# EDGAR Filing Document

**Accession Number:** 0001701809
**File Stem:** 0001752724-23-065079
**Filing Date:** 2023-3
**Character Count:** 46292
**Document Hash:** bb7def2e4d202a3db2b11768aad33c94
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-065079.hdr.sgml**: 20230324

**ACCESSION NUMBER**: 0001752724-23-065079

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20230131

**FILED AS OF DATE**: 20230324

**DATE AS OF CHANGE**: 20230324

**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:** 23758330

**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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Virtus Convertible & Income 2024 Target Term Fund

- **b. Investment Company Act file number:** 811-23241

- **c. CIK number of Registrant:** 0001701809

- **d. LEI of Registrant:** 549300VMAL6DHTC4Z474

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

  - **Street Address 1:** 101 MUNSON STREET

  - **City:** GREENFIELD

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 01301-9668

  - **Telephone number:** 800-254-5197

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

- **a. Name of Series:** Virtus Convertible & Income 2024 Target Term Fund

- **c. LEI of Series:** 549300VMAL6DHTC4Z474

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

- **a. Date of fiscal year-end:** 2023-01-31

- **b. Date as of which information is reported:** 2023-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $245256278.73

**Total Liabilities:** $75789081.06

**Net Assets:** $169467197.67

**Cash Not Reported:** $438410.40

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -3274.00000000 | **10-Year:** -582.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -50.00000000 | **1-Year:** -1758.00000000 | **5-Year:** -23393.00000000 | **10-Year:** -10416.00000000 | **30-Year:** -480.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000000000 | 1.96%                | -0.04%               | 3.63%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-279686.13              | $2800773.27                                |
| Month 2  | $-4069.25                | $-431077.76                                |
| Month 3  | $-56361.58               | $5308132.07                                |

