Castle Creek Arbitrage

Castle Creek Arbitrage as of Sept. 30, 2017

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 41 positions in its portfolio as reported in the September 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 35.8 $357M 115M 3.11
Mu Us conv 23.9 $238M 58M 4.09
Micron Technology Inc bond 13.4 $134M 34M 3.98
Tesaro Inc note 3.000%10/0 6.8 $67M 18M 3.73
Microchip Technology Inc note 1.625% 2/1 4.1 $41M 24M 1.75
Cien 4 12/15/20 2.1 $21M 16M 1.33
Ctrip.com Inter Ltd. conv 1.5 $15M 11M 1.38
Akamai Technologies Inc Sr Cv zero coupon bonds 1.2 $12M 13M 0.97
Tesla Motors Inc bond 1.2 $12M 11M 1.10
Tesla Motors Inc bond 1.1 $11M 9.5M 1.13
Ryland Group note 0.9 $8.5M 7.1M 1.20
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.8 $8.5M 8.5M 1.00
Medicines Company conv 0.8 $7.6M 6.0M 1.27
Thrx 2 1/8 01/15/23 0.7 $7.4M 7.6M 0.98
Starwood Waypoint Residentl note 3.000% 7/0 0.7 $7.0M 5.7M 1.23
Electronics For Imaging Inc note 0.750% 9/0 0.6 $6.2M 6.0M 1.04
Boulevard Acquisition cl a 0.6 $5.9M 595k 9.99
Acorda Therap note 1.75% 6/15 0.5 $5.4M 6.0M 0.90
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.5 $4.8M 4.0M 1.19
Liberty Media Corp deb 3.500% 1/1 0.5 $4.6M 8.3M 0.55
Landcadia Holdings Inc unit 0.4 $4.3M 400k 10.71
Zions Bancorporation *w exp 05/22/202 0.4 $3.7M 246k 15.18
Intercept Pharmas conv 0.3 $3.1M 4.0M 0.78
Safeguard Scientifics In conv bnd 0.2 $2.1M 2.0M 1.03
Associated Banc Corp *w exp 11/21/201 0.2 $1.9M 380k 4.94
Fluidigm Corporation convertible cor 0.1 $1.5M 2.0M 0.74
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.1 $1.4M 1.5M 0.95
Saban Cap Acquisition Corp unit 99/99/9999 0.1 $1.1M 100k 10.63
Suntrust Bks Inc wrt exp 11/14/2 0.1 $902k 56k 16.10
Signature Bk New York N Y *w exp 12/12/201 0.1 $560k 5.6k 99.13
Renewable Energy Group Inc mtnf 2.750% 6/1 0.1 $632k 585k 1.08
Nabors Industries 0.0 $401k 50k 8.07
Global Partner Acquisition C *w exp 07/01/202 0.0 $442k 560k 0.79
Double Eagle Acquisition Cor *w exp 09/16/202 0.0 $297k 430k 0.69
Boulevard Acquisition *w exp 09/25/202 0.0 $264k 300k 0.88
Easterly Acquisition Corp *w exp 07/29/202 0.0 $162k 208k 0.78
Bank Of America Corp w exp 10/201 0.0 $83k 106k 0.78
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $112k 261k 0.43
Alere 0.0 $30k 7.5k 4.03
Barington Hilco Acquisition right 02/13/2017 0.0 $27k 122k 0.22
Barington Hilco Acquisition *w exp 02/11/201 0.0 $17k 169k 0.10