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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
WAFDW
51
DELISTED
Washington Federal, Inc.
WAFDW
– –
-8,700
Closed -$203K
VXX
52
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
-2,113
Closed -$1.44M
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.