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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
+0.04%
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
$1.93B
AUM Growth
-$349M
Cap. Flow
-$1.74B
Cap. Flow %
-90.16%
Top 10 Hldgs %
54.47%
Holding
116
New
14
Increased
14
Reduced
11
Closed
21

Top Buys

Rank Stock Value
1
GM icon
General Motors
GM
+$36.5M
2
BAC icon
Bank of America
BAC
+$17.9M
3
ROIQW
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
+$3.88M
4
ROIQ
ROI ACQUISITION CORP II COM STK
ROIQ
+$2.42M
5
CMA.WS
Comerica Incorporated Ws
CMA.WS
+$1.78M

Top Sells

Rank Stock Value
1
GM.WS.B
General Motors Company
GM.WS.B
+$86.9M
2
GM.WS.C
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
+$16.7M
3
ZAIS
ZAIS Group Holdings, Inc.
ZAIS
+$5.09M
4
ZIONZ
Zions Bancorporation N.A. Warrants
ZIONZ
+$1.93M
5
GLNG icon
Golar LNG
GLNG
+$1.21M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 1.77%
2 Financials 1%
3 Technology 0.05%
4 Energy 0%
5 Materials 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NOK icon
26
Nokia
NOK
$50.8B
$962K 0.05%
131,130
-80,970
-38% -$607K
TSLA icon
27
PUT
Tesla
TSLA
$1.24T
$855K 0.04%
61,500
-27,000
-31% -$362K
MTB.WS
28
DELISTED
M&T Bank Corporation
MTB.WS
$849K 0.04%
7,000
-3,400
-33% -$145K
SBNYW
29
DELISTED
Signature Bank Warrant
SBNYW
$684K 0.04%
+5,449
New +$509K
ASB.WS
30
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$389K 0.02%
21,544
+10,848
+101% +$23.1K
KODK.WS.A
31
DELISTED
Eastman Kodak Company
KODK.WS.A
$271K 0.01%
8,127
-2,052
-20% -$28.3K
RXII
32
DELISTED
GALENA BIOPHARMA INC COM
RXII
$160K 0.01%
+63,945
New +$160K
JTPY
33
DELISTED
JetPay Corporation
JTPY
$153K 0.01%
62,510
-8,817
-12% -$19.2K
GCVRZ
34
DELISTED
Sanofi Contingent Value Rights
GCVRZ
$13K ﹤0.01%
41,549
-335,521
-89% -$125K
AU icon
35
AngloGold Ashanti
AU
$40.3B
– –
-25,000
Closed -$293K
GDX icon
36
CALL
VanEck Gold Miners ETF
GDX
$23B
– –
-160,000
Closed -$3.38M
GLNG icon
37
Golar LNG
GLNG
$4.95B
– –
-33,326
Closed -$1.21M
IYR icon
38
CALL
iShares US Real Estate ETF
IYR
$4.59B
– –
-150,000
Closed -$9.46M
MCHP icon
39
PUT
Microchip Technology
MCHP
$42.8B
– –
-400,000
Closed -$8.95M
SFL icon
40
PUT
SFL Corp
SFL
$1.59B
– –
-150,000
Closed -$2.46M
TER icon
41
PUT
Teradyne
TER
$54.8B
– –
-460,000
Closed -$8.11M
UIS icon
42
CALL
Unisys
UIS
$227M
– –
-26,700
Closed -$896K
WCC
43
PUT
WESCO International
WCC
$16.2B
– –
-90,000
Closed -$8.2M
XLU icon
44
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
– –
-600,000
Closed -$11.4M
SPWR
45
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
– –
-1,637,555
Closed -$32M
SDRL
46
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
– –
-1,248
Closed -$13.7M
GM.WS.B
47
DELISTED
General Motors Company
GM.WS.B
– –
-2,126,718
Closed -$86.9M
ZIONZ
48
DELISTED
Zions Bancorporation N.A. Warrants
ZIONZ
– –
-64,500
Closed -$1.93M
ZAIS
49
DELISTED
ZAIS Group Holdings, Inc.
ZAIS
– –
-500,000
Closed -$5.09M
GM.WS.C
50
DELISTED
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
– –
-408,968
Closed -$16.7M
1
2
3

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Castle Creek Arbitrage's Q1 2014 Portfolio in Review

As of Q1 2014, Castle Creek Arbitrage held 116 positions worth $1.93B, down 15% from $2.28B the previous quarter. Its ten largest holdings account for 54% of the portfolio.

Castle Creek Arbitrage withdrew a net $1.74B in Q1 2014, closing 21 positions and reducing 11 holdings. Its most notable exit was General Motors Company, an estimated $86.9M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 1.8% of assets, up from 0% a quarter earlier, followed by Financials and Technology.

Against the trend, Castle Creek Arbitrage opened a new position in General Motors worth $34.2M.

  • Castle Creek Arbitrage's largest Q1 2014 buy was General Motors: 993,100 shares worth $34.2M.
  • Castle Creek Arbitrage added most to Bank of America in Q1 2014, an estimated $17.9M increase.
  • Castle Creek Arbitrage's biggest Q1 2014 reduction was Nokia, cutting an estimated $607K.
  • Castle Creek Arbitrage fully exited General Motors Company in Q1 2014, selling an estimated $86.9M.
  • Castle Creek Arbitrage's ten largest holdings make up 54% of its $1.93B portfolio in Q1 2014.
  • Castle Creek Arbitrage opened 14 new positions and closed 21 in Q1 2014.
  • Castle Creek Arbitrage's portfolio value fell 15% quarter-over-quarter to $1.93B.

Based on Castle Creek Arbitrage's 13F filing for Q1 2014, filed 14 May 2014.