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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
+1.15%
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
$1.69B
AUM Growth
-$281M
Cap. Flow
-$1.43B
Cap. Flow %
-84.64%
Top 10 Hldgs %
57.6%
Holding
95
New
16
Increased
–
Reduced
8
Closed
6

Top Buys

Rank Stock Value
1
AAPC
Atlantic Alliance Partnership Corp
AAPC
+$5.11M
2
XELA
Exela Technologies, Inc. Common Stock
XELA
+$2.95M
3
GOL
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
+$2.93M
4
CMA
Comerica
CMA
+$784K
5
STI
SunTrust Banks, Inc.
STI
+$466K

Top Sells

Rank Stock Value
1
COF.WS
Capital One Financial Corp
COF.WS
+$66.8M
2
GM.WS.C
GENERAL MTRS CO WTS EXP 12/31/15 (DE)
GM.WS.C
+$25.9M
3
CMA.WS
Comerica Incorporated Ws
CMA.WS
+$2.69M
4
KMI.WS
Kinder Morgan Inc
KMI.WS
+$1.95M
5
AGFS
AgroFresh Solutions Inc
AGFS
+$1.44M

Sector Composition

Rank Sector Weight
1 Materials 0.27%
2 Industrials 0.19%
3 Technology 0.1%
4 Financials 0.09%
5 Energy 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
PNC.WS
1
DELISTED
PNC Financial Services Group Inc
PNC.WS
$47.8M 2.82%
499,400
– –
WFC.WS
2
DELISTED
Wells Fargo & Company Ws
WFC.WS
$26.1M 1.54%
463,300
– –
ZIONW
3
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
$24.9M 1.47%
783,250
-12,150
-2% -$55.5K
KMI.WS
4
DELISTED
Kinder Morgan Inc
KMI.WS
$17.9M 1.06%
465,948
-476,552
-51% -$1.95M
JNPR
5
PUT
DELISTED
Juniper Networks
JNPR
$7.79M 0.46%
+300,000
New +$7.88M
ASB.WS
6
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$6.88M 0.41%
339,600
-800
-0.2% -$2.32K
AAPC
7
DELISTED
Atlantic Alliance Partnership Corp
AAPC
$5.09M 0.3%
+500,000
New +$5.11M
GLD icon
8
CALL
SPDR Gold Trust
GLD
$131B
$5.06M 0.3%
+45,000
New +$5.15M
FFIV icon
9
PUT
F5
FFIV
$22.1B
$4.81M 0.28%
+40,000
New +$4.92M
CAMB
10
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$4.73M 0.28%
475,000
– –
AGFS
11
DELISTED
AgroFresh Solutions Inc
AGFS
$4.54M 0.27%
363,100
-129,380
-26% -$1.44M
CMA.WS
12
DELISTED
Comerica Incorporated Ws
CMA.WS
$4.22M 0.25%
82,200
-136,800
-62% -$2.69M
ROIQW
13
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$4.1M 0.24%
400,000
– –
HUM icon
14
CALL
Humana
HUM
$46.7B
$3.83M 0.23%
+20,000
New +$3.71M
XELA
15
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$2.98M 0.18%
+25
New +$2.95M
GOL
16
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
$2.7M 0.16%
+570,500
New +$2.93M
TWI icon
17
PUT
Titan International
TWI
$516M
$2.69M 0.16%
250,000
– –
STI.WS.B
18
DELISTED
Suntrust Banks Inc
STI.WS.B
$2.54M 0.15%
59,100
– –
RYN icon
19
CALL
Rayonier
RYN
$6.49B
$2.25M 0.13%
+96,996
New +$2.28M
WAFDW
20
DELISTED
Washington Federal, Inc.
WAFDW
$2.09M 0.12%
89,382
– –
STI.WS.A
21
DELISTED
Suntrust Banks Inc
STI.WS.A
$1.97M 0.12%
45,800
– –
TTMI icon
22
TTM Technologies
TTMI
$13.6B
$1.49M 0.09%
149,000
– –
KSU
23
CALL
DELISTED
Kansas City Southern
KSU
$1.14M 0.07%
+12,500
New +$1.23M
SBNYW
24
DELISTED
Signature Bank Warrant
SBNYW
$827K 0.05%
5,649
– –
CMA
25
DELISTED
Comerica
CMA
$826K 0.05%
+16,099
New +$784K
1
2

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PC
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GCMG
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AGP
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KI
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MWM
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LBA
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CRG
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Castle Creek Arbitrage's Q2 2015 Portfolio in Review

As of Q2 2015, Castle Creek Arbitrage held 95 positions worth $1.69B, down 14% from $1.97B the previous quarter. Its ten largest holdings account for 58% of the portfolio.

Castle Creek Arbitrage withdrew a net $1.43B in Q2 2015, closing 6 positions and reducing 8 holdings. Its most notable exit was Capital One Financial Corp, an estimated $66.8M position sold in full.

By sector, the portfolio is most concentrated in Materials at 0.27% of assets, up from 0.24% a quarter earlier, followed by Industrials and Technology.

Against the trend, Castle Creek Arbitrage opened a new position in Atlantic Alliance Partnership Corp worth $5.09M.

  • Castle Creek Arbitrage's largest Q2 2015 buy was Atlantic Alliance Partnership Corp: 500,000 shares worth $5.09M.
  • Castle Creek Arbitrage's biggest Q2 2015 reduction was Comerica Incorporated Ws, cutting an estimated $2.69M.
  • Castle Creek Arbitrage fully exited Capital One Financial Corp in Q2 2015, selling an estimated $66.8M.
  • Castle Creek Arbitrage's ten largest holdings make up 58% of its $1.69B portfolio in Q2 2015.
  • Castle Creek Arbitrage opened 16 new positions and closed 6 in Q2 2015.
  • Castle Creek Arbitrage's portfolio value fell 14% quarter-over-quarter to $1.69B.

Based on Castle Creek Arbitrage's 13F filing for Q2 2015, filed 13 Aug 2015.