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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
Cap. Flow
-$1.48B
Cap. Flow %
-70.84%
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
FXI icon
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
KMI.WS
1
DELISTED
Kinder Morgan Inc
KMI.WS
$99.5M 4.77%
+2,352,300
New +$8.37M
COF.WS
2
DELISTED
Capital One Financial Corp
COF.WS
$64.1M 3.07%
776,600
+286,200
+58% +$11.3M
JPM.WS
3
DELISTED
JPMorgan Chase
JPM.WS
$23.9M 1.15%
+382,700
New +$7.47M
ZIONW
4
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
$22M 1.06%
772,600
+235,900
+44% +$1.04M
EEM icon
5
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
$19.6M 0.94%
+500,000
New +$20.3M
PNC.WS
6
DELISTED
PNC Financial Services Group Inc
PNC.WS
$14.6M 0.7%
+159,600
New +$3.8M
TSLA icon
7
PUT
Tesla
TSLA
$1.24T
$11.4M 0.55%
768,000
– –
ASB.WS
8
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$6.75M 0.32%
362,433
+8,600
+2% +$21.9K
AGFS
9
DELISTED
AgroFresh Solutions Inc
AGFS
$4.75M 0.23%
492,480
– –
CAMB
10
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$4.66M 0.22%
475,000
– –
ROIQW
11
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$3.93M 0.19%
400,000
– –
CMA.WS
12
DELISTED
Comerica Incorporated Ws
CMA.WS
$3.33M 0.16%
71,000
-60,100
-46% -$1.07M
STI.WS.B
13
DELISTED
Suntrust Banks Inc
STI.WS.B
$2.51M 0.12%
59,865
-17,635
-23% -$84.6K
WAFDW
14
DELISTED
Washington Federal, Inc.
WAFDW
$1.98M 0.09%
89,382
+73,736
+471% +$385K
STI.WS.A
15
DELISTED
Suntrust Banks Inc
STI.WS.A
$1.95M 0.09%
46,500
-25,400
-35% -$251K
BLBD icon
16
Blue Bird Corp
BLBD
$2.41B
$1.94M 0.09%
198,400
– –
ZINC
17
PUT
DELISTED
HORSEHEAD HLDG CORP COM STK (DE)
ZINC
$1.58M 0.08%
+100,000
New +$1.54M
RTI
18
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$1.24M 0.06%
+49,100
New +$1.15M
WFC.WS
19
DELISTED
Wells Fargo & Company Ws
WFC.WS
$1.12M 0.05%
+20,500
New +$423K
MCP
20
PUT
DELISTED
MOLYCORP INC COM STK
MCP
$756K 0.04%
859,300
– –
SBNYW
21
DELISTED
Signature Bank Warrant
SBNYW
$712K 0.03%
5,649
– –
LEU icon
22
Centrus Energy
LEU
$3.22B
$476K 0.02%
110,699
-1
-0% -$6
LNC.WS
23
DELISTED
Lincoln National Corporation
LNC.WS
$397K 0.02%
+6,886
New +$316K
NOK icon
24
Nokia
NOK
$50.8B
$386K 0.02%
49,130
– –
OCR.PRB
25
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
– –
0
– –
1
2

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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.