CCA

Castle Creek Arbitrage Portfolio holdings

AUM $425M
This Quarter Return
-0.45%
1 Year Return
+7.41%
3 Year Return
+16.15%
5 Year Return
+25.43%
10 Year Return
+42.73%
AUM
$1.21B
AUM Growth
+$1.21B
Cap. Flow
-$794K
Cap. Flow %
-0.07%
Top 10 Hldgs %
63.75%
Holding
110
New
10
Increased
3
Reduced
3
Closed
9

Top Buys

1
WFC icon
Wells Fargo
WFC
$15.5M
2
GRSHU
Gores Holdings, Inc.
GRSHU
$9.08M
3
EACQU
Easterly Acquisition Corp. Unit
EACQU
$6.57M
4
GPACU
Global Partner Acquisition Corp. Units
GPACU
$6M
5
BLVDU
Boulevard Acquisition Corp. II
BLVDU
$5.98M

Top Sells

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. Common Stock
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

1 Financials 1.36%
2 Industrials 0.3%
3 Healthcare 0%
4 Materials 0%
5 Real Estate 0%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
STI.WS.A
26
DELISTED
Suntrust Banks Inc
STI.WS.A
$387K 0.03%
45,800
– –
AGFSW
27
DELISTED
AgroFresh Solutions, Inc. Warrants
AGFSW
$309K 0.02%
+158,428
New +$309K
LNC.WS
28
DELISTED
Lincoln National Corporation
LNC.WS
$271K 0.02%
6,886
– –
CMA icon
29
Comerica
CMA
$9B
$251K 0.02%
6,099
-10,000
-62% -$412K
BHAC
30
DELISTED
Barington/Hilco Acquisition Corp.
BHAC
$243K 0.02%
24,740
– –
STI.WS.B
31
DELISTED
Suntrust Banks Inc
STI.WS.B
$200K 0.02%
59,100
– –
TRTLW
32
DELISTED
Terrapin 3 Acquisition Corporation
TRTLW
$122K 0.01%
250,000
– –
ROIQW
33
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$114K 0.01%
313,600
-86,400
-22% -$31.4K
ALR.PRB
34
DELISTED
Alere Inc
ALR.PRB
– –
0
– -$53K
KMI.WS
35
DELISTED
Kinder Morgan Inc
KMI.WS
– –
-465,948
Closed -$17.9M
VXX
36
DELISTED
iPath S&P 500 VIX Short-Term Futures ETN due 1/30/2019
VXX
– –
0
– –
POM
37
DELISTED
PEPCO HOLDINGS, INC.
POM
– –
0
– –
AMZN icon
38
Amazon
AMZN
$2.41T
– –
0
– –
BB icon
39
BlackBerry
BB
$2.24B
– –
0
– –
FFIV icon
40
F5
FFIV
$17.8B
– –
0
– –
GLD icon
41
SPDR Gold Trust
GLD
$111B
– –
0
– –
HUM icon
42
Humana
HUM
$37.5B
– –
0
– –
JNPR
43
DELISTED
Juniper Networks
JNPR
– –
0
– –
LEU icon
44
Centrus Energy
LEU
$3.67B
– –
-14,745
Closed -$61K
MU icon
45
Micron Technology
MU
$133B
– –
0
– –
NOK icon
46
Nokia
NOK
$23.6B
– –
-29,130
Closed -$200K
RYN icon
47
Rayonier
RYN
$3.97B
– –
0
– –
TTMI icon
48
TTM Technologies
TTMI
$4.78B
– –
-149,000
Closed -$1.49M
GOL
49
DELISTED
Gol Linhas Aéreas Inteligentes S.A. American Depositary Shares (Each representing Ten Preferred Shares)
GOL
– –
-570,500
Closed -$2.7M
AGFS
50
DELISTED
AgroFresh Solutions, Inc. Common Stock
AGFS
– –
-363,100
Closed -$4.54M
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