Castle Creek Arbitrage

Castle Creek Arbitrage as of Dec. 31, 2017

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 69 positions in its portfolio as reported in the December 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 31.2 $383M 115M 3.34
Mu Us conv 20.2 $248M 58M 4.27
Micron Technology Inc bond 16.4 $202M 49M 4.12
Tesaro Inc note 3.000%10/0 3.6 $45M 18M 2.47
Microchip Technology Inc note 1.625% 2/1 3.5 $43M 25M 1.70
Starwood Waypoint Residentl note 3.000% 7/0 1.9 $24M 18M 1.29
Cien 4 12/15/20 1.7 $21M 16M 1.31
Molina Healthcare Inc. conv 1.6 $20M 11M 1.91
General Cable Corp Del New frnt 4.500% 11/1 1.3 $16M 15M 1.06
Salesforce.com Inc conv 1.3 $15M 10M 1.53
Ctrip.com Inter Ltd. conv 1.1 $13M 11M 1.18
Theravance Biopharma Inc note 3.250%11/0 1.0 $12M 11M 1.10
Radius Health Inc note 3.000% 9/0 1.0 $12M 13M 0.95
Tesla Inc convertible security 0.9 $12M 10M 1.16
Tesla Motors Inc bond 0.9 $11M 11M 1.06
Akamai Technologies Inc Sr Cv zero coupon bonds 0.9 $11M 11M 1.01
Ciena Corp note 3.750%10/1 0.9 $11M 9.0M 1.17
Tesla Motors Inc bond 0.8 $10M 9.5M 1.08
Electronics For Imaging Inc note 0.750% 9/0 0.7 $8.2M 8.5M 0.97
Sucampo Pharmaceuticals Inc note 3.250%12/1 0.7 $7.9M 6.5M 1.22
Thrx 2 1/8 01/15/23 0.6 $7.5M 7.6M 0.99
Black Ridge Acquisition Corp 0.6 $6.8M 700k 9.65
Medicines Company conv 0.5 $6.4M 6.0M 1.06
Modern Media Acquisition 0.4 $5.4M 546k 9.80
Acorda Therap note 1.75% 6/15 0.4 $5.1M 6.0M 0.85
Gores Hldin-cw20 equity wrt 0.4 $5.1M 2.2M 2.27
Industrea Acquisition Corp unit 07/21/2024 0.4 $5.0M 500k 10.05
Vantage Energy Acquisition unit 04/12/2024 0.4 $4.8M 473k 10.12
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.4 $4.6M 4.0M 1.16
Servicenow Inc. note 0.4 $4.4M 2.5M 1.77
Landcadia Holdings Inc unit 0.3 $4.2M 400k 10.52
Pensare Acquisition Corp unit 07/27/2022 0.3 $4.1M 398k 10.31
Osprey Energy Acquisition Co unit 07/21/2022 0.3 $3.7M 374k 9.95
Matlin & Partners Acquisitio unit 05/28/2021a 0.3 $3.5M 350k 10.08
Intercept Pharmas conv 0.3 $3.2M 4.0M 0.80
Zions Bancorporation *w exp 05/22/202 0.2 $2.9M 156k 18.56
Leisure Acquisition Corp unit 99/99/9999 0.2 $3.0M 300k 9.91
Renewable Energy Group Inc note 4.000% 6/1 0.2 $2.6M 2.0M 1.28
Associated Banc Corp *w exp 11/21/201 0.2 $2.3M 380k 6.15
Safeguard Scientifics In conv bnd 0.2 $2.1M 2.0M 1.02
Novavax Inc note 3.750% 2/0 0.2 $1.9M 4.0M 0.48
Fintech Acquisition Corp Ii 0.2 $2.0M 200k 9.92
Fluidigm Corporation convertible cor 0.1 $1.7M 2.0M 0.83
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.1 $1.4M 1.5M 0.96
Tpg Pace Energy Hldgs Corp unit 99/99/9999 0.1 $1.5M 150k 10.19
Suntrust Bks Inc wrt exp 11/14/2 0.1 $1.2M 56k 20.79
Saban Cap Acquisition Corp unit 99/99/9999 0.1 $1.1M 100k 10.52
Daseke Inc *w exp 03/31/202 0.1 $1.1M 526k 2.02
Forum Merger Corp unit 06/01/2024 0.1 $951k 87k 10.89
Forum Merger Corp - A 0.1 $709k 71k 9.99
Discovery Communications 0.1 $560k 25k 22.40
Renewable Energy Group Inc mtnf 2.750% 6/1 0.1 $614k 585k 1.05
Simply Good Foods Co *w exp 07/07/202 0.0 $474k 123k 3.86
Nabors Industries 0.0 $339k 50k 6.82
Global Partner Acquisition C *w exp 07/01/202 0.0 $407k 391k 1.04
Willscot Corp *w exp 09/10/202 0.0 $363k 252k 1.44
Rosehill Resources Inc - A warrant 0.0 $279k 300k 0.93
Black Ridge Acquisition Corp *w exp 07/10/202 0.0 $217k 700k 0.31
Black Ridge Acquisition Corp right 07/10/2019 0.0 $196k 700k 0.28
Estre Ambiental Inc *w exp 12/21/202 (ESTWF) 0.0 $207k 300k 0.69
Easterly Acquisition Corp *w exp 07/29/202 0.0 $122k 208k 0.59
Forum Merger Corp right 06/01/2019 0.0 $132k 200k 0.66
Modern Media Acquisition right 99/99/9999 0.0 $174k 447k 0.39
Modern Media Acquisition w exp 05/17/202 0.0 $132k 275k 0.48
Barington Hilco Acquisition right 02/13/2017 0.0 $20k 122k 0.16
Barington Hilco Acquisition *w exp 02/11/201 0.0 $12k 169k 0.07
Vivopower International 0.0 $35k 12k 2.88
Gores Hldgs Ii Inc *w exp 03/06/202 0.0 $48k 33k 1.44
Forum Merger Corp *w exp 06/01/202 0.0 $54k 82k 0.66