CCA

Castle Creek Arbitrage Portfolio holdings

AUM $425M
1-Year Est. Return 7.4%
This Fund
S&P 500
This Quarter Est. Return
1 Year Est. Return
+7.4%
3 Year Est. Return
5 Year Est. Return
10 Year Est. Return
AUM
$1.59B
AUM Growth
+$86.7M
Cap. Flow
Cap. Flow %
Top 10 Hldgs %
Holding
101
New
Increased
Reduced
Closed

Top Buys

1
+$23.6M
2
+$5.87M
3
+$5.69M
4
SEMG.WS
SEMGROUP CORP WT EXP 11/30/2014
SEMG.WS
+$1.11M
5
HIG.WS
Hartford Financial Services Grp
HIG.WS
+$468K

Top Sells

1
+$15.6M
2
+$2.5M
3
+$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 0.3%
2 Industrials 0.12%
3 Energy 0.07%
4 Technology 0.03%
5 Consumer Discretionary 0%
Name Market Value Portfolio Weight Shares or Principal Change
in Stake 		Capital Flow
1
$40M 2.52%
490,400
+147,300
2
$34.3M 2.16%
411,816
+19,142
3
$22.5M 1.41%
+588,000
4
$15.6M 0.98%
536,700
+16,022
5
$6.54M 0.41%
131,100
+6,100
6
$6.46M 0.41%
650,000
7
$6.16M 0.39%
353,833
+9,501
8
$4.78M 0.3%
492,480
-7,520
9
$4.63M 0.29%
475,000
10
$3.94M 0.25%
400,000
11
$2.95M 0.19%
77,500
-5,300
12
$2.73M 0.17%
71,900
+1,900
13
$1.94M 0.12%
198,400
14
$1.13M 0.07%
+110,700
15
$633K 0.04%
5,649
16
$629K 0.04%
+16,882
17
$416K 0.03%
49,130
18
$319K 0.02%
15,646
+4,199
19
– –
0
20
$132K 0.01%
63,945
21
– –
0
22
$19K ﹤0.01%
41,549
23
– –
0
24
– –
-45,540
25
– –
0
1
2