Castle Creek Arbitrage

Castle Creek Arbitrage as of Dec. 31, 2016

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 72 positions in its portfolio as reported in the December 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 24.4 $256M 115M 2.23
Mu Us conv 12.8 $135M 58M 2.32
Micron Technology Inc bond 7.4 $77M 34M 2.30
Tesaro Inc note 3.000%10/0 6.7 $70M 18M 3.88
Wts/the Pnc Financial Services Grp wts 3.8 $39M 793k 49.64
Mentor Graphics 4% 2031 conv 3.7 $39M 21M 1.86
Cemex Sab De Cv conv bnd 3.7 $39M 35M 1.12
Micron Technology (MU) 3.4 $36M 1.6M 21.92
Nvidia Corp note 1.000 12/0 3.0 $32M 6.0M 5.29
Ryland Group note 2.9 $31M 26M 1.20
Cien 4 12/15/20 2.1 $22M 16M 1.40
Microchip Technology Inc note 1.625% 2/1 2.0 $22M 17M 1.30
Thrx 2 1/8 01/15/23 1.4 $15M 17M 0.85
Molina Healthcare Inc. conv 1.4 $14M 10M 1.44
Ctrip.com Inter Ltd. conv 1.2 $13M 11M 1.16
Microchip Technology Inc sdcv 2.125%12/1 1.1 $12M 4.5M 2.69
Workday Inc conv 1.1 $11M 11M 1.05
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 1.0 $10M 9.0M 1.15
Starwood Waypoint Residentl note 4.500%10/1 0.9 $9.6M 9.0M 1.07
Wts Wells Fargo & Co. 0.9 $9.6M 446k 21.40
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.8 $8.7M 8.5M 1.02
Zions Bancorporation *w exp 05/22/202 0.7 $7.6M 648k 11.70
Medicines Company conv 0.7 $7.2M 6.0M 1.20
Easterly Acquisition 0.6 $6.4M 650k 9.85
Webmd Health Conv Sr Notes conv 0.6 $6.2M 6.0M 1.03
Cornerstone Ondemand Inc 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
Capitol Acquisition Corp Iii unit 99/99/9999 0.6 $6.2M 600k 10.30
Boulevard Acquisition unit 99/99/9999 0.6 $6.1M 600k 10.16
Global Partner Acquisition C unit 07/01/2020 0.6 $6.0M 600k 10.00
Immunomedics Inc note 4.750% 2/1 0.5 $5.5M 5.5M 0.99
Amag Pharmaceuticals Inc note 2.500% 2/1 0.5 $5.2M 3.7M 1.41
Gp Invts Acquisition Cor 0.5 $5.2M 525k 9.91
Double Eagle Acquisition Cor unit 99/99/9999 0.5 $5.3M 500k 10.50
MasterCard Incorporated (MA) 0.5 $5.2M 50k 103.26
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.5 $5.2M 5.0M 1.03
Acorda Therap note 1.75% 6/15 0.4 $4.6M 6.0M 0.76
General Mtrs Co *w exp 07/10/201 0.4 $4.3M 254k 17.14
Tesla Motors Inc bond 0.4 $4.2M 4.5M 0.93
Fluidigm Corporation convertible cor 0.4 $4.2M 6.0M 0.70
Landcadia Holdings Inc unit 0.4 $4.2M 400k 10.38
Klr Energy Acquisition Corp cl a 0.4 $4.1M 399k 10.38
Allegheny Technologies Inc note 4.750% 7/0 0.3 $3.4M 2.5M 1.34
Quinpario Acquisition Corp 2 0.3 $3.0M 301k 9.94
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.2 $2.6M 41k 63.81
Yahoo Inc note 12/0 0.2 $2.5M 2.5M 0.99
Alere 0.2 $2.4M 7.5k 322.68
Barington Hilco Acquisition 0.2 $2.3M 225k 10.15
Enernoc, Inc. conv 0.2 $2.3M 3.0M 0.78
Pacific Spl Acquisition Corp unit 99/99/9999 0.2 $2.2M 199k 11.05
Associated Banc Corp *w exp 11/21/201 0.2 $2.0M 340k 5.81
Suntrust Bks Inc wrt exp 12/31/2 0.2 $1.7M 78k 21.74
Washington Fed Inc *w exp 11/14/201 0.1 $1.5M 89k 16.92
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.1 $1.4M 1.5M 0.94
Conyers Pk Acquisition unit 99/99/99991 0.1 $1.4M 125k 10.85
Saban Cap Acquisition Corp unit 99/99/9999 0.1 $1.0M 100k 10.39
Suntrust Bks Inc wrt exp 11/14/2 0.1 $730k 56k 13.03
Dick's Sporting Goods (DKS) 0.1 $664k 13k 53.12
Signature Bk New York N Y *w exp 12/12/201 0.1 $680k 5.6k 120.38
Renewable Energy Group Inc mtnf 2.750% 6/1 0.1 $568k 585k 0.97
Klr Energy Acquisition Corp w exp 09/16/202 0.1 $551k 399k 1.38
Lincoln National Corp *W EXP 07/10/2019 0.0 $423k 6.9k 61.43
Tesla Motors (TSLA) 0.0 $311k 1.5k 213.60
Nexeo Solutions Inc *w exp 06/09/202 0.0 $191k 276k 0.69
Verso Corp cl a 0.0 $185k 26k 7.09
Kinder Morgan Inc/delaware Wts 0.0 $56k 5.6M 0.01
Wts/lindblad Expeditions Hldgs In 11.5000 Exp05/15/2016 wts 0.0 $119k 56k 2.13
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $121k 263k 0.46
Easterly Acquisition Corp *w exp 07/29/202 0.0 $120k 325k 0.37
Barington Hilco Acquisition right 02/13/2017 0.0 $50k 200k 0.25
Barington Hilco Acquisition *w exp 02/11/201 0.0 $26k 200k 0.13
Agrofresh Solutions wts feb 19 19 0.0 $26k 144k 0.18