Castle Creek Arbitrage

Latest statistics and disclosures from Castle Creek Arbitrage's latest quarterly 13F-HR filing:

Castle Creek Arbitrage portfolio companies for June 2015 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Mu Us conv 8.38 70151000 2.02 0.00
Tesla Mtrs Inc note 1.500% 6/0 7.68 +3.00% 59577000 2.18 0.00
Mylan Inc note 3.750% 9/1 7.27 24202000 5.08 0.00
Verisign Inc sdcv 3.250% 8/1 7.03 NEW 64595000 1.84 0.00
Electronic Arts Inc conv 5.73 +38.00% 46363000 2.09 0.00
Wesco Intl Inc dbcv 6.000% 9/1 4.95 34614000 2.42 0.00
Cemex Sab De Cv conv bnd 4.63 -9.00% 66350000 1.18 0.00
Jetblue Airways Corp dbcv 5.500%10/1 4.27 15426000 4.68 0.00
Micron Technology Inc bond 3.99 33615000 2.01 0.00
Sandisk Corp note 1.500% 8/1 3.66 -21.00% 47994000 1.29 0.00
Micron Technology Inc note 1.625% 2/1 3.27 +14.00% 31042000 1.78 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 3.17 +42.00% 20721000 2.59 0.00
Wts/the Pnc Financial Services Grp wts 2.82 499400 95.65 0.00
Trulia Inc. 2.750% December 15, 2020 ccb 1.85 -9.00% 24500000 1.28 0.00
Tesaro Inc note 3.000%10/0 1.84 -12.00% 17027000 1.83 0.00
Sunedison Inc note 2.750% 1/0 1.68 -61.00% 13381000 2.12 0.00
Tesla Motors Inc bond 1.55 -14.00% 26500000 0.99 0.00
Wts Wells Fargo & Co. 1.54 463300 56.24 0.00
Zions Bancorporation *w exp 05/22/202 1.47 783250 31.73 0.00
Cheniere Energy Inc note 4.250% 3/1 1.22 27500000 0.75 0.00
Molina Healthcare Inc. conv 1.20 +53.00% 11500000 1.77 0.00
Kinder Morgan Inc/delaware Wts 1.06 -50.00% 465948 38.39 0.00
Thrx 2 1/8 01/15/23 1.06 -4.00% 19110000 0.94 0.00
Icon 2 1/2 06/01/16 0.97 16000000 1.03 0.00
Ship Finance International sr cv nt 0.93 -13.00% 14652000 1.07 0.00
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.93 +113.00% 16000000 0.98 0.00
Cobalt Intl Energy Inc note 0.92 21144000 0.74 0.00
Interdigital Inc 2.5% conv 0.82 -19.00% 12500000 1.11 0.00
Iconix Brand Group, Inc. conv 0.81 13500000 1.02 0.00
Hologic Inc frnt 2.000%12/1 0.76 7670000 1.68 0.00
Sunedison Inc note 2.000%10/0 0.56 -60.00% 4500000 2.09 0.00
Cathay Gen Bancorp *w exp 12/05/201 0.54 279000 32.45 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.51 4488000 1.91 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.51 8500000 1.01 0.00
JNPR Juniper Networks 0.46 NEW 300000 25.97 23.46
X 2 3/4 04/01/19 0.43 6500000 1.11 0.00
Arowana Inc unit 99/99/9999 0.42 NEW 700000 10.13 0.00
Associated Banc Corp *w exp 11/21/201 0.41 339600 20.27 0.00
Mentor Graphics 4% 2031 conv 0.40 NEW 5025000 1.35 0.00
Cien 4 12/15/20 0.37 NEW 4418000 1.40 0.00
Ryland Group note 0.36 NEW 4000000 1.52 0.00
Walter Invt Mgmt Corp note 0.36 -6.00% 7431000 0.83 0.00
Solazyme Inc. note 6.000 2/0 added 0.36 +41.00% 9455000 0.64 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.36 595000 10.26 0.00
Blucora Inc note 4.250% 4/0 0.36 6200000 0.99 0.00
Chesapeake Energy Corp note 2.750%11/1 0.31 -58.00% 5219000 1.00 0.00
GLD SPDR Gold Trust 0.30 NEW 45000 112.38 110.56
Atlantic Alliance Partner Co shs 0.30 NEW 500000 10.18 0.00
Gp Invts Acquisition Cor unit 99/99/9999 0.30 NEW 498606 10.03 0.00
FFIV F5 Networks 0.28 NEW 40000 120.35 112.86
Cambridge Cap Acquisition 0.28 475000 9.95 0.00
Boulevard Acquisition 0.27 -26.00% 363100 12.50 0.00
Comerica Inc *w exp 11/14/201 0.25 -62.00% 82200 51.33 0.00
Mgic Investment Corp note 0.25 NEW 2500000 1.69 0.00
Wl Ross Holding Corp wrt 0.25 400000 10.41 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.24 400000 10.25 0.00
HUM Humana 0.23 NEW 20000 191.30 160.10
1347 Cap Corp unit 99/99/9999 0.21 350000 10.30 0.00
Exelixis Inc cnv 0.19 -21.00% 3670000 0.89 0.00
Herbalife Ltd conv 0.19 3600000 0.89 0.00
Quinpario Acquisition Corp 2 0.18 NEW 300600 9.90 0.00
TWI Titan International 0.17 267500 10.74 10.15
GOL Gol Linhas Aereas Inteligentes SA 0.16 -24.00% 1141000 2.37 2.73
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.15 40700 62.24 0.00
Suntrust Bks Inc wrt exp 11/14/2 0.15 59100 43.01 0.00
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.15 250000 10.15 0.00
Trina Solar Limited dbcv 3.500% 6/1 0.15 NEW 2500000 1.02 0.00
RYN Rayonier 0.13 NEW 88000 25.56 27.05
Solazyme Inc bond 0.13 -42.00% 3685000 0.58 0.00
Washington Fed Inc *w exp 11/14/201 0.12 89382 23.35 0.00
Suntrust Bks Inc wrt exp 12/31/2 0.12 45800 43.01 0.00
Boulevard Acquisition Corp w exp02/19/201 0.12 -36.00% 158428 12.50 0.00
Barington Hilco Acquisition unit 99/99/9999t 0.12 200000 10.06 0.00
TTMI TTM Technologies 0.09 149000 9.99 8.75
KSU Kansas City Southern 0.07 NEW 12500 91.20 113.81
Cambridge Cap Acquisition Co w exp 12/23/201 0.07 110950 9.95 0.00
CMA Comerica Incorporated 0.05 NEW 16099 51.31 45.57
Signature Bk New York N Y *w exp 12/12/201 0.05 5649 146.40 0.00
Blackberry 0.04 NEW 80000 8.18 0.00
Suntrust Banks Inc $1.00 Par Cmn 0.03 NEW 10968 43.03 0.00
Lincoln National Corp *W EXP 07/10/2019 0.02 6886 59.25 0.00
NOK Nokia Corporation 0.01 -40.00% 29130 6.87 7.66
Omnicare Cap Tr Ii pfd b tr 4.00% 0.01 191800 1.15 0.00
Barington Hilco Acquisition 0.01 NEW 24740 9.74 0.00
Frontier Communications Corp pfd conv ser-a 0.01 NEW 125000 0.99 0.00
ALR-B Alere 0.00 15000 3.53 0.00
Galena Biopharma 0.00 -60.00% 25045 1.72 0.00
Centrus Energy Corp cl a 0.00 -11.00% 14745 4.14 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage