Virtus Convertible Fund

S000028359Virtus Strategy TrustCIK 0001423227

Share classes

4 classes of this one portfolio · 0 exchange-listed

Class ID	Symbol	Status	Security in the master	Type
C000086661	ANNPX	NOT_LISTED	not exchange-listed	—
C000086658	ANZAX	NOT_LISTED	not exchange-listed	—
C000086659	ANZCX	NOT_LISTED	not exchange-listed	—
C000235255	VAADX	NOT_LISTED	not exchange-listed	—

The share-class bridge is a snapshot, not history. The SEC's fund share-class file says what each class trades as today, not what it traded as at a past report date. A fund that changed ticker or converted from a mutual fund resolves to its present-day symbol for every historical month shown.

Share classes

Report period

1 period filed. Holdings below describe the selected month only.

2026-03-31

Filing

NPORT-P · filed 2026-05-21

Report date: 2026-03-31
Net assets: $1,457,102,189.47
Total assets: $1,459,692,638.36
Total liabilities: $2,590,448.89
Assets invested: $0
Cash not reported in C or D: $45,127,894.78
Amendment: No
Accession: 0000940400-26-020677

By asset category

N-PORT Item C.4.a

DBTDebt$1.22B86.8%

EPEquity - preferred$144.77M10.3%

STIVShort-term investment veh…$39.54M2.8%

ECEquity - common$984.0K0.1%

By asset category

By issuer category

N-PORT Item C.4.b

CORPCorporate$1.37B97.2%

RFRegistered fund$39.54M2.8%

By issuer category

By investment country

as filed

USUS$1.32B93.9%

BMBM$33.65M2.4%

KYKY$21.43M1.5%

CACA$12.50M0.9%

NLNL$10.71M0.8%

AUAU$8.22M0.6%

By country

Classification look-through

Positions resolved to the master through ISIN, then rolled up through the taxonomy. 0.1% of reported value reaches a classification.

Not resolved to the master(103)$1.41B99.9%

Equity · Consumer Discretionary(1)$984.0K0.1%

Classification covers part of the master. 5,771 of 13,106 active securities are classified. Anything unclassified is shown as its own band rather than dropped, so a look-through total that falls short of 100% is telling you about coverage, not about the fund.

Percentages are of the reported value of positions above ($1.41B), not of the fund’s net assets ($1.46B). The two differ by cash, derivatives filed with no market value, and rounding.

