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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
-0.5%
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
$1.25B
AUM Growth
-$439M
Cap. Flow
-$1.19B
Cap. Flow %
-94.93%
Top 10 Hldgs %
61.57%
Holding
104
New
16
Increased
3
Reduced
4
Closed
13

Top Buys

Rank Stock Value
1
WFC icon
Wells Fargo
WFC
+$16.6M
2
GRSHU
Gores Holdings, Inc.
GRSHU
+$9.07M
3
BLVDU
Boulevard Acquisition Corp. II
BLVDU
+$5.98M
4
EAGLU
Double Eagle Acquisition Corp.
EAGLU
+$5.07M
5
PACEU
Pace Holdings Corp.
PACEU
+$4.89M

Top Sells

Rank Stock Value
1
WFC.WS
Wells Fargo & Company Ws
WFC.WS
+$26.1M
2
KMI.WS
Kinder Morgan Inc
KMI.WS
+$17.9M
3
AGFS
AgroFresh Solutions Inc
AGFS
+$4.54M
4
GOL
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
+$2.7M
5
TTMI icon
TTM Technologies
TTMI
+$1.49M

Sector Composition

Rank Sector Weight
1 Financials 1.31%
2 Industrials 0.29%
3 Energy 0%
4 Materials 0%
5 Technology 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
WFC icon
1
Wells Fargo
WFC
$261B
$15.5M 1.24%
+302,682
New +$16.6M
PNC.WS
2
DELISTED
PNC Financial Services Group Inc
PNC.WS
$12.1M 0.97%
499,400
– –
GRSHU
3
DELISTED
Gores Holdings, Inc.
GRSHU
$9.08M 0.72%
+900,000
New +$9.07M
JNPR
4
PUT
DELISTED
Juniper Networks
JNPR
$7.71M 0.62%
300,000
– –
MU icon
5
PUT
Micron Technology
MU
$1.04T
$7.49M 0.6%
+500,000
New +$8.6M
VXX
6
PUT
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
$6.41M 0.51%
+15,625
New +$5.2M
AMZN icon
7
PUT
Amazon
AMZN
$2.5T
$6.4M 0.51%
+250,000
New +$6.32M
BLVDU
8
DELISTED
Boulevard Acquisition Corp. II
BLVDU
$5.98M 0.48%
+600,000
New +$5.98M
AAPC
9
DELISTED
Atlantic Alliance Partnership Corp
AAPC
$5.08M 0.4%
500,000
– –
EAGLU
10
DELISTED
Double Eagle Acquisition Corp.
EAGLU
$5.07M 0.4%
+500,000
New +$5.07M
PACEU
11
DELISTED
Pace Holdings Corp.
PACEU
$4.91M 0.39%
+481,326
New +$4.89M
DD
12
PUT
DELISTED
Du Pont De Nemours E I
DD
$4.82M 0.38%
+100,000
New +$5.34M
GLD icon
13
CALL
SPDR Gold Trust
GLD
$131B
$4.81M 0.38%
45,000
– –
CAMB
14
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$4.74M 0.38%
475,000
– –
XELA
15
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$2.97M 0.24%
25
– –
ZIONW
16
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
$2.77M 0.22%
782,750
-500
-0.1% -$2.24K
RYN icon
17
CALL
Rayonier
RYN
$6.49B
$1.94M 0.16%
96,996
– –
YHOO
18
CALL
DELISTED
Yahoo Inc
YHOO
$1.45M 0.12%
+50,000
New +$1.73M
POM
19
CALL
DELISTED
PEPCO HOLDINGS, INC.
POM
$1.21M 0.1%
+50,000
New +$1.27M
CMA.WS
20
DELISTED
Comerica Incorporated Ws
CMA.WS
$1.04M 0.08%
82,200
– –
ASB.WS
21
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$752K 0.06%
339,600
– –
TWI icon
22
PUT
Titan International
TWI
$516M
$661K 0.05%
100,000
-150,000
-60% -$1.31M
TWI icon
23
Titan International
TWI
$516M
$628K 0.05%
95,000
+77,500
+443% +$675K
SBNYW
24
DELISTED
Signature Bank Warrant
SBNYW
$608K 0.05%
5,649
– –
WAFDW
25
DELISTED
Washington Federal, Inc.
WAFDW
$485K 0.04%
89,382
– –
1
2

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AGP
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KI
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MWM
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LBA
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Castle Creek Arbitrage's Q3 2015 Portfolio in Review

As of Q3 2015, Castle Creek Arbitrage held 104 positions worth $1.25B, down 26% from $1.69B the previous quarter. Its ten largest holdings account for 62% of the portfolio.

Castle Creek Arbitrage withdrew a net $1.19B in Q3 2015, closing 13 positions and reducing 4 holdings. Its most notable exit was Wells Fargo & Company Ws, an estimated $26.1M position sold in full.

By sector, the portfolio is most concentrated in Financials at 1.3% of assets, up from 0.09% a quarter earlier, followed by Industrials and Energy.

Against the trend, Castle Creek Arbitrage opened a new position in Wells Fargo worth $15.5M.

  • Castle Creek Arbitrage's largest Q3 2015 buy was Wells Fargo: 302,682 shares worth $15.5M.
  • Castle Creek Arbitrage added most to Titan International in Q3 2015, an estimated $675K increase.
  • Castle Creek Arbitrage's biggest Q3 2015 reduction was Comerica, cutting an estimated $455K.
  • Castle Creek Arbitrage fully exited Wells Fargo & Company Ws in Q3 2015, selling an estimated $26.1M.
  • Castle Creek Arbitrage's ten largest holdings make up 62% of its $1.25B portfolio in Q3 2015.
  • Castle Creek Arbitrage opened 16 new positions and closed 13 in Q3 2015.
  • Castle Creek Arbitrage's portfolio value fell 26% quarter-over-quarter to $1.25B.

Based on Castle Creek Arbitrage's 13F filing for Q3 2015, filed 16 Nov 2015.