Calamos Convertible and High Income Fund
US ˙ NasdaqGS ˙ US12811P1084

SecurityCHY / Calamos Convertible and High Income Fund
InstitutionCommonwealth Equity Services, Inc
Latest Disclosed Ownership79,976 shares
Latest Disclosed Value $ 952,000
Commonwealth Equity Services, Inc reports 2.73% decrease in ownership of CHY / Calamos Convertible and High Income Fund

On February 16, 2018 - Commonwealth Equity Services, Inc filed a 13F-HR/A form disclosing ownership of 79,976 shares of Calamos Convertible and High Income Fund (US:CHY) valued at $951,714 USD as of September 30, 2017. The entity filed a previous 13F-HR/A on February 16, 2018 disclosing 82,220 shares of Calamos Convertible and High Income Fund. This represents a change in shares of -2.73% during the quarter. The current value of the position is $1,022,093 USD.

Institutional Ownership: 13F and NPORT Filings

The Security and Class in the table below are shown exactly as filed by the investor. We do our best to track continuity of investments through acquisitions, and this will be reflected in the table as changes in names. In addition to descriptive data, performance of the investment is shown over time. To calculate quarterly performance, we first calculate cost basis of the shares purchased during the quarter, then use that to calculate gross profit. Quarterly return is Gross Profit / Starting Portfolio value.

Note that cost basis is calculated and stored in thousands, so small quarterly changes in shares frequently result in a cost basis of zero.

Upgrade to unlock premium data and export to Excel .

Disclosed Equity Positions (from 13F/NPORT Filings)
File
Date		 Effective
Date		Form Security Class ID Avg Price
Paid (Est)		 Reported
Shares		 ΔShares ΔShares
(%)		 Reported
Value
(x1000)		 ΔValue
(%)		 Alloc
(%)		 ΔAlloc ΔAlloc (%) Cost Basis
(x1000)		 Unrealized
Gain/Loss
(x1000)
2018-02-16 2017-09-30 13F/A-1 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 79,976 -2,244 -2.73 952 -2.16 0.0057
2017-11-07 2017-09-30 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 79,976 -2,243 951
2018-02-16 2017-06-30 13F/A-1 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 82,220 -402 -0.49 973 3.40 0.0062
2017-08-11 2017-06-30 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 82,219 -403 973
2018-02-16 2017-03-31 13F/A-1 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 82,622 44,896 119.01 941 136.43 0.0063
2017-05-15 2017-03-31 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 82,622 44,896 941
2018-02-16 2016-12-31 13F/A-1 CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 37,726 -9,594 -20.27 398 -23.61 0.0029
2017-02-01 2016-12-31 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 37,726 -9,594 398
2016-10-25 2016-09-30 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 47,320 -1,323 -2.72 521 0.97 0.0041
2016-08-04 2016-06-30 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 48,643 1,214 2.56 516 4.67 0.0043
2016-04-27 2016-03-31 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 47,429 1,616 3.53 493 2.49 0.0044
2016-01-19 2015-12-31 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 45,813 538 1.19 481 -2.24 0.0046
2015-10-27 2015-09-30 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 45,275 -3,000 -6.21 492 -23.36 0.0052
2015-07-28 2015-06-30 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 48,275 12,748 35.88 642 27.63 0.0064
2015-04-28 2015-03-31 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 35,527 -5,201 -12.77 503 -10.66 0.0052
2015-01-13 2014-12-31 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 40,728 142 0.35 563 -2.26 0.0063
2014-10-17 2014-09-30 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 40,586 4,323 11.92 576 7.26 0.0070
2014-07-23 2014-06-30 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 36,263 153 0.42 537 10.27 0.0065
2014-05-07 2014-03-31 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 36,110 -7,061 -16.36 487 -12.72 0.0067
2014-02-11 2013-12-31 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 43,171 250 0.58 558 3.72 0.0081
2013-11-04 2013-09-30 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 42,921 393 0.92 538 2.09 0.0087
2013-07-29 2013-06-30 13F CALAMOS CONV & HIGH INCOME F COM SHS 12811P108 42,528 527
Legend
Shares
The total number of shares held by the institution at the end of the reporting period (the effective date). This is provided in the filing.
Value
The total value of the shares as of the effective date. This is provided in the filing.
Avg. Share Price
The weighted average share price of the shares held by the institution. We use FIFO accounting to determine this price
Class
This is the security class as indicated by the filer. There are a variety of values for this field. Common values include "EC" = equity common, "EP" - equity preferred
Allocation (%)
The percent of the institution's portfolio that this position represents. This is provided in NPORT filings. For 13F filings, we calculate it.
Change in Allocation
The change in allocation from the prior reporting period. This is calculated as current allocation - prior allocation.
Change in Allocation (%)
The percent change in allocation from the prior reporting period. This is calculated as (current allocation - prior allocation) / prior allocation.
Cost Basis
The total cost of the shares held. This is calculated as reported shares * avg. share price
Unrealized Gain/Loss
This is the market value of the position as of the effective date minus the cost basis.