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CCA

Castle Creek Arbitrage Portfolio holdings

AUM $425M
1-Year Est. Return 7.4%
This Fund
S&P 500
This Quarter Est. Return
+0.6%
1 Year Est. Return
+7.4%
3 Year Est. Return
+17.18%
5 Year Est. Return
+26.6%
10 Year Est. Return
+44.82%
AUM
$1.58B
AUM Growth
-$350M
Cap. Flow
-$1.05B
Cap. Flow %
-66.49%
Top 10 Hldgs %
53.26%
Holding
102
New
12
Increased
14
Reduced
4
Closed
15

Top Buys

Rank Stock Value
1
COF.WS
Capital One Financial Corp
COF.WS
+$11.8M
2
AGFS
AgroFresh Solutions Inc
AGFS
+$4.98M
3
CAMB
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
+$4.61M
4
VDTH
Videocon d2h Limited
VDTH
+$1.95M
5
BLBD icon
Blue Bird Corp
BLBD
+$1.92M

Top Sells

Rank Stock Value
1
GM icon
General Motors
GM
+$34.6M
2
BAC.WS.B
Bank Of America Corporation Ws B
BAC.WS.B
+$19.3M
3
HIG.WS
Hartford Financial Services Grp
HIG.WS
+$8.47M
4
HPAC
HYDE PK ACQUISITION CORP II COM STK (DE)
HPAC
+$7.7M
5
SEMG.WS
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
+$3.29M

Sector Composition

Rank Sector Weight
1 Financials 0.99%
2 Materials 0.31%
3 Industrials 0.12%
4 Technology 0.02%
5 Consumer Discretionary 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NOK icon
26
Nokia
NOK
$50.8B
$371K 0.02%
49,130
-82,000
-63% -$623K
WAFDW
27
DELISTED
Washington Federal, Inc.
WAFDW
$257K 0.02%
+11,447
New +$68.6K
RXII
28
DELISTED
GALENA BIOPHARMA INC COM
RXII
$196K 0.01%
63,945
– –
JTPY
29
DELISTED
JetPay Corporation
JTPY
$131K 0.01%
62,510
– –
GCVRZ
30
DELISTED
Sanofi Contingent Value Rights
GCVRZ
$21K ﹤0.01%
41,549
– –
GM icon
31
General Motors
GM
$74.7B
– –
-993,100
Closed -$34.6M
GM icon
32
PUT
General Motors
GM
$74.7B
– –
-1,029,300
Closed -$35.4M
QCOM icon
33
CALL
Qualcomm
QCOM
$176B
– –
-100,000
Closed -$7.89M
QCOM icon
34
PUT
Qualcomm
QCOM
$176B
– –
-100,000
Closed -$7.89M
UAA icon
35
PUT
Under Armour
UAA
$3B
– –
-72,511
Closed -$2.06M
LNC.WS
36
DELISTED
Lincoln National Corporation
LNC.WS
– –
-60,352
Closed -$3.06M
HIG.WS
37
DELISTED
Hartford Financial Services Grp
HIG.WS
– –
-240,197
Closed -$8.47M
BAC.WS.B
38
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
– –
-1,123,600
Closed -$19.3M
MWRX
39
DELISTED
MEDWORTH RX CORP COM STK (DE)
MWRX
– –
-261,750
Closed -$2.12M
HPAC
40
DELISTED
HYDE PK ACQUISITION CORP II COM STK (DE)
HPAC
– –
-735,000
Closed -$7.7M
KODK.WS.A
41
DELISTED
Eastman Kodak Company
KODK.WS.A
– –
-8,127
Closed -$271K
1
2

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Castle Creek Arbitrage's Q2 2014 Portfolio in Review

As of Q2 2014, Castle Creek Arbitrage held 102 positions worth $1.58B, down 18% from $1.93B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Castle Creek Arbitrage withdrew a net $1.05B in Q2 2014, closing 15 positions and reducing 4 holdings. Its most notable exit was General Motors, an estimated $34.6M position sold in full.

By sector, the portfolio is most concentrated in Financials at 0.99% of assets, down from 1% a quarter earlier, followed by Materials and Industrials.

Against the trend, Castle Creek Arbitrage opened a new position in AgroFresh Solutions Inc worth $4.9M.

  • Castle Creek Arbitrage's largest Q2 2014 buy was AgroFresh Solutions Inc: 500,000 shares worth $4.9M.
  • Castle Creek Arbitrage added most to Capital One Financial Corp in Q2 2014, an estimated $11.8M increase.
  • Castle Creek Arbitrage's biggest Q2 2014 reduction was SEMGROUP CORP WT EXP 11/30/2014, cutting an estimated $3.29M.
  • Castle Creek Arbitrage fully exited General Motors in Q2 2014, selling an estimated $34.6M.
  • Castle Creek Arbitrage's ten largest holdings make up 53% of its $1.58B portfolio in Q2 2014.
  • Castle Creek Arbitrage opened 12 new positions and closed 15 in Q2 2014.
  • Castle Creek Arbitrage's portfolio value fell 18% quarter-over-quarter to $1.58B.

Based on Castle Creek Arbitrage's 13F filing for Q2 2014, filed 14 Aug 2014.