0001752724-21-072804.txt : 20210415
0001752724-21-072804.hdr.sgml : 20210415
20210415120749
ACCESSION NUMBER: 0001752724-21-072804
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20210228
FILED AS OF DATE: 20210415
PERIOD START: 20210228
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: 21827861
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
01301-9683
866-270-7598
Virtus AllianzGI Convertible & Income 2024 Target Term Fund
549300VMAL6DHTC4Z474
2021-02-28
2021-02-28
N
267721319.47
72113341.28
195607978.19
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
153040.50000000
USD
N
Upland Software, Inc.
549300NS277POYJ63W89
Upland Software, Inc. 2019 Term Loan
91544BAC1
1481249.99000000
PA
USD
1479857.62000000
0.756542567278
Long
LON
CORP
US
N
2
2026-08-06
Floating
3.86000000
N
N
N
N
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO Inc
62914VAC0
4000000.00000000
PA
USD
3775371.24000000
1.930070171438
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
CLEAR CHANNEL WORLDWIDE
N/A
Clear Channel Worldwide Holdings Inc
18451QAP3
1431000.00000000
PA
USD
1490028.75000000
0.761742319402
Long
DBT
CORP
US
N
2
2024-02-15
Fixed
9.25000000
N
N
N
N
N
N
Jazz Investments I Ltd
N/A
Jazz Investments I Ltd
472145AD3
4000000.00000000
PA
USD
4434544.00000000
2.267056814877
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
WideOpenWest Finance LLC
54930045JY28O5B5WE54
WideOpenWest Finance LLC 2017 Term Loan B
96758DBA0
1467146.11000000
PA
USD
1466529.91000000
0.749729087519
Long
LON
CORP
US
N
2
2023-08-18
Floating
4.25000000
N
N
N
N
N
N
Camelot U.S. Acquisition 1 Co.
N/A
Camelot U.S. Acquisition 1 Co. Term Loan B
000000000
1209445.84000000
PA
USD
1208538.76000000
0.617837151215
Long
LON
CORP
US
N
2
2026-10-30
Floating
3.11000000
N
N
N
N
N
N
NIO INC
549300JBU4TV5OCKJV96
NIO Inc
62914VAD8
3000000.00000000
PA
USD
2729930.64000000
1.395613136672
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
Harsco Corporation
KAO98FK89NPNNPQGUZ43
Harsco Corporation 2017 Term Loan B1
41587CAP3
191774.75000000
PA
USD
191295.31000000
0.097795249340
Long
LON
CORP
US
N
2
2024-12-06
Floating
2.44000000
N
N
N
N
N
N
Sprint Corp
549300ZTTY7CXOLJ6539
Sprint Corp
85207UAH8
3000000.00000000
PA
USD
3454350.00000000
1.765955577049
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
AMC Entertainment Holdings, Inc.
549300ZO77UNR6NRBR11
AMC Entertainment Holdings, Inc. 2019 Term Loan B
00164DAQ6
982500.00000000
PA
USD
840980.70000000
0.429931696949
Long
LON
CORP
US
N
2
2026-04-22
Floating
3.20000000
N
N
N
N
N
N
Redwood Trust Inc
DRBV4N1ERQLEMIF11G78
Redwood Trust Inc
758075AD7
5000000.00000000
PA
USD
4923666.80000000
2.517109396845
Long
DBT
US
N
2
2024-07-15
Fixed
5.63000000
N
N
N
N
N
Redwood Trust Inc
Redwood Trust Inc
USD
XXXX
N
N
N
IONIS PHARMACEUTICALS IN
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222AB6
4000000.00000000
PA
USD
4022276.00000000
2.056294450369
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
0.13000000
N
N
N
N
Y
Ionis Pharmaceuticals Inc
Ionis Pharmaceuticals Inc
USD
XXXX
N
N
N
KBR, Inc.
254900OFQDXZRKRCV808
KBR, Inc. 2020 Term Loan B
48242YAQ5
1018618.42000000
PA
USD
1019891.69000000
0.521395752584
Long
LON
CORP
US
N
2
2027-02-05
Floating
2.86000000
N
N
N
N
N
N
ROYAL CARIBBEAN CRUISES
K2NEH8QNVW44JIWK7Z55
Royal Caribbean Cruises Ltd
780153BE1
1700000.00000000
PA
USD
2367250.00000000
1.210201149209
Long
DBT
CORP
LR
N
2
2023-11-15
Fixed
2.88000000
N
N
N
N
Y
Royal Caribbean Cruises Ltd
Royal Caribbean Cruises Ltd
USD
XXXX
N
N
N
NCR Corporation
549300YKTY8JX1DV2R67
NCR Corporation 2019 Term Loan
62886VAP5
1469924.81000000
PA
USD
1457680.34000000
0.745204952010
Long
LON
CORP
US
N
2
2026-08-28
Floating
2.72000000
N
N
N
N
N
N
ONEMAIN FINANCE CORP
5493008I795YYBFWFU90
OneMain Finance Corp
85172FAF6
3000000.00000000
PA
USD
3412500.00000000
1.744560744186
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
8.25000000
N
N
N
N
N
N
FORD MOTOR COMPANY
20S05OYHG0MQM4VUIC57
Ford Motor Co
345370CV0
3500000.00000000
PA
USD
3911250.00000000
1.999535006798
Long
DBT
CORP
US
N
2
2023-04-21
Fixed
8.50000000
N
N
N
N
N
N
Playa Resorts Holding B.V.
5493005SPBUMPZZCIZ96
Playa Resorts Holding B.V. 2017 Term Loan B
000000000
965049.03000000
PA
USD
925896.99000000
0.473343162465
Long
LON
CORP
NL
N
2
2024-04-29
Floating
3.75000000
N
N
N
N
N
N
Sinclair Television Group Inc.
549300CQGEN0CH65UD62
Sinclair Television Group Inc. Term Loan B2
829229AQ6
1249783.55000000
PA
USD
1243084.71000000
0.635497959491
Long
LON
CORP
US
N
2
2024-01-03
Floating
2.37000000
N
N
N
N
N
N
IAA, Inc.
549300PZCOPC5178W747
IAA, Inc. Term Loan B
44932UAB0
967500.00000000
PA
USD
967500.00000000
0.494611727472
Long
LON
CORP
US
N
2
2026-06-28
Floating
2.38000000
N
N
N
N
N
N
CSC Holdings, LLC
3HG2WD2W22M120IUNG49
CSC Holdings, LLC 2018 Incremental Term Loan
64072UAH5
1237373.72000000
PA
USD
1229417.41000000
0.628510872294
Long
LON
CORP
US
N
2
2026-01-15
Floating
2.36000000
N
N
N
N
N
N
Banff Merger Sub Inc
5493006T045HLTF7YX04
Banff Merger Sub Inc 2018 USD Term Loan B
05988HAB3
885001.90000000
PA
USD
884886.85000000
0.452377688368
Long
LON
CORP
US
N
2
2025-10-02
Floating
3.90000000
N
N
N
N
N
N
COMMUNITY CHOICE FIN ISS
549300CF3X8PCJH53K11
Community Choice Financial Issuer LLC
20369RAA1
2000000.00000000
PA
USD
2000000.00000000
1.022453183406
Long
DBT
CORP
US
N
3
2023-06-15
Fixed
9.00000000
N
N
N
N
N
N
FLEXION THERAPEUTICS INC
549300X8HYW1HZKCDG90
Flexion Therapeutics Inc
33938JAB2
3000000.00000000
PA
USD
2679375.00000000
1.369767749144
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.38000000
N
N
N
N
Y
Flexion Therapeutics Inc
Flexion Therapeutics Inc
USD
XXXX
N
N
N
Bausch Health Companies Inc.
KOO0397YRO83WY5MGD97
Bausch Health Companies Inc. 2018 Term Loan B
000000000
852301.94000000
PA
USD
853051.97000000
0.436102851168
Long
LON
CORP
CA
N
2
2025-06-02
Floating
3.11000000
N
N
N
N
N
N
New Relic Inc
549300AB8FY2HQILL804
New Relic Inc
64829BAB6
4000000.00000000
PA
USD
3963438.64000000
2.026215227351
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
Everi Payments Inc.
5493006Q4MDLHOY1JV70
Everi Payments Inc. Term Loan B
30034YAB8
896234.90000000
PA
USD
892685.81000000
0.456364724107
Long
LON
CORP
US
N
2
2024-05-09
Floating
3.50000000
N
N
N
N
N
N
Dell International LLC
N/A
Dell International LLC 2019 Term Loan B
24702NBE9
663368.95000000
PA
USD
665730.54000000
0.340339154956
Long
LON
CORP
US
N
2
2025-09-19
Floating
2.00000000
N
N
N
N
N
N
Hudbay Minerals Inc
549300WI524AL577IX21
Hudbay Minerals Inc
443628AG7
3000000.00000000
PA
USD
3123360.00000000
1.596744687461
Long
DBT
CORP
CA
N
2
2025-01-15
Fixed
7.63000000
N
N
N
N
N
N
BLACKSTONE MORTGAGE TR
549300OLDJ20R2Y2UW20
Blackstone Mortgage Trust Inc
09257WAB6
2000000.00000000
PA
USD
2031126.24000000
1.038365744993
Long
DBT
US
N
2
2022-05-05
Fixed
4.38000000
N
N
N
N
Y
Blackstone Mortgage Trust Inc
Blackstone Mortgage Trust Inc
USD
XXXX
N
N
N
RR Donnelley & Sons Co
SU4X0P4WWRGOQDTSV032
RR Donnelley & Sons Co
257867AZ4
2500000.00000000
PA
USD
2581250.00000000
1.319603639833
Long
DBT
CORP
US
N
2
2022-02-15
Fixed
7.00000000
N
N
N
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793AF7
2750000.00000000
PA
USD
2794687.50000000
1.428718565500
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
6.13000000
N
N
N
N
N
N
DISH Network Corp
529900U350CWHH15G169
DISH Network Corp
25470MAD1
4000000.00000000
PA
USD
3781431.96000000
1.933168572667
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.38000000
N
N
N
N
N
DISH Network Corp
DISH Network Corp
USD
XXXX
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674XAJ5
3000000.00000000
PA
USD
2983500.00000000
1.525244536346
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.00000000
N
N
N
N
N
N
PROS HOLDINGS INC
549300LPE1KNL5RWKQ48
PROS Holdings Inc
74346YAH6
4000000.00000000
PA
USD
4158841.52000000
2.126110375702
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
PEGASYSTEMS INC
549300FMCOKPL06FYN26
Pegasystems Inc
705573AA1
2000000.00000000
PA
USD
2414495.56000000
1.234354335820
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
0.75000000
N
N
N
N
Y
Pegasystems Inc
Pegasystems Inc
USD
XXXX
N
N
N
Meredith Corporation
549300YC8BC386CCTS24
Meredith Corporation 2020 Term Loan B2
58943PAQ5
1246977.11000000
PA
USD
1240118.74000000
0.633981676757
Long
LON
CORP
US
N
2
2025-01-31
Floating
2.61000000
N
N
N
N
N
N
Music Technology Holdings, LLC
N/A
Music Technology Holdings, LLC Fixed PIK Term Loan
62757DAB2
326083.33000000
PA
USD
326083.33000000
0.166702469407
Long
LON
CORP
US
N
3
2022-12-16
Floating
8.00000000
N
N
Y
N
N
N
Virgin Media Bristol LLC
N/A
Virgin Media Bristol LLC USD Term Loan N
000000000
1500000.00000000
PA
USD
1495905.00000000
0.764746414661
Long
LON
CORP
US
N
2
2028-01-31
Floating
2.61000000
N
N
N
N
N
N
Nexstar Broadcasting, Inc.
5493006PK6I4I2OOT688
Nexstar Broadcasting, Inc. 2019 Term Loan B4
65336RAW8
1311800.18000000
PA
USD
1313033.27000000
0.671257523414
Long
LON
CORP
US
N
2
2026-09-18
Floating
2.87000000
N
N
N
N
N
N
LIVE NATION ENTERTAINMEN
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034AU3
3000000.00000000
PA
USD
3442500.00000000
1.759897541937
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
N
Advantage Sales & Marketing, Inc.
549300T4O24KQDED1182
Advantage Sales & Marketing, Inc. 2020 Term Loan B
00769EAY6
1000000.00000000
PA
USD
1005000.00000000
0.513782724661
Long
LON
CORP
US
N
2
2027-10-28
Floating
6.00000000
N
N
N
N
N
N
LUMEN TECHNOLOGIES INC
8M3THTGWLTYZVE6BBY25
Lumen Technologies Inc
156700BA3
2000000.00000000
PA
USD
2245000.00000000
1.147703698373
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
7.50000000
N
N
N
N
N
N
TransDigm, Inc.
88Q84GB3X55CF5OC7582
TransDigm, Inc. 2020 Term Loan F
89364MBR4
1466344.22000000
PA
USD
1446299.29000000
0.739386656609
Long
LON
CORP
US
N
2
2025-12-09
Floating
2.36000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc. 2020 Incremental Term Loan B4
05350NAG9
285000.00000000
PA
USD
286513.35000000
0.146473243397
Long
LON
CORP
US
N
2
2027-11-08
Floating
3.50000000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
25272KAW3
1500000.00000000
PA
USD
1552200.00000000
0.793525915641
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
7.13000000
N
N
N
N
N
N
Caesars Resort Collection, LLC
549300V3UCT773B1KR38
Caesars Resort Collection, LLC 2017 1st Lien Term Loan B
12769LAB5
1469696.96000000
PA
USD
1455925.90000000
0.744308035629
Long
LON
CORP
US
N
2
2024-12-23
Floating
2.86000000
N
N
N
N
N
N
AVIS BUDGET CAR/FINANCE
N/A
Avis Budget Car Rental LLC / Avis Budget Finance Inc
053773BB2
3000000.00000000
PA
USD
3041250.00000000
1.554767872016
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
6.38000000
N
N
N
N
N
N
US Foods, Inc.
5493000JOOFAOUY1JZ87
US Foods, Inc. 2016 Term Loan B
90351HAB4
964646.50000000
PA
USD
955395.54000000
0.488423605642
Long
LON
CORP
US
N
2
2023-06-27
Floating
1.86000000
N
N
N
N
N
N
HUGHES SATELLITE SYSTEMS
N/A
Hughes Satellite Systems Corp
444454AA0
3000000.00000000
PA
USD
3048750.00000000
1.558602071454
Long
DBT
CORP
US
N
2
2021-06-15
Fixed
7.63000000
N
N
N
N
N
N
TWO HARBORS INV CORP
549300ZUIBT6KH4HU823
Two Harbors Investment Corp
90187BAA9
4495000.00000000
PA
USD
4584900.00000000
2.343922800299
Long
DBT
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
Summit Midstream Partners LP
N/A
Summit Midstream Partners LP
866142409
12573.00000000
NS
USD
256112.01000000
0.130931269966
Long
EC
CORP
US
N
1
N
N
N
ALCOA NEDERLAND HOLDING
5493000UL1QLQLT1VQ42
Alcoa Nederland Holding BV
013822AA9
3000000.00000000
PA
USD
3112500.00000000
1.591192766675
Long
DBT
CORP
NL
N
2
2024-09-30
Fixed
6.75000000
N
N
N
N
N
N
Match Group, Inc.
15OMOPB0A8K0EFUVD031
Match Group, Inc. 2020 Term Loan B
57665VAF4
1000000.00000000
PA
USD
990940.00000000
0.506594878782
Long
LON
CORP
US
N
2
2027-02-13
Floating
1.95000000
N
N
N
N
N
N
CenturyLink, Inc.
8M3THTGWLTYZVE6BBY25
CenturyLink, Inc. 2020 Term Loan B
15669GAH7
990000.00000000
PA
USD
985723.20000000
0.503927911898
Long
LON
CORP
US
N
2
2027-03-15
Floating
2.36000000
N
N
N
N
N
N
Nutanix Inc
549300X7J6E8TKVIXW09
Nutanix Inc
67059NAB4
3000000.00000000
PA
USD
3062279.73000000
1.565518829209
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
Constellium SE
724500KRJEMC79KAAU28
Constellium SE
210383AF2
3000000.00000000
PA
USD
3053100.00000000
1.560825907128
Long
DBT
CORP
FR
N
2
2025-03-01
Fixed
6.63000000
N
N
N
N
N
N
Gray Television, Inc.
