AQR Arbitrage’s Calamos Convertible and High Income Fund CHY Stock Holding History

AQR Arbitrage’s Portfolio CHY Stock Details CHY Fund Activity

Bought

Maintained

Sold

Quarter	Market Value	Status	Shares	Change in Stake	Trade Value	Portfolio Weight	Portfolio Position
2021 Q2	–	Sell	-52,922	Closed	-$789K	–	1131
2021 Q1	$789K	Sell	52,922 -40,162	-43%	-$600K	0.03%	443
2020 Q4	$1.33M	Buy	93,084 +30,860	+50%	+$402K	0.05%	351
2020 Q3	$726K	Buy	+62,224	New	+$739K	0.03%	366
2019 Q1	–	Sell	-18,310	Closed	-$172K	–	537
2018 Q4	$172K	Buy	+18,310	New	+$195K	﹤0.01%	505

Other funds holding CHY

Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return

Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return

AAM

Advisors Asset Management Monument, Colorado $6.01B AUM 24.74% 1-Year Est. Return

Royal Bank of Canada Toronto, Ontario, Canada $570B AUM 27.57% 1-Year Est. Return

Guggenheim Capital Chicago, Illinois $12.9B AUM 27.3% 1-Year Est. Return

LPL Financial San Diego, California $377B AUM 19.32% 1-Year Est. Return

PWSG

Pacific Wealth Strategies Group Santa Barbara, California $174M AUM 21.47% 1-Year Est. Return

Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return

Cohen & Steers New York $57.6B AUM 8.03% 1-Year Est. Return

AWM

AE Wealth Management Topeka, Kansas $18.5B AUM 19.51% 1-Year Est. Return

AQR Arbitrage's CHY Position: Q2 2021 in Review

AQR Arbitrage sold out of Calamos Convertible and High Income Fund (CHY) in Q2 2021, closing a stake of 52,922 shares — an estimated $789K sold.

AQR Arbitrage first reported a position in CHY in Q4 2018 and held it in 4 quarters. The position peaked at $1.33M in Q4 2020. 95 funds tracked by Wall St. Rank hold CHY as of Q2 2021.

AQR Arbitrage reported no remaining Calamos Convertible and High Income Fund position as of Q2 2021 after selling out during the quarter.
AQR Arbitrage sold 52,922 Calamos Convertible and High Income Fund shares in Q2 2021, an estimated $789K.
AQR Arbitrage first reported a position in Calamos Convertible and High Income Fund in Q4 2018 and held it in 4 quarters.
AQR Arbitrage's Calamos Convertible and High Income Fund position peaked at $1.33M in Q4 2020.
95 funds tracked by Wall St. Rank held Calamos Convertible and High Income Fund as of Q2 2021.

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