Castle Creek Arbitrage, LLC — Q3 2016 13F Holdings

Name: Castle Creek Arbitrage, LLC — 13F Holdings, Q3 2016
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	26.85%	—	—
2	MU 2.375 05-01-32 C	Micron Technology INC	Stock-Tech	12.28%	—	-1.70%
3	MU 3.125 05-01-32 D	Micron Technology INC	Stock-Tech	6.53%	—	—
4	TSRO 3 10-01-21	Tesaro INC	Stock-Other	5.43%	—	+5.87%
5	CEMEX 3.75 03-15-18	Cemex Sab De Cv	Stock-Other	4.23%	—	—
6	CAA 1.625 05-15-18	Calatlantic Group INC	Stock-Other	3.14%	—	—
7	MU	Micron Technology INC	Stock-Tech	3.00%	—	-37.75%
8	TRLA 2.75 12-15-20	Trulia LLC	Stock-Other	2.85%	—	+7.89%
9	MCHP 1.625 02-15-25	Microchip Technology INC	Stock-Tech	2.16%	—	—
10	CIEN 4 12-15-20	Ciena CORP	Stock-Tech	2.16%	—	—
11	NVDA 1 12-01-18	Nvidia CORP	Stock-Tech	2.09%	—	—
12	MOH 1.125 01-15-20	Molina Healthcare INC	Stock-Healthcare	1.55%	—	—
13	INVA 2.125 01-15-23	Innoviva INC	Stock-Other	1.48%	—	—
14	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	Stock-Consumer Disc	1.45%	—	—
15	IART 1.625 12-15-16	Integra Lifesciences Hld	Stock-Other	1.44%	—	—
16	✓	Pnc Financial Services Group	Stock-Other	1.19%	—	—
17	MCHP 2.125 12-15-37	Microchip Technology INC	Stock-Tech	1.19%	—	—
18	MENT 4 04-01-31	Mentor Graphics CORP	Stock-Other	1.14%	—	—
19	IRWD 2.25 06-15-22	Ironwood Pharmaceuticals	Stock-Other	1.10%	—	—
20	SFR 4.5 10-15-17	Starwood Waypoint Homes	Stock-Other	0.99%	—	—
21	✓	Arowana INC	Stock-Other	0.91%	—	—
22	STWD 3.75 10-15-17	Starwood Property Trust	Stock-Real Estate	0.90%	—	—
23	MDCO 2.5 01-15-22	Medicines Company	Stock-Other	0.79%	—	—
24	DEA	Easterly Government Properties, Inc.	Stock-Other	0.66%	—	—
25	TSL 4 10-15-19	Trina Solar LTD	Stock-Other	0.65%	—	—
26	WBMD 2.5 01-31-18	Webmd Health CORP	Stock-Other	0.64%	—	—
27	INVH 3 07-01-19	Ih Merger Sub LLC	Stock-Real Estate	0.63%	—	—
28	✓	Capitol Acquisition CORP Iii	Stock-Other	0.62%	—	—
29	✓	Boulevard Acquisition	Stock-Other	0.62%	—	—
30	✓	Global Partner Acquisition C	Stock-Other	0.62%	—	—
31	IMMU 4.75 02-15-20	Immunomedics INC	Stock-Other	0.59%	—	—
32	✓	Gp Invts Acquisition Cor	Stock-Other	0.52%	—	—
33	DDI	DoubleDown Interactive Co., Ltd.	Stock-Other	0.52%	—	—
34	MA	Mastercard INC - A	Stock-Financials	0.52%	—	—
35	✓	Pace Hldgs CORP	Stock-Other	0.51%	—	—
36	TSLA	Tesla INC	Stock-Consumer Disc	0.48%	—	—
37	CVX	Chevron CORP	Stock-Energy	0.47%	—	—
38	AMAG 2.5 02-15-19	Amag Pharmaceuticals INC	Stock-Other	0.43%	—	—
39	✓	Klr Energy Acquisition CORP	Stock-Other	0.43%	—	—
40	✓	Landcadia Hldgs INC	Stock-Other	0.42%	—	—
41	TVIA 6 02-01-18	Terravia Holdings INC	Stock-Other	0.42%	—	-35.45%
42	TSLA 0.25 03-01-19	Tesla INC	Stock-Consumer Disc	0.42%	—	—
43	LAB 2.75 02-01-34	Standard Biotools INC	Stock-Other	0.38%	—	—
44	T	At&t INC	Stock-Comm Services	0.37%	—	—
45	ATI 4.75 07-01-22	Allegheny Technologies	Stock-Industrials	0.36%	—	—
46	✓	Cathay Gen Bancorp	Stock-Other	0.31%	—	—
47	CMCSA	Comcast Corp-class A	Stock-Comm Services	0.31%	—	—
48	✓	Quinpario Acquisition CORP 2	Stock-Other	0.30%	—	—
49	ZION	Zions Bancorporation, National Association	Stock-Financials	0.28%	—	-9.23%
50	WMGI 2 02-15-20	Wright Medical Group INC	Stock-Other	0.27%	—	-50.00%

1–50 of 79

Holding changes this quarter

Position changes disclosed by Castle Creek Arbitrage, LLC for the quarter ending Q3 2016, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MU 2.375 05-01-32 C	Micron Technology INC	+4.4%	-1.70%	Trim
2	VRSN 3.25 08-15-37	Verisign INC	+3%	—	Unchanged
3	MU 3.125 05-01-32 D	Micron Technology INC	+2.3%	—	Unchanged
4	TSRO 3 10-01-21	Tesaro INC	+1.9%	+5.87%	Add
5	CEMEX 3.75 03-15-18	Cemex Sab De Cv	+1.1%	—	Unchanged
6	NVDA 1 12-01-18	Nvidia CORP	+0.9%	—	Unchanged
7	TRLA 2.75 12-15-20	Trulia LLC	+0.7%	+7.89%	Add
8	MCHP 1.625 02-15-25	Microchip Technology INC	+0.7%	—	Unchanged
9	CIEN 4 12-15-20	Ciena CORP	+0.5%	—	Unchanged
10	✓	Pnc Financial Services Group	+0.5%	—	Unchanged
11	CAA 1.625 05-15-18	Calatlantic Group INC	+0.4%	—	Unchanged
12	MOH 1.125 01-15-20	Molina Healthcare INC	+0.4%	—	Unchanged
13	MCHP 2.125 12-15-37	Microchip Technology INC	+0.4%	—	Unchanged
14	MENT 4 04-01-31	Mentor Graphics CORP	+0.4%	—	Unchanged
15	INVA 2.125 01-15-23	Innoviva INC	+0.4%	—	Unchanged
16	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	+0.3%	—	Unchanged
17	IMMU 4.75 02-15-20	Immunomedics INC	+0.2%	—	Unchanged
18	MDCO 2.5 01-15-22	Medicines Company	+0.2%	—	Unchanged
19	TSL 4 10-15-19	Trina Solar LTD	+0.2%	—	Unchanged
20	MA	Mastercard INC - A	+0.2%	—	Unchanged
21	ZION	Zions Bancorporation, National Association	+0.2%	-9.23%	Trim
22	✓	Cathay Gen Bancorp	+0.1%	—	Unchanged
23	MU	Micron Technology INC	—	-37.75%	Trim
24	TVIA 6 02-01-18	Terravia Holdings INC	0%	-35.45%	Trim
25	WMGI 2 02-15-20	Wright Medical Group INC	-0.1%	-50.00%	Trim
26	✓	Atlantic Alliance Partner Co	-0.2%	-60.00%	Trim
27	TSLA 1.5 06-01-18	Tesla INC	—	EXIT	Sold out
28	WCC 6 09-15-29	Wesco International INC	—	EXIT	Sold out
29	SPY	Ss Spdr S&p 500 ETF Trust-us	—	EXIT	Sold out
30	IRWD 2.25 06-15-22	Ironwood Pharmaceuticals	—	NEW	New buy
31	✓	Gores Hldgs INC	—	EXIT	Sold out
32	EXEL 4.25 08-15-19	Exelixis INC	—	EXIT	Sold out
33	INTC	Intel CORP	—	EXIT	Sold out
34	CIEI 2.625 12-01-19	Cobalt Intl Energy INC	—	EXIT	Sold out
35	✓	Terrapin 3 Acquisition CORP	—	EXIT	Sold out
36	QIHU 0.5 08-15-20	Qihoo 360 Tech Co LTD	—	EXIT	Sold out
37	TSLA	Tesla INC	—	NEW	New buy
38	✓	Landcadia Hldgs INC	—	NEW	New buy
39	IONS 1 11-15-21	Ionis Pharmaceuticals In	—	EXIT	Sold out
40	ATI 4.75 07-01-22	Allegheny Technologies	—	NEW	New buy
41	✓	1347 Cap CORP	—	EXIT	Sold out
42	AABA 0 12-01-18	Altaba INC	—	NEW	New buy
43	STLD	Steel Dynamics INC	—	EXIT	Sold out
44	CAG	Conagra Brands INC	—	EXIT	Sold out
45	Z	Zillow Group INC - C	—	EXIT	Sold out
46	✓	Conyers Pk Acquisition	—	NEW	New buy
47	✓	Gores Holdings Inc-cw20	—	NEW	New buy
48	✓	Saban Capital Acquisition Co	—	NEW	New buy
49	AEGR 2 08-15-19	Aegerion Pharmaceuticals	—	EXIT	Sold out
50	LMT	Lockheed Martin CORP	—	EXIT	Sold out