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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
+2.2%
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
$2.28B
AUM Growth
+$44.3M
Cap. Flow
-$1.63B
Cap. Flow %
-71.51%
Top 10 Hldgs %
52.63%
Holding
110
New
23
Increased
14
Reduced
4
Closed
8

Top Buys

Rank Stock Value
1
GM.WS.B
General Motors Company
GM.WS.B
+$20.2M
2
VDTH
Videocon d2h Limited
VDTH
+$4.39M
3
HIG.WS
Hartford Financial Services Grp
HIG.WS
+$3.76M
4
GM.WS.C
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
+$1.78M
5
NOK icon
Nokia
NOK
+$1.59M

Top Sells

Rank Stock Value
1
GM.WS.A
GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016)
GM.WS.A
+$51.4M
2
OC.WS.B
OWENS CORNING INC WTS EXP 2013 SER B
OC.WS.B
+$2.67M
3
LIND icon
Lindblad Expeditions
LIND
+$2.58M
4
MWRX
MEDWORTH RX CORP COM STK (DE)
MWRX
+$2.38M
5
CMA.WS
Comerica Incorporated Ws
CMA.WS
+$2.03M

Sector Composition

Rank Sector Weight
1 Technology 0.08%
2 Energy 0.05%
3 Financials 0.04%
4 Materials 0.01%
5 Consumer Discretionary 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
ZIONZ
26
DELISTED
Zions Bancorporation N.A. Warrants
ZIONZ
$1.93M 0.08%
64,500
+25,424
+65% +$95.7K
LNC.WS
27
DELISTED
Lincoln National Corporation
LNC.WS
$1.76M 0.08%
+34,011
New +$1.31M
NOK icon
28
Nokia
NOK
$50.8B
$1.72M 0.08%
+212,100
New +$1.59M
VXX
29
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$1.44M 0.06%
+2,113
New +$1.69M
KODK.WS
30
DELISTED
Eastman Kodak Company
KODK.WS
$1.41M 0.06%
+40,621
New +$575K
MTB.WS
31
DELISTED
M&T Bank Corporation
MTB.WS
$1.21M 0.05%
10,400
+5,200
+100% +$211K
GLNG icon
32
Golar LNG
GLNG
$4.95B
$1.21M 0.05%
33,326
– –
UIS.PRA
33
DELISTED
UNISYS CORP 6.25% MANDATORY CNV PFD
UIS.PRA
– –
0
– –
UIS icon
34
CALL
Unisys
UIS
$227M
$896K 0.04%
+26,700
New +$740K
TSLA icon
35
PUT
Tesla
TSLA
$1.24T
$888K 0.04%
88,500
– –
BAC icon
36
Bank of America
BAC
$435B
$864K 0.04%
+55,500
New +$823K
HOVU
37
DELISTED
HOVNANIAN ENTERPRISES INC UNIT 1 COM & 1 SR SUB NT
HOVU
– –
0
– –
COF.WS
38
DELISTED
Capital One Financial Corp
COF.WS
$575K 0.03%
+7,500
New +$232K
AU icon
39
AngloGold Ashanti
AU
$40.3B
$293K 0.01%
+25,000
New +$341K
KODK.WS.A
40
DELISTED
Eastman Kodak Company
KODK.WS.A
$252K 0.01%
+10,179
New +$138K
WAFDW
41
DELISTED
Washington Federal, Inc.
WAFDW
$203K 0.01%
+8,700
New +$62.4K
ASB.WS
42
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$186K 0.01%
+10,696
New +$23.1K
JTPY
43
DELISTED
JetPay Corporation
JTPY
$147K 0.01%
71,327
– –
GCVRZ
44
DELISTED
Sanofi Contingent Value Rights
GCVRZ
$128K 0.01%
+377,070
New +$456K
BKNG icon
45
PUT
Booking.com
BKNG
$138B
– –
-55,000
Closed -$2.22M
CDNS icon
46
PUT
Cadence Design Systems
CDNS
$90B
– –
-350,000
Closed -$4.73M
LIND icon
47
Lindblad Expeditions
LIND
$1.76B
– –
-267,210
Closed -$2.58M
CMA.WS
48
DELISTED
Comerica Incorporated Ws
CMA.WS
– –
-51,600
Closed -$2.03M
GM.WS.A
49
DELISTED
GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016)
GM.WS.A
– –
-1,429,709
Closed -$51.4M
AFFX
50
PUT
DELISTED
Affymetrix Inc
AFFX
– –
-50,000
Closed -$310K
1
2
3

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Castle Creek Arbitrage's Q4 2013 Portfolio in Review

As of Q4 2013, Castle Creek Arbitrage held 110 positions worth $2.28B, up 2% from $2.23B the previous quarter. Its ten largest holdings account for 53% of the portfolio.

Castle Creek Arbitrage withdrew a net $1.63B in Q4 2013, closing 8 positions and reducing 4 holdings. Its most notable exit was GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016), an estimated $51.4M position sold in full.

By sector, the portfolio is most concentrated in Technology at 0.08% of assets, followed by Energy and Financials.

Against the trend, Castle Creek Arbitrage opened a new position in Videocon d2h Limited worth $4.36M.

  • Castle Creek Arbitrage's largest Q4 2013 buy was Videocon d2h Limited: 450,000 shares worth $4.36M.
  • Castle Creek Arbitrage added most to General Motors Company in Q4 2013, an estimated $20.2M increase.
  • Castle Creek Arbitrage's biggest Q4 2013 reduction was MEDWORTH RX CORP COM STK (DE), cutting an estimated $2.38M.
  • Castle Creek Arbitrage fully exited GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016) in Q4 2013, selling an estimated $51.4M.
  • Castle Creek Arbitrage's ten largest holdings make up 53% of its $2.28B portfolio in Q4 2013.
  • Castle Creek Arbitrage opened 23 new positions and closed 8 in Q4 2013.
  • Castle Creek Arbitrage's portfolio value rose 2% quarter-over-quarter to $2.28B.

Based on Castle Creek Arbitrage's 13F filing for Q4 2013, filed 14 Feb 2014.