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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
Cap. Flow
-$1.66B
Cap. Flow %
-83.92%
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
TTMI icon
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
BLBD icon
Blue Bird Corp
BLBD
+$1.94M
4
RTI
RTI INTL METALS INC(HLDG CO)
RTI
+$435K
5
LEU icon
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
COF.WS
1
DELISTED
Capital One Financial Corp
COF.WS
$66.8M 3.39%
847,500
+70,900
+9% +$2.59M
PNC.WS
2
DELISTED
PNC Financial Services Group Inc
PNC.WS
$46.6M 2.36%
499,400
+339,800
+213% +$8.39M
KMI.WS
3
DELISTED
Kinder Morgan Inc
KMI.WS
$39.6M 2.01%
942,500
-1,409,800
-60% -$5.49M
GM.WS.C
4
DELISTED
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
$25.9M 1.31%
+691,100
New +$878K
WFC.WS
5
DELISTED
Wells Fargo & Company Ws
WFC.WS
$25.2M 1.28%
463,300
+442,800
+2,160% +$9.05M
ZIONW
6
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
$21.5M 1.09%
795,400
+22,800
+3% +$79.2K
CMA.WS
7
DELISTED
Comerica Incorporated Ws
CMA.WS
$9.88M 0.5%
219,000
+148,000
+208% +$2.33M
ASB.WS
8
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$6.33M 0.32%
340,400
-22,033
-6% -$52.2K
AGFS
9
DELISTED
AgroFresh Solutions Inc
AGFS
$4.83M 0.24%
492,480
– –
CAMB
10
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$4.77M 0.24%
475,000
– –
ROIQW
11
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$3.97M 0.2%
400,000
– –
GOL
12
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
0
– –
STI.WS.B
13
DELISTED
Suntrust Banks Inc
STI.WS.B
$2.43M 0.12%
59,100
-765
-1% -$3.75K
TWI icon
14
PUT
Titan International
TWI
$516M
$2.34M 0.12%
+250,000
New +$2.43M
WAFDW
15
DELISTED
Washington Federal, Inc.
WAFDW
$1.95M 0.1%
89,382
– –
STI.WS.A
16
DELISTED
Suntrust Banks Inc
STI.WS.A
$1.88M 0.1%
45,800
-700
-2% -$7.36K
TTMI icon
17
TTM Technologies
TTMI
$13.6B
$1.34M 0.07%
+149,000
New +$1.23M
RTI
18
DELISTED
RTI INTL METALS INC(HLDG CO)
RTI
$1.21M 0.06%
33,600
-15,500
-32% -$435K
SBNYW
19
DELISTED
Signature Bank Warrant
SBNYW
$732K 0.04%
5,649
– –
LNC.WS
20
DELISTED
Lincoln National Corporation
LNC.WS
$396K 0.02%
6,886
– –
NOK icon
21
Nokia
NOK
$50.8B
– –
-49,130
Closed -$383K
OCR.PRB
22
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
– –
0
– –
TWI icon
23
Titan International
TWI
$516M
$164K 0.01%
+17,500
New +$170K
CHU
24
DELISTED
China Unicom (HONG KONG) Limited
CHU
$97K ﹤0.01%
+6,388
New +$99.3K
RXII
25
DELISTED
GALENA BIOPHARMA INC COM
RXII
$89K ﹤0.01%
63,945
– –
1
2

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AGP
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KI
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MWM
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LBA
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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.