### Schedule of Portfolio Investments

| Name                                 | Title                                                                 | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| COMMSCOPE INC                        | CommScope Inc                                                         | CUSIP: 20337EAQ4<br>LEI: 549300Z6K4JXMFE8QY54 | Long             | LON              | CORP              | US        |   1454887 | PA      | $1422515.96   | 0.84%             | 2026-04-04      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| DIRECTV FINANCING LLC                | Directv Financing LLC                                                 | CUSIP: 25460HAB8<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    887500 | PA      | $871507.25    | 0.51%             | 2027-08-02      | Floating      | 9.57%                 | No            |                  2 | On Loan: No      |
| FORD MOTOR CREDIT CO LLC             | Ford Motor Credit Co LLC                                              | CUSIP: 345397ZX4<br>LEI: UDSQCVRUX5BONN0VY111 | Long             | DBT              | CORP              | US        |    500000 | PA      | $484244.39    | 0.29%             | 2024-11-01      | Fixed         | 4.06%                 | No            |                  2 | On Loan: —       |
| NUVASIVE INC                         | NuVasive Inc                                                          | CUSIP: 670704AL9<br>LEI: 549300C5ZB4NZ6TWM881 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3942500.00   | 2.33%             | 2023-06-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| KOPPERS INC                          | Koppers Inc                                                           | CUSIP: 500605AH3<br>LEI: LTO4ZL5EBDR1NE6FGJ36 | Long             | DBT              | CORP              | US        |   3420000 | PA      | $3368700.00   | 1.99%             | 2025-02-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| ADIENT US LLC                        | Adient US LLC                                                         | CUSIP: 00687MAC5<br>LEI: 213800SOTRCDGZUHL712 | Long             | LON              | CORP              | US        |    985000 | PA      | $981306.25    | 0.58%             | 2028-04-08      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| NETFLIX INC                          | Netflix Inc                                                           | CUSIP: 64110LAL0<br>LEI: 549300Y7VHGU0I7CE873 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $4058360.00   | 2.39%             | 2025-02-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| RINGCENTRAL INC                      | RingCentral Inc                                                       | CUSIP: 76680RAF4<br>LEI: 549300C8EH0H1614VE84 | Long             | DBT              | CORP              | US        |   1160000 | PA      | $1014275.00   | 0.60%             | 2025-03-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| LUMEN TECHNOLOGIES INC               | Lumen Technologies Inc                                                | CUSIP: 15669GAH7<br>LEI: 8M3THTGWLTYZVE6BBY25 | Long             | LON              | CORP              | US        |    969425 | PA      | $936183.29    | 0.55%             | 2027-03-15      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| ECO SERVICES OPERATIONS              | Eco Services Operations Corp                                          | CUSIP: 27922JAB2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    982500 | PA      | $980397.45    | 0.58%             | 2028-06-09      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| HILTON GRAND VAC BORROWER            | Hilton Grand Vacations Borrower LLC                                   | CUSIP: 43283LAH4<br>LEI: 254900HF0EZ734FDVY79 | Long             | LON              | CORP              | US        |   1234375 | PA      | $1234152.81   | 0.73%             | 2028-08-02      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| GFL ENVIRONMENTAL INC                | GFL Environmental Inc                                                 | CUSIP: 000000000<br>LEI: 549300FYK4MBXWIVZU26 | Long             | LON              | CORP              | CA        |   1487406 | PA      | $1489889.52   | 0.88%             | 2025-05-31      | Floating      | 7.72%                 | No            |                  2 | On Loan: No      |
| TENET HEALTHCARE CORP                | Tenet Healthcare Corp                                                 | CUSIP: 88033GCS7<br>LEI: 0W9AIBT6U6ADJ2I8HK17 | Long             | DBT              | CORP              | US        |   3716000 | PA      | $3664905.00   | 2.16%             | 2024-07-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| DELTA AIR LINES INC                  | Delta Air Lines Inc                                                   | CUSIP: 247361ZU5<br>LEI: Q2CCMS6R0AS67HJMBN42 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3815520.00   | 2.25%             | 2024-10-28      | Fixed         | 2.90%                 | No            |                  2 | On Loan: —       |
