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NCZ

Virtus Convertible & Income Fund II

53 hedge funds and large institutions have $54.4M invested in Virtus Convertible & Income Fund II in 2016 Q2 according to their latest regulatory filings, with 5 funds opening new positions, 18 increasing their positions, 16 reducing their positions, and 16 closing their positions.

New
Increased
Maintained
Reduced
Closed

13% more repeat investments, than reductions

Existing positions increased: 18 | Existing positions reduced: 16

1.05% less ownership

Funds ownership: 4.49%3.44% (-1%)

16% less capital invested

Capital invested by funds: $64.9M → $54.4M (-$10.5M)

17% less funds holding

Funds holding: 6453 (-11)

69% less first-time investments, than exits

New positions opened: 5 | Existing positions closed: 16

Holders
53
Holders Change
-11
Holders Change %
-17.19%
% of All Funds
1.41%
Holding in Top 10
Holding in Top 10 Change
Holding in Top 10 Change %
% of All Funds
New
5
Increased
18
Reduced
16
Closed
16
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
First Manhattan
51
First Manhattan
New York
$8K
BC
52
Barnett & Company
Tennessee
$7K
FWM
53
Focused Wealth Management
New York
$5K
PCM
54
Penserra Capital Management
California
$4K
RCM
55
Rivernorth Capital Management
Florida
-$6.06M -310,267 Closed
PPA
56
Parametric Portfolio Associates
Washington
-$3.33M -170,495 Closed
NMC
57
Nine Masts Capital
Hong Kong
-$2.09M -106,931 Closed
LCM
58
Landscape Capital Management
New Jersey
-$1.43M -73,199 Closed
Stifel Financial
59
Stifel Financial
Missouri
-$1.41M -72,104 Closed
ICM
60
Ionic Capital Management
New York
-$573K -29,369 Closed
MIG
61
Mariner Investment Group
New York
-$363K -18,590 Closed
WAM
62
Wolverine Asset Management
Illinois
-$265K -13,596 Closed
Cambridge Investment Research Advisors
63
Cambridge Investment Research Advisors
Iowa
-$208K -10,638 Closed
AA
64
AQR Arbitrage
Connecticut
-$122K -6,235 Closed
CCM
65
Coe Capital Management
Illinois
-$91.3K -4,675 Closed
AIG
66
American International Group
New York
-$88K -4,500 Closed
WPW
67
Waldron Private Wealth
Pennsylvania
-$53K -2,762 Closed
WRM
68
Westport Resources Management
Connecticut
-$50K -2,581 Closed
BA
69
BlackRock Advisors
Delaware
-$33K -1,696 Closed

NCZ Hedge Fund Activity: Q2 2016 in Review

53 of the 3,749 institutional investors tracked by Wall St. Rank reported a position in Virtus Convertible & Income Fund II (NCZ) for Q2 2016, worth a combined $54.4M — down 16% from $64.9M a quarter earlier.

Sellers outnumbered buyers: 16 funds closed out of NCZ and 5 opened new positions — a net loss of 11 holders — while 16 trimmed existing stakes and 18 added.

The largest buyer was Cohen & Steers, adding an estimated $4.87M. The largest seller was Rivernorth Capital Management, exiting entirely with an estimated $6.06M sold.

  • 53 institutional investors held Virtus Convertible & Income Fund II (NCZ) as of Q2 2016, down from 64 in Q1 2016.
  • Funds reported $54.4M of Virtus Convertible & Income Fund II stock for Q2 2016, down 16% quarter-over-quarter.
  • 5 funds opened new Virtus Convertible & Income Fund II positions in Q2 2016 and 16 closed out, a net change of -11 holders.
  • The largest Virtus Convertible & Income Fund II buyer in Q2 2016 was Cohen & Steers, an estimated $4.87M added.
  • The largest Virtus Convertible & Income Fund II seller in Q2 2016 was Rivernorth Capital Management, an estimated $6.06M sold.

Based on aggregated 13F filings for Q2 2016.