CHY

Calamos Convertible and High Income Fund
CHY

Overview Fund Activity

85 hedge funds and large institutions have $121M invested in Calamos Convertible and High Income Fund in 2013 Q3 according to their latest regulatory filings, with 12 funds opening new positions, 33 increasing their positions, 27 reducing their positions, and 2 closing their positions.

New
Increased
Maintained
Reduced
Closed
Holders
85
Holders Change
+10
Holders Change %
+13.33%
% of All Funds
2.76%
Holding in Top 10
1
Holding in Top 10 Change
+1
Holding in Top 10 Change %
%
% of All Funds
0.03%
New
12
Increased
33
Reduced
27
Closed
2
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

1
DBIA
1
Dumont & Blake Investment Advisors
New Jersey
$2.97M
2
WAM
2
Wolverine Asset Management
Illinois
$962K
3
AQR Capital Management
3
AQR Capital Management
Connecticut
$920K
4
SFS
4
Shaker Financial Services
Virginia
$563K
5
RCM
5
Rivernorth Capital Management
Florida
$6.12M

Top Sellers

1
GC
1
Guggenheim Capital
Illinois
$8.84M
2
Invesco
2
Invesco
Georgia
$5.08M
3
Wells Fargo
3
Wells Fargo
California
$7.21M
4
Morgan Stanley
4
Morgan Stanley
New York
$12.7M
5
PPA
5
Parametric Portfolio Associates
Washington
$14M
Name Holding Trade Value Shares
Change 		Shares
Change %
PA
51
Planning Alternatives
Michigan
$282K -$8.76K -700 -3%
FNBOMD
52
First National Bank of Mount Dora
Florida
$267K +$10K +800 +4%
VKH
53
Virtu KCG Holdings
New York
$261K +$261K +20,871 New
SGCA
54
Steel Grove Capital Advisors
Tennessee
$255K – – –
PIM
55
Parasol Investment Management
Illinois
$232K +$232K +18,500 New
VFS
56
VSR Financial Services
Kansas
$216K -$44.2K -3,521 -17%
FAAS
57
First Allied Advisory Services
California
$199K +$126 +10 +0.1%
IH
58
IFC Holdings
Florida
$195K -$153K -12,354 -44%
Goldman Sachs
59
Goldman Sachs
New York
$193K +$193K +15,425 New
CWM
60
Concert Wealth Management
California
$154K – – –
DADC
61
D.A. Davidson & Co
Montana
$151K +$62.4K +4,980 +70%
PI
62
Placemark Investments
Illinois
$135K +$4.71K +376 +4%
WS
63
Wedbush Securities
California
$130K +$130K +10,347 New
SCM
64
Saba Capital Management
New York
$130K +$130K +10,361 New
WA
65
WFG Advisors
Texas
$91K -$26K -2,072 -22%
RIA
66
Regal Investment Advisors
Michigan
$88K +$837 +67 +1%
JIC
67
Joel Isaacson & Co
New York
$72K – – –
PNC Financial Services Group
68
PNC Financial Services Group
Pennsylvania
$55K -$18.3K -1,471 -25%
MFS
69
MSI Financial Services
Massachusetts
$54K -$9.1K -720 -14%
PSI
70
Pinnacle Summer Investments
Virginia
$46K +$46K +3,640 New
MA
71
MUFG Americas
New York
$38K -$13.6K -1,077 -26%
PFS
72
Penseco Financial Services
Pennsylvania
$35K – – –
NES
73
New England Securities
New York
$33K +$1.27K +100 +4%
FANJ
74
Financial Architects (New Jersey)
New Jersey
$16K +$16K +1,336 New
PSUF
75
People's United Financial
Connecticut
$14K – – –
1 2
3
4