529900TM5726KDN7UU35
Gray Television, Inc. 2017 Term Loan B
389376AX2
1431996.20000000
PA
USD
1427070.13000000
0.729556198681
Long
LON
CORP
US
N
2
2024-02-07
Floating
2.37000000
N
N
N
N
N
N
Stars Group Holdings B.V. (The)
549300RNFXC8F8RT6R13
Stars Group Holdings B.V. (The) 2018 USD Incremental Term Loan
000000000
644415.39000000
PA
USD
646696.62000000
0.330608508908
Long
LON
CORP
NL
N
2
2025-07-10
Floating
3.75000000
N
N
N
N
N
N
LIGAND PHARMACEUTICALS I
5493008K7TB0IKP37H79
Ligand Pharmaceuticals Inc
53220KAF5
3000000.00000000
PA
USD
3073200.00000000
1.571101561621
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
DOCUSIGN INC
549300Q7PVDWRZ39JG09
DocuSign Inc
256163AC0
4000000.00000000
PA
USD
4111518.40000000
2.101917538356
Long
DBT
CORP
US
N
2
2024-01-15
None
0.00000000
N
N
N
N
N
DocuSign Inc
DocuSign Inc
USD
XXXX
N
N
N
HORIZON THERAPEUTICS USA INC
N/A
HORIZON THERAPEUTICS USA INC 2021 TERM LOAN B
000000000
1000000.00000000
PA
USD
1000000.00000000
0.511226591703
Long
LON
CORP
US
N
2
2028-02-26
None
0.00000000
N
N
N
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AS0
2140000.00000000
PA
USD
2364700.00000000
1.208897521400
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
8.88000000
N
N
N
N
N
N
SERVICE PROPERTIES TRUST
529900IS770AG1K9QG27
Service Properties Trust
44106MAZ5
2170000.00000000
PA
USD
2153725.00000000
1.101041491215
Long
DBT
US
N
2
2024-10-01
Fixed
4.35000000
N
N
N
N
N
N
HELIX ENERGY SOLUTIONS
416AP2JOUTCWEGSOZW41
Helix Energy Solutions Group Inc
42330PAH0
2000000.00000000
PA
USD
1930366.36000000
0.986854614961
Long
DBT
CORP
US
N
2
2022-05-01
Fixed
4.25000000
N
N
N
N
Y
Helix Energy Solutions Group Inc
Helix Energy Solutions Group Inc
USD
XXXX
N
N
N
Koppers Inc
LTO4ZL5EBDR1NE6FGJ36
Koppers Inc
500605AH3
3500000.00000000
PA
USD
3609375.00000000
1.845208479428
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
6.00000000
N
N
N
N
N
N
CCF HLDGS LLC COMMON STOCK
N/A
CCF HLDGS LLC COMMON STOCK
12509J109
6549.00000000
NS
USD
0.65000000
0.000000332297
Long
EC
CORP
US
N
3
N
N
N
TRIUMPH GROUP INC
5493007L6S47Q14SL582
Triumph Group Inc
896818AQ4
350000.00000000
PA
USD
351750.00000000
0.179823953631
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
6.25000000
N
N
N
N
N
N
Cardtronics USA, Inc.
5493005S7GV0Z1YT8050
Cardtronics USA, Inc. Term Loan B
14161JAB0
995000.00000000
PA
USD
995626.85000000
0.508990921133
Long
LON
CORP
US
N
2
2027-06-29
Floating
5.00000000
N
N
N
N
N
N
Burlington Coat Factory Warehouse Corporation
549300SIFDMGE3Y2SW49
Burlington Coat Factory Warehouse Corporation 2017 Term Loan B5
121575AJ3
860711.73000000
PA
USD
852819.00000000
0.435983750709
Long
LON
CORP
US
N
2
2024-11-17
Floating
1.86000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAW5
3285000.00000000
PA
USD
3437440.43000000
1.757310955211
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
5.88000000
N
N
N
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
3007500.00000000
1.537513974546
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.38000000
N
N
N
N
N
N
Terex Corp
YAWJZJYEQ7M1SYMOS462
Terex Corp
880779AZ6
3000000.00000000
PA
USD
3078750.00000000
1.573938869205
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
5.63000000
N
N
N
N
N
N
Adient US LLC
213800SOTRCDGZUHL712
Adient US LLC Term Loan B
00687MAB7
1477500.00000000
PA
USD
1481504.03000000
0.757384255851
Long
LON
CORP
US
N
2
2024-05-06
Floating
4.44000000
N
N
N
N
N
N
I3 VERTICALS LLC
549300VET627YPCK1T69
i3 Verticals LLC
44933TAA4
5000000.00000000
PA
USD
5318235.35000000
2.718823331855
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
CommScope, Inc.
