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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
GM icon
1
PUT
General Motors
GM
$74.7B
$35.4M 1.84%
1,029,300
-714,600
-41% -$26.2M
GM icon
2
General Motors
GM
$74.7B
$34.2M 1.77%
+993,100
New +$36.5M
SEMG.WS
3
DELISTED
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
$30.6M 1.59%
466,423
+6,344
+1% +$253K
GM icon
4
CALL
General Motors
GM
$74.7B
$21.6M 1.12%
627,700
+517,100
+468% +$19M
BAC.WS.B
5
DELISTED
Bank Of America Corporation Ws B
BAC.WS.B
$19.3M 1%
1,123,600
+195,900
+21% +$175K
BAC icon
6
Bank of America
BAC
$435B
$19.2M 1%
1,118,360
+1,062,860
+1,915% +$17.9M
BAC icon
7
PUT
Bank of America
BAC
$435B
$17.3M 0.9%
+1,006,000
New +$16.9M
OCR.PRB
8
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
– –
0
– –
ZIONW
9
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
$12.3M 0.64%
396,480
+157,410
+66% +$997K
HIG.WS
10
DELISTED
Hartford Financial Services Grp
HIG.WS
$8.47M 0.44%
240,197
+16,337
+7% +$426K
QCOM icon
11
CALL
Qualcomm
QCOM
$176B
$7.89M 0.41%
+100,000
New +$7.53M
QCOM icon
12
PUT
Qualcomm
QCOM
$176B
$7.89M 0.41%
+100,000
New +$7.53M
HPAC
13
DELISTED
HYDE PK ACQUISITION CORP II COM STK (DE)
HPAC
$7.7M 0.4%
735,000
– –
CMA.WS
14
DELISTED
Comerica Incorporated Ws
CMA.WS
$4.81M 0.25%
+92,800
New +$1.78M
VDTH
15
DELISTED
Videocon d2h Limited
VDTH
$4.37M 0.23%
450,000
– –
MCP
16
PUT
DELISTED
MOLYCORP INC COM STK
MCP
$4.03M 0.21%
859,300
-207,800
-19% -$1.07M
ROIQW
17
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$3.88M 0.2%
+400,000
New +$3.88M
STI.WS.B
18
DELISTED
Suntrust Banks Inc
STI.WS.B
$3.25M 0.17%
81,700
-5,500
-6% -$30.6K
LNC.WS
19
DELISTED
Lincoln National Corporation
LNC.WS
$3.06M 0.16%
60,352
+26,341
+77% +$1.08M
STI.WS.A
20
DELISTED
Suntrust Banks Inc
STI.WS.A
$2.79M 0.14%
70,000
-41,200
-37% -$437K
ROIQ
21
DELISTED
ROI ACQUISITION CORP II COM STK
ROIQ
$2.41M 0.12%
+248,400
New +$2.42M
MWRX
22
DELISTED
MEDWORTH RX CORP COM STK (DE)
MWRX
$2.12M 0.11%
261,750
-68,250
-21% -$552K
UAA icon
23
PUT
Under Armour
UAA
$3B
$2.06M 0.11%
+72,511
New +$1.88M
KODK.WS
24
DELISTED
Eastman Kodak Company
KODK.WS
$1.5M 0.08%
44,895
+4,274
+11% +$64.3K
COF.WS
25
DELISTED
Capital One Financial Corp
COF.WS
$1.14M 0.06%
14,800
+7,300
+97% +$237K
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.