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CHY

Calamos Convertible and High Income Fund
CHY

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

500% more first-time investments, than exits

New positions opened: 12 | Existing positions closed: 2

22% more repeat investments, than reductions

Existing positions increased: 33 | Existing positions reduced: 27

13% more funds holding

Funds holding: 75 → 85 (+10)

2% more capital invested

Capital invested by funds: $119M → $121M (+$1.95M)

0.1% more ownership

Funds ownership: 13.36% → 13.47% (+0.1%)

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
Dumont & Blake Investment Advisors
New Jersey
+$2.93M
2
WAM
Wolverine Asset Management
Illinois
+$950K
3
AQR Capital Management
AQR Capital Management
Connecticut
+$632K
4
SFS
Shaker Financial Services
Virginia
+$556K
5
RCM
Rivernorth Capital Management
Florida
+$439K

Top Sellers

1
GC
Guggenheim Capital
Illinois
-$3.1M
2
Invesco
Invesco
Georgia
-$1.21M
3
Wells Fargo
Wells Fargo
California
-$717K
4
Morgan Stanley
Morgan Stanley
New York
-$433K
5
OFG
OTA Financial Group
New York
-$408K
Name Holding Trade Value Shares
Change 		Change in
Stake
PPA
1
Parametric Portfolio Associates
Washington
$14M -$284K -22,955 -2%
Morgan Stanley
2
Morgan Stanley
New York
$12.7M -$433K -35,005 -3%
GC
3
Guggenheim Capital
Illinois
$8.84M -$3.1M -250,377 -26%
AAM
4
Advisors Asset Management
Colorado
$7.75M +$264K +21,381 +4%
LPL Financial
5
LPL Financial
California
$7.28M +$81.6K +6,600 +1%
Wells Fargo
6
Wells Fargo
California
$7.21M -$717K -58,019 -9%
RCM
7
Rivernorth Capital Management
Florida
$6.12M +$439K +35,492 +8%
JWM
8
Jacobus Wealth Management
Wisconsin
$5.43M -$203K -16,390 -4%
Invesco
9
Invesco
Georgia
$5.08M -$1.21M -97,882 -19%
U
10
UBS
Switzerland
$3.89M -$41.9K -3,386 -1%
Bank of America
11
Bank of America
North Carolina
$3.1M +$237K +19,201 +8%
MCC
12
Mid Continent Capital
Illinois
$3.03M -$18.5K -1,500 -0.6%
DBIA
13
Dumont & Blake Investment Advisors
New Jersey
$2.96M +$2.93M +236,649 New
OA
14
Oxbow Advisors
Texas
$2.37M +$17.4K +1,408 +0.8%
Cohen & Steers
15
Cohen & Steers
New York
$2.06M +$174K +14,097 +9%
RJA
16
Raymond James & Associates
Florida
$2.01M -$129K -10,393 -6%
PWM
17
ParenteBeard Wealth Management
Pennsylvania
$1.97M -$7.44K -602 -0.4%
Royal Bank of Canada
18
Royal Bank of Canada
Ontario, Canada
$1.82M +$219K +17,683 +14%
GIP
19
Greatmark Investment Partners
Georgia
$1.75M +$84.1K +6,800 +5%
CC
20
Columbia Capital
California
$1.73M +$35.1K +2,842 +2%
BC
21
Bartlett & Co
Ohio
$1.37M +$3.71K +300 +0.3%
DIA
22
Dean Investment Associates
Ohio
$1.18M – – –
WAM
23
Wolverine Asset Management
Illinois
$962K +$950K +76,825 New
AQR Capital Management
24
AQR Capital Management
Connecticut
$920K +$632K +51,120 +229%
NPC
25
National Planning Corporation
California
$912K +$17.3K +1,401 +2%
1
2 3 4

CHY Hedge Fund Activity: Q3 2013 in Review

85 of the 3,084 institutional investors tracked by Wall St. Rank reported a position in Calamos Convertible and High Income Fund (CHY) for Q3 2013, worth a combined $121M — up 1.6% from $119M a quarter earlier.

Buyers outnumbered sellers: 12 funds opened new CHY positions and 2 closed out — a net gain of 10 holders — while 33 added to existing stakes and 27 trimmed.

The largest buyer was Dumont & Blake Investment Advisors, opening a new position worth an estimated $2.93M. The largest seller was Guggenheim Capital, cutting an estimated $3.1M.

  • 85 institutional investors held Calamos Convertible and High Income Fund (CHY) as of Q3 2013, up from 75 in Q2 2013.
  • Funds reported $121M of Calamos Convertible and High Income Fund stock for Q3 2013, up 1.6% quarter-over-quarter.
  • 12 funds opened new Calamos Convertible and High Income Fund positions in Q3 2013 and 2 closed out, a net change of +10 holders.
  • The largest Calamos Convertible and High Income Fund buyer in Q3 2013 was Dumont & Blake Investment Advisors, an estimated $2.93M added.
  • The largest Calamos Convertible and High Income Fund seller in Q3 2013 was Guggenheim Capital, an estimated $3.1M sold.

Based on aggregated 13F filings for Q3 2013.