We are live on ! Find out more
CCA

Castle Creek Arbitrage Portfolio holdings

AUM $425M
1-Year Est. Return 7.4%
This Fund
S&P 500
This Quarter Est. Return
-0.12%
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
$1.21B
AUM Growth
-$34.6M
Cap. Flow
-$925M
Cap. Flow %
-76.29%
Top 10 Hldgs %
68.73%
Holding
95
New
17
Increased
2
Reduced
5
Closed
6

Top Buys

Rank Stock Value
1
EACQ
Easterly Acquisition Corp
EACQ
+$6.31M
2
TRTL
Terrapin 3 Acquisition Corporation Class A
TRTL
+$5.91M
3
RMNI icon
Rimini Street
RMNI
+$5.15M
4
GPIAW
GP Investments Acquisition Corp
GPIAW
+$166K
5
TRTLW
Terrapin 3 Acquisition Corporation
TRTLW
+$160K

Top Sells

Rank Stock Value
1
NXEO
Nexeo Solutions, Inc. Common Stock
NXEO
+$2.91M
2
ZIONW
Zions Bancorporation N.A. Warrants
ZIONW
+$92K
3
STI.WS.B
Suntrust Banks Inc
STI.WS.B
+$10.9K
4
STI.WS.A
Suntrust Banks Inc
STI.WS.A
+$1K

Sector Composition

Rank Sector Weight
1 Financials 1.76%
2 Industrials 0.51%
3 Technology 0.42%
4 Materials 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
SPY icon
1
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$778B
$44M 3.63%
+210,000
New +$43.6M
MU icon
2
PUT
Micron Technology
MU
$1.04T
$36.4M 3%
2,648,700
+1,000,000
+61% +$11.4M
GRSHU
3
DELISTED
Gores Holdings, Inc.
GRSHU
$9M 0.74%
900,000
– –
ARWA
4
DELISTED
Arowana Inc.
ARWA
$8.78M 0.72%
872,500
– –
PNC.WS
5
DELISTED
PNC Financial Services Group Inc
PNC.WS
$8.64M 0.71%
499,400
– –
INTC icon
6
PUT
Intel
INTC
$464B
$6.56M 0.54%
+200,000
New +$6.27M
EACQ
7
DELISTED
Easterly Acquisition Corp
EACQ
$6.36M 0.52%
+650,000
New +$6.31M
BLVDU
8
DELISTED
Boulevard Acquisition Corp. II
BLVDU
$5.93M 0.49%
600,000
– –
TRTL
9
DELISTED
Terrapin 3 Acquisition Corporation Class A
TRTL
$5.93M 0.49%
+595,000
New +$5.91M
CLACU
10
DELISTED
Capitol Acquisition Corp. III Unit
CLACU
$5.92M 0.49%
600,000
– –
AAPC
11
DELISTED
Atlantic Alliance Partnership Corp
AAPC
$5.18M 0.43%
500,000
– –
RMNI icon
12
Rimini Street
RMNI
$408M
$5.09M 0.42%
+524,990
New +$5.15M
EAGLU
13
DELISTED
Double Eagle Acquisition Corp.
EAGLU
$4.99M 0.41%
500,000
– –
PACEU
14
DELISTED
Pace Holdings Corp.
PACEU
$4.78M 0.39%
481,326
– –
CVX icon
15
CALL
Chevron
CVX
$388B
$4.72M 0.39%
+45,000
New +$4.53M
MA icon
16
CALL
Mastercard
MA
$477B
$4.4M 0.36%
+50,000
New +$4.77M
KLREU
17
DELISTED
KLR Energy Acquisition Corp.
KLREU
$4.04M 0.33%
399,000
– –
T icon
18
CALL
AT&T
T
$165B
$3.89M 0.32%
+119,160
New +$3.55M
LMB icon
19
Limbach Holdings
LMB
$867M
$3.24M 0.27%
350,000
– –
XELA
20
DELISTED
Exela Technologies, Inc. Common Stock
XELA
$2.97M 0.24%
25
– –
CMCSA icon
21
CALL
Comcast
CMCSA
$79.7B
$2.93M 0.24%
+90,000
New +$2.79M
STLD icon
22
PUT
Steel Dynamics
STLD
$35.6B
$2.45M 0.2%
+100,000
New +$2.44M
CAG icon
23
CALL
Conagra Brands
CAG
$7.07B
$2.39M 0.2%
+64,250
New +$2.29M
PAACU
24
DELISTED
Pacific Special Acquisition Corp. Units
PAACU
$2.07M 0.17%
200,000
– –
Z icon
25
PUT
Zillow
Z
$7.04B
$1.81M 0.15%
+50,000
New +$1.39M
1
2

Similar funds

PAM
Private Asset Management San Diego, California $426M AUM 20.27% 1-Year Est. Return
PC
PM Capital Sydney, Australia $426M AUM 46.03% 1-Year Est. Return
GCMG
Gyroscope Capital Management Group Naples, Florida $436M AUM 17.45% 1-Year Est. Return
AGP
Akaris Global Partners New York $395M AUM 40.82% 1-Year Est. Return
KI
Kensington Investments Amsterdam, Netherlands $390M AUM 222.61% 1-Year Est. Return
MWM
Madison Wealth Management Cincinnati, Ohio $476M AUM 18.78% 1-Year Est. Return
LBA
Lowell Blake & Associates Boston, Massachusetts $355M AUM 33.69% 1-Year Est. Return
CRG
Cornerstone Retirement Group Reno, Nevada $350M AUM 8.07% 1-Year Est. Return

Castle Creek Arbitrage's Q2 2016 Portfolio in Review

As of Q2 2016, Castle Creek Arbitrage held 95 positions worth $1.21B, down 2.8% from $1.25B the previous quarter. Its ten largest holdings account for 69% of the portfolio.

Castle Creek Arbitrage withdrew a net $925M in Q2 2016, closing 6 positions and reducing 5 holdings. Its most notable exit was Nexeo Solutions, Inc. Common Stock, an estimated $2.91M position sold in full.

By sector, the portfolio is most concentrated in Financials at 1.8% of assets, up from 0.72% a quarter earlier, followed by Industrials and Technology.

Against the trend, Castle Creek Arbitrage opened a new position in Easterly Acquisition Corp worth $6.36M.

  • Castle Creek Arbitrage's largest Q2 2016 buy was Easterly Acquisition Corp: 650,000 shares worth $6.36M.
  • Castle Creek Arbitrage added most to Terrapin 3 Acquisition Corporation in Q2 2016, an estimated $160K increase.
  • Castle Creek Arbitrage's biggest Q2 2016 reduction was Zions Bancorporation N.A. Warrants, cutting an estimated $92K.
  • Castle Creek Arbitrage fully exited Nexeo Solutions, Inc. Common Stock in Q2 2016, selling an estimated $2.91M.
  • Castle Creek Arbitrage's ten largest holdings make up 69% of its $1.21B portfolio in Q2 2016.
  • Castle Creek Arbitrage opened 17 new positions and closed 6 in Q2 2016.
  • Castle Creek Arbitrage's portfolio value fell 2.8% quarter-over-quarter to $1.21B.

Based on Castle Creek Arbitrage's 13F filing for Q2 2016, filed 15 Aug 2016.