National Gaming Inc 70757DAV1 1500000.00000000 PA USD 1493670.00000000 0.777819831595 Long LON CORP US N 2 2025-10-15 Floating 3.00000000 N N N N N N TRAVELPORT FINANCE LUXEM 2221005SGFWYZHL40F77 Travelport Finance Luxembourg Sarl 000000000 982500.00000000 PA USD 817931.25000000 0.425932868124 Long LON CORP LU N 2 2026-05-30 Floating 5.11990000 N N N N N N STARS GROUP HOLDINGS BV 549300RNFXC8F8RT6R13 Stars Group Holdings BV 000000000 1630330.26000000 PA USD 1620727.61000000 0.843984331661 Long LON CORP NL N 2 2026-07-21 Floating 2.33590000 N N N N N N UPLAND SOFTWARE INC 549300NS277POYJ63W89 Upland Software Inc 91544BAC1 1473749.99000000 PA USD 1467766.57000000 0.764330773396 Long LON CORP US N 2 2026-08-06 Floating 3.83600000 N N N N N N XPO LOGISTICS INC 54930096DB9LCLPN7H13 XPO Logistics Inc 983793AF7 2750000.00000000 PA USD 2750000.00000000 1.432046259807 Long DBT CORP US N 2 2023-09-01 Fixed 6.12500000 N N N N N N LUMEN TECHNOLOGIES INC 8M3THTGWLTYZVE6BBY25 Lumen Technologies Inc 15669GAH7 985000.00000000 PA USD 972273.80000000 0.506305839563 Long LON CORP US N 2 2027-03-15 Floating 2.33600000 N N N N N N CAMELOT FINANCE SA 549300U6VBJHQP2SFL81 Camelot Finance SA 000000000 1203337.52000000 PA USD 1196719.16000000 0.623184435315 Long LON CORP LU N 2 2026-10-31 Floating 3.08600000 N N N N N N CALLAWAY GOLF CO 5493005UB0KFRKBPCU72 Callaway Golf Co 13119DAF9 917293.20000000 PA USD 919586.43000000 0.478869202782 Long LON CORP US N 2 2026-01-04 Floating 4.63790000 N N N N N N SERVICE PROPERTIES TRUST 529900IS770AG1K9QG27 Service Properties Trust 44106MAZ5 2170000.00000000 PA USD 2199837.50000000 1.145552386931 Long DBT CORP US N 2 2024-10-01 Fixed 4.35000000 N N N N N N ADT SEC CORP 5493009JEEDYLVRA0J13 ADT Security Corp/The 00101JAH9 3000000.00000000 PA USD 3153750.00000000 1.642296687952 Long DBT CORP US N 2 2023-06-15 Fixed 4.12500000 N N N N N CINCINNATI BELL INC 549300JYVZOCUJOHL272 Cincinnati Bell Inc 171871AP1 4000000.00000000 PA USD 4075000.00000000 2.122032184988 Long DBT CORP US N 2 2024-07-15 Fixed 7.00000000 N N N N N NCR CORP 549300YKTY8JX1DV2R67 NCR Corp 62886VAP5 1469924.81000000 PA USD 1450330.71000000 0.755251152269 Long LON CORP US N 2 2026-08-28 Floating 2.58600000 N N N N N N DOCUSIGN INC 549300Q7PVDWRZ39JG09 DocuSign Inc 256163AC0 4000000.00000000 PA USD 4332331.12000000 2.256035846052 Long DBT CORP US N 2 2024-01-15 None 0.00000000 N N N N Y DocuSign Inc DocuSign Inc USD XXXX N N NEW RELIC INC 549300AB8FY2HQILL804 New Relic Inc 64829BAB6 4000000.00000000 PA USD 4107600.00000000 2.139008442468 Long DBT CORP US N 2 2023-05-01 Fixed 0.50000000 N N N N Y New Relic Inc New Relic Inc USD XXXX N N N TRIUMPH GROUP INC 5493007L6S47Q14SL582 Triumph Group Inc 896818AQ4 350000.00000000 PA USD 353902.50000000 0.184292636895 Long DBT CORP US N 2 2024-09-15 Fixed 6.25000000 N N N N N N OCCIDENTAL PETROLEUM COR IM7X0T3ECJW4C1T7ON55 Occidental Petroleum Corp 674599DB8 4000000.00000000 PA USD 4505760.00000000 2.346347911124 Long DBT CORP US N 2 2024-07-01 Fixed 6.95000000 N N N N N N CSC HOLDINGS LLC 3HG2WD2W22M120IUNG49 CSC Holdings LLC 64072UAH5 1231060.58000000 PA USD 1210612.66000000 0.630419393392 Long LON CORP US N 2 2026-01-15 Floating 2.38390000 N N N N N N NEXSTAR BROADCASTING INC 5493006PK6I4I2OOT688 Nexstar Media Inc 65336RAW8 1311800.18000000 PA USD 1304624.63000000 0.679375571579 Long LON CORP US N 2 2026-09-19 Floating 2.83790000 N N N N N N SPRINT CORP 549300ZTTY7CXOLJ6539 Sprint Corp 85207UAH8 3000000.00000000 PA USD 3450000.00000000 1.796567125940 Long DBT CORP US N 2 2024-06-15 Fixed 7.12500000 N N N N N N CCF Holdings LLC N/A CCF Holdings LLC 12509J208 1369231.00000000 NS USD 931077.08000000 0.484852890911 Long EC CORP US N 3 N N N ADVANTAGE SALES & MARKETING 549300T4O24KQDED1182 Advantage Sales & Marketing Inc 00769EAY6 995000.00000000 PA USD 1000283.45000000 0.520891699389 Long LON CORP US N 2 2027-10-28 Floating 6.00000000 N N N N N N NUTANIX INC 549300X7J6E8TKVIXW09 Nutanix Inc 67059NAB4 2835000.00000000 PA USD 2985333.33000000 1.554594701638 Long DBT CORP US N 2 2023-01-15 None 0.00000000 N N N N Y Nutanix Inc Nutanix Inc USD XXXX N N N PINDUODUO INC 5493000573DS7005T657 Pinduoduo Inc 722304AC6 2000000.00000000 PA USD 1913522.26000000 0.996455416542 Long DBT CORP KY N 2 2025-12-01 None 0.00000000 N N N N Y Pinduoduo Inc Pinduoduo Inc USD XXXX N N N PETCO HEALTH & WELLNESS N/A Petco Health & Wellness Co Inc 000000000 1177050.00000000 PA USD 1174107.38000000 0.611409484415 Long LON CORP US N 2 2028-03-04 Floating 4.00000000 N N N N N N ADIENT US LLC 213800SOTRCDGZUHL712 Adient US LLC 00687MAC5 1000000.00000000 PA USD 997290.00000000 0.519332877979 Long LON CORP US N 2 2028-04-08 Floating 3.58600000 N N N N N N Dreyfus Government Cash Management 5493000Q69I5Q3QZIA91 Dreyfus Government Cash Management 262006208 15396851.80000000 NS USD 15396851.80000000 8.017819648366 Long STIV RF US N 1 N N CWGS GROUP LLC N/A CWGS Group LLC 12670UAE7 994902.34000000 PA USD 985371.18000000 0.513126222851 Long LON CORP US N 2 2028-06-03 Floating 3.25000000 N N N N N N AVEANNA HEALTHCARE LLC 5493006D6JRLPIY8YV18 Aveanna Healthcare LLC 05549DAK4 50000.00000000 PA USD 49884.00000000 0.025976798408 Long LON CORP US N 2 2028-07-15 Floating 4.25000000 N N N N N N NIO INC 549300JBU4TV5OCKJV96 NIO Inc 62914VAD8 6500000.00000000 PA USD 5395000.00000000 2.809414389695 Long DBT CORP KY N 2 2027-02-01 Fixed 0.50000000 N N N N N NIO Inc NIO Inc USD XXXX N N N SCIENTIFIC GAMES INTERNATIO RLTHESQ0RNFQJWPBJN60 Scientific Games International Inc 80875AAP6 965081.25000000 PA USD 955864.72000000 0.497760908057 Long LON CORP US N 2 2024-08-14 Floating 2.84270000 N N N N N N LIBERTY BROADBAND CORP 549300MIX43II8JLN536 Liberty Broadband Corp 530307AA5 2500000.00000000 PA USD 2773069.75000000 1.444059695881 Long DBT CORP US N 2 2050-09-30 Fixed 2.75000000 N N N N N Charter Communications Inc Charter Communications Inc USD XXXX N N N REDWOOD TRUST INC DRBV4N1ERQLEMIF11G78 Redwood Trust Inc 758075AD7 5000000.00000000 PA USD 5150000.00000000 2.681832086549 Long DBT CORP US N 2 2024-07-15 Fixed 5.62500000 N N N N N Redwood Trust Inc Redwood Trust Inc USD XXXX N N N DELL INTERNATIONAL LLC N/A Dell International LLC 24702NBF6 660052.04000000 PA USD 659748.42000000 0.343560093554 Long LON CORP US N 2 2025-09-19 Floating 2.00000000 N N N N N N KOPPERS INC LTO4ZL5EBDR1NE6FGJ36 Koppers Inc 500605AH3 3500000.00000000 PA USD 3587500.00000000 1.868169438931 Long DBT CORP US N 2 2025-02-15 Fixed 6.00000000 N N N N N NAVIENT CORP 54930067J0ZNOEBRW338 Navient Corp 63938CAE8 3000000.00000000 PA USD 3295882.50000000 1.716311347960 Long DBT CORP US N 2 2023-09-25 Fixed 7.25000000 N N N N N N CCF HLDGS LLC WT CCF HLDGS LLC WTS C N/A CCF HLDGS LLC WT CCF HLDGS LLC WTS C 000000000 485227.00000000 NC USD 213499.88000000 0.111178801681 N/A DE CORP US N 3 CCF HLDGS LLC WT CCF HLDGS LLC WTS C N/A Call Purchased CCF Holdings LLC CCF Holdings LLC 1.00000000 0.00000000 USD 2024-04-01 XXXX 213499.88000000 N N N CEDAR FAIR LP/CANADA'S W N/A Cedar Fair LP / Canada's Wonderland Co / Magnum Management Corp 150191AJ3 3000000.00000000 PA USD 3022500.00000000 1.573949025552 Long DBT CORP US N 2 2024-06-01 Fixed 5.37500000 N N N N N CHARTER COMMUNICATIONS OPER 549300TPZNMN50BJ3745 Charter Communications Operating LLC 16117LBX6 1000000.00000000 PA USD 989290.00000000 0.515166925223 Long LON CORP US N 2 2027-02-01 Floating 1.83890000 N N N N N N ALBERTSONS COS/SAFEWAY N/A Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC 013092AD3 3000000.00000000 PA USD 3086820.00000000 1.607443285709 Long DBT CORP US N 2 2023-02-15 Fixed 3.50000000 N N N N N N GO DADDY OPERATING CO LLC 5493005GJOH8HLL11157 Go Daddy Operating Co LLC 38017BAN6 1213196.20000000 PA USD 1201828.55000000 0.625845119984 Long LON CORP US N 2 2024-02-15 Floating 1.83600000 N N N N N N DELTA AIR LINES INC Q2CCMS6R0AS67HJMBN42 Delta Air Lines Inc 247361ZU5 3000000.00000000 PA USD 3057453.60000000 1.592150906333 Long DBT CORP US N 2 2024-10-28 Fixed 2.90000000 N N N N N 2021-10-22 Virtus AllianzGI Convertible & Income 2024 Target Term Fund Amy Hackett Amy Hackett Vice President and Assistant Treasurer