Castle Creek Arbitrage

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

Companies in the Castle Creek Arbitrage portfolio as of June 2017 quarter

Company (Ticker) Portfolio Weight Share Count Change in Shares Price
Verisign Inc sdcv 3.250% 8/1 33.50 114.69M 2.72
Mu Us conv 19.46 58.08M 3.12
Micron Technology Inc bond 11.01 33.62M 3.05
Tesaro Inc note 3.000%10/0 7.82 18.03M 4.04
Microchip Technology Inc note 1.625% 2/1 3.79 23.50M 1.50
Liberty Media Corp deb 3.500% 1/1 2.40 -9% 41.33M 0.54
Cien 4 12/15/20 2.40 15.71M 1.42
Thrx 2 1/8 01/15/23 1.67 17.11M 0.91
Ctrip.com Inter Ltd. conv 1.67 11.00M 1.41
Tesla Motors Inc bond 1.32 +138% 10.74M 1.14
Akamai Technologies Inc Sr Cv zero coupon bonds 1.32 NEW 12.50M 0.98
Illumina Inc. 0.00% June 15, 2019 ccb 1.20 11.00M 1.02
Tesla Motors Inc bond 1.18 NEW 9.50M 1.16
Immunomedics Inc note 4.750% 2/1 1.08 5.51M 1.83
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.92 8.50M 1.01
Ryland Group note 0.91 -71% 7.12M 1.19
Medicines Company conv 0.84 6.00M 1.30
Starwood Waypoint Residentl note 3.000% 7/0 0.73 5.69M 1.19
Easterly Acquisition 0.70 650000 10.02
Webmd Health Conv Sr Notes conv 0.66 6.00M 1.03
Boulevard Acquisition cl a 0.65 NEW 600000 10.01
Global Partner Acquisition C 0.64 600000 9.95
Zions Bancorporation *w exp 05/22/202 0.60 446299 12.62
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.58 -55% 4.00M 1.34
Double Eagle Acquisition Cor unit 99/99/9999 0.56 500000 10.52
Acorda Therap note 1.75% 6/15 0.55 NEW 6.00M 0.86
Landcadia Holdings Inc unit 0.45 400000 10.58
Associated Banc Corp *w exp 11/21/201 0.24 380181 5.84
Safeguard Scientifics In conv bnd 0.22 -25% 2.02M 1.01
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.15 1.50M 0.94
Fluidigm Corporation convertible cor 0.13 -50% 2.00M 0.62
Saban Cap Acquisition Corp unit 99/99/9999 0.12 100000 10.73
Suntrust Bks Inc wrt exp 11/14/2 0.08 56038 13.94
iShares FTSE/Xinhua China 25 Index (FXI) 0.07 NEW 17000 39.71
Signature Bk New York N Y *w exp 12/12/201 0.07 5649 113.29
Renewable Energy Group Inc mtnf 2.750% 6/1 0.07 585000 1.11
Verint Systems (VRNT) 0.06 -47% 14138 40.67
Nabors Industries Ltd shs 0.04 NEW 49700 8.15
Gp Invts Acquisition Cor *w exp 99/99/999 0.02 262395 0.69
Easterly Acquisition Corp *w exp 07/29/202 0.02 208501 0.82
Boulevard Acquisition *w exp 09/25/202 0.02 NEW 300000 0.70
Hornbeck Offshore Services (HOS) 0.01 16739 2.81
Bank Of America Corp w exp 10/201 0.01 106100 0.77
Global Partner Acquisition C *w exp 07/01/202 0.01 600000 0.20
Pacific Spl Acquisition Corp right 03/15/2017 0.01 NEW 151300 0.59
Verso Corp cl a 0.01 26092 4.68
Conyers Pk Acquisition *w exp 07/20/202 0.01 NEW 20000 2.60
Alere (ALR-B) 0.00 NEW 7450 3.89
Barington Hilco Acquisition right 02/13/2017 0.00 -5% 126146 0.36
Barington Hilco Acquisition *w exp 02/11/201 0.00 -6% 176689 0.15

Past 13F-HR SEC Filings by Castle Creek Arbitrage

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