Castle Creek Arbitrage, LLC — Q4 2015 13F Holdings

Name: Castle Creek Arbitrage, LLC — 13F Holdings, Q4 2015
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001326638

Total reported value

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	VRSN 3.25 08-15-37	Verisign INC	Stock-Tech	22.51%	—	+77.56%
2	TSLA 1.5 06-01-18	Tesla INC	Stock-Consumer Disc	8.95%	—	—
3	MU 2.375 05-01-32 C	Micron Technology INC	Stock-Tech	8.49%	—	—
4	SNDK 1.5 08-15-17	Sandisk CORP	Stock-Tech	5.18%	—	-10.42%
5	WCC 6 09-15-29	Wesco International INC	Stock-Industrials	4.14%	—	—
6	MU 3.125 05-01-32 D	Micron Technology INC	Stock-Tech	4.12%	—	—
7	CEMEX 3.75 03-15-18	Cemex Sab De Cv	Stock-Other	4.04%	—	-11.75%
8	CAA 1.625 05-15-18	Calatlantic Group INC	Stock-Other	2.59%	—	+326.92%
9	TRLA 2.75 12-15-20	Trulia LLC	Stock-Other	2.56%	—	—
10	TSRO 3 10-01-21	Tesaro INC	Stock-Other	2.20%	—	—
11	MENT 4 04-01-31	Mentor Graphics CORP	Stock-Other	2.15%	—	+173.65%
12	AMAG 2.5 02-15-19	Amag Pharmaceuticals INC	Stock-Other	2.01%	—	—
13	MU 1.625 02-15-33 E	Micron Technology INC	Stock-Tech	1.98%	—	-9.98%
14	CIEN 4 12-15-20	Ciena CORP	Stock-Tech	1.57%	—	+56.92%
15	IDCC 2.5 03-15-16	Interdigital INC	Stock-Tech	1.55%	—	+60.00%
16	✓	Ship Finance International L	Stock-Other	1.21%	—	—
17	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	1.19%	—	-13.04%
18	✓	Pnc Financial Services Group	Stock-Other	1.10%	—	—
19	CIEI 2.625 12-01-19	Cobalt Intl Energy INC	Stock-Other	1.04%	—	+26.82%
20	HOLX 0 12-15-37 2010	Hologic INC	Stock-Other	1.00%	—	—
21	INVA 2.125 01-15-23	Innoviva INC	Stock-Other	0.99%	—	-10.47%
22	✓	Powershares Qqq Trust Ser 1	Stock-Other	0.86%	—	—
23	TSLA 0.25 03-01-19	Tesla INC	Stock-Consumer Disc	0.83%	—	—
24	INVH 3 07-01-19	Ih Merger Sub LLC	Stock-Real Estate	0.76%	—	—
25	WFC	Wells Fargo & Co	Stock-Financials	0.73%	—	-42.32%
26	SUNE 2 10-01-18	Sunedison INC	Stock-Other	0.69%	—	+37.50%
27	✓	Gores Hldgs INC	Stock-Other	0.69%	—	—
28	MCHP 2.125 12-15-37	Microchip Technology INC	Stock-Tech	0.66%	—	—
29	✓	Arowana INC	Stock-Other	0.65%	—	—
30	STWD 3.75 10-15-17	Starwood Property Trust	Stock-Real Estate	0.64%	—	—
31	JNP	Juniper Networks INC	Stock-Other	0.64%	—	—
32	MU	Micron Technology INC	Stock-Tech	0.54%	—	—
33	SUNE 2.75 01-01-21	Sunedison INC	Stock-Other	0.52%	—	—
34	✓	Easterly Acquisition CORP	Stock-Other	0.50%	—	—
35	ICON 1.5 03-15-18	Iconix Brand Group INC	Stock-Other	0.50%	—	-4.04%
36	LNG 4.25 03-15-45	Cheniere Energy INC	Stock-Energy	0.49%	—	-56.36%
37	✓	Global Partner Acquisition C	Stock-Other	0.46%	—	—
38	✓	Terrapin 3 Acquisition CORP	Stock-Other	0.46%	—	—
39	✓	Boulevard Acquisition	Stock-Other	0.46%	—	—
40	EXEL 4.25 08-15-19	Exelixis INC	Stock-Healthcare	0.42%	—	—
41	QIHU 0.5 08-15-20	Qihoo 360 Tech Co LTD	Stock-Other	0.41%	—	—
42	INTC	Intel CORP	Stock-Tech	0.40%	—	—
43	✓	Gp Invts Acquisition Cor	Stock-Other	0.40%	—	+1.94%
44	TVIA 6 02-01-18	Terravia Holdings INC	Stock-Other	0.39%	—	—
45	✓	Atlantic Alliance Partner Co	Stock-Other	0.39%	—	—
46	DDI	DoubleDown Interactive Co., Ltd.	Stock-Other	0.38%	—	—
47	✓	Pace Hldgs CORP	Stock-Other	0.37%	—	—
48	BCOR 4.25 04-01-19	Blucora INC	Stock-Other	0.37%	—	-8.06%
49	CLVS 2.5 09-15-21	Clovis Oncology INC	Stock-Other	0.36%	—	—
50	GLD	Spdr Gold Shares	ETF-Commodities	0.35%	—	—

1–50 of 88

Holding changes this quarter

Position changes disclosed by Castle Creek Arbitrage, LLC for the quarter ending Q4 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	VRSN 3.25 08-15-37	Verisign INC	+11.8%	+77.56%	Add
2	CAA 1.625 05-15-18	Calatlantic Group INC	+1.9%	+326.92%	Add
3	MENT 4 04-01-31	Mentor Graphics CORP	+1.2%	+173.65%	Add
4	CIEN 4 12-15-20	Ciena CORP	+0.5%	+56.92%	Add
5	IDCC 2.5 03-15-16	Interdigital INC	+0.5%	+60.00%	Add
6	SNDK 1.5 08-15-17	Sandisk CORP	+0.4%	-10.42%	Trim
7	TSRO 3 10-01-21	Tesaro INC	+0.3%	—	Unchanged
8	✓	Pnc Financial Services Group	+0.1%	—	Unchanged
9	CMA	Comerica INC	+0.1%	+245.94%	Add
10	MCHP 2.125 12-15-37	Microchip Technology INC	0%	—	Unchanged
11	JNP	Juniper Networks INC	0%	—	Unchanged
12	TVIA 6 02-01-18	Terravia Holdings INC	-0.1%	—	Unchanged
13	BCOR 4.25 04-01-19	Blucora INC	-0.1%	-8.06%	Trim
14	CKH 3 11-15-28	Seacor Holdings INC	-0.1%	-44.44%	Trim
15	SUNE 2.75 01-01-21	Sunedison INC	-0.2%	—	Unchanged
16	ENOC 2.25 08-15-19	Enel X North America INC	-0.3%	-57.14%	Trim
17	MU 3.125 05-01-32 D	Micron Technology INC	-0.3%	—	Unchanged
18	CLVS 2.5 09-15-21	Clovis Oncology INC	-0.4%	—	Unchanged
19	ICON 1.5 03-15-18	Iconix Brand Group INC	-0.4%	-4.04%	Trim
20	MU 1.625 02-15-33 E	Micron Technology INC	-0.4%	-9.98%	Trim
21	MOH 1.125 01-15-20	Molina Healthcare INC	-0.4%	-13.04%	Trim
22	TRLA 2.75 12-15-20	Trulia LLC	-0.4%	—	Unchanged
23	WCC 6 09-15-29	Wesco International INC	-0.4%	—	Unchanged
24	WFC	Wells Fargo & Co	-0.5%	-42.32%	Trim
25	AMAG 2.5 02-15-19	Amag Pharmaceuticals INC	-0.7%	—	Unchanged
26	TSLA 1.5 06-01-18	Tesla INC	-0.7%	—	Unchanged
27	MU 2.375 05-01-32 C	Micron Technology INC	-0.8%	—	Unchanged
28	LNG 4.25 03-15-45	Cheniere Energy INC	-0.9%	-56.36%	Trim
29	CEMEX 3.75 03-15-18	Cemex Sab De Cv	-1.3%	-11.75%	Trim
30	JBLU 5.5 10-15-38 B	Jetblue Airways CORP	—	EXIT	Sold out
31	✓	Powershares Qqq Trust Ser 1	—	NEW	New buy
32	✓	Arowana INC	—	NEW	New buy
33	✓	Arowana INC	—	EXIT	Sold out
34	VXX	iPath Series B S&P 500 VIX Short-Term Futures ETN	—	EXIT	Sold out
35	AMZN	Amazon.com INC	—	EXIT	Sold out
36	ICON 2.5 06-01-16	Iconix Brand Group INC	—	EXIT	Sold out
37	INTC	Intel CORP	—	NEW	New buy
38	DUK	Du Pont E I De Nemour&Co	—	EXIT	Sold out
39	✓	Cambridge Cap Acquisition Co	—	EXIT	Sold out
40	DHCP 4.5 11-01-19	Ditech Holding CORP	—	EXIT	Sold out
41	DLTR	Dollar Tree INC	—	NEW	New buy
42	LAB 2.75 02-01-34	Standard Biotools INC	—	NEW	New buy
43	TVIA 5 10-01-19	Terravia Holdings INC	—	EXIT	Sold out
44	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	—	NEW	New buy
45	RYN	Rayonier INC	—	EXIT	Sold out
46	ROST	Ross Stores, Inc.	—	NEW	New buy
47	✓	Pandora Media INC	—	NEW	New buy
48	TWI	Titan International INC	—	EXIT	Sold out
49	✓		—	EXIT	Sold out
50	DKS	Dick's Sporting Goods INC	—	NEW	New buy