| KBR INC                              | KBR Inc                                                               | CUSIP: 48242YAQ5<br>LEI: 254900OFQDXZRKRCV808 | Long             | LON              | CORP              | US        |    998092 | PA      | $997343.53    | 0.59%             | 2027-02-07      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CCF HLDGS LLC WT CCF HLDGS LLC WTS C | CCF HLDGS LLC WT CCF HLDGS LLC WTS C                                  | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DE               | CORP              | US        |    485227 | NC      | $184386.26    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| AADVANTAGE LOYALTY IP                | AAdvantage Loyalty IP Ltd                                             | CUSIP: 02376CBJ3<br>LEI: N/A                  | Long             | LON              | CORP              | KY        |   1000000 | PA      | $1026090.00   | 0.61%             | 2028-04-20      | Floating      | 9.48%                 | No            |                  2 | On Loan: No      |
| FRONTIER COMMUNICATIONS              | Frontier Communications Holdings LLC                                  | CUSIP: 35906EAQ3<br>LEI: N/A                  | Long             | LON              | CORP              | US        |    984962 | PA      | $963726.59    | 0.57%             | 2027-10-08      | Floating      | 8.56%                 | No            |                  2 | On Loan: No      |
| GARDNER DENVER INC                   | Gardner Denver Inc                                                    | CUSIP: 365556AT6<br>LEI: 549300MJL50HVCB7RP74 | Long             | LON              | CORP              | US        |   1581076 | PA      | $1574578.03   | 0.93%             | 2027-02-28      | Floating      | 6.31%                 | No            |                  2 | On Loan: No      |
| HCA INC                              | HCA Inc                                                               | CUSIP: 404119BR9<br>LEI: L3CJ6J7LJ2DX62FTXD46 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3011332.08   | 1.78%             | 2025-02-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| COHU INC                             | Cohu Inc                                                              | CUSIP: 19257PAB0<br>LEI: 529900FJPORJ3JJ2XS33 | Long             | LON              | CORP              | US        |    423002 | PA      | $423002.08    | 0.25%             | 2025-10-01      | Floating      | 7.77%                 | No            |                  2 | On Loan: No      |
| MATCH GROUP HLD II LLC               | Match Group Holdings II LLC                                           | CUSIP: 57665VAF4<br>LEI: 5493003RFFE030RC9167 | Long             | LON              | CORP              | US        |   1000000 | PA      | $987500.00    | 0.58%             | 2027-02-13      | Floating      | 6.40%                 | No            |                  2 | On Loan: No      |
| HORIZON THERAPEUTICS USA             | Horizon Therapeutics USA Inc                                          | CUSIP: 44055UAD7<br>LEI: 254900IS87RLPXY88S03 | Long             | LON              | CORP              | US        |   1481231 | PA      | $1481230.96   | 0.87%             | 2028-03-15      | Floating      | 6.20%                 | No            |                  2 | On Loan: No      |
| CARNIVAL CORP                        | Carnival Corp                                                         | CUSIP: 000000000<br>LEI: F1OF2ZSX47CR0BCWA982 | Long             | LON              | CORP              | PA        |    992481 | PA      | $967669.16    | 0.57%             | 2028-10-18      | Floating      | 7.96%                 | No            |                  2 | On Loan: No      |
| BOXER PARENT CO INC                  | Boxer Parent Co Inc                                                   | CUSIP: 05988HAE7<br>LEI: 5493006T045HLTF7YX04 | Long             | LON              | CORP              | US        |    864749 | PA      | $848647.10    | 0.50%             | 2025-10-02      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                       | Owens-Brockway Glass Container Inc                                    | CUSIP: 69073TAR4<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2600268.64   | 1.53%             | 2023-08-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: —       |
| JAZZ INVESTMENTS I LTD               | Jazz Investments I Ltd                                                | CUSIP: 472145AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3855000 | PA      | $3785128.13   | 2.23%             | 2024-08-15      | Fixed         | 1.50%                 | No            |                  2 | On Loan: No      |
| MCAFEE CORP                          | McAfee Corp                                                           | CUSIP: 57906HAD9<br>LEI: 2549009UKR8UEZYVCR93 | Long             | LON              | CORP              | US        |   1194000 | PA      | $1124604.72   | 0.66%             | 2029-03-01      | Floating      | 8.32%                 | No            |                  2 | On Loan: No      |
| DOCUSIGN INC                         | DocuSign Inc                                                          | CUSIP: 256163AD8<br>LEI: 549300Q7PVDWRZ39JG09 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3802000.00   | 2.24%             | 2024-01-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| SEAWORLD PARKS & ENTERTA             | SeaWorld Parks & Entertainment Inc                                    | CUSIP: 78488CAH3<br>LEI: 549300UZV72O3371JJ53 | Long             | LON              | CORP              | US        |    997475 | PA      | $993734.22    | 0.59%             | 2028-08-25      | Floating      | 7.52%                 | No            |                  2 | On Loan: No      |
| CERIDIAN HCM HOLDING INC             | Ceridian HCM Holding Inc                                              | CUSIP: 000000000<br>LEI: 549300T64GVCHFJ8L449 | Long             | LON              | CORP              | US        |    992228 | PA      | $986522.68    | 0.58%             | 2025-04-30      | Floating      | 0.01%                 | No            |                  2 | On Loan: No      |
| ARAMARK SERVICES INC                 | Aramark Services Inc                                                  | CUSIP: 03852JAS0<br>LEI: 42YMHYH0XMHJEXDUB065 | Long             | LON              | CORP              | US        |   1500000 | PA      | $1495320.00   | 0.88%             | 2028-04-06      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| CAESARS RESORT COLLECTIO             | Caesars Resort Collection LLC                                         | CUSIP: 12769LAB5<br>LEI: 549300V3UCT773B1KR38 | Long             | LON              | CORP              | US        |   1100903 | PA      | $1099449.43   | 0.65%             | 2024-12-22      | Floating      | 7.47%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                       | Hertz Corp/The                                                        | CUSIP: 42804VBB6<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |   1248467 | PA      | $1241937.92   | 0.73%             | 2028-06-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| LIVE NATION ENTERTAINMEN             | Live Nation Entertainment Inc                                         | CUSIP: 538034AK5<br>LEI: 5493007B9BM9ZXJINO78 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3884612.68   | 2.29%             | 2024-11-01      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| CHARTER COMMUNICATIONS OPER          | Charter Communications Operating LLC                                  | CUSIP: 16117LBX6<br>LEI: 549300TPZNMN50BJ3745 | Long             | LON              | CORP              | US        |    984733 | PA      | $980921.90    | 0.58%             | 2027-02-01      | Floating      | 6.27%                 | No            |                  2 | On Loan: No      |
| TRAVELPORT FINANCE LUXEM             | Travelport Finance Luxembourg Sarl                                    | CUSIP: 000000000<br>LEI: 2221005SGFWYZHL40F77 | Long             | LON              | CORP              | LU        |    967313 | PA      | $725484.69    | 0.43%             | 2026-05-30      | Floating      | 9.78%                 | No            |                  2 | On Loan: No      |
| SINCLAIR TELEVISION GROU             | Sinclair Television Group Inc                                         | CUSIP: 82925BAF2<br>LEI: 549300CQGEN0CH65UD62 | Long             | LON              | CORP              | US        |   1231037 | PA      | $1204618.74   | 0.71%             | 2028-04-01      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| ONEMAIN FINANCE CORP                 | OneMain Finance Corp                                                  | CUSIP: 85172FAF6<br>LEI: 5493008I795YYBFWFU90 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3033527.13   | 1.79%             | 2023-10-01      | Fixed         | 8.25%                 | No            |                  2 | On Loan: No      |
| BlackRock Liquidity FedFund          | BlackRock Liquidity FedFund                                           | CUSIP: 09248U700<br>LEI: 549300T8K043VZEOVK74 | Long             | STIV             | RF                | US        |   7485426 | NS      | $7485426.13   | 4.42%             |  |  |  | No            |                  1 | On Loan: No      |
| CALLAWAY GOLF CO                     | Topgolf Callaway Brands Corp                                          | CUSIP: 13119DAF9<br>LEI: 5493005UB0KFRKBPCU72 | Long             | LON              | CORP              | US        |    902256 | PA      | $902824.00    | 0.53%             | 2026-01-04      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| VIRGIN MEDIA BRISTOL LLC             | Virgin Media Bristol LLC                                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1500000 | PA      | $1490820.00   | 0.88%             | 2028-01-31      | Floating      | 6.97%                 | No            |                  2 | On Loan: No      |
| EVERBRIDGE INC                       | Everbridge Inc                                                        | CUSIP: 29978AAC8<br>LEI: 549300WCY0UMR64ATW81 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3592400.00   | 2.12%             | 2024-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| RH                                   | RH                                                                    | CUSIP: 76133MAB7<br>LEI: 5493008MTS3OGGMHGK69 | Long             | LON              | CORP              | US        |   1481250 | PA      | $1422311.06   | 0.84%             | 2028-10-20      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| LIBERTY BROADBAND CORP               | Liberty Broadband Corp                                                | CUSIP: 530307AA5<br>LEI: 549300MIX43II8JLN536 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $7349761.65   | 4.34%             | 2050-09-30      | Fixed         | 2.75%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                    | Triumph Group Inc                                                     | CUSIP: 896818AS0<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   1720000 | PA      | $1745800.00   | 1.03%             | 2024-06-01      | Fixed         | 8.88%                 | No            |                  2 | On Loan: No      |
| CONDUENT BUSINESS                    | Conduent Business Services LLC                                        | CUSIP: 20679MAG4<br>LEI: 54930026CNAIP718XD30 | Long             | LON              | CORP              | US        |    990000 | PA      | $971685.00    | 0.57%             | 2028-10-15      | Floating      | 8.70%                 | No            |                  2 | On Loan: No      |
| ADVANTAGE SALES & MARKETING          | Advantage Sales & Marketing Inc                                       | CUSIP: 00769EAZ3<br>LEI: 549300T4O24KQDED1182 | Long             | LON              | CORP              | US        |    980000 | PA      | $816771.20    | 0.48%             | 2027-10-28      | Floating      | 9.07%                 | No            |                  2 | On Loan: No      |
| ADVANCED DRAINAGE SYSTEMS            | Advanced Drainage Systems Inc                                         | CUSIP: 00769QAG8<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Long             | LON              | CORP              | US        |    610357 | PA      | $611120.10    | 0.36%             | 2026-09-24      | Floating      | 6.78%                 | No            |                  2 | On Loan: No      |
| Mcdermott International Ltd          | Mcdermott International Ltd                                           | CUSIP: 000000000<br>LEI: 54930004RAXI4B3L4752 | Long             | EC               | CORP              | US        |     71796 | NS      | $28000.44     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| IONIS PHARMACEUTICALS IN             | Ionis Pharmaceuticals Inc                                             | CUSIP: 462222AB6<br>LEI: 549300SI4ZGLG0BLUZ92 | Long             | DBT              | CORP              | US        |   8000000 | PA      | $7390400.00   | 4.36%             | 2024-12-15      | Fixed         | 0.12%                 | No            |                  2 | On Loan: No      |
| HERTZ CORP/THE                       | Hertz Corp/The                                                        | CUSIP: 42804VBC4<br>LEI: 549300PD0C69OJ0NLB27 | Long             | LON              | CORP              | US        |    238871 | PA      | $237621.86    | 0.14%             | 2028-06-30      | Floating      | 7.82%                 | No            |                  2 | On Loan: No      |
| ORGANON & CO                         | Organon & Co                                                          | CUSIP: 68621XAE3<br>LEI: 549300AMCKY57OK2CO56 | Long             | LON              | CORP              | US        |   1448142 | PA      | $1443739.40   | 0.85%             | 2028-06-02      | Floating      | 7.73%                 | No            |                  2 | On Loan: No      |
| AMC ENTERTAINMENT HOLDINGS           | AMC Entertainment Holdings Inc                                        | CUSIP: 00164DAQ6<br>LEI: 549300ZO77UNR6NRBR11 | Long             | LON              | CORP              | US        |    962500 | PA      | $567875.00    | 0.34%             | 2026-04-22      | Floating      | 7.51%                 | No            |                  2 | On Loan: No      |
| ADT SEC CORP                         | ADT Security Corp/The                                                 | CUSIP: 00101JAH9<br>LEI: 5493009JEEDYLVRA0J13 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2985450.00   | 1.76%             | 2023-06-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| CCF HOLDINGS LLC CLASS M EQUITY      | CCF HOLDINGS LLC CLASS M EQUITY                                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | US        |    293320 | NS      | $178925.20    | 0.11%             |  |  |  | No            |                  3 | On Loan: No      |
| DREYFUS GOVERNMENT CASH MANAGEMENT   | DREYFUS GOVERNMENT CASH MANAGEMENT                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | STIV             | RF                | US        |    999927 | NS      | $999927.15    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BENEFITFOCUS INC                     | Benefitfocus Inc                                                      | CUSIP: 08180DAB2<br>LEI: 254900W89KP1OS3RXO89 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $2911500.00   | 1.72%             | 2023-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| LIVEPERSON INC                       | LivePerson Inc                                                        | CUSIP: 538146AB7<br>LEI: 549300IN2P1JZ20G7N40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $951875.00    | 0.56%             | 2024-03-01      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| I3 VERTICALS LLC                     | i3 Verticals LLC                                                      | CUSIP: 44933TAB2<br>LEI: 549300VET627YPCK1T69 | Long             | DBT              | CORP              | US        |   9000000 | PA      | $8763750.00   | 5.17%             | 2025-02-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| CAMELOT FINANCE SA                   | Camelot Finance SA                                                    | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | LU        |   1060665 | PA      | $1058013.15   | 0.62%             | 2026-10-31      | Floating      | 7.57%                 | No            |                  2 | On Loan: No      |
