CCA

Castle Creek Arbitrage Portfolio holdings

AUM $425M
This Quarter Return
+0.1%
1 Year Return
+7.41%
3 Year Return
+16.15%
5 Year Return
+25.43%
10 Year Return
+42.73%
AUM
$1.59B
AUM Growth
+$1.59B
Cap. Flow
+$15.1M
Cap. Flow %
0.95%
Top 10 Hldgs %
64.35%
Holding
101
New
6
Increased
10
Reduced
2
Closed
9

Top Buys

1
FXI icon
iShares China Large-Cap ETF
FXI
$22.5M
2
COF.WS
Capital One Financial Corp
COF.WS
$12M
3
TRTLU
Terrapin 3 Acquisition
TRTLU
$6.03M
4
SEMG.WS
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
$1.59M
5
LEU icon
Centrus Energy
LEU
$1.13M

Top Sells

1
BAC icon
Bank of America
BAC
$15.6M
2
GM.WS.A
GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016)
GM.WS.A
$2.5M
3
ROIQ
ROI ACQUISITION CORP II COM STK
ROIQ
$2.43M
4
KODK.WS
Eastman Kodak Company
KODK.WS
$1.11M
5
MTB.WS
M&T Bank Corporation
MTB.WS
$447K

Sector Composition

1 Materials 0.37%
2 Industrials 0.12%
3 Technology 0.03%
4 Consumer Discretionary 0%
5 Energy 0%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
COF.WS
1
DELISTED
Capital One Financial Corp
COF.WS
$40M 2.33% 490,400 +147,300 +43% +$12M
SEMG.WS
2
DELISTED
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
$34.3M 2% 411,816 +19,142 +5% +$1.59M
FXI icon
3
iShares China Large-Cap ETF
FXI
$6.65B
$22.5M 1.31% +588,000 New +$22.5M
ZIONW
4
DELISTED
Zions Bancorporation N.A. Warrants
ZIONW
$15.6M 0.91% 536,700 +16,022 +3% +$466K
CMA.WS
5
DELISTED
Comerica Incorporated Ws
CMA.WS
$6.54M 0.38% 131,100 +6,100 +5% +$304K
VDTH
6
DELISTED
Videocon d2h Limited
VDTH
$6.46M 0.38% 650,000 – –
ASB.WS
7
DELISTED
Associated Banc-Corp Warrants
ASB.WS
$6.16M 0.36% 353,833 +9,501 +3% +$166K
TRTLU
8
DELISTED
Terrapin 3 Acquisition
TRTLU
$6.03M 0.35% +600,000 New +$6.03M
CATYW
9
DELISTED
Cathay General Bancorp Warrant
CATYW
$5.75M 0.34% 231,534 +4,065 +2% +$101K
AGFS
10
DELISTED
AgroFresh Solutions, Inc. Common Stock
AGFS
$4.78M 0.28% 492,480 -7,520 -2% -$72.9K
CAMB
11
DELISTED
CAMBRIDGE CAP ACQUISITION CORP (DE)
CAMB
$4.63M 0.27% 475,000 – –
ROIQW
12
DELISTED
ROI ACQUISITION CORP WT EXP 2/28/2017 (DE)
ROIQW
$3.94M 0.23% 400,000 – –
WTFCW
13
DELISTED
Wintrust Financial Corporation
WTFCW
$3.48M 0.2% 77,949 +31 +0% +$1.39K
STI.WS.B
14
DELISTED
Suntrust Banks Inc
STI.WS.B
$2.95M 0.17% 77,500 -5,300 -6% -$202K
STI.WS.A
15
DELISTED
Suntrust Banks Inc
STI.WS.A
$2.73M 0.16% 71,900 +1,900 +3% +$72.2K
TCBIW
16
DELISTED
Texas Capital Bancshares, Inc. Warrant
TCBIW
$2.32M 0.14% 40,200 – –
BLBD icon
17
Blue Bird Corp
BLBD
$1.85B
$1.94M 0.11% 198,400 – –
LEU icon
18
Centrus Energy
LEU
$3.67B
$1.13M 0.07% +110,700 New +$1.13M
SBNYW
19
DELISTED
Signature Bank Warrant
SBNYW
$633K 0.04% 5,649 – –
HIG.WS
20
DELISTED
Hartford Financial Services Grp
HIG.WS
$629K 0.04% +16,882 New +$629K
NOK icon
21
Nokia
NOK
$23.1B
$416K 0.02% 49,130 – –
WAFDW
22
DELISTED
Washington Federal, Inc.
WAFDW
$319K 0.02% 15,646 +4,199 +37% +$85.6K
OCR.PRB
23
DELISTED
OMNICARE CAP TR II SER B 4% TR PFD INCM EQTY REDM SEC PIERS
OCR.PRB
– – 0 – –
RXII
24
DELISTED
GALENA BIOPHARMA INC COM
RXII
$132K 0.01% 63,945 – –
ALR.PRB
25
DELISTED
Alere Inc
ALR.PRB
– – 0 – –
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