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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
+0.97%
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
$2.09B
AUM Growth
+$372M
(+22%)
Cap. Flow
-$1.48B
Cap. Flow
% of AUM
-70.84%
Top 10 Holdings %
Top 10 Hldgs %
57.53%
Holding
94
New
9
Increased
8
Reduced
6
Closed
10
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
COF.WS
Capital One Financial Corp
COF.WS
|
+$11.3M |
| 2 |
KMI.WS
Kinder Morgan Inc
KMI.WS
|
+$8.37M |
| 3 |
JPM.WS
JPMorgan Chase
JPM.WS
|
+$7.47M |
| 4 |
PNC.WS
PNC Financial Services Group Inc
PNC.WS
|
+$3.8M |
| 5 |
RTI
RTI INTL METALS INC(HLDG CO)
RTI
|
+$1.15M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
SEMG.WS
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
|
+$34.3M |
| 2 |
iShares China Large-Cap ETF
FXI
|
+$22.5M |
| 3 |
VDTH
Videocon d2h Limited
VDTH
|
+$6.46M |
| 4 |
CMA.WS
Comerica Incorporated Ws
CMA.WS
|
+$1.07M |
| 5 |
HIG.WS
Hartford Financial Services Grp
HIG.WS
|
+$629K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Materials | 0.23% |
| 2 | Industrials | 0.15% |
| 3 | Energy | 0.02% |
| 4 | Technology | 0.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
RXII
26
DELISTED
GALENA BIOPHARMA INC COM
RXII
| $97K | ﹤0.01% |
63,945
| – | – |
|
|
ALR.PRB
27
DELISTED
Alere Inc
ALR.PRB
| – | – |
0
| – | – |
|
|
TSNU
28
DELISTED
Tyson Foods, Inc.
TSNU
| – | – |
0
| – | – |
|
|
29
iShares China Large-Cap ETF
FXI
$4.31B
| – | – |
-588,000
| Closed | -$22.5M |
|
|
30
PUT
iShares China Large-Cap ETF
FXI
$4.31B
| – | – |
-1,400,000
| Closed | -$53.6M |
|
31
CALL
General Motors
GM
$74.7B
| – | – |
-1,365,000
| Closed | -$43.6M |
|
32
PUT
HP
HPQ
$23.5B
| – | – |
-660,600
| Closed | -$10.6M |
|
|
HIG.WS
33
DELISTED
Hartford Financial Services Grp
HIG.WS
| – | – |
-16,882
| Closed | -$629K |
|
|
VDTH
34
DELISTED
Videocon d2h Limited
VDTH
| – | – |
-650,000
| Closed | -$6.46M |
|
|
CIE
35
PUT
DELISTED
Cobalt International Energy, Inc
CIE
| – | – |
-13,333
| Closed | -$2.72M |
|
|
SEMG.WS
36
DELISTED
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
| – | – |
-411,816
| Closed | -$34.3M |
|
|
GCVRZ
37
DELISTED
Sanofi Contingent Value Rights
GCVRZ
| – | – |
-41,549
| Closed | -$19K |
|
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Castle Creek Arbitrage's Q4 2014 Portfolio in Review
As of Q4 2014, Castle Creek Arbitrage held 94 positions worth $2.09B, up 22% from $1.71B the previous quarter. Its ten largest holdings account for 58% of the portfolio.
Castle Creek Arbitrage withdrew a net $1.48B in Q4 2014, closing 10 positions and reducing 6 holdings. Its most notable exit was SEMGROUP CORP WT EXP 11/30/2014, an estimated $34.3M position sold in full.
By sector, the portfolio is most concentrated in Materials at 0.23% of assets, down from 0.28% a quarter earlier, followed by Industrials and Energy.
Against the trend, Castle Creek Arbitrage opened a new position in Kinder Morgan Inc worth $99.5M.
- Castle Creek Arbitrage's largest Q4 2014 buy was Kinder Morgan Inc: 2,352,300 shares worth $99.5M.
- Castle Creek Arbitrage added most to Capital One Financial Corp in Q4 2014, an estimated $11.3M increase.
- Castle Creek Arbitrage's biggest Q4 2014 reduction was Comerica Incorporated Ws, cutting an estimated $1.07M.
- Castle Creek Arbitrage fully exited SEMGROUP CORP WT EXP 11/30/2014 in Q4 2014, selling an estimated $34.3M.
- Castle Creek Arbitrage's ten largest holdings make up 58% of its $2.09B portfolio in Q4 2014.
- Castle Creek Arbitrage opened 9 new positions and closed 10 in Q4 2014.
- Castle Creek Arbitrage's portfolio value rose 22% quarter-over-quarter to $2.09B.
Based on Castle Creek Arbitrage's 13F filing for Q4 2014, filed 12 Feb 2015.