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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
+6.09%
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
$1.18B
AUM Growth
+$554M
Cap. Flow
-$237M
Cap. Flow %
-20.15%
Top 10 Hldgs %
56.71%
Holding
172
New
36
Increased
12
Reduced
8
Closed
22

Top Buys

Rank Stock Value
1
GCMG icon
GCM Grosvenor
GCMG
+$13.8M
2
FSR
Fisker Inc.
FSR
+$12.3M
3
TRIT
Triterras, Inc. Class A Ordinary Shares
TRIT
+$10.2M
4
ASLE icon
AerSale
ASLE
+$8.97M
5
ROCHU
Roth CH Acquisition I Co. Unit
ROCHU
+$6.8M

Top Sells

Rank Stock Value
1
NFINU
Netfin Acquisition Corp. Unit
NFINU
+$10.2M
2
GB
Global Blue Group Holding
GB
+$8.69M
3
SONY icon
Sony
SONY
+$7.1M
4
SAMAU
Schultze Special Purpose Acquisition Corp. Unit
SAMAU
+$6.03M
5
VLDR
Velodyne Lidar, Inc. Common Stock
VLDR
+$5.83M

Sector Composition

Rank Sector Weight
1 Consumer Discretionary 4.46%
2 Industrials 2.74%
3 Technology 2.67%
4 Financials 2.1%
5 Real Estate 1%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
NESRW
101
DELISTED
National Energy Services Reunited Corp. Warrant
NESRW
$23K ﹤0.01%
47,519
– –
KXIN icon
102
Kaixin Holdings
KXIN
$8.93M
– –
0
– –
GSMGW
103
DELISTED
Cheer Holding, Inc. Warrant expiring 2/13/2025
GSMGW
$15K ﹤0.01%
400,000
– –
ROSEW
104
DELISTED
Rosehill Resources Inc.
ROSEW
$11K ﹤0.01%
150,271
– –
STRDW
105
DELISTED
Sitio Royalties Corp. Warrant
STRDW
$8K ﹤0.01%
91,380
– –
CSCO icon
106
PUT
Cisco
CSCO
$452B
– –
-20,000
Closed -$786K
GB
107
DELISTED
Global Blue Group Holding
GB
– –
-859,000
Closed -$8.69M
HYG icon
108
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$15.9B
– –
-18,486
Closed -$1.43M
KHC icon
109
CALL
Kraft Heinz
KHC
$31.1B
– –
-52,000
Closed -$1.29M
SONY icon
110
Sony
SONY
$131B
– –
-600,040
Closed -$7.1M
XHB icon
111
CALL
State Street SPDR S&P Homebuilders ETF
XHB
$1.68B
– –
-25,000
Closed -$745K
XME icon
112
CALL
State Street SPDR S&P Metals & Mining ETF
XME
$3.96B
– –
-50,000
Closed -$807K
FREE
113
DELISTED
Whole Earth Brands, Inc. Class A Common Stock
FREE
– –
-100,000
Closed -$985K
TTCF
114
DELISTED
Tattooed Chef, Inc Class A Common Stock
TTCF
– –
-354,000
Closed -$3.64M
VLDR
115
DELISTED
Velodyne Lidar, Inc. Common Stock
VLDR
– –
-573,000
Closed -$5.83M
DFNS.U
116
DELISTED
LGL Systems Acquisition Corp. Units
DFNS.U
– –
-300,000
Closed -$3M
AMCIU
117
DELISTED
AMCI Acquisition Corp Unit
AMCIU
– –
-120,000
Closed -$1.24M
LFACU
118
DELISTED
LF Capital Acquistion Corp. Unit
LFACU
– –
-228,346
Closed -$2.35M
SAMAU
119
DELISTED
Schultze Special Purpose Acquisition Corp. Unit
SAMAU
– –
-585,000
Closed -$6.03M
CFFAU
120
DELISTED
CF Finance Acquisition Corp. Unit
CFFAU
– –
-190,000
Closed -$2.03M
NFINU
121
DELISTED
Netfin Acquisition Corp. Unit
NFINU
– –
-1,015,000
Closed -$10.2M
SHLL.U
122
DELISTED
Tortoise Acquisition Corp. Units, each consisting of one share of Class A Common Stock and one-half
SHLL.U
– –
-50,800
Closed -$493K
CCH.U
123
DELISTED
Collier Creek Holdings Units, each consisting of one Class A ordinary share, $0.0001 par value, and
CCH.U
– –
-120,000
Closed -$1.23M
ARYAU
124
DELISTED
ARYA Sciences Acquisiton Corp. Unit
ARYAU
– –
-50,000
Closed -$550K
VTIQW
125
DELISTED
VectoIQ Acquisition Corp. Warrant
VTIQW
– –
-66,082
Closed -$123K
2 3 4
5
6

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Castle Creek Arbitrage's Q2 2020 Portfolio in Review

As of Q2 2020, Castle Creek Arbitrage held 172 positions worth $1.18B, up 89% from $624M the previous quarter. Its ten largest holdings account for 57% of the portfolio.

Castle Creek Arbitrage withdrew a net $237M in Q2 2020, closing 22 positions and reducing 8 holdings. Its most notable exit was Netfin Acquisition Corp. Unit, an estimated $10.2M position sold in full.

By sector, the portfolio is most concentrated in Consumer Discretionary at 4.5% of assets, up from 3.8% a quarter earlier, followed by Industrials and Technology.

Against the trend, Castle Creek Arbitrage opened a new position in GCM Grosvenor worth $14.4M.

  • Castle Creek Arbitrage's largest Q2 2020 buy was GCM Grosvenor: 1,326,763 shares worth $14.4M.
  • Castle Creek Arbitrage added most to Fisker Inc. in Q2 2020, an estimated $12.3M increase.
  • Castle Creek Arbitrage's biggest Q2 2020 reduction was Alta Equipment Group, cutting an estimated $194K.
  • Castle Creek Arbitrage fully exited Netfin Acquisition Corp. Unit in Q2 2020, selling an estimated $10.2M.
  • Castle Creek Arbitrage's ten largest holdings make up 57% of its $1.18B portfolio in Q2 2020.
  • Castle Creek Arbitrage opened 36 new positions and closed 22 in Q2 2020.
  • Castle Creek Arbitrage's portfolio value rose 89% quarter-over-quarter to $1.18B.

Based on Castle Creek Arbitrage's 13F filing for Q2 2020, filed 3 Aug 2020.