Castle Creek Arbitrage

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

Castle Creek Arbitrage portfolio companies for December 2015 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Verisign Inc sdcv 3.250% 8/1 22.50 +77.00% 114695000 2.56 0.00
Tesla Mtrs Inc note 1.500% 6/0 8.95 59577000 1.96 0.00
Mu Us conv 8.50 70171000 1.58 0.00
Sandisk Corp note 1.500% 8/1 5.17 -10.00% 42994000 1.57 0.00
Wesco Intl Inc dbcv 6.000% 9/1 4.14 34614000 1.56 0.00
Micron Technology Inc bond 4.12 33615000 1.60 0.00
Cemex Sab De Cv conv bnd 4.06 -15.00% 56350000 0.94 0.00
Ryland Group note 2.59 +540.00% 25615000 1.32 0.00
Trulia Inc. 2.750% December 15, 2020 ccb 2.56 +14.00% 28025000 1.19 0.00
Tesaro Inc note 3.000%10/0 2.19 17027000 1.68 0.00
Mentor Graphics 4% 2031 conv 2.16 +433.00% 26790000 1.05 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 2.00 20721000 1.26 0.00
Micron Technology Inc note 1.625% 2/1 1.98 -41.00% 18042000 1.43 0.00
Cien 4 12/15/20 1.57 +255.00% 15714000 1.30 0.00
Interdigital Inc 2.5% conv 1.55 +60.00% 20000000 1.01 0.00
Ship Finance International sr cv nt 1.21 14652000 1.08 0.00
Molina Healthcare Inc. conv 1.20 -13.00% 10000000 1.56 0.00
Wts/the Pnc Financial Services Grp wts 1.10 499400 28.61 0.00
Cobalt Intl Energy Inc note 1.03 +11.00% 23644000 0.57 0.00
Thrx 2 1/8 01/15/23 1.00 -10.00% 17110000 0.76 0.00
Hologic Inc frnt 2.000%12/1 0.99 7670000 1.69 0.00
QQQQ PowerShares QQQ Trust, Series 1 0.86 NEW 100000 111.86 0.00
Tesla Motors Inc bond 0.83 -56.00% 11500000 0.94 0.00
Starwood Waypoint Residentl note 3.000% 7/0 0.76 NEW 10694000 0.93 0.00
WFC Wells Fargo & Company 0.73 NEW 174582 54.36 53.90
Sunedison Inc note 2.000%10/0 0.70 +266.00% 16500000 0.55 0.00
Gores Hldgs Inc unit 99/99/9999 0.69 NEW 900000 10.00 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.66 4488000 1.91 0.00
Arowana Inc shs 0.65 NEW 872500 9.78 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.64 8500000 0.99 0.00
JNPR Juniper Networks 0.63 300000 27.60 23.46
MU Micron Technology 0.54 NEW 500000 14.16 27.78
Sunedison Inc note 2.750% 1/0 0.52 13381000 0.51 0.00
Iconix Brand Group, Inc. conv 0.50 -4.00% 12955000 0.50 0.00
Easterly Acquisition Corp. equities 0.50 NEW 650000 10.08 0.00
Cheniere Energy Inc note 4.250% 3/1 0.49 -56.00% 12000000 0.53 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.46 595000 10.05 0.00
Boulevard Acquisition unit 99/99/9999 0.46 NEW 600000 9.90 0.00
Global Partner Acquisition C unit 07/01/2020 0.46 NEW 600000 10.00 0.00
Exelixis Inc cnv 0.42 +27.00% 4670000 1.17 0.00
Qihoo 360 Tech Co Ltd conv bd us 0.41 NEW 5500000 0.97 0.00
INTC Intel Corporation 0.40 NEW 150000 34.45 32.76
Gp Invts Acquisition Cor unit 99/99/9999 0.40 +5.00% 524990 9.84 0.00
Solazyme Inc. note 6.000 2/0 added 0.39 9455000 0.54 0.00
Atlantic Alliance Partner Co shs 0.39 500000 10.11 0.00
Double Eagle Acquisition Cor unit 99/99/9999 0.38 NEW 500000 10.00 0.00
Blucora Inc note 4.250% 4/0 0.37 -8.00% 5700000 0.84 0.00
Pace Holdings Corp. equities 0.37 NEW 481326 10.08 0.00
Clovis Oncology Inc note 2.500% 9/1 0.36 NEW 5500000 0.86 0.00
GLD SPDR Gold Trust 0.35 45000 101.47 110.56
DLTR Dollar Tree 0.30 NEW 50000 77.22 80.00
Fluidigm Corporation convertible cor 0.29 NEW 6000000 0.64 0.00
Mgic Investment Corp note 0.27 2500000 1.39 0.00
1347 Cap Corp unit 99/99/9999 0.27 350000 10.18 0.00
Cathay Gen Bancorp *w exp 12/05/201 0.23 279100 10.90 0.00
Herbalife Ltd conv 0.23 3600000 0.84 0.00
Quinpario Acquisition Corp 2 0.22 300600 9.68 0.00
Aegerion Pharmaceuticals 2% Du cvbond 0.21 NEW 4000000 0.67 0.00
Zions Bancorporation *w exp 05/22/202 0.19 782750 3.25 0.00
Trina Solar Limited dbcv 3.500% 6/1 0.19 2500000 0.99 0.00
Wl Ross Hldg 0.15 NEW 190500 9.96 0.00
Ctrip.com Inter Ltd. conv 0.15 NEW 1500000 1.33 0.00
Seacor Holding Inc note 3.000 11/1 0.15 NEW 2500000 0.79 0.00
Barington Hilco Acquisition unit 99/99/9999t 0.15 200000 10.08 0.00
YHOO Yahoo! 0.13 NEW 50000 33.26 42.61
Enernoc, Inc. conv 0.13 NEW 3000000 0.58 0.00
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.11 40700 34.72 0.00
Pandora Media 0.10 NEW 100000 13.41 0.00
Comerica Inc *w exp 11/14/201 0.09 82200 14.01 0.00
Associated Banc Corp *w exp 11/21/201 0.08 339600 2.99 0.00
DKS Dick's Sporting Goods 0.07 NEW 25000 35.36 56.47
CMA Comerica Incorporated 0.07 +31.00% 21099 41.85 45.57
Signature Bk New York N Y *w exp 12/12/201 0.05 5649 123.56 0.00
Washington Fed Inc *w exp 11/14/201 0.05 89382 6.96 0.00
Wts/lindblad Expeditions Hldgs In 11.5000 Exp05/15/2016 wts 0.05 NEW 218663 3.00 0.00
Suntrust Bks Inc wrt exp 12/31/2 0.04 45800 11.05 0.00
Suntrust Bks Inc wrt exp 11/14/2 0.03 59100 5.74 0.00
Kinder Morgan Inc/delaware Wts 0.03 +1101.00% 5600000 0.07 0.00
Lincoln National Corp *W EXP 07/10/2019 0.02 6886 42.55 0.00
Barington Hilco Acquisition 0.02 24740 9.82 0.00
JBLU JetBlue Airways Corporation 0.01 NEW 3132 22.67 17.12
Wl Ross Holding Corp wrt 0.01 +17.00% 470000 0.33 0.00
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.01 250000 0.30 0.00
Arowana Inc *w exp 04/29/202 0.01 NEW 700000 0.11 0.00
Arowana Inc right 01/01/2017 0.01 NEW 700000 0.20 0.00
Agrofresh Solutions wts feb 19 19 0.01 NEW 158428 0.93 0.00
ALR-B Alere 0.00 15000 2.80 0.00
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.00 NEW 284000 0.12 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage