Castle Creek Arbitrage

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

Castle Creek Arbitrage portfolio companies for March 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Notes 14.31 -7.00% 47885000 5.77 0.00
Microchip Technology Inc sdcv 2.125%12/1 6.99 -11.00% 72585000 1.86 0.00
Priceline Com Inc note 1.250% 3/1 5.43 -15.00% 26586000 3.94 0.00
Cemex Sab De Cv conv bnd 4.93 -7.00% 66600000 1.43 0.00
GM General Motors Company 4.73 +42.00% 2650100 34.42 37.90
Wesco Intl Inc dbcv 6.000% 9/1 4.42 -9.00% 28704000 2.97 0.00
United Rentals Inc note 4.000%11/1 4.41 10000000 8.52 0.00
Equinix Inc note 4.750% 6/1 4.10 -20.00% 34852000 2.27 0.00
Cadence Design Sys Cvt 2.625 6 convert 3.54 32968000 2.07 0.00
Uthr 1 09/15/16 3.22 +50.00% 31200000 1.99 0.00
Micron Technology Inc bond 3.14 -17.00% 24365000 2.49 0.00
Sba Communications Corp note 4.000%10/0 3.00 -9.00% 19382000 2.99 0.00
Sunpower Corp dbcv 4.750% 4/1 2.24 35491000 1.22 0.00
Salesforce Com Inc note 0.750% 1/1 2.06 -25.00% 14881000 2.67 0.00
Ship Finance International sr cv nt 1.92 -13.00% 33402000 1.11 0.00
BAC Bank of America Corporation 1.89 +3727.00% 2124360 17.20 15.56
Semgroup Corp wts 1.59 466423 65.68 0.00
Jetblue Airways Corp dbcv 5.500%10/1 1.38 13186000 2.02 0.00
Allegheny Technologies Inc note 4.250% 6/0 1.30 +77.00% 24619000 1.02 0.00
Forest City Enterprises Inc note 5.000%10/1 1.28 -7.00% 16221000 1.52 0.00
Tesla Mtrs Inc note 1.500% 6/0 1.12 +4.00% 12027000 1.80 0.00
Mu Us conv 1.12 NEW 8564000 2.52 0.00
Bank Of America Corp w exp 10/201 1.00 +21.00% 1123600 17.20 0.00
Sunpower Corp conv 0.97 12300000 1.52 0.00
Chesapeake Energy Corp note 2.750%11/1 0.93 -10.00% 17250000 1.04 0.00
Micron Technology Inc note 0.91 7000000 2.52 0.00
Pdl Biopharma Inc note 3.750% 5/0 0.90 -26.00% 12751000 1.36 0.00
Phh Corp cnv 0.84 -26.00% 7496000 2.16 0.00
QCOM QUALCOMM 0.82 NEW 200000 78.86 81.93
Live Nation Entertainment In note 2.875% 7/1 0.76 +28.00% 14424000 1.02 0.00
United States Stl Corp New note 4.000% 5/1 0.75 14399000 1.01 0.00
Omnicare Cap Tr Ii pfd b tr 4.00% 0.73 -36.00% 191800 73.35 0.00
Zions Bancorporation *w exp 05/22/202 0.64 +65.00% 396480 30.98 0.00
MOLYCORP INC DEL....... NOTE 6.0% 9/1/17 0.54 -7.00% 13254000 0.79 0.00
Ual Corp note 6.000%10/1 0.53 -30.00% 1972000 5.15 0.00
Solazyme Inc. note 6.000 2/0 added 0.53 NEW 6671000 1.53 0.00
Goldcorp Inc New note 2.000% 8/0 0.52 -51.00% 10000000 1.00 0.00
Seacor Holdings Inc note 2.500%12/1 0.50 -17.00% 8065000 1.19 0.00
Molycorp Inc conv bnd 0.46 -15.00% 10985000 0.80 0.00
Silver Eagle Acquisition Cor w exp 07/26/202 0.46 851671 10.35 0.00
Vipshop Holdings Ltd - Ads bond 0.45 NEW 8500000 1.02 0.00
Hartford Finl Svcs Wt Exp 0626 wt 0.44 +7.00% 240197 35.27 0.00
Hyde Pk Acquisition Corp Ii 0.40 735000 10.48 0.00
Molycorp Inc Del note 5.500% 2/0 0.40 -15.00% 8880000 0.88 0.00
