Castle Creek Arbitrage

Castle Creek Arbitrage as of Dec. 31, 2017

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 36 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 34.2 $383M 115M 3.34
Mu Us conv 22.2 $248M 58M 4.27
Micron Technology Inc bond 18.0 $202M 49M 4.12
Tesaro Inc note 3.000%10/0 4.0 $45M 18M 2.47
Microchip Technology Inc note 1.625% 2/1 3.8 $43M 25M 1.70
Starwood Waypoint Residentl note 3.000% 7/0 2.1 $24M 18M 1.29
Cien 4 12/15/20 1.8 $21M 16M 1.31
Molina Healthcare Inc. conv 1.8 $20M 11M 1.91
General Cable Corp Del New frnt 4.500% 11/1 1.4 $16M 15M 1.06
Salesforce.com Inc conv 1.4 $15M 10M 1.53
Ctrip.com Inter Ltd. conv 1.2 $13M 11M 1.18
Tesla Motors Inc bond 1.0 $11M 11M 1.06
Akamai Technologies Inc Sr Cv zero coupon bonds 1.0 $11M 11M 1.01
Tesla Motors Inc bond 0.9 $10M 9.5M 1.08
Electronics For Imaging Inc note 0.750% 9/0 0.7 $8.2M 8.5M 0.97
Thrx 2 1/8 01/15/23 0.7 $7.5M 7.6M 0.99
Medicines Company conv 0.6 $6.4M 6.0M 1.06
Acorda Therap note 1.75% 6/15 0.5 $5.1M 6.0M 0.85
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 0.4 $4.2M 400k 10.52
Intercept Pharmas conv 0.3 $3.2M 4.0M 0.80
Zions Bancorporation *w exp 05/22/202 0.3 $2.9M 156k 18.56
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
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
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
Discovery Communications 0.1 $560k 25k 22.40
Renewable Energy Group Inc mtnf 2.750% 6/1 0.1 $614k 585k 1.05
Global Partner Acquisition C *w exp 07/01/202 0.0 $407k 391k 1.04
Nabors Industries 0.0 $339k 50k 6.82
Easterly Acquisition Corp *w exp 07/29/202 0.0 $122k 208k 0.59
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