549300Z6K4JXMFE8QY54
CommScope, Inc. 2019 Term Loan B
20337EAQ4
1484962.40000000
PA
USD
1481487.59000000
0.757375851286
Long
LON
CORP
US
N
2
2026-04-06
Floating
3.36000000
N
N
N
N
N
N
DISH DBS Corp
N/A
DISH DBS Corp
25470XAE5
1000000.00000000
PA
USD
1011250.00000000
0.516977890859
Long
DBT
CORP
US
N
2
2021-06-01
Fixed
6.75000000
N
N
N
N
N
N
Allegiant Travel Company
549300JM9OZXOHWL2K18
Allegiant Travel Company 2020 Term Loan
01748LAE8
1477405.64000000
PA
USD
1459868.84000000
0.746323771406
Long
LON
CORP
US
N
2
2024-02-05
Floating
3.20000000
N
N
N
N
N
N
NUVASIVE INC
549300C5ZB4NZ6TWM881
NuVasive Inc
670704AK1
4000000.00000000
PA
USD
4295586.88000000
2.196018240026
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
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766TAD2
3000000.00000000
PA
USD
3330000.00000000
1.702384550371
Long
DBT
CORP
US
N
2
2024-10-15
Fixed
5.88000000
N
N
N
N
N
N
Navient Corp
54930067J0ZNOEBRW338
Navient Corp
63938CAE8
3000000.00000000
PA
USD
3255000.00000000
1.664042555993
Long
DBT
CORP
US
N
2
2023-09-25
Fixed
7.25000000
N
N
N
N
N
N
Avantor Funding, Inc.
5493003VM0XB4U8YD238
Avantor Funding, Inc. USD Term Loan B3
05350NAC8
1141844.69000000
PA
USD
1143797.24000000
0.584739564604
Long
LON
CORP
US
N
2
2024-11-21
Floating
3.25000000
N
N
N
N
N
N
CYBERARK SOFTWARE LTD
529900YEXNDM894PWS93
CyberArk Software Ltd
23248VAB1
2000000.00000000
PA
USD
2331200.00000000
1.191771430578
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
WYNN LAS VEGAS LLC/CORP
N/A
Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp
983130AV7
3500000.00000000
PA
USD
3710000.00000000
1.896650655218
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.50000000
N
N
N
N
N
N
Blucora, Inc.
5299001IO03J69IP6L77
Blucora, Inc. 2017 Term Loan B
09522UAD5
743635.69000000
PA
USD
744565.23000000
0.380641544833
Long
LON
CORP
US
N
2
2024-05-22
Floating
5.00000000
N
N
N
N
N
N
PETCO ANIMAL SUPPLIES INC
N/A
PETCO ANIMAL SUPPLIES INC 2021 TERM LOAN B
000000000
80000.00000000
PA
USD
79900.00000000
0.040847004677
Long
LON
CORP
US
N
2
2028-02-24
None
0.00000000
N
N
N
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
FIXED INC CLEARING CORP.REPO
000000000
27209000.00000000
PA
USD
27209000.00000000
13.90996433364
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2021-03-01
24268100.00000000
USD
27753270.61823100
USD
UST
N
N
N
American Airlines, Inc.
IWUQB36BXD6OWD6X4T14
American Airlines, Inc. Repriced TL B due 2023
02376CAT2
1000000.00000000
PA
USD
936880.00000000
0.478957969234
Long
LON
CORP
US
N
2
2023-04-28
Floating
2.11000000
N
N
N
N
N
N
Ortho-Clinical Diagnostics SA
222100N2EDW8BU5UUT55
Ortho-Clinical Diagnostics SA 2018 Term Loan B
000000000
556052.51000000
PA
USD
556747.58000000
0.284624167762
Long
LON
CORP
LU
N
2
2025-06-30
Floating
3.36000000
N
N
N
N
N
N
CCF Holdings LLC
N/A
CCF Holdings LLC
12509JAA7
2633840.98000000
PA
USD
554160.14000000
0.283301399629
Long
DBT
CORP
US
N
3
2023-12-15
Fixed
10.75000000
N
N
Y
N
N
N
Lealand Finance Company B.V.
N/A
Lealand Finance Company B.V. 2020 Take Back Term Loan
000000000
164013.43000000
PA
USD
105706.66000000
0.054040055512
Long
LON
CORP
US
N
2
2025-06-30
Floating
3.00000000
N
N
Y
N
N
N
ILLUMINA INC
SQ95QG8SR5Q56LSNF682
Illumina Inc
452327AK5
2105000.00000000
PA
USD
2691655.86000000
1.376046051345
Long
DBT
CORP
US
N
2
2023-08-15
None
0.00000000
N
N
N
N
Y
Illumina Inc
Illumina Inc
USD
XXXX
N
N
N
CSC Holdings LLC
3HG2WD2W22M120IUNG49
CSC Holdings LLC
126307AH0
3000000.00000000
PA
USD
3228750.00000000
1.650622857961
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
5.25000000
N
N
N
N
N
N
Travelport Finance (Luxembourg) S.a.r.l.
2221005SGFWYZHL40F77
Travelport Finance (Luxembourg) S.a.r.l. 2019 Term Loan
000000000
987500.00000000
PA
USD
769015.63000000
0.393141239491
Long
LON
CORP
LU
N
2
2026-05-29
Floating
5.25000000
N
N
N
N
N
N
HLF Financing S.a r.l.
549300VKVJUV5OGV2R51
HLF Financing S.a r.l. 2018 Term Loan B
40421YAF9
977500.00000000
PA
USD
978027.85000000
0.499993844346
Long
LON
CORP
KY
N
2
2025-08-18
Floating
2.61000000
N
N
N
N
N
N
Cincinnati Bell Inc
549300JYVZOCUJOHL272
Cincinnati Bell Inc
171871AP1
4000000.00000000
PA
USD
4160000.00000000
2.126702621484
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
7.00000000
N
N
N
N
N
N
21VIANET GROUP INC
529900672GYJQ3T38I58
21Vianet Group Inc
90138VAA5
500000.00000000
PA
USD
496896.15000000
0.254026525194
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
Patrick Industries Inc
549300FZ5ZTCCJ3Z5W14
Patrick Industries Inc
703343AB9
4000000.00000000
PA
USD
4531745.16000000
2.316748632613
Long
DBT
CORP
US
N
2
2023-02-01
Fixed
1.00000000
N
N
N
N
N
Patrick Industries Inc
Patrick Industries Inc
USD
XXXX
N
N
N
BOINGO WIRELESS
54930058LPWPZZCRMC04
Boingo Wireless Inc
09739CAB8
3350000.00000000
PA
USD
3070089.68000000
1.569511483329
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
1.00000000
N
N
N
N
Y
Boingo Wireless Inc
Boingo Wireless Inc
USD
XXXX
N
N
N
ALTERYX INC
549300XWZG0JHL7I0827
Alteryx Inc
02156BAD5
4000000.00000000
PA
USD
3956941.20000000
2.022893563245
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
Go Daddy Operating Company, LLC
5493005GJOH8HLL11157
Go Daddy Operating Company, LLC 2017 Repriced Term Loan
38017BAN6
1221636.56000000
PA
USD
1219804.11000000
0.623596297700
Long
LON
CORP
US
N
2
2024-02-15
Floating
1.86000000
N
N
N
N
N
N
Lions Gate Capital Holdings LLC
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC 2018 Term Loan B
53627MAB9
1231934.81000000
PA
USD
1219615.46000000
0.623499854804
Long
LON
CORP
US
N
2
2025-03-24
Floating
2.36000000
N
N
N
N
N
N
Advanced Drainage Systems Inc
6QQTOZ5MF5DHM7K92I60
Advanced Drainage Systems Inc Term Loan B
00769QAG8
630357.15000000
PA
USD
629966.33000000
0.322055539773
Long
LON
CORP
US
N
2
2026-07-31
Floating
2.38000000
N
N
N
N
N
N
Cohu, Inc.
