AA
NCZ

AQR Arbitrage’s Virtus Convertible & Income Fund II NCZ Stock Holding History

AQR Arbitrage’s Portfolio NCZ Stock Details NCZ Fund Activity
Bought
Maintained
Sold
Quarter Market Value Status Shares Change in
Stake 		Trade Value Portfolio Weight Portfolio Position
2021
Q2 		– Sell
-43,083
Closed -$858K – 1158
2021
Q1 		$858K Buy
+43,083
New +$876K 0.03% 424
2016
Q2 		– Sell
-6,235
Closed -$122K – 418
2016
Q1 		$122K Sell
6,235
-1,249
-17% -$22.6K ﹤0.01% 401
2015
Q4 		$151K Buy
+7,484
New +$157K ﹤0.01% 446

Other funds holding NCZ

RCM
Rivernorth Capital Management West Palm Beach, Florida $2B AUM 0.66% 1-Year Est. Return
AAM
Advisors Asset Management Monument, Colorado $6.01B AUM 24.74% 1-Year Est. Return
SCM
Saba Capital Management New York $3.62B AUM 13% 1-Year Est. Return
PPA
Parametric Portfolio Associates Seattle, Washington $190B AUM 18.52% 1-Year Est. Return
Morgan Stanley
Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return
HBCM
Heron Bay Capital Management Bloomfield Hills, Michigan $1.08B AUM 7.99% 1-Year Est. Return
Royal Bank of Canada
Royal Bank of Canada Toronto, Ontario, Canada $570B AUM 27.57% 1-Year Est. Return
Cohen & Steers
Cohen & Steers New York $57.6B AUM 8.03% 1-Year Est. Return
Bank of America
Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return
GC
Guggenheim Capital Chicago, Illinois $12.9B AUM 27.3% 1-Year Est. Return

AQR Arbitrage's NCZ Position: Q2 2021 in Review

AQR Arbitrage sold out of Virtus Convertible & Income Fund II (NCZ) in Q2 2021, closing a stake of 43,083 shares — an estimated $858K sold.

AQR Arbitrage first reported a position in NCZ in Q4 2015 and held it in 3 quarters. The position peaked at $858K in Q1 2021. 64 funds tracked by Wall St. Rank hold NCZ as of Q2 2021.

  • AQR Arbitrage reported no remaining Virtus Convertible & Income Fund II position as of Q2 2021 after selling out during the quarter.
  • AQR Arbitrage sold 43,083 Virtus Convertible & Income Fund II shares in Q2 2021, an estimated $858K.
  • AQR Arbitrage first reported a position in Virtus Convertible & Income Fund II in Q4 2015 and held it in 3 quarters.
  • AQR Arbitrage's Virtus Convertible & Income Fund II position peaked at $858K in Q1 2021.
  • 64 funds tracked by Wall St. Rank held Virtus Convertible & Income Fund II as of Q2 2021.

Based on AQR Arbitrage's 13F filing for Q2 2021, filed 16 Aug 2021.