Castle Creek Arbitrage

Latest statistics and disclosures from Castle Creek Arbitrage's latest quarterly 13F-HR filing:

Castle Creek Arbitrage portfolio companies for June 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Verisign Inc sdcv 3.250% 8/1 23.83 114.69M 2.52 0.00
Tesla Mtrs Inc note 1.500% 6/0 11.58 82.63M +38.00% 1.70 0.00
Mu Us conv 7.94 64.17M -8.00% 1.50 0.00
Wesco Intl Inc dbcv 6.000% 9/1 5.11 34.61M 1.79 0.00
Micron Technology Inc bond 4.27 33.62M 1.54 0.00
SPDR S&P; 500 ETF (SPY) 3.63 210000 NEW 209.48 205.25
Tesaro Inc note 3.000%10/0 3.52 17.03M 2.51 0.00
Cemex Sab De Cv conv bnd 3.13 36.85M -34.00% 1.03 0.00
Micron Technology (MU) 3.01 2.65M +429.00% 13.76 27.78
Ryland Group note 2.70 25.61M 1.28 0.00
Trulia Inc. 2.750% December 15, 2020 ccb 2.17 16.80M -40.00% 1.57 0.00
Cien 4 12/15/20 1.63 15.71M 1.26 0.00
Microchip Technology Inc note 1.625% 2/1 1.51 16.50M NEW 1.11 0.00
Nvidia Corp note 1.000 12/0 1.15 6.00M NEW 2.33 0.00
Integra Lifesciences Holdings conv bnd 1.13 9.00M NEW 1.52 0.00
Thrx 2 1/8 01/15/23 1.13 17.11M 0.80 0.00
Molina Healthcare Inc. conv 1.11 10.00M 1.35 0.00
Ctrip.com Inter Ltd. conv 1.11 11.00M +633.00% 1.22 0.00
Starwood Waypoint Residentl note 4.500%10/1 added 0.82 9.00M NEW 1.10 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.78 4.49M 2.11 0.00
Mentor Graphics 4% 2031 conv 0.75 8.29M -69.00% 1.10 0.00
Gores Hldgs Inc unit 99/99/9999 0.74 900000 10.00 0.00
Arowana Inc shs 0.72 872500 10.06 0.00
Wts/the Pnc Financial Services Grp wts 0.71 499400 17.29 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.71 8.50M 1.01 0.00
Medicines Company conv 0.58 6.00M NEW 1.18 0.00
Exelixis Inc cnv 0.57 4.67M 1.49 0.00
Intel Corporation (INTC) 0.54 200000 +33.00% 32.80 32.76
Webmd Health Conv Sr Notes conv 0.54 6.00M NEW 1.10 0.00
Cobalt Intl Energy Inc note 0.52 16.64M -29.00% 0.38 0.00
Starwood Waypoint Residentl note 3.000% 7/0 0.52 5.69M -46.00% 1.10 0.00
Easterly Acquisition 0.52 650000 NEW 9.78 0.00
Terrapin 3 Acquisition 0.49 595000 NEW 9.96 0.00
Boulevard Acquisition unit 99/99/9999 0.49 600000 9.89 0.00
Capitol Acquisition Corp Iii unit 99/99/9999 0.49 600000 NEW 9.88 0.00
Global Partner Acquisition C unit 07/01/2020 0.48 600000 9.76 0.00
Trina Solar Limited note 4.000%10/1 0.47 6.75M NEW 0.85 0.00
Solazyme Inc. note 6.000 2/0 added 0.45 9.46M 0.58 0.00
Qihoo 360 Tech Co Ltd conv bd us 0.45 5.50M 0.99 0.00
Atlantic Alliance Partner Co shs 0.43 500000 10.36 0.00
Gp Invts Acquisition Cor shs 0.42 524990 NEW 9.70 0.00
Double Eagle Acquisition Cor unit 99/99/9999 0.41 500000 9.98 0.00
Chevron Corporation (CVX) 0.39 45000 NEW 104.82 102.86
Pace Holdings Corp. equities 0.39 481326 9.93 0.00
