0001752724-22-216189.txt : 20220926
0001752724-22-216189.hdr.sgml : 20220926
20220926165201
ACCESSION NUMBER: 0001752724-22-216189
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20220729
FILED AS OF DATE: 20220926
DATE AS OF CHANGE: 20220926
PERIOD START: 20230131
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Virtus 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: 221266324
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: Virtus AllianzGI Convertible & Income 2024 Target Term Fund
DATE OF NAME CHANGE: 20210210
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 Convertible & Income 2024 Target Term Fund
811-23241
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549300VMAL6DHTC4Z474
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GREENFIELD
01301-9668
800-254-5197
Virtus Convertible & Income 2024 Target Term Fund
549300VMAL6DHTC4Z474
2023-01-31
2022-07-29
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0.00000000
69700000.00000000
0.00000000
0.00000000
0.00000000
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0.00000000
0.00000000
0.00000000
0.00000000
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230228.63000000
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Mcdermott International Ltd
54930004RAXI4B3L4752
Mcdermott International Ltd
000000000
71796.00000000
NS
USD
32308.20000000
0.019196724068
Long
EC
CORP
US
N
1
N
N
N
CAESARS RESORT COLLECTIO
549300V3UCT773B1KR38
Caesars Resort Collection LLC
12769LAB5
1446969.68000000
PA
USD
1412604.15000000
0.839334041674
Long
LON
CORP
US
N
2
2024-12-22
Floating
4.93460000
N
N
N
N
N
N
PLAYA RESORTS HOLDING B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding BV
72812NAD8
901401.19000000
PA
USD
865345.14000000
0.514166430701
Long
LON
CORP
NL
N
2
2024-04-27
Floating
4.44040000
N
N
N
N
N
N
ECO SERVICES OPERATIONS
2H1FRGMQKKSWC9PFJY28
Eco Services Operations Corp
27922JAB2
987500.00000000
PA
USD
955900.00000000
0.567971862773
Long
LON
CORP
US
N
2
2028-06-09
Floating
4.64970000
N
N
N
N
N
N
TENNECO INC
549300U0EXXFAQFAD785
Tenneco Inc
88037HAG9
984693.88000000
PA
USD
966969.39000000
0.574549017347
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.78230000
N
N
N
N
N
N
TENET HEALTHCARE CORP
0W9AIBT6U6ADJ2I8HK17
Tenet Healthcare Corp
88033GCS7
3716000.00000000
PA
USD
3713138.68000000
2.206254098560
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.62500000
N
N
N
N
N
N
ALLIED UNIVERSAL HOLDCO
98450038B4549046D794
Allied Universal Holdco LLC
01957TAH0
992500.00000000
PA
USD
925863.55000000
0.550124955714
Long
LON
CORP
US
N
2
2028-05-14
Floating
5.90600000
N
N
N
N
N
N
ADT SEC CORP
5493009JEEDYLVRA0J13
ADT Security Corp/The
00101JAH9
3000000.00000000
PA
USD
2978160.00000000
1.769548156539
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
4.12500000
N
N
N
N
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO Inc
62914VAE6
11800000.00000000
PA
USD
10010253.88000000
5.947842392566
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
CCO HLDGS LLC/CAP CORP
N/A
CCO Holdings LLC / CCO Holdings Capital Corp
1248EPBZ5
4000000.00000000
PA
USD
3988433.72000000
2.369827523271
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
4.00000000
N
N
N
N
N
N
TRAVELPORT FINANCE LUXEM
2221005SGFWYZHL40F77
Travelport Finance Luxembourg Sarl
000000000
974845.92000000
PA
USD
734790.11000000
0.436593898445
Long
LON
CORP
LU
N
2
2026-05-30
Floating
5.24090000
N
N
N
N
N
N
CARNIVAL CORP
F1OF2ZSX47CR0BCWA982
Carnival Corp
000000000
997493.73000000
