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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
-0.41%
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
$1.97B
AUM Growth
-$113M
(-5.4%)
Cap. Flow
-$1.66B
Cap. Flow
% of AUM
-83.92%
Top 10 Holdings %
Top 10 Hldgs %
53.97%
Holding
88
New
6
Increased
7
Reduced
7
Closed
9
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
WFC.WS
Wells Fargo & Company Ws
WFC.WS
|
+$9.05M |
| 2 |
PNC.WS
PNC Financial Services Group Inc
PNC.WS
|
+$8.39M |
| 3 |
COF.WS
Capital One Financial Corp
COF.WS
|
+$2.59M |
| 4 |
CMA.WS
Comerica Incorporated Ws
CMA.WS
|
+$2.33M |
| 5 |
TTM Technologies
TTMI
|
+$1.23M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
JPM.WS
JPMorgan Chase
JPM.WS
|
+$23.9M |
| 2 |
KMI.WS
Kinder Morgan Inc
KMI.WS
|
+$5.49M |
| 3 |
Blue Bird Corp
BLBD
|
+$1.94M |
| 4 |
RTI
RTI INTL METALS INC(HLDG CO)
RTI
|
+$435K |
| 5 |
Centrus Energy
LEU
|
+$418K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Materials | 0.24% |
| 2 | Technology | 0.09% |
| 3 | Industrials | 0.07% |
| 4 | Energy | 0% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
26
Centrus Energy
LEU
$3.22B
| $85K | ﹤0.01% |
16,645
-94,054
| -85% | -$418K |
|
|
ALR.PRB
27
DELISTED
Alere Inc
ALR.PRB
| – | – |
0
| – | – |
|
|
28
Blue Bird Corp
BLBD
$2.41B
| – | – |
-198,400
| Closed | -$1.94M |
|
29
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| – | – |
-500,000
| Closed | -$19.6M |
|
30
PUT
Tesla
TSLA
$1.24T
| – | – |
-768,000
| Closed | -$11.4M |
|
|
JPM.WS
31
DELISTED
JPMorgan Chase
JPM.WS
| – | – |
-382,700
| Closed | -$23.9M |
|
|
ZINC
32
PUT
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
| – | – |
-100,000
| Closed | -$1.58M |
|
|
MCP
33
PUT
DELISTED
MOLYCORP INC COM STK
MCP
| – | – |
-859,300
| Closed | -$756K |
|
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Castle Creek Arbitrage's Q1 2015 Portfolio in Review
As of Q1 2015, Castle Creek Arbitrage held 88 positions worth $1.97B, down 5.4% from $2.09B the previous quarter. Its ten largest holdings account for 54% of the portfolio.
Castle Creek Arbitrage withdrew a net $1.66B in Q1 2015, closing 9 positions and reducing 7 holdings. Its most notable exit was JPMorgan Chase, an estimated $23.9M position sold in full.
By sector, the portfolio is most concentrated in Materials at 0.24% of assets, up from 0.23% a quarter earlier, followed by Technology and Industrials.
Against the trend, Castle Creek Arbitrage opened a new position in TTM Technologies worth $1.34M.
- Castle Creek Arbitrage's largest Q1 2015 buy was TTM Technologies: 149,000 shares worth $1.34M.
- Castle Creek Arbitrage added most to Wells Fargo & Company Ws in Q1 2015, an estimated $9.05M increase.
- Castle Creek Arbitrage's biggest Q1 2015 reduction was Kinder Morgan Inc, cutting an estimated $5.49M.
- Castle Creek Arbitrage fully exited JPMorgan Chase in Q1 2015, selling an estimated $23.9M.
- Castle Creek Arbitrage's ten largest holdings make up 54% of its $1.97B portfolio in Q1 2015.
- Castle Creek Arbitrage opened 6 new positions and closed 9 in Q1 2015.
- Castle Creek Arbitrage's portfolio value fell 5.4% quarter-over-quarter to $1.97B.
Based on Castle Creek Arbitrage's 13F filing for Q1 2015, filed 13 May 2015.