Classification look-through

Holdings

104 positions in this filing

Issuer nameAsset categoryIssuer category

Holdings

Issuer↕	In master	CUSIP / ISIN	Asset	Balance↕	Value↕	Weight▼	Country
Rexford Industrial Realty L P REXR 4.375 03/15/27	—	76169XAD6 US76169XAD66	DBT CORP	11,065,000 PA	$11.00M	0.755%	US
Microchip Technology Incorporated MCHP 0.75 06/01/30	—	595017BG8 US595017BG84	DBT CORP	11,040,000 PA	$10.91M	0.749%	US
Bridgebio Pharma Inc BBIO 2.25 02/01/29	—	10806XAD4 US10806XAD49	DBT CORP	9,715,000 PA	$10.86M	0.745%	US
Nebius Group N.V. NBIS 1.25 03/15/31	—	63954QAJ5 US63954QAJ58	DBT CORP	11,145,000 PA	$10.71M	0.735%	NL
Cohu Inc COHU 1.5 01/15/31	—	192576AA4 US192576AA49	DBT CORP	7,895,000 PA	$10.60M	0.728%	US
Guardant Health Inc GH 0 05/15/33	—	40131MAE9 US40131MAE93	DBT CORP	9,710,000 PA	$10.31M	0.708%	US
BWX Technologies Inc. BWXT 0 11/01/30	—	05605HAD2 US05605HAD26	DBT CORP	9,835,000 PA	$10.19M	0.699%	US
BILL Holdings Inc BILL 0 04/01/30	—	090043AF7 US090043AF78	DBT CORP	10,765,000 PA	$9.56M	0.656%	US
MP Materials Corp MPUS 3 03/01/30	—	553368AC5 US553368AC59	DBT CORP	3,885,000 PA	$9.25M	0.635%	US
Affirm Holdings Inc AFRM 0.75 12/15/29	—	00827BAD8 US00827BAD82	DBT CORP	9,565,000 PA	$8.95M	0.614%	US
DRAFTKINGS HOLDINGS INC DKNG 0 03/15/28	—	26142RAB0 US26142RAB06	DBT CORP	9,845,000 PA	$8.86M	0.608%	US
QXO Inc QXO Inc DEPOSITARY SHARES EACH REPRESENTING A…	—	82846H504 US82846H5046	EP CORP	160,360 NS	$8.82M	0.605%	US
Riot Platforms Inc RIOT 0.75 01/15/30	—	767292AB1 US767292AB16	DBT CORP	7,560,000 PA	$8.68M	0.595%	US
Alignment Healthcare Inc ALHC 4.25 11/15/29	—	01625VAB0 US01625VAB09	DBT CORP	6,095,000 PA	$8.57M	0.588%	US
VSE Corp. VSEC 5.75 02/01/29	—	918284209 US9182842099	DBT CORP	164,785 PA	$8.29M	0.569%	US
IREN Ltd. IREN 0 07/01/31	—	46270CAE9 US46270CAE93	DBT CORP	11,285,000 PA	$8.22M	0.564%	AU
Uber Technologies Inc UBER 0.875 12/01/28 2028	—	90353TAM2 US90353TAM27	DBT CORP	6,795,000 PA	$8.17M	0.561%	US
Ionis Pharmaceuticals, Inc. IONS 0 12/01/30	—	462222AG5 US462222AG55	DBT CORP	7,775,000 PA	$8.10M	0.556%	US
Global Payments Inc GPN 1.5 03/01/31	—	37940XAU6 US37940XAU63	DBT CORP	9,175,000 PA	$8.08M	0.555%	US
GALAXY DIGITAL INC GLXYLP 0.5 05/01/31	—	36317GAC0 US36317GAC06	DBT CORP	11,300,000 PA	$8.07M	0.554%	US
Confluent Inc CFLT 0 01/15/27	—	20717MAB9 US20717MAB90	DBT CORP	8,050,000 PA	$8.03M	0.551%	US
CoreWeave Inc. CRWV 1.75 12/01/31	—	21873SAD0 US21873SAD09	DBT CORP	8,000,000 PA	$8.01M	0.550%	US
Cipher Digital Inc. CIFR 0 10/01/31	—	17253JAB2 US17253JAB26	DBT CORP	7,095,000 PA	$7.91M	0.543%	US
Snowflake Inc SNOW 0 10/01/29	—	833445AD1 US833445AD10	DBT CORP	6,420,000 PA	$7.86M	0.539%	US
Shift4 Payments Inc FOUR 0.5 08/01/27	—	82452JAD1 US82452JAD19	DBT CORP	8,275,000 PA	$7.76M	0.532%	US
TransMedics Group Inc. TMDX 1.5 06/01/28	—	89377MAB5 US89377MAB54	DBT CORP	5,970,000 PA	$7.72M	0.530%	US
Compass Inc. COMP 0.25 04/15/31	—	20464UAA8 US20464UAA88	DBT CORP	8,920,000 PA	$7.47M	0.512%	US
Liberty Energy Inc LBRT 0 03/01/31	—	53115LAA2 US53115LAA26	DBT CORP	6,690,000 PA	$7.32M	0.502%	US
WisdomTree, Inc. WT 4.625 08/15/30	—	97717PAJ3 US97717PAJ30	DBT CORP	6,635,000 PA	$7.21M	0.495%	US
Ionis Pharmaceuticals, Inc. IONS 1.75 06/15/28	—	462222AF7 US462222AF72	DBT CORP	4,785,000 PA	$7.21M	0.495%	US
Alibaba Group Holding Ltd. BABA 0.5 06/01/31	—	01609WBG6 US01609WBG69	DBT CORP	5,115,000 PA	$7.09M	0.487%	KY
Ligand Pharmaceuticals Incorporated LGND 0.75 10/01/30	—	53220KAG3 US53220KAG31	DBT CORP	5,845,000 PA	$7.07M	0.485%	US
NextEra Energy Inc NEE 7.299 06/01/27	—	65339F663 US65339F6631	DBT CORP	126,045 PA	$7.06M	0.484%	US
DoorDash Inc DASH 0 05/15/30	—	25809KAA3 US25809KAA34	DBT CORP	7,690,000 PA	$7.01M	0.481%	US
Centrus Energy Corp. LEU 0 08/15/32	—	15643UAF1 US15643UAF12	DBT CORP	6,590,000 PA	$6.98M	0.479%	US
Zscaler Inc ZS 0 07/15/28	—	98980GAC6 US98980GAC69	DBT CORP	7,600,000 PA	$6.90M	0.474%	US
Boston Properties LP BXP 2 10/01/30	—	10112RBM5 US10112RBM51	DBT CORP	7,575,000 PA	$6.87M	0.472%	US
Burlington Stores Inc. BURL 1.25 12/15/27	—	122017AD8 US122017AD81	DBT CORP	4,140,000 PA	$6.83M	0.469%	US
INDIVIOR PHARMACEUTICALS INC INDV 0.625 03/15/31	—	45579UAA7 US45579UAA79	DBT CORP	6,665,000 PA	$6.78M	0.465%	US
Akamai Technologies, Inc. AKAM 0.25 05/15/33	—	00971TAP6 US00971TAP66	DBT CORP	4,865,000 PA	$6.74M	0.462%	US
Dave Inc DAVE 0 04/01/31	—	23834JAA0 US23834JAA07	DBT CORP	6,870,000 PA	$6.50M	0.446%	US
Alphatec Holdings Inc. ATEC 0.75 03/15/30	—	02081GAD4 US02081GAD43	DBT CORP	6,340,000 PA	$6.49M	0.445%	US
Sofi Technologies Inc SOFI 0 10/15/26	—	83406FAA0 US83406FAA03	DBT CORP	6,280,000 PA	$6.43M	0.441%	US
Parsons Corporation PSN 2.625 03/01/29	—	70202LAD4 US70202LAD47	DBT CORP	6,455,000 PA	$6.35M	0.436%	US
Freshpet Inc FRPT 3 04/01/28	—	358039AB1 US358039AB12	DBT CORP	5,335,000 PA	$6.13M	0.420%	US
AeroVironment, Inc. AVAV 0 07/15/30	—	008073AA6 US008073AA60	DBT CORP	6,125,000 PA	$5.99M	0.411%	US
Synaptics Incorporated SYNA 0.75 12/01/31	—	87157DAJ8 US87157DAJ81	DBT CORP	5,685,000 PA	$5.87M	0.403%	US
Array Technologies Inc ARRY 2.875 07/01/31	—	04271TAC4 US04271TAC45	DBT CORP	4,065,000 PA	$5.05M	0.346%	US
Wayfair Inc W 3.25 09/15/27	—	94419LAP6 US94419LAP67	DBT CORP	3,501,000 PA	$4.72M	0.324%	US
Bridgebio Pharma Inc BBIO 0.75 02/01/33	—	10806XAK8 US10806XAK81	DBT CORP	1,560,000 PA	$1.55M	0.106%	US