PA
USD
923928.57000000
0.548975239012
Long
LON
CORP
PA
N
2
2028-10-18
Floating
5.37640000
N
N
N
N
N
N
DISH DBS CORP
N/A
DISH DBS Corp
25470XAW5
3785000.00000000
PA
USD
3481926.99000000
2.068873897426
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.87500000
N
N
N
N
N
N
BlackRock Liquidity FedFund
549300T8K043VZEOVK74
BlackRock Liquidity FedFund
09248U700
9504046.32000000
NS
USD
9504046.32000000
5.647066526050
Long
STIV
RF
US
N
1
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
53374.97000000
0.031714071698
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
53374.97000000
N
N
N
COMMSCOPE INC
549300Z6K4JXMFE8QY54
CommScope Inc
20337EAQ4
1462406.00000000
PA
USD
1374661.64000000
0.816789551578
Long
LON
CORP
US
N
2
2026-04-04
Floating
5.54290000
N
N
N
N
N
N
CWGS GROUP LLC
N/A
CWGS Group LLC
12670UAE7
984928.38000000
PA
USD
870844.13000000
0.517433792971
Long
LON
CORP
US
N
2
2028-06-03
Floating
4.87310000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
1850000.00000000
PA
USD
1771375.00000000
1.052506704069
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
GARDNER DENVER INC
549300MJL50HVCB7RP74
Gardner Denver Inc
365556AT6
1589205.17000000
PA
USD
1555974.89000000
0.924521348154
Long
LON
CORP
US
N
2
2027-02-28
Floating
4.12310000
N
N
N
N
N
N
DELTA AIR LINES INC
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361ZU5
4000000.00000000
PA
USD
3805000.00000000
2.260835796475
Long
DBT
CORP
US
N
2
2024-10-28
Fixed
2.90000000
N
N
N
N
N
AMC ENTERTAINMENT HOLDINGS
549300ZO77UNR6NRBR11
AMC Entertainment Holdings Inc
00164DAQ6
967500.00000000
PA
USD
835378.20000000
0.496360824745
Long
LON
CORP
US
N
2
2026-04-22
Floating
5.76630000
N
N
N
N
N
N
CHARTER COMMUNICATIONS OPER
549300TPZNMN50BJ3745
Charter Communications Operating LLC
16117LBX6
989821.88000000
PA
USD
956207.53000000
0.568154589404
Long
LON
CORP
US
N
2
2027-02-01
Floating
4.00230000
N
N
N
N
N
N
MATCH GROUP HLD II LLC
5493003RFFE030RC9167
Match Group Holdings II LLC
57665VAF4
1000000.00000000
PA
USD
963130.00000000
0.572267747873
Long
LON
CORP
US
N
2
2027-02-13
Floating
3.74910000
N
N
N
N
N
N
DIRECTV FINANCING LLC
N/A
Directv Financing LLC
25460HAB8
932500.00000000
PA
USD
878489.60000000
0.521976539950
Long
LON
CORP
US
N
2
2027-08-02
Floating
7.37310000
N
N
N
N
N
N
LIVEPERSON INC
549300IN2P1JZ20G7N40
LivePerson Inc
538146AB7
1000000.00000000
PA
USD
911500.00000000
0.541590493689
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.75000000
N
N
N
N
Y
LivePerson Inc
LivePerson Inc
USD
XXXX
N
N
N
PINDUODUO INC
5493000573DS7005T657
Pinduoduo Inc
722304AC6
7000000.00000000
PA
USD
6233500.00000000
3.703789733858
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
PACTIV EVERGREEN GROUP
5493002QNV81KCX40V06
Pactiv Evergreen Group Holdings Inc
76173FAY3
1491237.48000000
PA
USD
1441445.06000000
0.856470588778
Long
LON
CORP
US
N
2
2028-09-24
Floating
5.75230000
N
N
N
N
N
N
JAZZ INVESTMENTS I LTD
N/A
Jazz Investments I Ltd
472145AD3
3855000.00000000
PA
USD
3809221.88000000
2.263344331937
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
N
RH
5493008MTS3OGGMHGK69
RH
76133MAB7
1488750.00000000
PA
USD
1342480.31000000
0.797668210489
Long
LON
CORP
US
N
2
2028-10-20
Floating
4.71360000
N
N
N
N
N
N
CERIDIAN HCM HOLDING INC
549300T64GVCHFJ8L449
Ceridian HCM Holding Inc
15677GAF1
997409.33000000
PA
USD
962500.00000000
0.571893417636
Long
LON
CORP
US
N
2
2025-04-30
Floating
4.66160000
N
N
N
N
N
N
KOPPERS INC
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
3500000.00000000
PA
USD
3334555.00000000
1.981309148309
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
NCR CORP
549300YKTY8JX1DV2R67
NCR Corp
62886VAP5
1462406.01000000
PA
USD
1424632.06000000
0.846480724850
Long
LON
CORP
US
N
2
2026-08-28
Floating
4.09790000
N
N
N
N
N
N
BOXER PARENT CO INC
5493006T045HLTF7YX04
Boxer Parent Co Inc
05988HAE7
869812.02000000
PA
USD
835854.56000000
0.496643865938
Long
LON
CORP
US
N
2
2025-10-02
Floating
6.00230000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BR9
3000000.00000000
PA
USD
3060081.90000000
1.818224099781
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
42804VBB6
1254804.80000000
PA
USD
1202655.11000000
0.714587575164
Long
LON
CORP
US
N
2
2028-06-30
Floating
5.87310000
N
N
N
N
N
N
SPRINT CORP
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
3000000.00000000
PA
USD
3142500.00000000
1.867194872648
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.12500000
N
N
N
N
N
N
R1 RCM INC
549300VKOMJ3EM506212
R1 RCM Inc
74919EAP9
1170000.00000000
PA
USD
1152450.00000000
0.684756954966
Long
LON
CORP
US
N
2
2029-06-21
Floating
5.25740000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAC4
5000000.00000000
PA
USD
4967617.80000000
2.951634203797
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
4.75000000
N
N
N
N
Y
Blackstone Mortgage Trust Inc
Blackstone Mortgage Trust Inc
USD
XXXX
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AK5
2000000.00000000
PA
USD
1992700.00000000
1.184012481376
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.87500000
N
N
N
N
N
N
OWENS-BROCKWAY
V2UQUCDZJ9WY98W8QU33
Owens-Brockway Glass Container Inc
69073TAR4
3000000.00000000
PA
USD
3000000.00000000
1.782524938088
Long
DBT
CORP
US
N
2
2023-08-15
Fixed
5.87500000
N
N
N
N
N
ADVANTAGE SALES & MARKETING
549300T4O24KQDED1182
Advantage Sales & Marketing Inc
00769EAZ3
985000.00000000
PA
USD
925900.00000000
0.550146613392
Long
LON
CORP
US
N
2
2027-10-28
Floating
6.87310000
N
N
N
N
N
N
CIENA CORP
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
17178HAM4
989873.40000000
PA
USD
982449.35000000
0.583746822261
Long
LON
CORP
US
N
2
2025-09-28
Floating
4.00230000
N
N
N
N
N
N
LIGAND PHARMACEUTICALS I
5493008K7TB0IKP37H79
Ligand Pharmaceuticals Inc
53220KAF5
5000000.00000000
PA
USD
4806250.00000000
2.855753494563
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
ADVANCED DRAINAGE SYSTEMS
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc
00769QAG8
615357.15000000
PA
USD
614975.63000000
0.365403132263
Long
LON
CORP
US
N
2
2026-09-24
Floating
4.50230000
N
N
N
N
N
N
PETCO HEALTH & WELLNESS
N/A
Petco Health & Wellness Co Inc
71601HAB2
1165250.00000000
PA
USD
1125736.37000000
0.668884384412
Long
LON
CORP
US
N
2
2028-03-04
Floating
5.62310000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BA3
3000000.00000000
PA
USD
3077100.00000000
1.828335828997
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
KBR INC
254900OFQDXZRKRCV808
KBR Inc
48242YAQ5
1003223.68000000
PA
USD
994024.12000000
0.590624260987
Long
LON
CORP
US
N
2
2027-02-07
Floating
5.12310000
N
N
N
N
N
N
CONDUENT BUSINESS
54930026CNAIP718XD30
Conduent Business Services LLC
20679MAG4
995000.00000000
PA
USD
956443.75000000
0.568294945418
Long
LON
CORP
US
N
2
2028-10-15
Floating
6.37030000
N
N
N
N
N
N
WEX INC
T9M5IGROL1TL1G5OV478
WEX Inc
96208UAT8
987500.00000000
PA
USD
966051.50000000
0.574003630076
Long
LON
CORP
US
N
2
2028-04-01
Floating
4.62310000
N
N
N
N
N
N
REDWOOD TRUST INC
DRBV4N1ERQLEMIF11G78
Redwood Trust Inc
758075AD7
5000000.00000000
PA
USD
4449712.60000000
2.643907892275
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
EVERBRIDGE INC
549300WCY0UMR64ATW81
Everbridge Inc
29978AAC8
4000000.00000000
PA
USD
3476010.76000000
2.065358621588
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.12500000
N
N
N
N
Y
Everbridge Inc
Everbridge Inc
USD
XXXX
N
N
N
BURLINGTON COAT FACTORY
549300SIFDMGE3Y2SW49
Burlington Coat Factory Warehouse Corp
121575AK0
1350845.16000000
PA
USD
1296244.00000000
0.770195751949
Long
LON
CORP
US
N
2
2028-06-24
Floating
4.25230000
N
N
N
N
N
N
HILTON GRAND VAC BORROWER
254900HF0EZ734FDVY79
Hilton Grand Vacations Borrower LLC
43283LAH4
1240625.00000000
PA
USD
1214261.72000000
0.721483932422
Long
LON
CORP
US
N
2
2028-08-02
Floating
5.37310000
N
N
N
N
N
N
NETFLIX INC
549300Y7VHGU0I7CE873
Netflix Inc
64110LAL0
4000000.00000000
PA
USD
4140031.76000000
2.459903285559
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
5.87500000
N
N
N
N
N
ALTERYX INC
549300XWZG0JHL7I0827
Alteryx Inc
02156BAD5
7000000.00000000
PA
USD
6151250.00000000
3.654918841806
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
COHU INC
529900FJPORJ3JJ2XS33
Cohu Inc
19257PAB0
437468.67000000
PA
USD
432000.31000000
0.256683775279
Long
LON
CORP
US
N
2
2025-10-01
Floating
5.29290000
N
N
N
N
N
N
NANOSTRING TECHNOLOGIES
549300G4CK0Y3WRDMY89
NanoString Technologies Inc
63009RAD1
1500000.00000000
PA
USD
1204500.00000000
0.715683762642
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
2.62500000
N
N
N
N
Y
NanoString Technologies Inc
NanoString Technologies Inc
USD
XXXX
N
N
N
DREYFUS GOVERNMENT CASH MANAGEMENT
N/A
DREYFUS GOVERNMENT CASH MANAGEMENT
000000000
70657.65000000
NS
USD
70657.65000000
0.041983007730
Long
STIV
RF
US
N
1
N
N
ARAMARK SERVICES INC
42YMHYH0XMHJEXDUB065
Aramark Services Inc
03852JAS0
1500000.00000000
PA
USD
1459215.00000000
0.867029042511
Long
LON
CORP
US
N
2
2028-04-06
Floating
4.87310000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
15669GAH7
975000.00000000
PA
USD
927293.25000000
0.550974447682
Long
LON
CORP
US
N
2
2027-03-15
Floating
4.62310000
N
N
N
N
N
N
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
3500000.00000000
PA
USD
3448270.00000000
2.048875756087
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
GO DADDY OPERATING CO LLC
5493005GJOH8HLL11157
Go Daddy Operating Co LLC
38017BAN6
1196315.48000000
PA
USD
1181361.54000000
0.701935468649
Long
LON
CORP
US
N
2
2024-02-15
Floating
4.12310000
N
N
N
N
N
N
CAMELOT FINANCE SA
549300U6VBJHQP2SFL81
Camelot Finance SA
000000000
1191120.89000000
PA
USD
1160223.21000000
0.689375601858
Long
LON
CORP
LU
N
2
2026-10-31
Floating
5.37310000
N
N
N
N
N
N
LEALAND FINANCE CO BV
N/A
Lealand Finance Co BV
000000000
171224.74000000
PA
USD
80475.63000000
0.047816605794
Long
LON
CORP
NL
N
2
2025-06-30
Floating
6.37310000
N
N
N
N
N
N
ALBERTSONS COS/SAFEWAY
N/A
Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC
013092AD3
4000000.00000000
PA
USD
3998800.00000000
2.375986907476
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
3.50000000
N
N
N
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAF4
1160000.00000000
PA
USD
955550.00000000
0.567763901530
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
STARS GROUP HOLDINGS BV
549300RNFXC8F8RT6R13
Stars Group Holdings BV
000000000
1618102.77000000
PA
USD
1585449.46000000
0.942034400176
Long
LON
CORP
NL
N
2
2026-07-21
Floating
4.50900000
N
N
N
N
N
N
DOCUSIGN INC
549300Q7PVDWRZ39JG09
DocuSign Inc
256163AD8
4000000.00000000
PA
USD
3726000.00000000
2.213895973106
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
N
SKYMILES IP LTD
2549008L7P4I8VB90936
SkyMiles IP Ltd
24736CBS2
500000.00000000
PA
USD
504625.00000000
0.299835548961
Long
LON
CORP
KY
N
2
2027-10-20
Floating
5.94730000
N
N
N
N
N
N
INSMED INC
529900Q55QAG41CCAC11
Insmed Inc
457669AA7
5500000.00000000
PA
USD
5249750.00000000
3.119270097910
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
N
SIX FLAGS ENTERTAINMENT
549300JYTDUAA4JQ3717
Six Flags Entertainment Corp
83001AAB8
4000000.00000000
PA
USD
3944960.00000000
2.343996526587
Long
DBT
CORP
US
N
2
2024-07-31
Fixed
4.87500000
N
N
N
N
N
GATES GLOBAL LLC
549300XI79MQJV13DW27
Gates Global LLC
36740UAT9
997468.35000000
PA
USD
959494.73000000
0.570107761396
Long
LON
CORP
US
N
2
2027-03-31
Floating
5.00230000
N
N
N
N
N
N
GRAY TELEVISION INC
529900TM5726KDN7UU35
Gray Television Inc
389376AX2
1311665.60000000
PA
USD
1292462.82000000
0.767949069400
Long
LON
CORP
US
N
2
2024-02-07
Floating
4.87310000
N
N
N
N
N
N
MCAFEE CORP
2549009UKR8UEZYVCR93
McAfee Corp
57906HAD9
1200000.00000000
PA
USD
1143504.00000000
0.679441465601
Long
LON
CORP
US
N
2
2029-03-01
Floating
6.30740000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
3000000.00000000
PA
USD
3045002.91000000
1.809264541209
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.25000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153AY8
3000000.00000000
PA
USD
3067455.00000000
1.822605011321
Long
DBT
CORP
LR
N
2
2023-06-01
Fixed
10.87500000
N
N
N
N
N
N
PROS HOLDINGS INC
549300LPE1KNL5RWKQ48
PROS Holdings Inc
74346YAH6
4000000.00000000
PA
USD
3667352.76000000
2.179049250489
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
I3 VERTICALS LLC
549300VET627YPCK1T69
i3 Verticals LLC
44933TAB2
9000000.00000000
PA
USD
8743500.00000000
5.195168932059
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
FORD MOTOR CREDIT CO LLC
UDSQCVRUX5BONN0VY111
Ford Motor Credit Co LLC
345397ZX4
500000.00000000
PA
USD
491875.00000000
0.292259817974
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
4.06300000
N
N
N
N
N
N
SINCLAIR TELEVISION GROU
549300CQGEN0CH65UD62
Sinclair Television Group Inc
82925BAF2
1237285.71000000
PA
USD
1126152.71000000
0.669131763223
Long
LON
CORP
US
N
2
2028-04-01
Floating
5.37310000
N
N
N
N
N
N
GFL ENVIRONMENTAL INC
549300FYK4MBXWIVZU26
GFL Environmental Inc
000000000
992443.33000000
PA
USD
982379.95000000
0.583705586517
Long
LON
CORP
CA
N
2
2025-05-31
Floating
5.25230000
N
N
N
N
N
N
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627MAB9
1205728.37000000
PA
USD
1166542.20000000
0.693130187610
Long
LON
CORP
US
N
2
2025-03-24
Floating
4.43460000
N
N
N
N
N
N
NAVIENT CORP
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
2800000.00000000
PA
USD
2837685.17000000
1.686081527323
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
CCF Holdings LLC
N/A
CCF Holdings LLC
12509J208
1369231.00000000
NS
USD
410769.30000000
0.244068840350
Long
EC
CORP
US
N
3
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AA5
7500000.00000000
PA
USD
7160217.90000000
4.254422322966
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
OCCIDENTAL PETROLEUM COR
IM7X0T3ECJW4C1T7ON55
Occidental Petroleum Corp
674599DB8
4000000.00000000
PA
USD
4197600.00000000
2.494108893373
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
6.95000000
N
N
N
N
N
N
NUVASIVE INC
549300C5ZB4NZ6TWM881
NuVasive Inc
670704AL9
4000000.00000000
PA
USD
3895000.00000000
2.314311544618
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
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
1722000.00000000
PA
USD
1781185.14000000
1.058335643801
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.87500000
N
N
N
N
N
N
FRONTIER COMMUNICATIONS
N/A
Frontier Communications Holdings LLC
35906EAQ3
989974.92000000
PA
USD
942208.63000000
0.559836793285
Long
LON
CORP
US
N
2
2027-10-08
Floating
6.12310000
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
87996.00000000
0.052285021484
Long
EC
CORP
US
N
3
N
N
N
CALLAWAY GOLF CO
5493005UB0KFRKBPCU72
Callaway Golf Co
13119DAF9
907268.12000000
PA
USD
899329.52000000
0.534359098986
Long
LON
CORP
US
N
2
2026-01-04
Floating
6.79290000
N
N
N
N
N
N
CSC HOLDINGS LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
4000000.00000000
PA
USD
3960000.00000000
2.352932918277
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
BLUCORA INC
5299001IO03J69IP6L77
Blucora Inc
09522UAD5
740046.13000000
PA
USD
727095.32000000
0.432021846755
Long
LON
CORP
US
N
2
2024-05-22
Floating
6.37310000
N
N
N
N
N
N
ORGANON & CO
549300AMCKY57OK2CO56
Organon & Co
68621XAE3
1448141.75000000
PA
USD
1420989.09000000
0.844316163225
Long
LON
CORP
US
N
2
2028-06-02
Floating
5.37310000
N
N
N
N
N
N
HERTZ CORP/THE
549300PD0C69OJ0NLB27
Hertz Corp/The
42804VBC4
238871.16000000
PA
USD
228943.67000000
0.136032600397
Long
LON
CORP
US
N
2
2028-06-30
Floating
5.87310000
N
N
N
N
N
N
ACADEMY LTD
549300BN53IR80C35Z14
Academy Ltd
00400YAK7
994962.22000000
PA
USD
957651.14000000
0.569012346346
Long
LON
CORP
US
N
2
2027-11-06
Floating
6.04970000
N
N
N
N
N
N
ADIENT US LLC
213800SOTRCDGZUHL712
Adient US LLC
00687MAC5
990000.00000000
PA
USD
957518.10000000
0.568933297307
Long
LON
CORP
US
N
2
2028-04-08
Floating
5.87310000
N
N
N
N
N
N
OIL STATES INTL INC
5493004TF4KQJGMYL777
Oil States International Inc
678026AH8
1500000.00000000
PA
USD
1437082.13000000
0.853878244935
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
COTY INC
549300BO9IWPF3S48F93
Coty Inc
22207EBG8
1000000.00000000
PA
USD
962500.00000000
0.571893417636
Long
LON
CORP
US
N
2
2025-04-05
Floating
4.59830000
N
N
N
N
N
N
BENEFITFOCUS INC
254900W89KP1OS3RXO89
Benefitfocus Inc
08180DAB2
3000000.00000000
PA
USD
2756100.00000000
1.637605660622
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
N
DISH NETWORK CORP
529900U350CWHH15G169
DISH Network Corp
25470MAD1
7500000.00000000
PA
USD
6675000.00000000
3.966117987247
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
VIRGIN MEDIA BRISTOL LLC
N/A
Virgin Media Bristol LLC
000000000
1500000.00000000
PA
USD
1460415.00000000
0.867742052486
Long
LON
CORP
US
N
2
2028-01-31
Floating
4.62030000
N
N
N
N
N
N
HORIZON THERAPEUTICS USA
254900IS87RLPXY88S03
Horizon Therapeutics USA Inc
44055UAD7
987500.00000000
PA
USD
966515.63000000
0.574279404509
Long
LON
CORP
US
N
2
2028-03-15
Floating
3.87030000
N
N
N
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AB6
8000000.00000000
PA
USD
7044000.00000000
4.185368554632
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
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
4170000.00000000
PA
USD
3731086.65000000
2.216918333265
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
NEXSTAR MEDIA INC
5493006PK6I4I2OOT688
Nexstar Media Inc
65336RAW8
852915.95000000
PA
USD
842467.73000000
0.500573246086
Long
LON
CORP
US
N
2
2026-09-19
Floating
4.91160000
N
N
N
N
N
N
2022-09-23
Virtus AllianzGI Convertible & Income 2024 Target Term Fund
Amy Hackett
Amy Hackett
Vice President and Assistant Treasurer