Castle Creek Arbitrage LLC

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

Castle Creek Arbitrage portfolio companies for December 2016 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Verisign Inc sdcv 3.250% 8/1 24.35 114.69M 2.23 0.00
Mu Us conv 12.83 58.08M -7.00% 2.32 0.00
Micron Technology Inc bond 7.36 33.62M 2.30 0.00
Tesaro Inc note 3.000%10/0 6.66 18.03M 3.88 0.00
Wts/the Pnc Financial Services Grp wts 3.75 792555 +58.00% 49.64 0.00
Mentor Graphics 4% 2031 conv 3.73 21.04M +153.00% 1.86 0.00
Cemex Sab De Cv conv bnd 3.72 34.85M -5.00% 1.12 0.00
Micron Technology (MU) 3.44 1.65M 21.92 27.67
Nvidia Corp note 1.000 12/0 3.02 6.00M 5.29 0.00
Ryland Group note 2.93 25.61M 1.20 0.00
Cien 4 12/15/20 2.09 15.71M 1.40 0.00
Microchip Technology Inc note 1.625% 2/1 2.04 16.50M 1.30 0.00
Thrx 2 1/8 01/15/23 1.38 17.11M 0.85 0.00
Molina Healthcare Inc. conv 1.37 10.00M 1.44 0.00
Ctrip.com Inter Ltd. conv 1.21 11.00M 1.16 0.00
Microchip Technology Inc sdcv 2.125%12/1 1.15 4.49M 2.69 0.00
Workday Inc conv 1.08 10.75M NEW 1.05 0.00
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.99 9.00M 1.15 0.00
Starwood Waypoint Residentl note 4.500%10/1 added 0.92 9.00M 1.07 0.00
Wts Wells Fargo & Co. 0.91 446441 NEW 21.40 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.83 8.50M 1.02 0.00
Zions Bancorporation *w exp 05/22/202 0.72 648099 -4.00% 11.70 0.00
Medicines Company conv 0.69 6.00M 1.20 0.00
Easterly Acquisition 0.61 650000 9.85 0.00
Webmd Health Conv Sr Notes conv 0.59 6.00M 1.03 0.00
Cornerstone Ondemand Inc conv 0.59 6.00M NEW 1.04 0.00
Starwood Waypoint Residentl note 3.000% 7/0 0.59 5.69M 1.09 0.00
Capitol Acquisition Corp Iii unit 99/99/9999 0.59 600000 10.30 0.00
Boulevard Acquisition unit 99/99/9999 0.58 600000 10.16 0.00
Global Partner Acquisition C unit 07/01/2020 0.57 600000 10.00 0.00
Immunomedics Inc note 4.750% 2/1 0.52 5.51M -15.00% 0.99 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.50 3.72M 1.41 0.00
Gp Invts Acquisition Cor shs 0.50 524990 9.91 0.00
Double Eagle Acquisition Cor unit 99/99/9999 0.50 500000 10.50 0.00
MasterCard Incorporated (MA) 0.49 50000 103.26 116.32
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.49 5.00M NEW 1.03 0.00
Acorda Therap note 1.75% 6/15 0.43 6.00M NEW 0.76 0.00
General Mtrs Co *w exp 07/10/201 0.41 253501 NEW 17.14 0.00
Tesla Motors Inc bond 0.40 4.50M 0.93 0.00
Fluidigm Corporation convertible cor 0.40 6.00M 0.70 0.00
Landcadia Holdings Inc unit 0.40 400000 10.38 0.00
Klr Energy Acquisition Corp cl a 0.39 399000 NEW 10.38 0.00
Allegheny Technologies Inc note 4.750% 7/0 0.32 2.50M 1.34 0.00
Quinpario Acquisition Corp 2 0.28 300600 9.94 0.00
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.25 40700 63.81 0.00
Yahoo Inc note 12/0 0.24 2.50M 0.99 0.00
Alere (ALR-B) 0.23 7450 -50.00% 322.68 0.00
Barington Hilco Acquisition 0.22 224740 +808.00% 10.15 0.00
Enernoc, Inc. conv 0.22 3.00M 0.78 0.00
Pacific Spl Acquisition Corp unit 99/99/9999 0.21 199400 11.05 0.00
Associated Banc Corp *w exp 11/21/201 0.19 339897 5.81 0.00
Suntrust Bks Inc wrt exp 12/31/2 0.16 78151 +74.00% 21.74 0.00
Washington Fed Inc *w exp 11/14/201 0.14 89382 16.92 0.00
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.13 1.50M NEW 0.94 0.00
Conyers Pk Acquisition unit 99/99/99991 0.13 125000 10.85 0.00
Saban Cap Acquisition Corp unit 99/99/9999 0.10 100000 10.39 0.00
Suntrust Bks Inc wrt exp 11/14/2 0.07 56038 13.03 0.00
Dick's Sporting Goods (DKS) 0.06 12500 -50.00% 53.12 50.55
Signature Bk New York N Y *w exp 12/12/201 0.06 5649 120.38 0.00
Renewable Energy Group Inc mtnf 2.750% 6/1 0.05 585000 0.97 0.00
Klr Energy Acquisition Corp w exp 09/16/202 0.05 399000 NEW 1.38 0.00
Lincoln National Corp *W EXP 07/10/2019 0.04 6886 61.43 0.00
Tesla Motors (TSLA) 0.03 1456 -93.00% 213.60 314.07
Nexeo Solutions Inc *w exp 06/09/202 0.02 276441 0.69 0.00
Verso Corp cl a 0.02 26092 7.09 0.00
Kinder Morgan Inc/delaware Wts 0.01 5.60M 0.01 0.00
Wts/lindblad Expeditions Hldgs In 11.5000 Exp05/15/2016 wts 0.01 55863 -74.00% 2.13 0.00
Gp Invts Acquisition Cor *w exp 99/99/999 0.01 262495 0.46 0.00
Easterly Acquisition Corp *w exp 07/29/202 0.01 325001 0.37 0.00
Barington Hilco Acquisition right 02/13/2017 0.00 200000 NEW 0.25 0.00
Barington Hilco Acquisition *w exp 02/11/201 0.00 200000 NEW 0.13 0.00
Agrofresh Solutions wts feb 19 19 0.00 144248 0.18 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage