Castle Creek Arbitrage LLC

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

Castle Creek Arbitrage portfolio companies for September 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Verisign Inc sdcv 3.250% 8/1 26.86 114.69M 2.29 0.00
Mu Us conv 12.26 63.08M 1.90 0.00
Micron Technology Inc bond 6.53 33.62M 1.90 0.00
Tesaro Inc note 3.000%10/0 5.44 18.03M +5.00% 2.95 0.00
Cemex Sab De Cv conv bnd 4.22 36.85M 1.12 0.00
Ryland Group note 3.14 25.61M 1.20 0.00
Micron Technology (MU) 3.00 1.65M -37.00% 17.78 27.78
Trulia Inc. 2.750% December 15, 2020 ccb 2.85 18.12M +7.00% 1.54 0.00
Microchip Technology Inc note 1.625% 2/1 2.16 16.50M 1.28 0.00
Cien 4 12/15/20 2.15 15.71M 1.34 0.00
Nvidia Corp note 1.000 12/0 2.09 6.00M 3.41 0.00
Molina Healthcare Inc. conv 1.55 10.00M 1.52 0.00
Thrx 2 1/8 01/15/23 1.47 17.11M 0.84 0.00
Ctrip.com Inter Ltd. conv 1.45 11.00M 1.29 0.00
Integra Lifesciences Holdings conv bnd 1.44 9.00M 1.56 0.00
Microchip Technology Inc sdcv 2.125%12/1 1.19 4.49M 2.59 0.00
Wts/the Pnc Financial Services Grp wts 1.19 499400 23.33 0.00
Mentor Graphics 4% 2031 conv 1.14 8.29M 1.34 0.00
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 1.10 9.00M NEW 1.19 0.00
Starwood Waypoint Residentl note 4.500%10/1 added 0.99 9.00M 1.08 0.00
Arowana Inc shs 0.91 872500 10.17 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.90 8.50M 1.03 0.00
Medicines Company conv 0.79 6.00M 1.29 0.00
Easterly Acquisition 0.66 650000 9.94 0.00
Trina Solar Limited note 4.000%10/1 0.65 6.75M 0.94 0.00
Webmd Health Conv Sr Notes conv 0.64 6.00M 1.04 0.00
Starwood Waypoint Residentl note 3.000% 7/0 0.63 5.69M 1.09 0.00
Boulevard Acquisition unit 99/99/9999 0.62 600000 10.13 0.00
Global Partner Acquisition C unit 07/01/2020 0.62 600000 10.05 0.00
Capitol Acquisition Corp Iii unit 99/99/9999 0.62 600000 10.18 0.00
Immunomedics Inc note 4.750% 2/1 0.59 6.51M 0.89 0.00
MasterCard Incorporated (MA) 0.52 50000 101.78 87.52
Gp Invts Acquisition Cor shs 0.52 524990 9.77 0.00
Double Eagle Acquisition Cor unit 99/99/9999 0.52 500000 10.22 0.00
Pace Holdings Corp. equities 0.51 481326 10.39 0.00
Tesla Motors (TSLA) 0.48 23112 NEW 204.05 194.42
Chevron Corporation (CVX) 0.47 45000 102.91 102.86
Amag Pharmaceuticals Inc note 2.500% 2/1 0.43 3.72M 1.13 0.00
Klr Energy Acquisition Corp unit 0.43 399000 10.50 0.00
Tesla Motors Inc bond 0.42 4.50M 0.91 0.00
Solazyme Inc. note 6.000 2/0 added 0.42 6.10M -35.00% 0.67 0.00
Landcadia Holdings Inc unit 0.42 400000 NEW 10.25 0.00
Fluidigm Corporation convertible cor 0.38 6.00M 0.62 0.00
AT&T; (T) 0.37 90000 40.61 32.70
Allegheny Technologies Inc note 4.750% 7/0 0.36 2.50M NEW 1.41 0.00
Comcast Corporation (CMCSA) 0.31 45000 66.33 58.60
Cathay Gen Bancorp *w exp 12/05/201 0.31 279100 10.84 0.00
Quinpario Acquisition Corp 2 0.30 300600 9.90 0.00
Zions Bancorporation *w exp 05/22/202 0.28 678949 -9.00% 4.10 0.00
Wright Med Group Inc note 2.000% 2/1 0.27 2.50M -50.00% 1.07 0.00
Yahoo Inc note 12/0 0.26 2.50M NEW 1.03 0.00
Enernoc, Inc. conv 0.22 3.00M 0.73 0.00
Pacific Spl Acquisition Corp unit 99/99/9999 0.22 200000 10.54 0.00
Barington Hilco Acquisition unit 99/99/9999t 0.21 200000 10.38 0.00
Atlantic Alliance Partner Co shs 0.21 200000 -60.00% 10.50 0.00
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.17 40700 40.07 0.00
Dick's Sporting Goods (DKS) 0.15 25000 56.72 56.47
Conyers Pk Acquisition unit 99/99/99991 0.14 125000 NEW 10.67 0.00
Gores Hldgs Inc *w exp 08/13/202 0.11 900000 NEW 1.19 0.00
Saban Cap Acquisition Corp unit 99/99/9999 0.10 100000 NEW 10.08 0.00
Washington Fed Inc *w exp 11/14/201 0.09 89382 9.57 0.00
Associated Banc Corp *w exp 11/21/201 0.09 338300 2.70 0.00
Renewable Energy Group Inc mtnf 2.750% 6/1 0.06 585000 0.93 0.00
Signature Bk New York N Y *w exp 12/12/201 0.05 5649 89.04 0.00
Suntrust Bks Inc wrt exp 12/31/2 0.05 44700 11.25 0.00
Wts/lindblad Expeditions Hldgs In 11.5000 Exp05/15/2016 wts 0.04 218463 1.93 0.00
Lincoln National Corp *W EXP 07/10/2019 0.03 6886 40.52 0.00
Suntrust Bks Inc wrt exp 11/14/2 0.03 56038 5.50 0.00
Barington Hilco Acquisition 0.03 24740 10.11 0.00
Gp Invts Acquisition Cor *w exp 99/99/999 0.02 262495 0.64 0.00
Easterly Acquisition Corp *w exp 07/29/202 0.02 325001 0.56 0.00
Nexeo Solutions Inc *w exp 06/09/202 0.02 276441 NEW 0.61 0.00
Verso Corp cl a 0.02 26092 NEW 6.44 0.00
Alere (ALR-B) 0.01 15000 3.47 0.00
Kinder Morgan Inc/delaware Wts 0.01 5.60M 0.02 0.00
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.01 845000 0.16 0.00
Arowana Inc *w exp 04/29/202 0.01 700000 0.11 0.00
Arowana Inc right 01/01/2017 0.01 700000 0.20 0.00
Agrofresh Solutions wts feb 19 19 0.01 144248 -8.00% 0.74 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage