We are live on ! Find out more
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
Cap. Flow
-$992M
Cap. Flow %
-57.87%
Top 10 Hldgs %
60.07%
Holding
91
New
9
Increased
12
Reduced
2
Closed
12

Top Buys

Rank Stock Value
1
FXI icon
iShares China Large-Cap ETF
FXI
+$23.6M
2
COF.WS
Capital One Financial Corp
COF.WS
+$5.87M
3
LEU icon
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
BAC icon
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
FXI icon
1
PUT
iShares China Large-Cap ETF
FXI
$4.31B
$53.6M 3.13%
+1,400,000
New +$56.1M
GM icon
2
CALL
General Motors
GM
$74.7B
$43.6M 2.54%
1,365,000
+313,300
+30% +$10.9M
COF.WS
3
DELISTED
Capital One Financial Corp
COF.WS
$40M 2.33%
490,400
+147,300
+43% +$5.87M
SEMG.WS
4
DELISTED
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
$34.3M 2%
411,816
+19,142
+5% +$1.11M
FXI icon
5
iShares China Large-Cap ETF
FXI
$4.31B
$22.5M 1.31%
+588,000
New +$23.6M
ZIONW
6
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
$15.6M 0.91%
536,700
+16,022
+3% +$83.4K
TSLA icon
7
PUT
Tesla
TSLA
$1.24T
$12.4M 0.72%
768,000
+706,500
+1,149% +$11.7M
HPQ icon
8
PUT
HP
HPQ
$23.5B
$10.6M 0.62%
+660,600
New +$10.7M
CMA.WS
9
DELISTED
Comerica Incorporated Ws
CMA.WS
$6.54M 0.38%
131,100
+6,100
+5% +$127K
VDTH
10
DELISTED
Videocon d2h Limited
VDTH
$6.46M 0.38%
650,000
– –
ASB.WS
11
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$6.16M 0.36%
353,833
+9,501
+3% +$22.6K
AGFS
12
DELISTED
AgroFresh Solutions Inc
AGFS
$4.78M 0.28%
492,480
-7,520
-2% -$73.3K
CAMB
13
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$4.63M 0.27%
475,000
– –
ROIQW
14
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$3.94M 0.23%
400,000
– –
STI.WS.B
15
DELISTED
Suntrust Banks Inc
STI.WS.B
$2.95M 0.17%
77,500
-5,300
-6% -$25.6K
STI.WS.A
16
DELISTED
Suntrust Banks Inc
STI.WS.A
$2.73M 0.16%
71,900
+1,900
+3% +$17.9K
CIE
17
PUT
DELISTED
Cobalt International Energy, Inc
CIE
$2.72M 0.16%
+13,333
New +$3.09M
BLBD icon
18
Blue Bird Corp
BLBD
$2.41B
$1.94M 0.11%
198,400
– –
LEU icon
19
Centrus Energy
LEU
$3.22B
$1.13M 0.07%
+110,700
New +$5.69M
MCP
20
PUT
DELISTED
MOLYCORP INC COM STK
MCP
$1.02M 0.06%
859,300
– –
SBNYW
21
DELISTED
Signature Bank Warrant
SBNYW
$633K 0.04%
5,649
– –
HIG.WS
22
DELISTED
Hartford Financial Services Grp
HIG.WS
$629K 0.04%
+16,882
New +$468K
NOK icon
23
Nokia
NOK
$50.8B
$416K 0.02%
49,130
– –
WAFDW
24
DELISTED
Washington Federal, Inc.
WAFDW
$319K 0.02%
15,646
+4,199
+37% +$23.6K
OCR.PRB
25
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
– –
0
– –
1
2

Similar funds

PAM
Private Asset Management San Diego, California $426M AUM 20.27% 1-Year Est. Return
PC
PM Capital Sydney, Australia $426M AUM 46.03% 1-Year Est. Return
GCMG
Gyroscope Capital Management Group Naples, Florida $436M AUM 17.45% 1-Year Est. Return
AGP
Akaris Global Partners New York $395M AUM 40.82% 1-Year Est. Return
KI
Kensington Investments Amsterdam, Netherlands $390M AUM 222.61% 1-Year Est. Return
MWM
Madison Wealth Management Cincinnati, Ohio $476M AUM 18.78% 1-Year Est. Return
LBA
Lowell Blake & Associates Boston, Massachusetts $355M AUM 33.69% 1-Year Est. Return
CRG
Cornerstone Retirement Group Reno, Nevada $350M AUM 8.07% 1-Year Est. Return

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.