Issuer↕

In master

CUSIP / ISIN

Asset

Balance↕

Value↕

Weight▼

Country

Rexford Industrial Realty L P

REXR 4.375 03/15/27

—

76169XAD6

US76169XAD66

DBT

CORP

11,065,000 PA

$11.00M

0.755%

Microchip Technology Incorporated

MCHP 0.75 06/01/30

—

595017BG8

US595017BG84

DBT

CORP

11,040,000 PA

$10.91M

0.749%

Bridgebio Pharma Inc

BBIO 2.25 02/01/29

—

10806XAD4

US10806XAD49

DBT

CORP

9,715,000 PA

$10.86M

0.745%

Nebius Group N.V.

NBIS 1.25 03/15/31

—

63954QAJ5

US63954QAJ58

DBT

CORP

11,145,000 PA

$10.71M

0.735%

Cohu Inc

COHU 1.5 01/15/31

—

192576AA4

US192576AA49

DBT

CORP

7,895,000 PA

$10.60M

0.728%

Guardant Health Inc

GH 0 05/15/33

—

40131MAE9

US40131MAE93

DBT

CORP

9,710,000 PA

$10.31M

0.708%

BWX Technologies Inc.

BWXT 0 11/01/30

—

05605HAD2

US05605HAD26

DBT

CORP

9,835,000 PA

$10.19M

0.699%

BILL Holdings Inc

BILL 0 04/01/30

—

090043AF7

US090043AF78

DBT

CORP

10,765,000 PA

$9.56M

0.656%

MP Materials Corp

MPUS 3 03/01/30

—

553368AC5

US553368AC59

DBT

CORP

3,885,000 PA

$9.25M

0.635%

Affirm Holdings Inc

AFRM 0.75 12/15/29

—

00827BAD8

US00827BAD82

DBT

CORP

9,565,000 PA

$8.95M

0.614%

DRAFTKINGS HOLDINGS INC

DKNG 0 03/15/28

—

26142RAB0

US26142RAB06

DBT

CORP

9,845,000 PA

$8.86M

0.608%

QXO Inc

QXO Inc DEPOSITARY SHARES EACH REPRESENTING A…

—

82846H504

US82846H5046

CORP

160,360 NS

$8.82M

0.605%

Riot Platforms Inc

RIOT 0.75 01/15/30

—

767292AB1

US767292AB16

DBT

CORP

7,560,000 PA

$8.68M

0.595%

Alignment Healthcare Inc

ALHC 4.25 11/15/29

—

01625VAB0

US01625VAB09

DBT

CORP

6,095,000 PA

$8.57M

0.588%

VSE Corp.

VSEC 5.75 02/01/29

—

918284209

US9182842099

DBT

CORP

164,785 PA

$8.29M

0.569%

IREN Ltd.

IREN 0 07/01/31

—

46270CAE9

US46270CAE93

DBT

CORP

11,285,000 PA

$8.22M

0.564%

Uber Technologies Inc

UBER 0.875 12/01/28 2028

—

90353TAM2

US90353TAM27

DBT

CORP

6,795,000 PA

$8.17M

0.561%

Ionis Pharmaceuticals, Inc.

IONS 0 12/01/30

—

462222AG5

US462222AG55

DBT

CORP

7,775,000 PA

$8.10M

0.556%

Global Payments Inc

GPN 1.5 03/01/31

—

37940XAU6

US37940XAU63

DBT

CORP

9,175,000 PA

$8.08M

0.555%

GALAXY DIGITAL INC

GLXYLP 0.5 05/01/31

—

36317GAC0

US36317GAC06

DBT

CORP

11,300,000 PA

$8.07M

0.554%

Confluent Inc

CFLT 0 01/15/27

—

20717MAB9

US20717MAB90

DBT

CORP

8,050,000 PA

$8.03M

0.551%

CoreWeave Inc.

CRWV 1.75 12/01/31

—

21873SAD0

US21873SAD09

DBT

CORP

8,000,000 PA

$8.01M

0.550%

Cipher Digital Inc.

CIFR 0 10/01/31

—

17253JAB2

US17253JAB26

DBT

CORP

7,095,000 PA

$7.91M

0.543%

Snowflake Inc

SNOW 0 10/01/29

—

833445AD1

US833445AD10

DBT

CORP

6,420,000 PA

$7.86M

0.539%

Shift4 Payments Inc

FOUR 0.5 08/01/27

—

82452JAD1

US82452JAD19

DBT

CORP

8,275,000 PA

$7.76M

0.532%

TransMedics Group Inc.

TMDX 1.5 06/01/28

—

89377MAB5

US89377MAB54

DBT

CORP

5,970,000 PA

$7.72M

0.530%

Compass Inc.

