CCA

Castle Creek Arbitrage Portfolio holdings

AUM $425M
1-Year Est. Return 7.41%
This Quarter Est. Return
1 Year Est. Return
+7.41%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$2.07B
AUM Growth
–
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
90
New
Increased
Reduced
Closed

Top Buys

1
+$19.7M
2
+$16.7M
3
+$7.61M
4
ZAIS
ZAIS Group Holdings, Inc.
ZAIS
+$6.77M
5
OC.WS.B
OWENS CORNING INC WTS EXP 2013 SER B
OC.WS.B
+$5.22M

Top Sells

No sells this quarter

Sector Composition

1 Consumer Discretionary 0.21%
2 Energy 0.07%
3 Financials 0%
4 Healthcare 0%
5 Industrials 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1
$19.7M 0.89%
+590,000
2
$16.7M 0.76%
+309,431
3
– –
0
4
$7.61M 0.35%
+735,000
5
$6.77M 0.31%
+669,734
6
$5.22M 0.24%
+133,518
7
$4.39M 0.2%
+131,692
8
$3.76M 0.17%
+130,007
9
$3.35M 0.15%
+45,900
10
$1.56M 0.07%
+199,498
11
$1.38M 0.06%
+43,326
12
$769K 0.03%
+19,300
13
$457K 0.02%
+15,802
14
$333K 0.02%
+10,000
15
$230K 0.01%
+7,300
16
$214K 0.01%
+71,327
17
– –
0
18
– –
0
19
– –
0
20
– –
0
21
– –
0
22
– –
0
23
– –
0
24
– –
0
25
– –
0
1
2