AQR Capital Management
CHY

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

AQR Capital Management’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
2014
Q2 		– Sell
-68,933
Closed -$929K – 2526
2014
Q1 		$929K Sell
68,933
-24,949
-27% -$334K ﹤0.01% 1738
2013
Q4 		$1.21M Buy
93,882
+20,427
+28% +$261K ﹤0.01% 1633
2013
Q3 		$920K Buy
73,455
+51,120
+229% +$632K ﹤0.01% 1696
2013
Q2 		$277K Buy
+22,335
New +$286K ﹤0.01% 2118

Other funds holding CHY

Morgan Stanley
Morgan Stanley New York $1.66T AUM 25.57% 1-Year Est. Return
PPA
Parametric Portfolio Associates Seattle, Washington $190B AUM 18.52% 1-Year Est. Return
GC
Guggenheim Capital Chicago, Illinois $12.9B AUM 27.3% 1-Year Est. Return
LPL Financial
LPL Financial San Diego, California $377B AUM 19.32% 1-Year Est. Return
EVM
Eaton Vance Management Boston, Massachusetts $67.5B AUM 11.44% 1-Year Est. Return
Invesco
Invesco Atlanta, Georgia $1.02T AUM 30.18% 1-Year Est. Return
Bank of America
Bank of America Charlotte, North Carolina $1.37T AUM 24.88% 1-Year Est. Return
JWM
Jacobus Wealth Management Milwaukee, Wisconsin $382M AUM 16.31% 1-Year Est. Return
Wells Fargo
Wells Fargo San Francisco, California $530B AUM 22.01% 1-Year Est. Return
AAM
Advisors Asset Management Monument, Colorado $6.01B AUM 24.74% 1-Year Est. Return

AQR Capital Management's CHY Position: Q2 2014 in Review

AQR Capital Management sold out of Calamos Convertible and High Income Fund (CHY) in Q2 2014, closing a stake of 68,933 shares — an estimated $929K sold.

AQR Capital Management first reported a position in CHY in Q2 2013 and held it in 4 quarters. The position peaked at $1.21M in Q4 2013. 86 funds tracked by Wall St. Rank hold CHY as of Q2 2014.

  • AQR Capital Management reported no remaining Calamos Convertible and High Income Fund position as of Q2 2014 after selling out during the quarter.
  • AQR Capital Management sold 68,933 Calamos Convertible and High Income Fund shares in Q2 2014, an estimated $929K.
  • AQR Capital Management first reported a position in Calamos Convertible and High Income Fund in Q2 2013 and held it in 4 quarters.
  • AQR Capital Management's Calamos Convertible and High Income Fund position peaked at $1.21M in Q4 2013.
  • 86 funds tracked by Wall St. Rank held Calamos Convertible and High Income Fund as of Q2 2014.

Based on AQR Capital Management's 13F filing for Q2 2014, filed 14 Aug 2014.