We are live on ! Find out more
CCA

Castle Creek Arbitrage Portfolio holdings

AUM $425M
1-Year Est. Return 7.4%
This Fund
S&P 500
This Quarter Est. Return
+0.61%
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
$2.23B
AUM Growth
+$29.8M
Cap. Flow
-$1.75B
Cap. Flow %
-78.15%
Top 10 Hldgs %
52.06%
Holding
101
New
13
Increased
7
Reduced
6
Closed
9

Top Buys

Rank Stock Value
1
GM.WS.A
GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016)
GM.WS.A
+$37.5M
2
GM.WS.B
General Motors Company
GM.WS.B
+$10.2M
3
MWRX
MEDWORTH RX CORP COM STK (DE)
MWRX
+$5.01M
4
SEMG.WS
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
+$4.42M
5
LIND icon
Lindblad Expeditions
LIND
+$2.61M

Top Sells

Rank Stock Value
1
GM icon
General Motors
GM
+$4.72M
2
PNC.WS
PNC Financial Services Group Inc
PNC.WS
+$3.35M
3
INXB
INFINITY CROSS BORDER ACQUISITION CORP SHS (VGB)
INXB
+$1.56M
4
GLNG icon
Golar LNG
GLNG
+$366K
5
ZIONW
Zions Bancorporation N.A. Warrants
ZIONW
+$198K

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 0.12%
2 Energy 0.06%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
GM.WS.A
1
DELISTED
GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016)
GM.WS.A
$51.4M 2.3%
1,429,709
+1,419,709
+14,197% +$37.5M
GM.WS.B
2
DELISTED
General Motors Company
GM.WS.B
$40.9M 1.83%
1,136,979
+546,979
+93% +$10.2M
SEMG.WS
3
DELISTED
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
$25.7M 1.15%
450,084
+140,653
+45% +$4.42M
SPWR
4
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$25.4M 1.14%
+1,482,412
New +$23.1M
SDRL
5
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
$15.1M 0.67%
1,248
– –
OCR.PRB
6
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
– –
0
– –
WCC
7
PUT
WESCO International
WCC
$16.2B
$9.18M 0.41%
120,000
+60,000
+100% +$4.45M
TER icon
8
PUT
Teradyne
TER
$54.8B
$7.6M 0.34%
460,000
– –
HPAC
9
DELISTED
HYDE PK ACQUISITION CORP II COM STK (DE)
HPAC
$7.53M 0.34%
735,000
– –
ZAIS
10
DELISTED
ZAIS Group Holdings, Inc.
ZAIS
$6.76M 0.3%
667,845
-1,889
-0.3% -$19.2K
MCHP icon
11
PUT
Microchip Technology
MCHP
$42.8B
$6.04M 0.27%
300,000
– –
MCP
12
PUT
DELISTED
MOLYCORP INC COM STK
MCP
$5.9M 0.26%
899,600
– –
MWRX
13
DELISTED
MEDWORTH RX CORP COM STK (DE)
MWRX
$5.05M 0.23%
+625,000
New +$5.01M
CDNS icon
14
PUT
Cadence Design Systems
CDNS
$90B
$4.73M 0.21%
350,000
-200,000
-36% -$2.87M
GDX icon
15
CALL
VanEck Gold Miners ETF
GDX
$23B
$4M 0.18%
160,000
– –
GM icon
16
CALL
General Motors
GM
$74.7B
$3.98M 0.18%
+110,600
New +$3.97M
GM icon
17
PUT
General Motors
GM
$74.7B
$3.98M 0.18%
110,600
-620,500
-85% -$22.3M
OC.WS.B
18
DELISTED
OWENS CORNING INC WTS EXP 2013 SER B
OC.WS.B
$2.67M 0.12%
70,400
-63,118
-47% -$25.2K
ZIONW
19
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
$2.67M 0.12%
97,357
-32,650
-25% -$198K
LIND icon
20
Lindblad Expeditions
LIND
$1.76B
$2.58M 0.12%
+267,210
New +$2.61M
STI.WS.A
21
DELISTED
Suntrust Banks Inc
STI.WS.A
$2.56M 0.11%
79,108
+71,808
+984% +$640K
HIG.WS
22
DELISTED
Hartford Financial Services Grp
HIG.WS
$2.42M 0.11%
+77,597
New +$1.73M
BKNG icon
23
PUT
Booking.com
BKNG
$138B
$2.22M 0.1%
+55,000
New +$2.06M
CMA.WS
24
DELISTED
Comerica Incorporated Ws
CMA.WS
$2.03M 0.09%
51,600
+32,300
+167% +$474K
STI.WS.B
25
DELISTED
Suntrust Banks Inc
STI.WS.B
$1.76M 0.08%
+54,161
New +$212K
1
2

Similar funds

PAM
Private Asset Management San Diego, California $426M AUM 20.27% 1-Year Est. Return
PC
PM Capital Sydney, Australia $426M AUM 46.03% 1-Year Est. Return
GCMG
Gyroscope Capital Management Group Naples, Florida $436M AUM 17.45% 1-Year Est. Return
AGP
Akaris Global Partners New York $395M AUM 40.82% 1-Year Est. Return
KI
Kensington Investments Amsterdam, Netherlands $390M AUM 222.61% 1-Year Est. Return
MWM
Madison Wealth Management Cincinnati, Ohio $476M AUM 18.78% 1-Year Est. Return
LBA
Lowell Blake & Associates Boston, Massachusetts $355M AUM 33.69% 1-Year Est. Return
CRG
Cornerstone Retirement Group Reno, Nevada $350M AUM 8.07% 1-Year Est. Return

Castle Creek Arbitrage's Q3 2013 Portfolio in Review

As of Q3 2013, Castle Creek Arbitrage held 101 positions worth $2.23B, up 1.4% from $2.2B the previous quarter. Its ten largest holdings account for 52% of the portfolio.

Castle Creek Arbitrage withdrew a net $1.75B in Q3 2013, closing 9 positions and reducing 6 holdings. Its most notable exit was General Motors, an estimated $4.72M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 0.12% of assets, down from 0.2% a quarter earlier, followed by Energy.

Against the trend, Castle Creek Arbitrage opened a new position in MEDWORTH RX CORP COM STK (DE) worth $5.05M.

  • Castle Creek Arbitrage's largest Q3 2013 buy was MEDWORTH RX CORP COM STK (DE): 625,000 shares worth $5.05M.
  • Castle Creek Arbitrage added most to GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016) in Q3 2013, an estimated $37.5M increase.
  • Castle Creek Arbitrage's biggest Q3 2013 reduction was Golar LNG, cutting an estimated $366K.
  • Castle Creek Arbitrage fully exited General Motors in Q3 2013, selling an estimated $4.72M.
  • Castle Creek Arbitrage's ten largest holdings make up 52% of its $2.23B portfolio in Q3 2013.
  • Castle Creek Arbitrage opened 13 new positions and closed 9 in Q3 2013.
  • Castle Creek Arbitrage's portfolio value rose 1.4% quarter-over-quarter to $2.23B.

Based on Castle Creek Arbitrage's 13F filing for Q3 2013, filed 12 Nov 2013.