COMP 0.25 04/15/31

—

20464UAA8

US20464UAA88

DBT

CORP

8,920,000 PA

$7.47M

0.512%

Liberty Energy Inc

LBRT 0 03/01/31

—

53115LAA2

US53115LAA26

DBT

CORP

6,690,000 PA

$7.32M

0.502%

WisdomTree, Inc.

WT 4.625 08/15/30

—

97717PAJ3

US97717PAJ30

DBT

CORP

6,635,000 PA

$7.21M

0.495%

Ionis Pharmaceuticals, Inc.

IONS 1.75 06/15/28

—

462222AF7

US462222AF72

DBT

CORP

4,785,000 PA

$7.21M

0.495%

Alibaba Group Holding Ltd.

BABA 0.5 06/01/31

—

01609WBG6

US01609WBG69

DBT

CORP

5,115,000 PA

$7.09M

0.487%

Ligand Pharmaceuticals Incorporated

LGND 0.75 10/01/30

—

53220KAG3

US53220KAG31

DBT

CORP

5,845,000 PA

$7.07M

0.485%

NextEra Energy Inc

NEE 7.299 06/01/27

—

65339F663

US65339F6631

DBT

CORP

126,045 PA

$7.06M

0.484%

DoorDash Inc

DASH 0 05/15/30

—

25809KAA3

US25809KAA34

DBT

CORP

7,690,000 PA

$7.01M

0.481%

Centrus Energy Corp.

LEU 0 08/15/32

—

15643UAF1

US15643UAF12

DBT

CORP

6,590,000 PA

$6.98M

0.479%

Zscaler Inc

ZS 0 07/15/28

—

98980GAC6

US98980GAC69

DBT

CORP

7,600,000 PA

$6.90M

0.474%

Boston Properties LP

BXP 2 10/01/30

—

10112RBM5

US10112RBM51

DBT

CORP

7,575,000 PA

$6.87M

0.472%

Burlington Stores Inc.

BURL 1.25 12/15/27

—

122017AD8

US122017AD81

DBT

CORP

4,140,000 PA

$6.83M

0.469%

INDIVIOR PHARMACEUTICALS INC

INDV 0.625 03/15/31

—

45579UAA7

US45579UAA79

DBT

CORP

6,665,000 PA

$6.78M

0.465%

Akamai Technologies, Inc.

AKAM 0.25 05/15/33

—

00971TAP6

US00971TAP66

DBT

CORP

4,865,000 PA

$6.74M

0.462%

Dave Inc

DAVE 0 04/01/31

—

23834JAA0

US23834JAA07

DBT

CORP

6,870,000 PA

$6.50M

0.446%

Alphatec Holdings Inc.

ATEC 0.75 03/15/30

—

02081GAD4

US02081GAD43

DBT

CORP

6,340,000 PA

$6.49M

0.445%

Sofi Technologies Inc

SOFI 0 10/15/26

—

83406FAA0

US83406FAA03

DBT

CORP

6,280,000 PA

$6.43M

0.441%

Parsons Corporation

PSN 2.625 03/01/29

—

70202LAD4

US70202LAD47

DBT

CORP

6,455,000 PA

$6.35M

0.436%

Freshpet Inc

FRPT 3 04/01/28

—

358039AB1

US358039AB12

DBT

CORP

5,335,000 PA

$6.13M

0.420%

AeroVironment, Inc.

AVAV 0 07/15/30

—

008073AA6

US008073AA60

DBT

CORP

6,125,000 PA

$5.99M

0.411%

Synaptics Incorporated

SYNA 0.75 12/01/31

—

87157DAJ8

US87157DAJ81

DBT

CORP

5,685,000 PA

$5.87M

0.403%

Array Technologies Inc

ARRY 2.875 07/01/31

—

04271TAC4

US04271TAC45

DBT

CORP

4,065,000 PA

$5.05M

0.346%

Wayfair Inc

W 3.25 09/15/27

—

94419LAP6

US94419LAP67

DBT

CORP

3,501,000 PA

$4.72M

0.324%

Bridgebio Pharma Inc

BBIO 0.75 02/01/33

—

10806XAK8

US10806XAK81

DBT

CORP

1,560,000 PA

$1.55M

0.106%