Castle Creek Arbitrage LLC

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

Castle Creek Arbitrage portfolio companies for March 2017 quarter

Company (Ticker) Portfolio Weight Share Count Price Last Trade
Verisign Inc sdcv 3.250% 8/1 28.09 114.69M 2.55 0.00
Mu Us conv 16.84 58.08M 3.02 0.00
Micron Technology Inc bond 9.52 33.62M 2.95 0.00
Tesaro Inc note 3.000%10/0 7.67 18.03M 4.43 0.00
Mentor Graphics 4% 2031 conv 3.80 21.04M 1.88 0.00
Microchip Technology Inc note 1.625% 2/1 3.25 23.50M +42.00% 1.44 0.00
Ryland Group note 2.98 24.61M -3.00% 1.26 0.00
Cemex Sab De Cv conv bnd 2.79 24.85M -28.00% 1.17 0.00
Liberty Media Corp deb 3.500% 1/1 2.38 45.83M NEW 0.54 0.00
Cien 4 12/15/20 2.07 15.71M 1.37 0.00
Thrx 2 1/8 01/15/23 1.56 17.11M 0.95 0.00
Ctrip.com Inter Ltd. conv 1.38 11.00M 1.31 0.00
Workday Inc conv 1.18 10.75M 1.14 0.00
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 1.08 9.00M 1.25 0.00
Illumina Inc. 0.00% June 15, 2019 ccb 1.07 11.00M NEW 1.01 0.00
Regeneron Pharmaceuticals (REGN) 0.94 25200 NEW 387.50 502.12
Medicines Company conv 0.91 6.00M 1.58 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.83 8.50M 1.02 0.00
Immunomedics Inc note 4.750% 2/1 0.74 5.51M 1.40 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.72 2.41M -46.00% 3.11 0.00
Starwood Waypoint Residentl note 3.000% 7/0 0.65 5.69M 1.19 0.00
Easterly Acquisition 0.62 650000 9.96 0.00
Boulevard Acquisition unit 99/99/9999 0.60 600000 10.44 0.00
Apple (AAPL) 0.59 42900 NEW 143.66 143.73
Webmd Health Conv Sr Notes conv 0.59 6.00M 1.02 0.00
Cornerstone Ondemand Inc conv 0.59 6.00M 1.02 0.00
Global Partner Acquisition C 0.58 600000 NEW 9.98 0.00
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.53 5.00M 1.11 0.00
Double Eagle Acquisition Cor unit 99/99/9999 0.51 500000 10.55 0.00
Gp Invts Acquisition Cor shs 0.50 524990 9.97 0.00
Zions Bancorporation *w exp 05/22/202 0.49 446299 -31.00% 11.43 0.00
Tesla Motors Inc bond 0.43 4.50M 1.00 0.00
Landcadia Holdings Inc unit 0.41 400000 10.66 0.00
Klr Energy Acquisition Corp cl a 0.39 393490 10.32 0.00
Capitol Acquisition Corp Iii 0.30 300000 NEW 10.55 0.00
Safeguard Scientifics In conv bnd 0.27 2.72M NEW 1.02 0.00
Fluidigm Corporation convertible cor 0.26 4.00M -33.00% 0.68 0.00
Yahoo Inc note 12/0 0.25 2.50M 1.04 0.00
Enernoc, Inc. conv 0.24 3.00M 0.85 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 379381 +11.00% 5.32 0.00
Weatherford Intl Plc ord shs 0.18 286385 NEW 6.65 0.00
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.14 1.50M 0.94 0.00
Verint Systems (VRNT) 0.11 26838 NEW 43.37 40.75
Saban Cap Acquisition Corp unit 99/99/9999 0.10 100000 10.57 0.00
Suntrust Bks Inc wrt exp 11/14/2 0.07 56038 13.44 0.00
Conyers Pk Acquisition unit 99/99/99991 0.07 69221 -44.00% 11.22 0.00
Signature Bk New York N Y *w exp 12/12/201 0.06 5649 119.14 0.00
Renewable Energy Group Inc mtnf 2.750% 6/1 0.06 585000 1.01 0.00
Capitol Acquisition Corp Iii *w exp 10/13/20 0.05 300000 NEW 1.85 0.00
Klr Energy Acquisition Corp w exp 09/16/202 0.04 399000 1.17 0.00
Powershares Senior Loan Portfo mf 0.02 10000 NEW 23.30 0.00
Global Partner Acquisition C *w exp 07/01/202 0.02 600000 NEW 0.34 0.00
Verso Corp cl a 0.02 26092 6.02 0.00
Hornbeck Offshore Services (HOS) 0.01 16739 NEW 4.42 2.80
Bank Of America Corp w exp 10/201 0.01 106100 NEW 0.92 0.00
Gp Invts Acquisition Cor *w exp 99/99/999 0.01 262495 0.50 0.00
Easterly Acquisition Corp *w exp 07/29/202 0.01 208501 -35.00% 0.35 0.00
Kinder Morgan Inc/delaware Wts 0.00 5.60M 0.00 0.00
Barington Hilco Acquisition right 02/13/2017 0.00 133150 -33.00% 0.35 0.00
Barington Hilco Acquisition *w exp 02/11/201 0.00 188799 -5.00% 0.17 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage