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CHY

Calamos Convertible and High Income Fund
CHY

86 hedge funds and large institutions have $149M invested in Calamos Convertible and High Income Fund in 2014 Q2 according to their latest regulatory filings, with 10 funds opening new positions, 34 increasing their positions, 18 reducing their positions, and 8 closing their positions.

New
Increased
Maintained
Reduced
Closed

89% more repeat investments, than reductions

Existing positions increased: 34 | Existing positions reduced: 18

25% more first-time investments, than exits

New positions opened: 10 | Existing positions closed: 8

8% more capital invested

Capital invested by funds: $138M → $149M (+$11.3M)

2% more funds holding

Funds holding: 84 → 86 (+2)

0.19% less ownership

Funds ownership: 14.17% → 13.99% (-0.19%)

50% less funds holding in top 10

Funds holding in top 10: 2 → 1 (-1)

Holders
86
Holders Change
+2
Holders Change %
+2.38%
% of All Funds
2.47%
Holding in Top 10
1
Holding in Top 10 Change
-1
Holding in Top 10 Change %
-50%
% of All Funds
0.03%
New
10
Increased
34
Reduced
18
Closed
8
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
Morgan Stanley
Morgan Stanley
New York
+$3.62M
2
Invesco
Invesco
Georgia
+$1.21M
3
GC
Guggenheim Capital
Illinois
+$1.21M
4
Bank of America
Bank of America
North Carolina
+$1.07M
5
PFS
Prospera Financial Services
Texas
+$1.04M

Top Sellers

Rank Fund Capital Flow
1
Royal Bank of Canada
Royal Bank of Canada
Ontario, Canada
-$7.69M
2
RCM
Robinson Capital Management
Michigan
-$2.13M
3
PPA
Parametric Portfolio Associates
Washington
-$1.34M
4
AAM
Advisors Asset Management
Colorado
-$941K
5
AQR Capital Management
AQR Capital Management
Connecticut
-$929K
Name Holding Trade Value Shares
Change 		Change in
Stake
Jane Street
26
Jane Street
New York
$820K +$533K +37,356 +207%
RJFSA
27
Raymond James Financial Services Advisors
Florida
$802K – – –
NPC
28
National Planning Corporation
California
$762K +$160K +11,213 +28%
HCM
29
Hollencrest Capital Management
California
$757K – – –
Cambridge Investment Research Advisors
30
Cambridge Investment Research Advisors
Iowa
$715K +$53.2K +3,729 +8%
MCM
31
Maryland Capital Management
Maryland
$661K – – –
OC
32
Oarsman Capital
Wisconsin
$650K -$1.71K -120 -0.3%
LTFS
33
Ladenburg Thalmann Financial Services
Florida
$586K +$19K +1,335 +3%
Citigroup
34
Citigroup
New York
$564K +$32.6K +2,284 +6%
CA
35
Cetera Advisors
Colorado
$552K +$241K +16,921 +84%
Commonwealth Equity Services
36
Commonwealth Equity Services
Massachusetts
$537K +$2.18K +153 +0.4%
IAS
37
IMA Advisory Services
Colorado
$418K – – –
FNBT
38
FineMark National Bank & Trust
Florida
$403K – – –
CIA
39
Capital Investment Advisors
Georgia
$373K +$20.2K +1,416 +6%
Stifel Financial
40
Stifel Financial
Missouri
$343K -$13.5K -945 -4%
US Bancorp
41
US Bancorp
Minnesota
$330K – – –
SSWM
42
Sheets Smith Wealth Management
North Carolina
$323K -$2.44K -171 -0.8%
LCM
43
Logan Capital Management
Pennsylvania
$311K -$3.19K -224 -1%
MIC
44
Meridian Investment Counsel
California
$308K – – –
FNBOMD
45
First National Bank of Mount Dora
Florida
$296K -$38.5K -2,700 -12%
PA
46
Planning Alternatives
Michigan
$296K – – –
SGCA
47
Steel Grove Capital Advisors
Tennessee
$281K – – –
OC
48
Oppenheimer & Co
New York
$263K -$39.2K -2,750 -13%
VFS
49
VSR Financial Services
Kansas
$252K – – –
BC
50
Bartlett & Co
Ohio
$241K -$35.7K -2,500 -13%
1
2
3 4

CHY Hedge Fund Activity: Q2 2014 in Review

86 of the 3,479 institutional investors tracked by Wall St. Rank reported a position in Calamos Convertible and High Income Fund (CHY) for Q2 2014, worth a combined $149M — up 8.2% from $138M a quarter earlier.

Buyers outnumbered sellers: 10 funds opened new CHY positions and 8 closed out — a net gain of 2 holders — while 34 added to existing stakes and 18 trimmed.

The largest buyer was Morgan Stanley, adding an estimated $3.62M. The largest seller was Royal Bank of Canada, cutting an estimated $7.69M.

  • 86 institutional investors held Calamos Convertible and High Income Fund (CHY) as of Q2 2014, up from 84 in Q1 2014.
  • Funds reported $149M of Calamos Convertible and High Income Fund stock for Q2 2014, up 8.2% quarter-over-quarter.
  • 10 funds opened new Calamos Convertible and High Income Fund positions in Q2 2014 and 8 closed out, a net change of +2 holders.
  • The largest Calamos Convertible and High Income Fund buyer in Q2 2014 was Morgan Stanley, an estimated $3.62M added.
  • The largest Calamos Convertible and High Income Fund seller in Q2 2014 was Royal Bank of Canada, an estimated $7.69M sold.

Based on aggregated 13F filings for Q2 2014.