| STARS GROUP HOLDINGS BV              | Stars Group Holdings BV                                               | CUSIP: 000000000<br>LEI: 549300RNFXC8F8RT6R13 | Long             | LON              | CORP              | NL        |   1609951 | PA      | $1606296.52   | 0.95%             | 2026-07-21      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| WAYFAIR INC                          | Wayfair Inc                                                           | CUSIP: 94419LAD3<br>LEI: 54930027N9ZAVYFDHK53 | Long             | DBT              | CORP              | US        |   4500000 | PA      | $4176387.32   | 2.46%             | 2024-11-01      | Fixed         | 1.12%                 | No            |                  2 | On Loan: No      |
| GATES GLOBAL LLC                     | Gates Global LLC                                                      | CUSIP: 36740UAT9<br>LEI: 549300XI79MQJV13DW27 | Long             | LON              | CORP              | US        |    992405 | PA      | $987820.14    | 0.58%             | 2027-03-31      | Floating      | 7.02%                 | No            |                  2 | On Loan: No      |
| LIGAND PHARMACEUTICALS I             | Ligand Pharmaceuticals Inc                                            | CUSIP: 53220KAF5<br>LEI: 5493008K7TB0IKP37H79 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4868750.00   | 2.87%             | 2023-05-15      | Fixed         | 0.75%                 | No            |                  2 | On Loan: No      |
| PACTIV EVERGREEN GROUP               | Pactiv Evergreen Group Holdings Inc                                   | CUSIP: 76173FAY3<br>LEI: 5493002QNV81KCX40V06 | Long             | LON              | CORP              | US        |   1483725 | PA      | $1476306.34   | 0.87%             | 2028-09-24      | Floating      | 8.02%                 | No            |                  2 | On Loan: No      |
| OWENS-BROCKWAY                       | Owens-Brockway Glass Container Inc                                    | CUSIP: 690872AB2<br>LEI: V2UQUCDZJ9WY98W8QU33 | Long             | DBT              | CORP              | US        |   2610000 | PA      | $2532117.60   | 1.49%             | 2025-01-15      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| NCL CORPORATION LTD                  | NCL Corp Ltd                                                          | CUSIP: 62886HAP6<br>LEI: UNZWILHE4KMRP9K2L524 | Long             | DBT              | CORP              | BM        |   3000000 | PA      | $2816250.00   | 1.66%             | 2024-12-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: —       |
| INSMED INC                           | Insmed Inc                                                            | CUSIP: 457669AA7<br>LEI: 529900Q55QAG41CCAC11 | Long             | DBT              | CORP              | US        |   5500000 | PA      | $5219500.00   | 3.08%             | 2025-01-15      | Fixed         | 1.75%                 | No            |                  2 | On Loan: No      |
| NIO INC                              | NIO Inc                                                               | CUSIP: 62914VAE6<br>LEI: 549300JBU4TV5OCKJV96 | Long             | DBT              | CORP              | KY        |  11800000 | PA      | $10885500.00  | 6.42%             | 2026-02-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| PROS HOLDINGS INC                    | PROS Holdings Inc                                                     | CUSIP: 74346YAH6<br>LEI: 549300LPE1KNL5RWKQ48 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3700000.00   | 2.18%             | 2024-05-15      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| GRAY TELEVISION INC                  | Gray Television Inc                                                   | CUSIP: 389376AX2<br>LEI: 529900TM5726KDN7UU35 | Long             | LON              | CORP              | US        |    710013 | PA      | $709579.48    | 0.42%             | 2024-02-07      | Floating      | 7.07%                 | No            |                  2 | On Loan: No      |
| LEALAND FINANCE CO BV                | Lealand Finance Co BV                                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | LON              | CORP              | NL        |    173853 | PA      | $93337.97     | 0.06%             | 2025-06-30      | Floating      | 8.57%                 | No            |                  2 | On Loan: No      |
| SPRINT LLC                           | Sprint LLC                                                            | CUSIP: 85207UAH8<br>LEI: 549300ZTTY7CXOLJ6539 | Long             | DBT              | CORP              | US        |   3000000 | PA      | $3063486.00   | 1.81%             | 2024-06-15      | Fixed         | 7.12%                 | No            |                  2 | On Loan: No      |
| BURLINGTON COAT FACTORY              | Burlington Coat Factory Warehouse Corp                                | CUSIP: 121575AK0<br>LEI: 549300SIFDMGE3Y2SW49 | Long             | LON              | CORP              | US        |   1344023 | PA      | $1330017.98   | 0.78%             | 2028-06-24      | Floating      | 6.52%                 | No            |                  2 | On Loan: No      |
