Castle Creek Arbitrage

Castle Creek Arbitrage as of March 31, 2018

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 77 positions in its portfolio as reported in the March 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 32.1 $439M 127M 3.45
Mu Us conv 23.0 $314M 58M 5.41
Micron Technology Inc bond 18.7 $255M 49M 5.22
Microchip Technology Inc note 1.625% 2/1 3.5 $47M 27M 1.78
Tesaro Inc note 3.000%10/0 2.4 $32M 18M 1.80
Cien 4 12/15/20 1.6 $22M 15M 1.41
Starwood Waypoint Residentl note 3.000% 7/0 1.2 $17M 13M 1.26
Molina Healthcare Inc. conv 1.1 $15M 7.5M 2.01
General Cable Corp Del New frnt 4.500% 11/1 1.0 $14M 13M 1.06
Tesla Motors (TSLA) 0.9 $12M 46k 266.13
Theravance Biopharma Inc note 3.250%11/0 0.8 $11M 11M 1.01
Radius Health Inc note 3.000% 9/0 0.7 $10M 10M 1.01
Ctrip.com Inter Ltd. conv 0.7 $9.8M 8.0M 1.22
Ciena Corp note 3.750%10/1 0.7 $9.2M 7.0M 1.32
Colony Starwood Homes convertible security 0.6 $8.4M 7.5M 1.12
Tesla Motors Inc bond 0.6 $7.7M 7.7M 1.00
iShares Russell 2000 Index (IWM) 0.6 $7.6M 50k 151.84
Tesla Motors Inc bond 0.5 $7.4M 7.5M 0.99
Electronics For Imaging Inc note 0.750% 9/0 0.5 $7.3M 7.5M 0.97
Medicines Company conv 0.5 $6.9M 6.0M 1.15
Black Ridge Acquisition Corp 0.5 $6.8M 700k 9.69
Thrx 2 1/8 01/15/23 0.5 $6.5M 6.1M 1.07
Microchip Technology Inc sdcv 2.125%12/1 0.5 $6.2M 5.2M 1.20
Servicenow Inc. note 0.4 $5.6M 2.5M 2.23
Acorda Therap note 1.75% 6/15 0.4 $5.5M 6.0M 0.92
Gores Hldin-cw20 equity wrt 0.4 $5.2M 2.2M 2.34
Industrea Acquisition Corp unit 07/21/2024 0.4 $5.2M 500k 10.31
Gordon Pointe Acquisition Co unit 01/18/2023 0.4 $5.1M 500k 10.29
Skyworks Solutions (SWKS) 0.4 $5.0M 50k 100.26
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.3 $4.7M 4.0M 1.18
Vantage Energy Acquisition unit 04/12/2024 0.3 $4.8M 473k 10.19
Altice Usa Inc cl a (ATUS) 0.3 $4.3M 235k 18.48
Osprey Energy Acquisition Co unit 07/21/2022 0.3 $3.7M 374k 10.01
Matlin & Partners Acquisitio unit 05/28/2021a 0.3 $3.6M 350k 10.27
Cm Seven Star Acquisition Co unit 08/21/2022 0.3 $3.6M 350k 10.23
Intercept Pharmas conv 0.2 $3.2M 4.0M 0.80
Leisure Acquisition Corp unit 99/99/9999 0.2 $3.0M 300k 9.90
Renewable Energy Group Inc note 4.000% 6/1 0.2 $2.7M 2.0M 1.35
Mudrick Cap Acquisition Corp unit 02/01/2023 0.2 $2.6M 250k 10.20
Opes Acquisition Corp unit 03/07/2023 0.2 $2.3M 225k 10.05
Novavax Inc note 3.750% 2/0 0.2 $2.1M 3.0M 0.71
Associated Banc Corp *w exp 11/21/201 0.1 $2.0M 380k 5.34
Safeguard Scientifics In conv bnd 0.1 $2.0M 2.0M 1.00
Tesla Inc convertible security 0.1 $2.1M 2.0M 1.04
Tiberius Acquisition Corp unit 02/28/2021 0.1 $2.0M 200k 10.09
National Energy Services Reu (NESR) 0.1 $1.8M 184k 9.93
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.1 $1.4M 1.5M 0.96
Saban Cap Acquisition Corp unit 99/99/9999 0.1 $1.1M 100k 10.50
Insmed Inc convertible security 0.1 $890k 1.0M 0.89
Avista Healthcare Pub Acq Co cl a 0.1 $796k 80k 9.97
Renewable Energy Group Inc mtnf 2.750% 6/1 0.1 $649k 585k 1.11
Cision Ltd *w exp 06/22/202 0.1 $663k 296k 2.24
Fintech Acquisition Corp Ii 0.0 $526k 53k 9.94
Tpg Pace Energy Hldgs Corp cl a 0.0 $552k 55k 10.09
Discovery Communications 0.0 $343k 16k 21.44
Nabors Industries 0.0 $347k 50k 6.98
Fluidigm Corporation convertible cor 0.0 $425k 500k 0.85
Daseke Inc *w exp 03/31/202 0.0 $362k 326k 1.11
Simply Good Foods Co *w exp 07/07/202 0.0 $436k 123k 3.55
Willscot Corp *w exp 09/10/202 0.0 $387k 233k 1.66
Alder Biopharmaceuticals Inc convertible security 0.0 $460k 500k 0.92
Amc Entmt Hldgs Inc Cl A 0.0 $281k 20k 14.05
Rosehill Resources Inc - A warrant 0.0 $249k 300k 0.83
Black Ridge Acquisition Corp *w exp 07/10/202 0.0 $273k 700k 0.39
Black Ridge Acquisition Corp right 07/10/2019 0.0 $210k 700k 0.30
Easterly Acquisition Corp *w exp 07/29/202 0.0 $172k 207k 0.83
Avista Healthcare Pub Acq Co w exp 99/99/999 0.0 $81k 244k 0.33
National Energy Services Reu *w exp 05/05/202 0.0 $111k 123k 0.90
Modern Media Acquisition right 99/99/9999 0.0 $179k 447k 0.40
Modern Media Acquisition w exp 05/17/202 0.0 $143k 275k 0.52
Tpg Pace Energy Hldgs Corp w exp 99/99/999 0.0 $80k 43k 1.85
Estre Ambiental Inc *w exp 12/21/202 (ESTWF) 0.0 $162k 300k 0.54
Convergeone Hldgs Inc *w exp 04/12/202 0.0 $150k 125k 1.20
Barington Hilco Acquisition right 02/13/2017 0.0 $33k 122k 0.27
Barington Hilco Acquisition *w exp 02/11/201 0.0 $30k 169k 0.18
Vivopower International 0.0 $27k 12k 2.22
Gores Hldgs Ii Inc *w exp 03/06/202 0.0 $55k 33k 1.66