Castle Creek Arbitrage

Castle Creek Arbitrage as of June 30, 2017

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 50 positions in its portfolio as reported in the June 2017 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 33.5 $312M 115M 2.72
Mu Us conv 19.5 $181M 58M 3.12
Micron Technology Inc bond 11.0 $103M 34M 3.05
Tesaro Inc note 3.000%10/0 7.8 $73M 18M 4.04
Microchip Technology Inc note 1.625% 2/1 3.8 $35M 24M 1.50
Liberty Media Corp deb 3.500% 1/1 2.4 $22M 41M 0.54
Cien 4 12/15/20 2.4 $22M 16M 1.42
Thrx 2 1/8 01/15/23 1.7 $16M 17M 0.91
Ctrip.com Inter Ltd. conv 1.7 $16M 11M 1.41
Tesla Motors Inc bond 1.3 $12M 11M 1.14
Akamai Technologies Inc Sr Cv zero coupon bonds 1.3 $12M 13M 0.98
Illumina Inc. 0.00% June 15, 2019 ccb 1.2 $11M 11M 1.02
Tesla Motors Inc bond 1.2 $11M 9.5M 1.16
Immunomedics Inc note 4.750% 2/1 1.1 $10M 5.5M 1.83
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.9 $8.6M 8.5M 1.01
Ryland Group note 0.9 $8.5M 7.1M 1.19
Medicines Company conv 0.8 $7.8M 6.0M 1.30
Starwood Waypoint Residentl note 3.000% 7/0 0.7 $6.8M 5.7M 1.19
Easterly Acquisition 0.7 $6.5M 650k 10.02
Webmd Health Conv Sr Notes conv 0.7 $6.2M 6.0M 1.03
Boulevard Acquisition cl a 0.7 $6.0M 600k 10.01
Global Partner Acquisition C 0.6 $6.0M 600k 9.95
Zions Bancorporation *w exp 05/22/202 0.6 $5.6M 446k 12.62
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.6 $5.4M 4.0M 1.34
Double Eagle Acquisition Cor unit 99/99/9999 0.6 $5.3M 500k 10.52
Acorda Therap note 1.75% 6/15 0.6 $5.2M 6.0M 0.86
Landcadia Holdings Inc unit 0.5 $4.2M 400k 10.58
Associated Banc Corp *w exp 11/21/201 0.2 $2.2M 380k 5.84
Safeguard Scientifics In conv bnd 0.2 $2.0M 2.0M 1.01
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.1 $1.4M 1.5M 0.94
Fluidigm Corporation convertible cor 0.1 $1.2M 2.0M 0.62
Saban Cap Acquisition Corp unit 99/99/9999 0.1 $1.1M 100k 10.73
Suntrust Bks Inc wrt exp 11/14/2 0.1 $781k 56k 13.94
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $675k 17k 39.71
Signature Bk New York N Y *w exp 12/12/201 0.1 $640k 5.6k 113.29
Renewable Energy Group Inc mtnf 2.750% 6/1 0.1 $649k 585k 1.11
Verint Systems (VRNT) 0.1 $575k 14k 40.67
Nabors Industries 0.0 $405k 50k 8.15
Gp Invts Acquisition Cor *w exp 99/99/999 0.0 $181k 262k 0.69
Easterly Acquisition Corp *w exp 07/29/202 0.0 $171k 209k 0.82
Boulevard Acquisition *w exp 09/25/202 0.0 $210k 300k 0.70
Hornbeck Offshore Services 0.0 $47k 17k 2.81
Bank Of America Corp w exp 10/201 0.0 $82k 106k 0.77
Global Partner Acquisition C *w exp 07/01/202 0.0 $120k 600k 0.20
Pacific Spl Acquisition Corp right 03/15/2017 0.0 $89k 151k 0.59
Verso Corp cl a 0.0 $122k 26k 4.68
Conyers Pk Acquisition *w exp 07/20/202 0.0 $52k 20k 2.60
Alere 0.0 $29k 7.5k 3.89
Barington Hilco Acquisition right 02/13/2017 0.0 $45k 126k 0.36
Barington Hilco Acquisition *w exp 02/11/201 0.0 $27k 177k 0.15