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CHY

Calamos Convertible and High Income Fund

94 hedge funds and large institutions have $131M invested in Calamos Convertible and High Income Fund in 2013 Q4 according to their latest regulatory filings, with 22 funds opening new positions, 26 increasing their positions, 32 reducing their positions, and 10 closing their positions.

New
Increased
Maintained
Reduced
Closed

120% more first-time investments, than exits

New positions opened: 22 | Existing positions closed: 10

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

11% more funds holding

Funds holding: 8594 (+9)

8% more capital invested

Capital invested by funds: $121M → $131M (+$10M)

0.62% more ownership

Funds ownership: 13.47%14.09% (+0.62%)

19% less repeat investments, than reductions

Existing positions increased: 26 | Existing positions reduced: 32

Holders
94
Holders Change
+9
Holders Change %
+10.59%
% of All Funds
2.73%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.06%
New
22
Increased
26
Reduced
32
Closed
10
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
PPA
1
Parametric Portfolio Associates
Washington
$14.1M -$327K -25,625 -2%
Morgan Stanley
2
Morgan Stanley
New York
$12.7M -$372K -29,111 -3%
LPL Financial
3
LPL Financial
California
$8.26M +$638K +49,990 +8%
GC
4
Guggenheim Capital
Illinois
$8.07M -$1.04M -81,260 -12%
RCM
5
Rivernorth Capital Management
Florida
$7.47M +$1.15M +89,892 +18%
EVM
6
Eaton Vance Management
Massachusetts
$7.15M +$7.06M +553,312 New
AAM
7
Advisors Asset Management
Colorado
$6.76M -$1.22M -95,209 -15%
Wells Fargo
8
Wells Fargo
California
$5.96M -$1.46M -114,771 -20%
JWM
9
Jacobus Wealth Management
Wisconsin
$5.7M +$90.5K +7,095 +2%
Invesco
10
Invesco
Georgia
$5.12M -$119K -9,308 -2%
U
11
UBS
Switzerland
$3.79M -$219K -17,126 -6%
Bank of America
12
Bank of America
North Carolina
$3.79M +$584K +45,790 +19%
MCC
13
Mid Continent Capital
Illinois
$3.1M -$27.4K -2,150 -0.9%
DBIA
14
Dumont & Blake Investment Advisors
New Jersey
$2.72M -$336K -26,335 -11%
OA
15
Oxbow Advisors
Texas
$2.34M -$103K -8,056 -4%
RCM
16
Robinson Capital Management
Michigan
$2.3M +$2.28M +178,650 New
Cohen & Steers
17
Cohen & Steers
New York
$2.16M +$39.7K +3,111 +2%
RJA
18
Raymond James & Associates
Florida
$2.02M -$59.4K -4,657 -3%
PWM
19
ParenteBeard Wealth Management
Pennsylvania
$2M -$35.8K -2,805 -2%
CC
20
Columbia Capital
California
$1.84M +$36.2K +2,840 +2%
GIP
21
Greatmark Investment Partners
Georgia
$1.83M +$23.3K +1,824 +1%
Royal Bank of Canada
22
Royal Bank of Canada
Ontario, Canada
$1.71M -$169K -13,242 -9%
BC
23
Bartlett & Co
Ohio
$1.45M +$31.9K +2,500 +2%
DIA
24
Dean Investment Associates
Ohio
$1.22M
AQR Capital Management
25
AQR Capital Management
Connecticut
$1.21M +$261K +20,427 +28%

CHY Hedge Fund Activity: Q4 2013 in Review

94 of the 3,445 institutional investors tracked by Wall St. Rank reported a position in Calamos Convertible and High Income Fund (CHY) for Q4 2013, worth a combined $131M — up 8.2% from $121M a quarter earlier.

Buyers outnumbered sellers: 22 funds opened new CHY positions and 10 closed out — a net gain of 12 holders — while 26 added to existing stakes and 32 trimmed.

The largest buyer was Eaton Vance Management, opening a new position worth an estimated $7.06M. The largest seller was Wells Fargo, cutting an estimated $1.46M.

  • 94 institutional investors held Calamos Convertible and High Income Fund (CHY) as of Q4 2013, up from 85 in Q3 2013.
  • Funds reported $131M of Calamos Convertible and High Income Fund stock for Q4 2013, up 8.2% quarter-over-quarter.
  • 22 funds opened new Calamos Convertible and High Income Fund positions in Q4 2013 and 10 closed out, a net change of +12 holders.
  • The largest Calamos Convertible and High Income Fund buyer in Q4 2013 was Eaton Vance Management, an estimated $7.06M added.
  • The largest Calamos Convertible and High Income Fund seller in Q4 2013 was Wells Fargo, an estimated $1.46M sold.

Based on aggregated 13F filings for Q4 2013.