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CHY

Calamos Convertible and High Income Fund
CHY

84 hedge funds and large institutions have $138M invested in Calamos Convertible and High Income Fund in 2014 Q1 according to their latest regulatory filings, with 5 funds opening new positions, 31 increasing their positions, 28 reducing their positions, and 15 closing their positions.

New
Increased
Maintained
Reduced
Closed

11% more repeat investments, than reductions

Existing positions increased: 31 | Existing positions reduced: 28

5% more capital invested

Capital invested by funds: $131M → $138M (+$6.37M)

0.08% more ownership

Funds ownership: 14.09% → 14.17% (+0.08%)

0% more funds holding in top 10

Funds holding in top 10: 2 → 2 (0)

11% less funds holding

Funds holding: 94 → 84 (-10)

67% less first-time investments, than exits

New positions opened: 5 | Existing positions closed: 15

Holders
84
Holders Change
-10
Holders Change %
-10.64%
% of All Funds
2.43%
Holding in Top 10
2
Holding in Top 10 Change
–
Holding in Top 10 Change %
–
% of All Funds
0.06%
New
5
Increased
31
Reduced
28
Closed
15
Calls
–
Puts
–
Net Calls
–
Net Calls Change
–

Top Buyers

Rank Fund Capital Flow
1
Royal Bank of Canada
Royal Bank of Canada
Ontario, Canada
+$6.38M
2
PPA
Parametric Portfolio Associates
Washington
+$1.74M
3
Bank of America
Bank of America
North Carolina
+$1.71M
4
Morgan Stanley
Morgan Stanley
New York
+$1.06M
5
Invesco
Invesco
Georgia
+$950K

Top Sellers

Rank Fund Capital Flow
1
RCM
Rivernorth Capital Management
Florida
-$7.51M
2
BC
Bartlett & Co
Ohio
-$1.24M
3
DIA
Dean Investment Associates
Ohio
-$1.22M
4
SG Americas Securities
SG Americas Securities
New York
-$1.13M
5
AAM
Advisors Asset Management
Colorado
-$912K
Name Holding Trade Value Shares
Change 		Change in
Stake
PSUF
76
People's United Financial
Connecticut
$16K – – –
SF
77
Synovus Financial
Georgia
$15K +$294 +22 +2%
Northwestern Mutual Wealth Management
78
Northwestern Mutual Wealth Management
Wisconsin
$14K – – –
PAS
79
Partnervest Advisory Services
California
$12K – – –
BRWM
80
B. Riley Wealth Management
Tennessee
$8K +$8.37K +625 New
1IC
81
1919 Investment Counsel
Maryland
$7K – – –
FWM
82
Focused Wealth Management
New York
$7K – – –
FMII
83
Farmers & Merchants Investments Inc
Nebraska
$5K – – –
Manulife (Manufacturers Life Insurance)
84
Manulife (Manufacturers Life Insurance)
Ontario, Canada
$9 – – –
DIA
85
Dean Investment Associates
Ohio
– -$1.22M -94,490 Closed
SG Americas Securities
86
SG Americas Securities
New York
– -$1.13M -87,680 Closed
SFS
87
Shaker Financial Services
Virginia
– -$343K -26,552 Closed
SCM
88
Saba Capital Management
New York
– -$336K -25,961 Closed
VKH
89
Virtu KCG Holdings
New York
– -$326K -25,218 Closed
SFG
90
Sage Financial Group
Pennsylvania
– -$182K -14,095 Closed
PIM
91
Parasol Investment Management
Illinois
– -$39K -3,000 Closed
Bank of Montreal
92
Bank of Montreal
Ontario, Canada
– -$26K -2,000 Closed
SGC
93
South Georgia Capital
Illinois
– -$14K -1,085 Closed
HR
94
Howe & Rusling
New York
– -$13K -1,000 Closed
WCM
95
Windsor Capital Management
Arizona
– -$11K -876 Closed
ASN
96
Advisory Services Network
Georgia
– -$11K -825 Closed
PWAG
97
Polaris Wealth Advisory Group
California
– -$11K -815 Closed
WT
98
Whittier Trust
California
– -$10K -769 Closed
Nomura Holdings
99
Nomura Holdings
Japan
– -$5K -400 Closed
1 2 3
4

CHY Hedge Fund Activity: Q1 2014 in Review

84 of the 3,462 institutional investors tracked by Wall St. Rank reported a position in Calamos Convertible and High Income Fund (CHY) for Q1 2014, worth a combined $138M — up 4.9% from $131M a quarter earlier.

Sellers outnumbered buyers: 15 funds closed out of CHY and 5 opened new positions — a net loss of 10 holders — while 28 trimmed existing stakes and 31 added.

The largest buyer was Royal Bank of Canada, adding an estimated $6.38M. The largest seller was Rivernorth Capital Management, cutting an estimated $7.51M.

  • 84 institutional investors held Calamos Convertible and High Income Fund (CHY) as of Q1 2014, down from 94 in Q4 2013.
  • Funds reported $138M of Calamos Convertible and High Income Fund stock for Q1 2014, up 4.9% quarter-over-quarter.
  • 5 funds opened new Calamos Convertible and High Income Fund positions in Q1 2014 and 15 closed out, a net change of -10 holders.
  • The largest Calamos Convertible and High Income Fund buyer in Q1 2014 was Royal Bank of Canada, an estimated $6.38M added.
  • The largest Calamos Convertible and High Income Fund seller in Q1 2014 was Rivernorth Capital Management, an estimated $7.51M sold.

Based on aggregated 13F filings for Q1 2014.