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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
+1.38%
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
$978M
AUM Growth
-$235M
Cap. Flow
-$858M
Cap. Flow %
-87.67%
Top 10 Hldgs %
68.63%
Holding
91
New
7
Increased
–
Reduced
5
Closed
12

Top Buys

Rank Stock Value
1
TSLA icon
Tesla
TSLA
+$5.01M
2
LCAHU
Landcadia Holdings, Inc. Unit
LCAHU
+$4.05M
3
CPAAU
Conyers Park Acquisition Corp. Unit
CPAAU
+$1.31M
4
SCACU
Saban Capital Acquisition Corp. Units
SCACU
+$1.01M
5
GRSHW
Gores Holdings, Inc. Warrants
GRSHW
+$914K

Top Sells

Rank Stock Value
1
GRSHU
Gores Holdings, Inc.
GRSHU
+$9M
2
TRTL
Terrapin 3 Acquisition Corporation Class A
TRTL
+$5.93M
3
LMB icon
Limbach Holdings
LMB
+$3.24M
4
AAPC
Atlantic Alliance Partnership Corp
AAPC
+$3.1M
5
ZIONW
Zions Bancorporation N.A. Warrants
ZIONW
+$218K

Sector Composition

Rank Sector Weight
1 Financials 1.59%
2 Technology 0.52%
3 Consumer Discretionary 0.48%
4 Industrials 0.3%
5 Materials 0.02%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WAFDW
26
DELISTED
Washington Federal, Inc.
WAFDW
$855K 0.09%
89,382
– –
SBNYW
27
DELISTED
Signature Bank Warrant
SBNYW
$503K 0.05%
5,649
– –
STI.WS.A
28
DELISTED
Suntrust Banks Inc
STI.WS.A
$503K 0.05%
44,700
– –
LINDW
29
DELISTED
Lindblad Expeditions Holdings Inc. Warrant
LINDW
$421K 0.04%
218,463
-200
-0.1% -$400
STI.WS.B
30
DELISTED
Suntrust Banks Inc
STI.WS.B
$308K 0.03%
56,038
– –
LNC.WS
31
DELISTED
Lincoln National Corporation
LNC.WS
$279K 0.03%
6,886
– –
BHAC
32
DELISTED
Barington/Hilco Acquisition Corp.
BHAC
$250K 0.03%
24,740
– –
EACQW
33
DELISTED
Easterly Acquisition Corp.
EACQW
$182K 0.02%
325,001
– –
NXEOW
34
DELISTED
Nexeo Solutions, Inc. Warrant
NXEOW
$170K 0.02%
+276,441
New +$192K
VRS
35
DELISTED
Verso Corporation
VRS
$168K 0.02%
+26,092
New +$220K
GPIAW
36
DELISTED
GP Investments Acquisition Corp
GPIAW
$168K 0.02%
262,495
– –
ARWAR
37
DELISTED
Arowana Inc
ARWAR
$140K 0.01%
700,000
– –
TRTLW
38
DELISTED
Terrapin 3 Acquisition Corporation
TRTLW
$133K 0.01%
845,000
– –
AGFSW
39
DELISTED
AgroFresh Solutions Inc Warrants
AGFSW
$107K 0.01%
144,248
-14,180
-9% -$12.1K
KMI.WS
40
DELISTED
Kinder Morgan Inc
KMI.WS
$94K 0.01%
5,600,000
– –
ARWAW
41
DELISTED
Arowana Inc
ARWAW
$74K 0.01%
700,000
– –
ALR.PRB
42
DELISTED
Alere Inc
ALR.PRB
– –
0
– –
CAG icon
43
CALL
Conagra Brands
CAG
$7.07B
– –
-64,250
Closed -$2.39M
INTC icon
44
PUT
Intel
INTC
$466B
– –
-200,000
Closed -$6.56M
LMB icon
45
Limbach Holdings
LMB
$867M
– –
-350,000
Closed -$3.24M
LMT icon
46
CALL
Lockheed Martin
LMT
$134B
– –
-2,200
Closed -$546K
SPY icon
47
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
– –
-210,000
Closed -$44M
STLD icon
48
PUT
Steel Dynamics
STLD
$35.6B
– –
-100,000
Closed -$2.45M
Z icon
49
PUT
Zillow
Z
$7.04B
– –
-50,000
Closed -$1.81M
TRTL
50
DELISTED
Terrapin 3 Acquisition Corporation Class A
TRTL
– –
-595,000
Closed -$5.93M
1
2
3

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Castle Creek Arbitrage's Q3 2016 Portfolio in Review

As of Q3 2016, Castle Creek Arbitrage held 91 positions worth $978M, down 19% from $1.21B the previous quarter. Its ten largest holdings account for 69% of the portfolio.

Castle Creek Arbitrage withdrew a net $858M in Q3 2016, closing 12 positions and reducing 5 holdings. Its most notable exit was Gores Holdings, Inc., an estimated $9M position sold in full.

By sector, the portfolio is most concentrated in Financials at 1.6% of assets, down from 1.8% a quarter earlier, followed by Technology and Consumer Discretionary.

Against the trend, Castle Creek Arbitrage opened a new position in Tesla worth $4.72M.

  • Castle Creek Arbitrage's largest Q3 2016 buy was Tesla: 346,680 shares worth $4.72M.
  • Castle Creek Arbitrage's biggest Q3 2016 reduction was Atlantic Alliance Partnership Corp, cutting an estimated $3.1M.
  • Castle Creek Arbitrage fully exited Gores Holdings, Inc. in Q3 2016, selling an estimated $9M.
  • Castle Creek Arbitrage's ten largest holdings make up 69% of its $978M portfolio in Q3 2016.
  • Castle Creek Arbitrage opened 7 new positions and closed 12 in Q3 2016.
  • Castle Creek Arbitrage's portfolio value fell 19% quarter-over-quarter to $978M.

Based on Castle Creek Arbitrage's 13F filing for Q3 2016, filed 14 Nov 2016.