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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
GM icon
1
CALL
General Motors
GM
$74.7B
$38.2M 2.42%
1,051,700
+424,000
+68% +$14.8M
SEMG.WS
2
DELISTED
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
$31M 1.96%
392,674
-73,749
-16% -$3.29M
COF.WS
3
DELISTED
Capital One Financial Corp
COF.WS
$28.3M 1.79%
343,100
+328,300
+2,218% +$11.8M
CSCO icon
4
CALL
Cisco
CSCO
$450B
$17.4M 1.1%
+700,000
New +$16.7M
OCR.PRB
5
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
– –
0
– –
BAC icon
6
Bank of America
BAC
$435B
$15.6M 0.99%
1,015,900
-102,460
-9% -$1.59M
BAC icon
7
PUT
Bank of America
BAC
$435B
$15.6M 0.99%
1,015,900
+9,900
+1% +$154K
ZIONW
8
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
$15.3M 0.97%
520,678
+124,198
+31% +$693K
VDTH
9
DELISTED
Videocon d2h Limited
VDTH
$6.34M 0.4%
650,000
+200,000
+44% +$1.95M
CMA.WS
10
DELISTED
Comerica Incorporated Ws
CMA.WS
$6.27M 0.4%
125,000
+32,200
+35% +$626K
ASB.WS
11
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$6.23M 0.39%
344,332
+322,788
+1,498% +$656K
AGFS
12
DELISTED
AgroFresh Solutions Inc
AGFS
$4.9M 0.31%
+500,000
New +$4.98M
CAMB
13
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$4.64M 0.29%
+475,000
New +$4.61M
ROIQW
14
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$3.91M 0.25%
400,000
– –
STI.WS.A
15
DELISTED
Suntrust Banks Inc
STI.WS.A
$3.32M 0.21%
70,000
– –
STI.WS.B
16
DELISTED
Suntrust Banks Inc
STI.WS.B
$2.8M 0.18%
82,800
+1,100
+1% +$5.53K
GM.WS.A
17
DELISTED
GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016)
GM.WS.A
$2.5M 0.16%
+68,859
New +$1.73M
ROIQ
18
DELISTED
ROI ACQUISITION CORP II COM STK
ROIQ
$2.43M 0.15%
248,400
– –
MCP
19
PUT
DELISTED
MOLYCORP INC COM STK
MCP
$2.21M 0.14%
859,300
– –
BLBD icon
20
Blue Bird Corp
BLBD
$2.41B
$1.93M 0.12%
+198,400
New +$1.92M
OXY icon
21
CALL
Occidental Petroleum
OXY
$57B
$1.12M 0.07%
+2,714
New +$255K
KODK.WS
22
DELISTED
Eastman Kodak Company
KODK.WS
$1.11M 0.07%
45,540
+645
+1% +$9K
TSLA icon
23
PUT
Tesla
TSLA
$1.24T
$984K 0.06%
61,500
– –
SBNYW
24
DELISTED
Signature Bank Warrant
SBNYW
$713K 0.05%
5,649
+200
+4% +$18.2K
MTB.WS
25
DELISTED
M&T Bank Corporation
MTB.WS
$447K 0.03%
3,600
-3,400
-49% -$164K
1
2

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PC
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GCMG
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AGP
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KI
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MWM
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LBA
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CRG
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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.