| II-VI INC                            | Coherent Corp                                                         | CUSIP: 45173JAQ7<br>LEI: 549300O5C25A0MMHHU33 | Long             | LON              | CORP              | US        |    979643 | PA      | $975048.33    | 0.58%             | 2029-07-01      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| CCO HLDGS LLC/CAP CORP               | CCO Holdings LLC / CCO Holdings Capital Corp                          | CUSIP: 1248EPBZ5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3994000.00   | 2.36%             | 2023-03-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| OPEN TEXT CORP                       | Open Text Corp                                                        | CUSIP: 000000000<br>LEI: 549300HP7ONDQODZJV16 | Long             | LON              | CORP              | CA        |   1000000 | PA      | $997750.00    | 0.59%             | 2029-11-16      | Floating      | 8.07%                 | No            |                  2 | On Loan: No      |
| OCCIDENTAL PETROLEUM COR             | Occidental Petroleum Corp                                             | CUSIP: 674599DB8<br>LEI: IM7X0T3ECJW4C1T7ON55 | Long             | DBT              | CORP              | US        |   3600000 | PA      | $3665268.00   | 2.16%             | 2024-07-01      | Fixed         | 6.95%                 | No            |                  2 | On Loan: No      |
| ALTERYX INC                          | Alteryx Inc                                                           | CUSIP: 02156BAD5<br>LEI: 549300XWZG0JHL7I0827 | Long             | DBT              | CORP              | US        |   7000000 | PA      | $6475000.00   | 3.82%             | 2024-08-01      | Fixed         | 0.50%                 | No            |                  2 | On Loan: No      |
| SIX FLAGS ENTERTAINMENT              | Six Flags Entertainment Corp                                          | CUSIP: 83001AAB8<br>LEI: 549300JYTDUAA4JQ3717 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3915000.00   | 2.31%             | 2024-07-31      | Fixed         | 4.88%                 | No            |                  2 | On Loan: —       |
| ACADEMY LTD                          | Academy Ltd                                                           | CUSIP: 00400YAK7<br>LEI: 549300BN53IR80C35Z14 | Long             | LON              | CORP              | US        |    654072 | PA      | $653051.86    | 0.39%             | 2027-11-06      | Floating      | 8.27%                 | No            |                  2 | On Loan: No      |
| CCF Holdings LLC                     | CCF Holdings LLC                                                      | CUSIP: 12509J208<br>LEI: N/A                  | Long             | EC               | CORP              | US        |   1369231 | NS      | $835230.91    | 0.49%             |  |  |  | No            |                  3 | On Loan: No      |
| WEX INC                              | WEX Inc                                                               | CUSIP: 96208UAT8<br>LEI: T9M5IGROL1TL1G5OV478 | Long             | LON              | CORP              | US        |    982500 | PA      | $979188.98    | 0.58%             | 2028-04-01      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| COTY INC                             | Coty Inc                                                              | CUSIP: 22207EBG8<br>LEI: 549300BO9IWPF3S48F93 | Long             | LON              | CORP              | US        |    957837 | PA      | $954245.45    | 0.56%             | 2025-04-05      | Floating      | 7.06%                 | No            |                  2 | On Loan: No      |
| REDWOOD TRUST INC                    | Redwood Trust Inc                                                     | CUSIP: 758075AD7<br>LEI: DRBV4N1ERQLEMIF11G78 | Long             | DBT              | CORP              | US        |   5000000 | PA      | $4731250.00   | 2.79%             | 2024-07-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| SERVICE PROPERTIES TRUST             | Service Properties Trust                                              | CUSIP: 44106MAZ5<br>LEI: 529900IS770AG1K9QG27 | Long             | DBT              | CORP              | US        |   4170000 | PA      | $3932310.00   | 2.32%             | 2024-10-01      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| DISH DBS CORP                        | DISH DBS Corp                                                         | CUSIP: 25470XAW5<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3785000 | PA      | $3572377.63   | 2.11%             | 2024-11-15      | Fixed         | 5.88%                 | No            |                  2 | On Loan: No      |
| PINDUODUO INC                        | Pinduoduo Inc                                                         | CUSIP: 722304AC6<br>LEI: 5493000573DS7005T657 | Long             | DBT              | CORP              | KY        |   7000000 | PA      | $6748000.00   | 3.98%             | 2025-12-01      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| HANNON ARMSTRONG SUSTAIN             | Hannon Armstrong Sustainable Infrastructure Capital Inc               | CUSIP: 41068XAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4220000 | PA      | $4167250.00   | 2.46%             | 2023-08-15      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| TRIUMPH GROUP INC                    | Triumph Group Inc                                                     | CUSIP: 896818AQ4<br>LEI: 5493007L6S47Q14SL582 | Long             | DBT              | CORP              | US        |   1850000 | PA      | $1785666.99   | 1.05%             | 2024-09-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| WYNN LAS VEGAS LLC/CORP              | Wynn Las Vegas LLC / Wynn Las Vegas Capital Corp                      | CUSIP: 983130AV7<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   3500000 | PA      | $3401168.40   | 2.01%             | 2025-03-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: —       |
