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CHY

Calamos Convertible and High Income Fund

83 hedge funds and large institutions have $130M invested in Calamos Convertible and High Income Fund in 2015 Q1 according to their latest regulatory filings, with 8 funds opening new positions, 31 increasing their positions, 26 reducing their positions, and 7 closing their positions.

New
Increased
Maintained
Reduced
Closed

100% more funds holding in top 10

Funds holding in top 10: 12 (+1)

19% more repeat investments, than reductions

Existing positions increased: 31 | Existing positions reduced: 26

14% more first-time investments, than exits

New positions opened: 8 | Existing positions closed: 7

2% more capital invested

Capital invested by funds: $127M → $130M (+$3.01M)

0.04% less ownership

Funds ownership: 12.74%12.7% (-0.04%)

1% less funds holding

Funds holding: 8483 (-1)

Holders
83
Holders Change
-1
Holders Change %
-1.19%
% of All Funds
2.21%
Holding in Top 10
2
Holding in Top 10 Change
+1
Holding in Top 10 Change %
+100%
% of All Funds
0.05%
New
8
Increased
31
Reduced
26
Closed
7
Calls
Puts
Net Calls
Net Calls Change
Name Holding Trade Value Shares
Change
Change in
Stake
Morgan Stanley
1
Morgan Stanley
New York
$21.5M +$2.32M +162,717 +12%
Bank of America
2
Bank of America
North Carolina
$12.8M +$2.14M +150,045 +20%
LPL Financial
3
LPL Financial
California
$12.1M +$376K +26,358 +3%
Wells Fargo
4
Wells Fargo
California
$10.4M +$2.79M +195,434 +36%
PPA
5
Parametric Portfolio Associates
Washington
$9.47M -$3.15M -221,149 -25%
GC
6
Guggenheim Capital
Illinois
$8.87M -$1.17M -81,778 -12%
JWM
7
Jacobus Wealth Management
Wisconsin
$6.8M -$246K -17,235 -3%
Invesco
8
Invesco
Georgia
$5.15M -$1.71M -119,714 -25%
UBS Group
9
UBS Group
Switzerland
$3.87M -$77.8K -5,457 -2%
MCC
10
Mid Continent Capital
Illinois
$3.66M -$2.14K -150 -0.1%
GIP
11
Greatmark Investment Partners
Georgia
$3.2M +$105K +7,350 +3%
DBIA
12
Dumont & Blake Investment Advisors
New Jersey
$3.12M +$47.2K +3,310 +2%
AAM
13
Advisors Asset Management
Colorado
$2.74M -$1.89M -132,631 -41%
OA
14
Oxbow Advisors
Texas
$2.52M -$19.5K -1,370 -0.8%
RJA
15
Raymond James & Associates
Florida
$2.07M -$67.4K -4,726 -3%
ICOA
16
Investment Centers of America
North Dakota
$1.57M +$176K +12,324 +13%
Cohen & Steers
17
Cohen & Steers
New York
$1.42M -$228K -15,967 -14%
PFS
18
Prospera Financial Services
Texas
$1.2M +$114K +7,990 +10%
Royal Bank of Canada
19
Royal Bank of Canada
Ontario, Canada
$1.12M +$55.7K +3,906 +5%
ICAS
20
Investors Capital Advisory Services
Massachusetts
$1.07M +$34.4K +2,409 +3%
Citigroup
21
Citigroup
New York
$931K +$50.7K +3,556 +6%
KA
22
Klingman & Associates
New York
$862K -$9.41K -660 -1%
Ameriprise
23
Ameriprise
Minnesota
$836K +$30.8K +2,158 +4%
Cambridge Investment Research Advisors
24
Cambridge Investment Research Advisors
Iowa
$783K +$51.1K +3,583 +7%
RJFSA
25
Raymond James Financial Services Advisors
Florida
$770K +$9.7K +680 +1%

CHY Hedge Fund Activity: Q1 2015 in Review

83 of the 3,752 institutional investors tracked by Wall St. Rank reported a position in Calamos Convertible and High Income Fund (CHY) for Q1 2015, worth a combined $130M — up 2.4% from $127M a quarter earlier.

Buyers outnumbered sellers: 8 funds opened new CHY positions and 7 closed out — a net gain of 1 holder — while 31 added to existing stakes and 26 trimmed.

The largest buyer was Wells Fargo, adding an estimated $2.79M. The largest seller was Parametric Portfolio Associates, cutting an estimated $3.15M.

  • 83 institutional investors held Calamos Convertible and High Income Fund (CHY) as of Q1 2015, down from 84 in Q4 2014.
  • Funds reported $130M of Calamos Convertible and High Income Fund stock for Q1 2015, up 2.4% quarter-over-quarter.
  • 8 funds opened new Calamos Convertible and High Income Fund positions in Q1 2015 and 7 closed out, a net change of +1 holder.
  • The largest Calamos Convertible and High Income Fund buyer in Q1 2015 was Wells Fargo, an estimated $2.79M added.
  • The largest Calamos Convertible and High Income Fund seller in Q1 2015 was Parametric Portfolio Associates, an estimated $3.15M sold.

Based on aggregated 13F filings for Q1 2015.