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Stock Analysis & ValuationVirtus Convertible & Income Fund II (NCZ)

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$14.47
Sector Valuation Confidence Level
High
Valuation methodValue, $Upside, %
Artificial intelligence (AI)155.43974
Intrinsic value (DCF)189179.411307291
Graham-Dodd Method11.99-17
Graham Formula384.152555

Strategic Investment Analysis

Company Overview

Virtus Convertible & Income Fund II (NCZ) is a closed-end fixed income mutual fund managed by Allianz Global Investors Fund Management LLC, focusing on convertible securities and non-convertible high-yield bonds in the U.S. market. The fund targets below-investment-grade bonds with maturities typically between five to ten years, employing a bottom-up, fundamental analysis approach to portfolio construction. Operating in the Financial Services sector under Asset Management - Income, NCZ provides investors with exposure to a diversified mix of fixed-income instruments, aiming for income generation and capital appreciation. With a market cap of approximately $228.5 million, the fund has historically delivered a dividend yield of $2.16 per share, appealing to income-focused investors. NCZ’s strategy leverages proprietary research models, distinguishing it in a competitive landscape dominated by larger asset managers. The fund’s performance is closely tied to credit markets and interest rate trends, making it a strategic option for investors seeking hybrid fixed-income exposure.

Investment Summary

Virtus Convertible & Income Fund II (NCZ) offers a niche investment opportunity in convertible and high-yield bonds, appealing to income-seeking investors with its $2.16 annual dividend per share. The fund’s focus on below-investment-grade securities introduces credit risk, but its diversified approach and active management mitigate some downside. With a beta of 1.24, NCZ exhibits higher volatility than the broader market, reflecting its sensitivity to interest rate fluctuations and credit spreads. The absence of leverage (zero total debt) is a positive, but the fund’s performance remains tied to macroeconomic conditions. Investors should weigh the attractive yield against potential risks in a rising-rate or recessionary environment. NCZ’s small size ($228.5M market cap) may limit liquidity compared to larger peers, but its specialized strategy could offer alpha in favorable credit cycles.

Competitive Analysis

Virtus Convertible & Income Fund II (NCZ) competes in the convertible and high-yield bond segment, differentiating itself through a hybrid strategy that blends convertible securities with non-convertible junk bonds. Its competitive edge lies in Allianz Global Investors’ proprietary research and bottom-up stock selection, which aims to identify mispriced credit opportunities. However, NCZ’s small scale ($228.5M AUM) limits its resources compared to larger asset managers like PIMCO or BlackRock, which benefit from economies of scale and broader distribution networks. The fund’s niche focus on sub-investment-grade debt exposes it to higher default risks, though its convertible holdings provide equity upside participation—a unique feature relative to pure high-yield funds. NCZ’s zero leverage policy is a conservative strength, but its 1.24 beta suggests higher volatility than many fixed-income alternatives. In a crowded market, NCZ’s appeal hinges on its active management and yield-centric approach, but it lacks the brand recognition and diversified product suite of mega-cap competitors.

Major Competitors

  • PIMCO Dynamic Credit Income Fund (PCI): PCI, managed by PIMCO, is a larger ($1.2B AUM) multi-sector credit fund with a broader mandate than NCZ, including corporate debt, mortgages, and emerging markets. Its scale and PIMCO’s credit expertise give it lower expense ratios and better liquidity. However, PCI’s use of leverage amplifies risks, and its performance is more correlated with macroeconomic trends than NCZ’s convertible-heavy portfolio.
  • BlackRock Corporate High Yield Fund (HYT): HYT focuses exclusively on high-yield corporate bonds, omitting NCZ’s convertible exposure. With $1.4B AUM and BlackRock’s resources, HYT offers deeper credit research and lower costs. However, it lacks the equity participation upside of convertibles, making NCZ more attractive in bullish equity markets. HYT’s larger size enhances liquidity but may limit flexibility in niche credit opportunities.
  • Calamos Convertible & High Income Fund (CHY): CHY is a closer peer to NCZ, blending convertibles and high-yield bonds. With $850M AUM, it outperforms NCZ in scale but shares similar volatility and yield profiles. Calamos’ long-standing convertible expertise is a strength, though its higher expense ratio (1.1% vs. NCZ’s 0.9%) is a drawback. Both funds are sensitive to credit spreads, but CHY’s larger size may provide marginal stability.
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