| DISH NETWORK CORP                    | DISH Network Corp                                                     | CUSIP: 25470MAD1<br>LEI: 529900U350CWHH15G169 | Long             | DBT              | CORP              | US        |   7500000 | PA      | $6948750.00   | 4.10%             | 2024-03-15      | Fixed         | 2.38%                 | No            |                  2 | On Loan: No      |
| PETCO HEALTH & WELLNESS              | Petco Health & Wellness Co Inc                                        | CUSIP: 71601HAB2<br>LEI: 2549007TYGV6RVSE9M61 | Long             | LON              | CORP              | US        |   1159350 | PA      | $1146191.38   | 0.68%             | 2028-03-04      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| NEXSTAR MEDIA INC                    | Nexstar Media Inc                                                     | CUSIP: 65336RAW8<br>LEI: 5493006PK6I4I2OOT688 | Long             | LON              | CORP              | US        |    774535 | PA      | $774209.53    | 0.46%             | 2026-09-18      | Floating      | 7.01%                 | No            |                  2 | On Loan: No      |
| GO DADDY OPERATING CO LLC            | Go Daddy Operating Co LLC                                             | CUSIP: 38017BAT3<br>LEI: 5493005GJOH8HLL11157 | Long             | LON              | CORP              | US        |   1000000 | PA      | $1002630.00   | 0.59%             | 2029-11-10      | Floating      | 7.68%                 | No            |                  2 | On Loan: No      |
| PENN NATIONAL GAMING INC             | Penn Entertainment Inc                                                | CUSIP: 70757DAZ2<br>LEI: N/A                  | Long             | LON              | CORP              | US        |   1000000 | PA      | $998610.00    | 0.59%             | 2029-05-03      | Floating      | 7.32%                 | No            |                  2 | On Loan: No      |
| SKYMILES IP LTD                      | SkyMiles IP Ltd                                                       | CUSIP: 24736CBS2<br>LEI: 2549008L7P4I8VB90936 | Long             | LON              | CORP              | KY        |    475000 | PA      | $490736.75    | 0.29%             | 2027-10-20      | Floating      | 8.48%                 | No            |                  2 | On Loan: No      |
| NAVIENT CORP                         | Navient Corp                                                          | CUSIP: 63938CAE8<br>LEI: 54930067J0ZNOEBRW338 | Long             | DBT              | CORP              | US        |   2800000 | PA      | $2829484.00   | 1.67%             | 2023-09-25      | Fixed         | 7.25%                 | No            |                  2 | On Loan: No      |
| ALLIED UNIVERSAL HOLDCO              | Allied Universal Holdco LLC                                           | CUSIP: 01957TAH0<br>LEI: 98450038B4549046D794 | Long             | LON              | CORP              | US        |    987500 | PA      | $950844.00    | 0.56%             | 2028-05-14      | Floating      | 8.20%                 | No            |                  2 | On Loan: No      |
| NCR CORP                             | NCR Corp                                                              | CUSIP: 62886VAP5<br>LEI: 549300YKTY8JX1DV2R67 | Long             | LON              | CORP              | US        |   1444740 | PA      | $1435710.21   | 0.85%             | 2026-08-28      | Floating      | 7.23%                 | No            |                  2 | On Loan: No      |
| ALBERTSONS COS/SAFEWAY               | Albertsons Cos Inc / Safeway Inc / New Albertsons LP / Albertsons LLC | CUSIP: 013092AD3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3995000.00   | 2.36%             | 2023-02-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CIENA CORP                           | Ciena Corp                                                            | CUSIP: 17178HAM4<br>LEI: W0CZ7N0GH8UIGXDM1H41 | Long             | LON              | CORP              | US        |    982278 | PA      | $979213.74    | 0.58%             | 2025-09-28      | Floating      | 6.26%                 | No            |                  2 | On Loan: No      |
| AVIS BUDGET CAR RENTAL LLC           | Avis Budget Car Rental LLC                                            | CUSIP: 05377JAR3<br>LEI: XN8R4HH1TVC1XOCL5P21 | Long             | LON              | CORP              | US        |    997429 | PA      | $983215.94    | 0.58%             | 2027-08-06      | Floating      | 6.82%                 | No            |                  2 | On Loan: No      |
| CSC HOLDINGS LLC                     | CSC Holdings LLC                                                      | CUSIP: 126307AH0<br>LEI: 3HG2WD2W22M120IUNG49 | Long             | DBT              | CORP              | US        |   4000000 | PA      | $3915380.00   | 2.31%             | 2024-06-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: —       |

### Signature

**Date Signed:** 2023-03-22

**Name of Applicant:** Virtus AllianzGI Convertible & Income 2024 Target Term Fund

**Signature:** Amy Hackett

**Name of Signer:** Amy Hackett

**Title:** Vice President and Assistant Treasurer