Tesla Motors Inc bond 0.40 NEW 8500000 0.91 0.00
Itmn 2 1/2 12/15/17 0.37 NEW 2731000 2.64 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.36 NEW 6750000 1.02 0.00
Icon 2 1/2 06/01/16 0.32 NEW 4500000 1.36 0.00
Cathay Gen Bancorp *w exp 12/05/201 0.30 +33.00% 227069 25.19 0.00
Walter Invt Mgmt Corp note 0.28 -43.00% 5700000 0.95 0.00
Newmont Mining Corp note 1.250% 7/1 0.26 -65.00% 5000000 1.00 0.00
Jns 3.25% 7/15/2014 note 0.26 +43.00% 4984000 1.01 0.00
Boulevard Acquis Corp Ut1com & 0.26 NEW 500000 10.05 0.00
Comerica Inc *w exp 11/14/201 0.25 NEW 92800 51.80 0.00
Cambridge Capital Acquistion 0.25 NEW 475000 10.09 0.00
Silver Eagle Acquisition Cor 0.23 450000 9.71 0.00
MCP Moly 0.21 -19.00% 859300 4.69 2.12
Chart Acquisition Co *w exp 12/1 0.21 400000 9.94 0.00
Hennessy Capital Acquisition 0.21 NEW 400000 10.06 0.00
Wintrust Financial Corp *w exp 12/18/201 0.20 +993.00% 77918 48.65 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.20 NEW 400000 9.70 0.00
Cobalt Intl Energy Inc note 0.19 NEW 4000000 0.94 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.19 372297 9.85 0.00
Dendreon Corp note 0.18 -18.00% 4650000 0.74 0.00
Exelixis Inc cnv 0.18 -21.00% 3920000 0.90 0.00
Suntrust Bks Inc wrt exp 11/14/2 0.17 -6.00% 81700 39.79 0.00
Ttm Technologies Inc conv 0.17 NEW 3000000 1.11 0.00
Lincoln National Corp *W EXP 07/10/2019 0.16 +77.00% 60352 50.67 0.00
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.15 2826000 1.01 0.00
Suntrust Bks Inc wrt exp 12/31/2 0.14 -37.00% 70000 39.79 0.00
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.13 +738.00% 38555 64.95 0.00
Chemed Corp New note 1.875% 5/1 0.12 2000000 1.12 0.00
Equinix Inc note 3.000%10/1 0.12 -51.00% 1400000 1.63 0.00
Roi Acquisition Corp Ii 0.12 NEW 248400 9.70 0.00
UA Under Armour 0.11 NEW 18000 114.67 60.36
Silver Eagle Acquisition Cor Unit 99/99/9999 Added 0.11 200000 10.35 0.00
Mergeworthrx 0.11 -20.00% 261750 8.08 0.00
Horsehead Hldg Corp note 3.800% 7/0 0.10 NEW 1500000 1.31 0.00
Eastman Kodak Co *w exp 09/03/201 0.08 +10.00% 44895 33.39 0.00
Capital One Financial Cor w exp 11/201 0.06 +97.00% 14800 77.16 0.00
NOK Nokia Corporation 0.05 -38.00% 131130 7.34 7.67
Tesla Motors Inc bond 0.05 NEW 1000000 0.92 0.00
TSLA Tesla Motors 0.04 -30.00% 4100 208.54 220.98
Signature Bk New York N Y *w exp 12/12/201 0.04 NEW 5449 125.53 0.00
M&t Bank Corp Wts Exp 12/23/1 wts 0.04 -32.00% 7000 121.29 0.00
Associated Banc Corp *w exp 11/21/201 0.02 +101.00% 21544 18.06 0.00
Galena Biopharma 0.01 NEW 63945 2.50 0.00
Jetpay 0.01 -12.00% 62510 2.45 0.00
Eastman Kodak Co *w exp 09/03/201 0.01 -20.00% 8127 33.35 0.00
Quartet Merger Corp right 99/99/9999 0.01 NEW 500000 0.41 0.00
Sanofi Aventis Wi Conval Rt 0.00 -88.00% 41549 0.31 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage