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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
GM.WS.B
1
DELISTED
General Motors Company
GM.WS.B
$86.9M 3.81%
2,126,718
+989,739
+87% +$20.2M
GM icon
2
PUT
General Motors
GM
$74.7B
$71.3M 3.13%
1,743,900
+1,633,300
+1,477% +$61.7M
SPWR
3
PUT
DELISTED
SunPower Corporation Common Stock
SPWR
$32M 1.4%
1,637,555
+155,143
+10% +$3.1M
SEMG.WS
4
DELISTED
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
$30M 1.32%
460,079
+9,995
+2% +$374K
OCR.PRB
5
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
– –
0
– –
GM.WS.C
6
DELISTED
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
$16.7M 0.73%
408,968
+380,468
+1,335% +$1.78M
BAC.WS.B
7
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
$14.4M 0.63%
+927,700
New +$743K
SDRL
8
PUT
DELISTED
Seadrill Limited Common Stock
SDRL
$13.7M 0.6%
1,248
– –
XLU icon
9
CALL
State Street Utilities Select Sector SPDR ETF
XLU
$24.1B
$11.4M 0.5%
+600,000
New +$11.5M
IYR icon
10
CALL
iShares US Real Estate ETF
IYR
$4.59B
$9.46M 0.42%
+150,000
New +$9.66M
MCHP icon
11
PUT
Microchip Technology
MCHP
$42.8B
$8.95M 0.39%
400,000
+100,000
+33% +$2.1M
WCC
12
PUT
WESCO International
WCC
$16.2B
$8.2M 0.36%
90,000
-30,000
-25% -$2.5M
HIG.WS
13
DELISTED
Hartford Financial Services Grp
HIG.WS
$8.11M 0.36%
223,860
+146,263
+188% +$3.76M
TER icon
14
PUT
Teradyne
TER
$54.8B
$8.11M 0.36%
460,000
– –
HPAC
15
DELISTED
HYDE PK ACQUISITION CORP II COM STK (DE)
HPAC
$7.72M 0.34%
735,000
– –
ZIONW
16
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
$7.16M 0.31%
239,070
+141,713
+146% +$817K
MCP
17
PUT
DELISTED
MOLYCORP INC COM STK
MCP
$6M 0.26%
1,067,100
+167,500
+19% +$884K
ZAIS
18
DELISTED
ZAIS Group Holdings, Inc.
ZAIS
$5.09M 0.22%
500,000
-167,845
-25% -$1.71M
GM icon
19
CALL
General Motors
GM
$74.7B
$4.52M 0.2%
110,600
– –
VDTH
20
DELISTED
Videocon d2h Limited
VDTH
$4.36M 0.19%
+450,000
New +$4.39M
STI.WS.A
21
DELISTED
Suntrust Banks Inc
STI.WS.A
$4.09M 0.18%
111,200
+32,092
+41% +$292K
GDX icon
22
CALL
VanEck Gold Miners ETF
GDX
$23B
$3.38M 0.15%
160,000
– –
STI.WS.B
23
DELISTED
Suntrust Banks Inc
STI.WS.B
$3.21M 0.14%
87,200
+33,039
+61% +$149K
MWRX
24
DELISTED
MEDWORTH RX CORP COM STK (DE)
MWRX
$2.68M 0.12%
330,000
-295,000
-47% -$2.38M
SFL icon
25
PUT
SFL Corp
SFL
$1.59B
$2.46M 0.11%
+150,000
New +$2.45M
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.