Castle Creek Arbitrage

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

Castle Creek Arbitrage portfolio companies for December 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Mu Us conv 10.23 +75.00% 58627000 3.64 0.00
Sandisk Corp note 1.500% 8/1 6.90 +41.00% 74994000 1.92 0.00
Microchip Technology Inc sdcv 2.125%12/1 5.77 -14.00% 67268000 1.79 0.00
Micron Technology Inc bond 5.75 +6.00% 33615000 3.57 0.00
Cadence Design Sys Cvt 2.625 6 convert 5.26 43734000 2.51 0.00
Uthr 1 09/15/16 5.12 39384000 2.71 0.00
Cemex Sab De Cv conv bnd 5.11 88100000 1.21 0.00
Kinder Morgan Inc/delaware Wts 4.77 NEW 2352300 42.31 0.00
Wesco Intl Inc dbcv 6.000% 9/1 4.46 +20.00% 34614000 2.69 0.00
Micron Technology Inc note 1.625% 2/1 4.16 +3.00% 27126000 3.20 0.00
Tesla Mtrs Inc note 1.500% 6/0 3.76 +81.00% 42377000 1.85 0.00
Capital One Financial Cor w exp 11/201 3.07 +58.00% 776600 82.55 0.00
Jetblue Airways Corp dbcv 5.500%10/1 2.26 13186000 3.58 0.00
Mylan Inc note 3.750% 9/1 2.03 NEW 10000000 4.23 0.00
Trulia Inc. 2.750% December 15, 2020 ccb 1.88 NEW 27000000 1.45 0.00
Tesla Motors Inc bond 1.49 33500000 0.93 0.00
Forest City Enterprises Inc note 5.000%10/1 1.31 16221000 1.68 0.00
Ship Finance International sr cv nt 1.31 28402000 0.96 0.00
Chesapeake Energy Corp note 2.750%11/1 1.21 +13.00% 25219000 1.00 0.00
Jpmorgan Chase & Co. w exp 10/201 1.15 NEW 382700 62.58 0.00
Zions Bancorporation *w exp 05/22/202 1.06 +43.00% 772600 28.51 0.00
Tesaro Inc note 3.000%10/0 1.03 +183.00% 17027000 1.26 0.00
X 2 3/4 04/01/19 0.99 NEW 16500000 1.25 0.00
Auxilium Pharmaceuticals note 0.96 +614.00% 13572000 1.48 0.00
EEM iShares MSCI Emerging Markets Indx 0.94 NEW 500000 39.29 40.74
Icon 2 1/2 06/01/16 0.90 +166.00% 16000000 1.18 0.00
Pdl Biopharma Inc note 3.750% 5/0 0.85 13446000 1.32 0.00
Interdigital Inc 2.5% conv 0.82 +63.00% 15500000 1.11 0.00
Iconix Brand Group, Inc. conv 0.77 NEW 13500000 1.19 0.00
Cobalt Intl Energy Inc note 0.74 +40.00% 25000000 0.62 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.74 9250000 1.67 0.00
Phh Corp cnv 0.71 7496000 1.98 0.00
Wts/the Pnc Financial Services Grp wts 0.70 NEW 159600 91.23 0.00
Cemex Sab De Cv conv bnd 0.70 NEW 12500000 1.16 0.00
Sunpower Corp conv 0.69 12300000 1.17 0.00
Ctrip.com Inter Ltd. conv 0.69 NEW 14750000 0.98 0.00
Continental Airls Inc note 4.500% 1/1 0.64 3750000 3.54 0.00
Walter Invt Mgmt Corp note 0.62 16931000 0.76 0.00
Volcano Corporation note 1.750%12/0 0.61 12953000 0.99 0.00
Thrx 2 1/8 01/15/23 0.60 NEW 16110000 0.78 0.00
TSLA Tesla Motors 0.55 51200 222.40 203.34
Molina Healthcare Inc conv 0.43 -60.00% 8000000 1.11 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.42 NEW 8500000 1.02 0.00
Cathay Gen Bancorp *w exp 12/05/201 0.33 +16.00% 270500 25.59 0.00
Associated Banc Corp *w exp 11/21/201 0.32 +2.00% 362433 18.63 0.00
Seacor Holdings Inc note 2.500%12/1 0.31 6065000 1.06 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.29 595000 10.00 0.00
Hologic Inc frnt 2.000%12/1 0.28 +179.00% 4670000 1.25 0.00
Blucora Inc note 4.250% 4/0 0.28 NEW 6200000 0.95 0.00
Cambridge Cap Acquisition Co w exp 12/23/201 0.26 -4.00% 546345 9.80 0.00
Boulevard Acquisition 0.23 492480 9.65 0.00
Molycorp Inc Del note 5.500% 2/0 0.22 +34.00% 14680000 0.31 0.00
Cambridge Cap Acquisition 0.22 475000 9.80 0.00
Wl Ross Holding Corp wrt 0.20 +33.00% 400000 10.26 0.00
Exelixis Inc cnv 0.19 7170000 0.56 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.19 400000 9.83 0.00
Hennessy Cap Acquisition Cor *w exp 01/23/201 0.19 400000 9.80 0.00
Wintrust Financial Corp *w exp 12/18/201 0.18 78749 46.76 0.00
Chart Acquisition Co *w exp 12/1 0.18 400000 9.60 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.18 372297 9.88 0.00
Solazyme Inc. note 6.000 2/0 added 0.18 6671000 0.57 0.00
1347 Cap Corp unit 99/99/9999 0.17 350000 10.01 0.00
Comerica Inc *w exp 11/14/201 0.16 -45.00% 71000 46.85 0.00
Solazyme Inc bond 0.14 +543.00% 6435000 0.45 0.00
Suntrust Bks Inc wrt exp 11/14/2 0.12 -22.00% 59865 41.89 0.00
Boulevard Acquisition Corp w exp02/19/201 0.12 250000 9.65 0.00
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.12 NEW 250000 9.70 0.00
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.11 40700 54.32 0.00
Washington Fed Inc *w exp 11/14/201 0.09 +471.00% 89382 22.15 0.00
Suntrust Bks Inc wrt exp 12/31/2 0.09 -35.00% 46500 41.89 0.00
Vipshop Holdings Ltd - Ads bond 0.09 1500000 1.19 0.00
Hennessy Cap Acquisition Cor 0.09 198400 9.80 0.00
ZINC HORSEHEAD HOLDING 0.08 NEW 100000 15.83 12.84
RTI RTI International Metals 0.06 NEW 49100 25.25 27.87
Wts Wells Fargo & Co. 0.05 NEW 20500 54.83 0.00
MCP Moly 0.04 859300 0.88 0.94
Signature Bk New York N Y *w exp 12/12/201 0.03 5649 126.04 0.00
NOK Nokia Corporation 0.02 49130 7.86 8.01
Lincoln National Corp *W EXP 07/10/2019 0.02 NEW 6886 57.65 0.00
Centrus Energy Corp cl a 0.02 110699 4.30 0.00
Omnicare Cap Tr Ii pfd b tr 4.00% 0.01 191800 0.90 0.00
ALR-B Alere 0.00 15000 3.13 0.00
Galena Biopharma 0.00 63945 1.52 0.00
Tyson Foods Inc cnv pfd 0.00 20000 0.50 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage