Castle Creek Arbitrage

Castle Creek Arbitrage as of Sept. 30, 2016

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 79 positions in its portfolio as reported in the September 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 26.9 $263M 115M 2.29
Mu Us conv 12.3 $120M 63M 1.90
Micron Technology Inc bond 6.5 $64M 34M 1.90
Tesaro Inc note 3.000%10/0 5.4 $53M 18M 2.95
Cemex Sab De Cv conv bnd 4.2 $41M 37M 1.12
Ryland Group note 3.1 $31M 26M 1.20
Micron Technology (MU) 3.0 $29M 1.6M 17.78
Trulia Inc. 2.750% December 15, 2020 ccb 2.9 $28M 18M 1.54
Microchip Technology Inc note 1.625% 2/1 2.2 $21M 17M 1.28
Cien 4 12/15/20 2.1 $21M 16M 1.34
Nvidia Corp note 1.000 12/0 2.1 $21M 6.0M 3.41
Molina Healthcare Inc. conv 1.6 $15M 10M 1.52
Thrx 2 1/8 01/15/23 1.5 $14M 17M 0.84
Ctrip.com Inter Ltd. conv 1.4 $14M 11M 1.29
Integra Lifesciences Holdings conv bnd 1.4 $14M 9.0M 1.56
Microchip Technology Inc sdcv 2.125%12/1 1.2 $12M 4.5M 2.59
Wts/the Pnc Financial Services Grp wts 1.2 $12M 499k 23.33
Mentor Graphics 4% 2031 conv 1.1 $11M 8.3M 1.34
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 1.1 $11M 9.0M 1.19
Starwood Waypoint Residentl note 4.500%10/1 1.0 $9.7M 9.0M 1.08
Arowana 0.9 $8.9M 873k 10.17
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.9 $8.8M 8.5M 1.03
Medicines Company conv 0.8 $7.7M 6.0M 1.29
Easterly Acquisition 0.7 $6.5M 650k 9.94
Trina Solar Limited note 4.000%10/1 0.7 $6.3M 6.8M 0.94
Webmd Health Conv Sr Notes conv 0.6 $6.2M 6.0M 1.04
Starwood Waypoint Residentl note 3.000% 7/0 0.6 $6.2M 5.7M 1.09
Boulevard Acquisition unit 99/99/9999 0.6 $6.1M 600k 10.13
Global Partner Acquisition C unit 07/01/2020 0.6 $6.0M 600k 10.05
Capitol Acquisition Corp Iii unit 99/99/9999 0.6 $6.1M 600k 10.18
Immunomedics Inc note 4.750% 2/1 0.6 $5.8M 6.5M 0.89
MasterCard Incorporated (MA) 0.5 $5.1M 50k 101.78
Gp Invts Acquisition Cor 0.5 $5.1M 525k 9.77
Double Eagle Acquisition Cor unit 99/99/9999 0.5 $5.1M 500k 10.22
Pace Holdings Corp. equities 0.5 $5.0M 481k 10.39
Tesla Motors (TSLA) 0.5 $4.7M 23k 204.05
Chevron Corporation (CVX) 0.5 $4.6M 45k 102.91
Amag Pharmaceuticals Inc note 2.500% 2/1 0.4 $4.2M 3.7M 1.13
Klr Energy Acquisition Corp unit 0.4 $4.2M 399k 10.50
Tesla Motors Inc bond 0.4 $4.1M 4.5M 0.91
Solazyme Inc. note 6.000 2/0 0.4 $4.1M 6.1M 0.67
Landcadia Holdings Inc unit 0.4 $4.1M 400k 10.25
Fluidigm Corporation convertible cor 0.4 $3.7M 6.0M 0.62
At&t (T) 0.4 $3.7M 90k 40.61
Allegheny Technologies Inc note 4.750% 7/0 0.4 $3.5M 2.5M 1.41
Comcast Corporation (CMCSA) 0.3 $3.0M 45k 66.33
Cathay Gen Bancorp *w exp 12/05/201 0.3 $3.0M 279k 10.84
Quinpario Acquisition Corp 2 0.3 $3.0M 301k 9.90
Zions Bancorporation *w exp 05/22/202 0.3 $2.8M 679k 4.10
Wright Med Group Inc note 2.000% 2/1 0.3 $2.7M 2.5M 1.07
Yahoo Inc note 12/0 0.3 $2.6M 2.5M 1.03
Enernoc, Inc. conv 0.2 $2.2M 3.0M 0.73
Pacific Spl Acquisition Corp unit 99/99/9999 0.2 $2.1M 200k 10.54
Barington Hilco Acquisition unit 99/99/9999t 0.2 $2.1M 200k 10.38
Atlantic Alliance Partner 0.2 $2.1M 200k 10.50
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.2 $1.6M 41k 40.07
Dick's Sporting Goods (DKS) 0.1 $1.4M 25k 56.72
Conyers Pk Acquisition unit 99/99/99991 0.1 $1.3M 125k 10.67
Gores Hldgs Inc *w exp 08/13/202 0.1 $1.1M 900k 1.19
Saban Cap Acquisition Corp unit 99/99/9999 0.1 $1.0M 100k 10.08
Washington Fed Inc *w exp 11/14/201 0.1 $855k 89k 9.57
Associated Banc Corp *w exp 11/21/201 0.1 $913k 338k 2.70
Renewable Energy Group Inc mtnf 2.750% 6/1 0.1 $544k 585k 0.93
Signature Bk New York N Y *w exp 12/12/201 0.1 $503k 5.6k 89.04
Suntrust Bks Inc wrt exp 12/31/2 0.1 $503k 45k 11.25
Wts/lindblad Expeditions Hldgs In 11.5000 Exp05/15/2016 wts 0.0 $422k 219k 1.93
Lincoln National Corp *W EXP 07/10/2019 0.0 $279k 6.9k 40.52
Suntrust Bks Inc wrt exp 11/14/2 0.0 $308k 56k 5.50
Barington Hilco Acquisition 0.0 $250k 25k 10.11
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $168k 263k 0.64
Easterly Acquisition Corp *w exp 07/29/202 0.0 $182k 325k 0.56
Nexeo Solutions Inc *w exp 06/09/202 0.0 $169k 276k 0.61
Verso Corp cl a 0.0 $168k 26k 6.44
Alere 0.0 $52k 15k 3.47
Kinder Morgan Inc/delaware Wts 0.0 $112k 5.6M 0.02
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.0 $135k 845k 0.16
Arowana Inc *w exp 04/29/202 0.0 $77k 700k 0.11
Arowana Inc right 01/01/2017 0.0 $140k 700k 0.20
Agrofresh Solutions wts feb 19 19 0.0 $107k 144k 0.74