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
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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
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192032902.65
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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