Wright Med Group Inc note 2.000% 2/1 0.38 5.00M NEW 0.92 0.00
Immunomedics Inc note 4.750% 2/1 0.38 6.51M NEW 0.70 0.00
MasterCard Incorporated (MA) 0.36 50000 NEW 88.06 87.52
Amag Pharmaceuticals Inc note 2.500% 2/1 0.34 3.72M -82.00% 1.11 0.00
Tesla Motors Inc bond 0.33 4.50M -60.00% 0.89 0.00
Klr Energy Acquisition Corp unit 0.33 399000 NEW 10.14 0.00
AT&T; (T) 0.32 90000 NEW 43.21 32.70
Fluidigm Corporation convertible cor 0.30 6.00M 0.61 0.00
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.29 5.00M NEW 0.71 0.00
1347 Cap 0.27 350000 NEW 9.26 0.00
Comcast Corporation (CMCSA) 0.24 45000 NEW 65.20 58.60
Quinpario Acquisition Corp 2 0.24 300600 9.88 0.00
ConAgra Foods (CAG) 0.20 50000 NEW 47.82 33.68
Steel Dynamics (STLD) 0.20 100000 NEW 24.50 17.52
Cathay Gen Bancorp *w exp 12/05/201 0.19 279100 8.17 0.00
Enernoc, Inc. conv 0.18 3.00M 0.72 0.00
Barington Hilco Acquisition unit 99/99/9999t 0.17 200000 10.17 0.00
Pacific Spl Acquisition Corp unit 99/99/9999 0.17 200000 NEW 10.35 0.00
Zillow Group Inc Cl C Cap Stk stock 0.15 50000 NEW 36.28 0.00
Zions Bancorporation *w exp 05/22/202 0.13 747948 -4.00% 2.18 0.00
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.11 40700 32.04 0.00
Dick's Sporting Goods (DKS) 0.09 25000 45.08 56.47
Aegerion Pharmaceuticals 2% Du cvbond 0.07 1.50M -62.00% 0.57 0.00
Lockheed Martin Corporation (LMT) 0.05 2200 NEW 248.18 197.87
Washington Fed Inc *w exp 11/14/201 0.05 89382 6.82 0.00
Signature Bk New York N Y *w exp 12/12/201 0.04 5649 95.06 0.00
Associated Banc Corp *w exp 11/21/201 0.04 338300 1.61 0.00
Renewable Energy Group Inc mtnf 2.750% 6/1 0.04 585000 NEW 0.91 0.00
Wts/lindblad Expeditions Hldgs In 11.5000 Exp05/15/2016 wts 0.04 218663 1.98 0.00
Suntrust Bks Inc wrt exp 12/31/2 0.03 44700 -2.00% 9.49 0.00
Lincoln National Corp *W EXP 07/10/2019 0.02 6886 30.64 0.00
Suntrust Bks Inc wrt exp 11/14/2 0.02 56038 -5.00% 4.34 0.00
Sunedison Inc note 2.000%10/0 0.02 5.00M -69.00% 0.05 0.00
Barington Hilco Acquisition 0.02 24740 9.98 0.00
Easterly Acquisition Corp *w exp 07/29/202 0.02 325001 NEW 0.67 0.00
Kinder Morgan Inc/delaware Wts 0.01 5.60M 0.02 0.00
1347 Cap Corp right 07/21/2016 0.01 341700 NEW 0.26 0.00
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.01 845000 +238.00% 0.19 0.00
1347 Capital Corp - Cw *w exp 07/15/202 0.01 272749 NEW 0.30 0.00
Arowana Inc right 01/01/2017 0.01 700000 0.18 0.00
Agrofresh Solutions wts feb 19 19 0.01 158428 0.85 0.00
Gp Invts Acquisition Cor *w exp 99/99/999 0.01 262495 NEW 0.61 0.00
Alere (ALR-B) 0.00 15000 3.27 0.00
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.00 284000 0.04 0.00
Arowana Inc *w exp 04/29/202 0.00 700000 0.08 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage