Castle Creek Arbitrage

Castle Creek Arbitrage as of June 30, 2016

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 89 positions in its portfolio as reported in the June 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 23.8 $289M 115M 2.52
Tesla Mtrs Inc note 1.500% 6/0 11.6 $141M 83M 1.70
Mu Us conv 7.9 $96M 64M 1.50
Wesco Intl Inc dbcv 6.000% 9/1 5.1 $62M 35M 1.79
Micron Technology Inc bond 4.3 $52M 34M 1.54
Spdr S&p 500 Etf (SPY) 3.6 $44M 210k 209.48
Tesaro Inc note 3.000%10/0 3.5 $43M 17M 2.51
Cemex Sab De Cv conv bnd 3.1 $38M 37M 1.03
Micron Technology (MU) 3.0 $36M 2.6M 13.76
Ryland Group note 2.7 $33M 26M 1.28
Trulia Inc. 2.750% December 15, 2020 ccb 2.2 $26M 17M 1.57
Cien 4 12/15/20 1.6 $20M 16M 1.26
Microchip Technology Inc note 1.625% 2/1 1.5 $18M 17M 1.11
Nvidia Corp note 1.000 12/0 1.1 $14M 6.0M 2.33
Integra Lifesciences Holdings conv bnd 1.1 $14M 9.0M 1.52
Thrx 2 1/8 01/15/23 1.1 $14M 17M 0.80
Molina Healthcare Inc. conv 1.1 $14M 10M 1.35
Ctrip.com Inter Ltd. conv 1.1 $13M 11M 1.22
Starwood Waypoint Residentl note 4.500%10/1 0.8 $9.9M 9.0M 1.10
Microchip Technology Inc sdcv 2.125%12/1 0.8 $9.5M 4.5M 2.11
Mentor Graphics 4% 2031 conv 0.8 $9.1M 8.3M 1.10
Gores Hldgs Inc unit 99/99/9999 0.7 $9.0M 900k 10.00
Arowana 0.7 $8.8M 873k 10.06
Wts/the Pnc Financial Services Grp wts 0.7 $8.6M 499k 17.29
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.7 $8.6M 8.5M 1.01
Medicines Company conv 0.6 $7.1M 6.0M 1.18
Exelixis Inc cnv 0.6 $7.0M 4.7M 1.49
Intel Corporation (INTC) 0.5 $6.6M 200k 32.80
Webmd Health Conv Sr Notes conv 0.5 $6.6M 6.0M 1.10
Cobalt Intl Energy Inc note 0.5 $6.3M 17M 0.38
Starwood Waypoint Residentl note 3.000% 7/0 0.5 $6.3M 5.7M 1.10
Easterly Acquisition 0.5 $6.4M 650k 9.78
Terrapin 3 Acquisition 0.5 $5.9M 595k 9.96
Boulevard Acquisition unit 99/99/9999 0.5 $5.9M 600k 9.89
Capitol Acquisition Corp Iii unit 99/99/9999 0.5 $5.9M 600k 9.88
Global Partner Acquisition C unit 07/01/2020 0.5 $5.9M 600k 9.76
Trina Solar Limited note 4.000%10/1 0.5 $5.7M 6.8M 0.85
Solazyme Inc. note 6.000 2/0 0.5 $5.5M 9.5M 0.58
Qihoo 360 Tech Co Ltd conv bd us 0.5 $5.4M 5.5M 0.99
Atlantic Alliance Partner 0.4 $5.2M 500k 10.36
Gp Invts Acquisition Cor 0.4 $5.1M 525k 9.70
Double Eagle Acquisition Cor unit 99/99/9999 0.4 $5.0M 500k 9.98
Chevron Corporation (CVX) 0.4 $4.7M 45k 104.82
Pace Holdings Corp. equities 0.4 $4.8M 481k 9.93
Wright Med Group Inc note 2.000% 2/1 0.4 $4.6M 5.0M 0.92
Immunomedics Inc note 4.750% 2/1 0.4 $4.6M 6.5M 0.70
MasterCard Incorporated (MA) 0.4 $4.4M 50k 88.06
Amag Pharmaceuticals Inc note 2.500% 2/1 0.3 $4.1M 3.7M 1.11
Tesla Motors Inc bond 0.3 $4.0M 4.5M 0.89
Klr Energy Acquisition Corp unit 0.3 $4.0M 399k 10.14
At&t (T) 0.3 $3.9M 90k 43.21
Fluidigm Corporation convertible cor 0.3 $3.7M 6.0M 0.61
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.3 $3.6M 5.0M 0.71
1347 Cap 0.3 $3.2M 350k 9.26
Comcast Corporation (CMCSA) 0.2 $2.9M 45k 65.20
Quinpario Acquisition Corp 2 0.2 $3.0M 301k 9.88
ConAgra Foods (CAG) 0.2 $2.4M 50k 47.82
Steel Dynamics (STLD) 0.2 $2.5M 100k 24.50
Cathay Gen Bancorp *w exp 12/05/201 0.2 $2.3M 279k 8.17
Enernoc, Inc. conv 0.2 $2.2M 3.0M 0.72
Barington Hilco Acquisition unit 99/99/9999t 0.2 $2.0M 200k 10.17
Pacific Spl Acquisition Corp unit 99/99/9999 0.2 $2.1M 200k 10.35
Zillow Group Inc Cl C Cap Stk (Z) 0.1 $1.8M 50k 36.28
Zions Bancorporation *w exp 05/22/202 0.1 $1.6M 748k 2.18
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.1 $1.3M 41k 32.04
Dick's Sporting Goods (DKS) 0.1 $1.1M 25k 45.08
Aegerion Pharmaceuticals 2% Du cvbond 0.1 $855k 1.5M 0.57
Lockheed Martin Corporation (LMT) 0.1 $546k 2.2k 248.18
Washington Fed Inc *w exp 11/14/201 0.1 $610k 89k 6.82
Signature Bk New York N Y *w exp 12/12/201 0.0 $537k 5.6k 95.06
Associated Banc Corp *w exp 11/21/201 0.0 $545k 338k 1.61
Renewable Energy Group Inc mtnf 2.750% 6/1 0.0 $532k 585k 0.91
Wts/lindblad Expeditions Hldgs In 11.5000 Exp05/15/2016 wts 0.0 $433k 219k 1.98
Suntrust Bks Inc wrt exp 12/31/2 0.0 $424k 45k 9.49
Lincoln National Corp *W EXP 07/10/2019 0.0 $211k 6.9k 30.64
Suntrust Bks Inc wrt exp 11/14/2 0.0 $243k 56k 4.34
Sunedison Inc note 2.000%10/0 0.0 $250k 5.0M 0.05
Barington Hilco Acquisition 0.0 $247k 25k 9.98
Easterly Acquisition Corp *w exp 07/29/202 0.0 $218k 325k 0.67
Kinder Morgan Inc/delaware Wts 0.0 $112k 5.6M 0.02
1347 Cap Corp right 07/21/2016 0.0 $89k 342k 0.26
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.0 $161k 845k 0.19
1347 Capital Corp - Cw *w exp 07/15/202 0.0 $82k 273k 0.30
Arowana Inc right 01/01/2017 0.0 $126k 700k 0.18
Agrofresh Solutions wts feb 19 19 0.0 $135k 158k 0.85
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $160k 263k 0.61
Alere 0.0 $49k 15k 3.27
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.0 $11k 284k 0.04
Arowana Inc *w exp 04/29/202 0.0 $56k 700k 0.08