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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
+0.11%
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
$1.71B
AUM Growth
+$135M
(+8.6%)
Cap. Flow
-$992M
Cap. Flow
% of AUM
-57.87%
Top 10 Holdings %
Top 10 Hldgs %
60.07%
Holding
91
New
9
Increased
12
Reduced
2
Closed
12
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
iShares China Large-Cap ETF
FXI
|
+$23.6M |
| 2 |
COF.WS
Capital One Financial Corp
COF.WS
|
+$5.87M |
| 3 |
Centrus Energy
LEU
|
+$5.69M |
| 4 |
SEMG.WS
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
|
+$1.11M |
| 5 |
HIG.WS
Hartford Financial Services Grp
HIG.WS
|
+$468K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Bank of America
BAC
|
+$15.6M |
| 2 |
GM.WS.A
GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016)
GM.WS.A
|
+$2.5M |
| 3 |
ROIQ
ROI ACQUISITION CORP II COM STK
ROIQ
|
+$2.43M |
| 4 |
KODK.WS
Eastman Kodak Company
KODK.WS
|
+$1.11M |
| 5 |
MTB.WS
M&T Bank Corporation
MTB.WS
|
+$447K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Materials | 0.28% |
| 2 | Industrials | 0.11% |
| 3 | Energy | 0.07% |
| 4 | Technology | 0.02% |
| 5 | Financials | 0% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
RXII
26
DELISTED
GALENA BIOPHARMA INC COM
RXII
| $132K | 0.01% |
63,945
| – | – |
|
|
ALR.PRB
27
DELISTED
Alere Inc
ALR.PRB
| – | – |
0
| – | – |
|
|
GCVRZ
28
DELISTED
Sanofi Contingent Value Rights
GCVRZ
| $19K | ﹤0.01% |
41,549
| – | – |
|
|
TSNU
29
DELISTED
Tyson Foods, Inc.
TSNU
| – | – |
0
| – | – |
|
|
30
Bank of America
BAC
$435B
| – | – |
-1,015,900
| Closed | -$15.6M |
|
|
31
PUT
Bank of America
BAC
$435B
| – | – |
-1,015,900
| Closed | -$15.6M |
|
32
CALL
Cisco
CSCO
$450B
| – | – |
-700,000
| Closed | -$17.4M |
|
33
CALL
Occidental Petroleum
OXY
$57B
| – | – |
-2,714
| Closed | -$1.12M |
|
|
MTB.WS
34
DELISTED
M&T Bank Corporation
MTB.WS
| – | – |
-3,600
| Closed | -$447K |
|
|
KODK.WS
35
DELISTED
Eastman Kodak Company
KODK.WS
| – | – |
-45,540
| Closed | -$1.11M |
|
|
GM.WS.A
36
DELISTED
GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016)
GM.WS.A
| – | – |
-68,859
| Closed | -$2.5M |
|
|
ROIQ
37
DELISTED
ROI ACQUISITION CORP II COM STK
ROIQ
| – | – |
-248,400
| Closed | -$2.43M |
|
|
JTPY
38
DELISTED
JetPay Corporation
JTPY
| – | – |
-62,510
| Closed | -$131K |
|
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Castle Creek Arbitrage's Q3 2014 Portfolio in Review
As of Q3 2014, Castle Creek Arbitrage held 91 positions worth $1.71B, up 8.6% from $1.58B the previous quarter. Its ten largest holdings account for 60% of the portfolio.
Castle Creek Arbitrage withdrew a net $992M in Q3 2014, closing 12 positions and reducing 2 holdings. Its most notable exit was Bank of America, an estimated $15.6M position sold in full.
By sector, the portfolio is most concentrated in Materials at 0.28% of assets, down from 0.31% a quarter earlier, followed by Industrials and Energy.
Against the trend, Castle Creek Arbitrage opened a new position in iShares China Large-Cap ETF worth $22.5M.
- Castle Creek Arbitrage's largest Q3 2014 buy was iShares China Large-Cap ETF: 588,000 shares worth $22.5M.
- Castle Creek Arbitrage added most to Capital One Financial Corp in Q3 2014, an estimated $5.87M increase.
- Castle Creek Arbitrage's biggest Q3 2014 reduction was AgroFresh Solutions Inc, cutting an estimated $73.3K.
- Castle Creek Arbitrage fully exited Bank of America in Q3 2014, selling an estimated $15.6M.
- Castle Creek Arbitrage's ten largest holdings make up 60% of its $1.71B portfolio in Q3 2014.
- Castle Creek Arbitrage opened 9 new positions and closed 12 in Q3 2014.
- Castle Creek Arbitrage's portfolio value rose 8.6% quarter-over-quarter to $1.71B.
Based on Castle Creek Arbitrage's 13F filing for Q3 2014, filed 14 Nov 2014.