Castle Creek Arbitrage

Castle Creek Arbitrage as of March 31, 2017

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 61 positions in its portfolio as reported in the March 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 28.1 $293M 115M 2.55
Mu Us conv 16.8 $175M 58M 3.02
Micron Technology Inc bond 9.5 $99M 34M 2.95
Tesaro Inc note 3.000%10/0 7.7 $80M 18M 4.43
Mentor Graphics 4% 2031 conv 3.8 $40M 21M 1.88
Microchip Technology Inc note 1.625% 2/1 3.2 $34M 24M 1.44
Ryland Group note 3.0 $31M 25M 1.26
Cemex Sab De Cv conv bnd 2.8 $29M 25M 1.17
Liberty Media Corp deb 3.500% 1/1 2.4 $25M 46M 0.54
Cien 4 12/15/20 2.1 $22M 16M 1.37
Thrx 2 1/8 01/15/23 1.6 $16M 17M 0.95
Ctrip.com Inter Ltd. conv 1.4 $14M 11M 1.31
Workday Inc conv 1.2 $12M 11M 1.14
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 1.1 $11M 9.0M 1.25
Illumina Inc. 0.00% June 15, 2019 ccb 1.1 $11M 11M 1.01
Regeneron Pharmaceuticals (REGN) 0.9 $9.8M 25k 387.50
Medicines Company conv 0.9 $9.5M 6.0M 1.58
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.8 $8.7M 8.5M 1.02
Immunomedics Inc note 4.750% 2/1 0.7 $7.7M 5.5M 1.40
Microchip Technology Inc sdcv 2.125%12/1 0.7 $7.5M 2.4M 3.11
Starwood Waypoint Residentl note 3.000% 7/0 0.7 $6.8M 5.7M 1.19
Easterly Acquisition 0.6 $6.5M 650k 9.96
Boulevard Acquisition unit 99/99/9999 0.6 $6.3M 600k 10.44
Apple (AAPL) 0.6 $6.2M 43k 143.66
Webmd Health Conv Sr Notes conv 0.6 $6.1M 6.0M 1.02
Cornerstone Ondemand Inc conv 0.6 $6.1M 6.0M 1.02
Global Partner Acquisition C 0.6 $6.0M 600k 9.98
Ctrip Com Intl Ltd Note 1.000% 7/0 bond 0.5 $5.6M 5.0M 1.11
Double Eagle Acquisition Cor unit 99/99/9999 0.5 $5.3M 500k 10.55
Gp Invts Acquisition Cor 0.5 $5.2M 525k 9.97
Zions Bancorporation *w exp 05/22/202 0.5 $5.1M 446k 11.43
Tesla Motors Inc bond 0.4 $4.5M 4.5M 1.00
Landcadia Holdings Inc unit 0.4 $4.3M 400k 10.66
Klr Energy Acquisition Corp cl a 0.4 $4.1M 394k 10.32
Capitol Acquisition Corp Iii 0.3 $3.2M 300k 10.55
Safeguard Scientifics In conv bnd 0.3 $2.8M 2.7M 1.02
Fluidigm Corporation convertible cor 0.3 $2.7M 4.0M 0.68
Yahoo Inc note 12/0 0.2 $2.6M 2.5M 1.04
Enernoc, Inc. conv 0.2 $2.6M 3.0M 0.85
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 379k 5.32
Weatherford Intl Plc ord 0.2 $1.9M 286k 6.65
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.1 $1.4M 1.5M 0.94
Verint Systems (VRNT) 0.1 $1.2M 27k 43.37
Saban Cap Acquisition Corp unit 99/99/9999 0.1 $1.1M 100k 10.57
Suntrust Bks Inc wrt exp 11/14/2 0.1 $753k 56k 13.44
Conyers Pk Acquisition unit 99/99/99991 0.1 $777k 69k 11.22
Signature Bk New York N Y *w exp 12/12/201 0.1 $673k 5.6k 119.14
Renewable Energy Group Inc mtnf 2.750% 6/1 0.1 $591k 585k 1.01
Capitol Acquisition Corp Iii *w exp 10/13/20 0.1 $555k 300k 1.85
Klr Energy Acquisition Corp w exp 09/16/202 0.0 $467k 399k 1.17
Powershares Senior Loan Portfo mf 0.0 $233k 10k 23.30
Global Partner Acquisition C *w exp 07/01/202 0.0 $204k 600k 0.34
Verso Corp cl a 0.0 $157k 26k 6.02
Hornbeck Offshore Services 0.0 $74k 17k 4.42
Bank Of America Corp w exp 10/201 0.0 $98k 106k 0.92
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $131k 263k 0.50
Easterly Acquisition Corp *w exp 07/29/202 0.0 $73k 209k 0.35
Kinder Morgan Inc/delaware Wts 0.0 $0 5.6M 0.00
Barington Hilco Acquisition right 02/13/2017 0.0 $47k 133k 0.35
Barington Hilco Acquisition *w exp 02/11/201 0.0 $32k 189k 0.17