529900FJPORJ3JJ2XS33
Cohu, Inc. 2018 Term Loan B
19257PAB0
1475462.75000000
PA
USD
1471774.09000000
0.752410051787
Long
LON
CORP
US
N
2
2025-10-01
Floating
3.11000000
N
N
N
N
N
N
PQ Corporation
2H1FRGMQKKSWC9PFJY28
PQ Corporation 2018 Term Loan B
69353FAX2
506439.29000000
PA
USD
505031.39000000
0.258185476212
Long
LON
CORP
US
N
2
2027-02-07
Floating
2.46000000
N
N
N
N
N
N
Navistar International Corporation
4EW4JDYTYMZ6D6T42H76
Navistar International Corporation 2017 1st Lien Term Loan B
63937YAE1
1465994.94000000
PA
USD
1465628.44000000
0.749268232084
Long
LON
CORP
US
N
2
2024-11-06
Floating
3.62000000
N
N
N
N
N
N
Mcdermott International Ltd
54930004RAXI4B3L4752
Mcdermott International Ltd
000000000
71796.00000000
NS
USD
61026.60000000
0.031198420721
Long
EC
CORP
BM
N
1
N
N
N
Infinera Corp
549300ZOF66WPV3H0H17
Infinera Corp
45667GAC7
675000.00000000
PA
USD
823293.27000000
0.420889412394
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.13000000
N
N
N
N
Y
Infinera Corp
Infinera Corp
USD
XXXX
N
N
N
RINGCENTRAL INC
549300C8EH0H1614VE84
RingCentral Inc
76680RAE7
1055000.00000000
PA
USD
1350471.36000000
0.690396870565
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
Callaway Golf Company
5493005UB0KFRKBPCU72
Callaway Golf Company Term Loan B
13119DAF9
922305.74000000
PA
USD
925377.02000000
0.473077339974
Long
LON
CORP
US
N
2
2026-01-02
Floating
4.61000000
N
N
N
N
N
N
LIBERTY BROADBAND CORP
549300MIX43II8JLN536
Liberty Broadband Corp
530307AA5
2500000.00000000
PA
USD
2592690.58000000
1.325452368554
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
SkyMiles IP Ltd.
N/A
SkyMiles IP Ltd. 2020 Skymiles Term Loan B
24736CBS2
500000.00000000
PA
USD
528855.00000000
0.270364739155
Long
LON
CORP
US
N
2
2027-10-20
Floating
4.75000000
N
N
N
N
N
N
OIL STATES INTL INC
5493004TF4KQJGMYL777
Oil States International Inc
678026AH8
1500000.00000000
PA
USD
1232392.91000000
0.630032027018
Long
DBT
CORP
US
N
2
2023-02-15
Fixed
1.50000000
N
N
N
N
N
Oil States International Inc
Oil States International Inc
USD
XXXX
N
N
N
PROOFPOINT INC
529900C5FODDK0WSR085
Proofpoint Inc
743424AF0
4000000.00000000
PA
USD
4259996.00000000
2.177823235748
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
0.25000000
N
N
N
N
Y
Proofpoint Inc
Proofpoint Inc
USD
XXXX
N
N
N
BENEFITFOCUS INC
254900W89KP1OS3RXO89
Benefitfocus Inc
08180DAB2
3000000.00000000
PA
USD
2761987.68000000
1.412001547972
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
Scientific Games International, Inc.
RLTHESQ0RNFQJWPBJN60
Scientific Games International, Inc. 2018 Term Loan B5
80875AAP6
970068.75000000
PA
USD
953955.91000000
0.487687628504
Long
LON
CORP
US
N
2
2024-08-14
Floating
2.86000000
N
N
N
N
N
N
CCF HLDGS LLC LIMITED PARTNERSHIP
N/A
CCF HLDGS LLC LIMITED PARTNERSHIP
12509J307
7142.00000000
NS
USD
0.71000000
0.000000362970
Long
EC
CORP
US
N
3
N
N
N
Insmed Inc
529900Q55QAG41CCAC11
Insmed Inc
457669AA7
1500000.00000000
PA
USD
1745544.09000000
0.892368555798
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
LIONS GATE CAPITAL HOLD
549300MWJHNLR35C0837
Lions Gate Capital Holdings LLC
53627NAC5
4000000.00000000
PA
USD
4082840.00000000
2.087256377668
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
6.38000000
N
N
N
N
N
N
Gardner Denver, Inc.
549300MJL50HVCB7RP74
Gardner Denver, Inc. 2020 USD Term Loan B2
365556AT6
1613591.93000000
PA
USD
1609557.95000000
0.822848824927
Long
LON
CORP
US
N
2
2027-03-01
Floating
1.86000000
N
N
N
N
N
N
2021-03-29
Virtus AllianzGI Convertible & Income 2024 Target Term Fund
Amy Hackett
Amy Hackett
VP and Assistant Treasurer