Castle Creek Arbitrage

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

Castle Creek Arbitrage portfolio companies for September 2014 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Microchip Technology Inc sdcv 2.125%12/1 8.58 +8.00% 79085000 1.86 0.00
Cemex Sab De Cv conv bnd 7.56 +32.00% 88100000 1.47 0.00
Mu Us conv 6.97 +289.00% 33366000 3.58 0.00
Micron Technology Inc bond 6.46 +29.00% 31615000 3.50 0.00
Uthr 1 09/15/16 6.18 +26.00% 39384000 2.69 0.00
Sandisk Corp note 1.500% 8/1 5.94 NEW 52994000 1.92 0.00
Cadence Design Sys Cvt 2.625 6 convert 5.82 +32.00% 43734000 2.28 0.00
Micron Technology Inc note 1.625% 2/1 4.77 NEW 26126000 3.13 0.00
Wesco Intl Inc dbcv 6.000% 9/1 4.66 28704000 2.78 0.00
FXI iShares FTSE/Xinhua China 25 Index 4.44 NEW 1988000 38.28 40.93
Tesla Mtrs Inc note 1.500% 6/0 2.76 +94.00% 23377000 2.02 0.00
GM General Motors Company 2.54 -48.00% 1365000 31.94 32.07
Capital One Financial Cor w exp 11/201 2.34 +3213.00% 490400 81.62 0.00
Semgroup Corp wts 2.00 -11.00% 411816 83.27 0.00
Jetblue Airways Corp dbcv 5.500%10/1 1.87 13186000 2.43 0.00
Tesla Motors Inc bond 1.86 +3250.00% 33500000 0.95 0.00
Ship Finance International sr cv nt 1.79 -14.00% 28402000 1.08 0.00
Forest City Enterprises Inc note 5.000%10/1 1.50 16221000 1.58 0.00
Chesapeake Energy Corp note 2.750%11/1 1.31 +28.00% 22219000 1.01 0.00
Molina Healthcare Inc conv 1.20 NEW 20500000 1.00 0.00
Sunpower Corp conv 1.09 12300000 1.52 0.00
Pdl Biopharma Inc note 3.750% 5/0 1.00 +5.00% 13446000 1.27 0.00
Zions Bancorporation *w exp 05/22/202 0.91 +35.00% 536700 29.06 0.00
Cobalt Intl Energy Inc note 0.86 +343.00% 17750000 0.83 0.00
Phh Corp cnv 0.84 7496000 1.91 0.00
Walter Invt Mgmt Corp note 0.82 +197.00% 16931000 0.83 0.00
TSLA Tesla Motors 0.73 +1148.00% 51200 242.68 248.44
Equinix Inc note 3.000%10/1 0.72 +357.00% 6400000 1.93 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 0.72 +37.00% 9250000 1.34 0.00
Volcano Corporation note 1.750%12/0 0.66 NEW 13203000 0.86 0.00
HPQ Hewlett-Packard Company 0.62 NEW 300000 35.47 39.16
Ual Corp note 6.000%10/1 0.62 1972000 5.39 0.00
Silver Eagle Acquisition Cor w exp 07/26/202 0.61 +23.00% 1051671 9.94 0.00
Interdigital Inc 2.5% conv 0.57 NEW 9500000 1.03 0.00
Continental Airls Inc note 4.500% 1/1 0.54 NEW 3750000 2.48 0.00
Solazyme Inc. note 6.000 2/0 added 0.45 6671000 1.15 0.00
Icon 2 1/2 06/01/16 0.44 +33.00% 6000000 1.26 0.00
Comerica Inc *w exp 11/14/201 0.38 +41.00% 131100 49.86 0.00
Seacor Holdings Inc note 2.500%12/1 0.38 -24.00% 6065000 1.08 0.00
Silver Eagle Acquisition Cor 0.38 +44.00% 650000 9.94 0.00
Associated Banc Corp *w exp 11/21/201 0.36 +1542.00% 353833 17.42 0.00
Tesaro Inc note 3.000%10/0 0.36 NEW 6000000 1.04 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.35 NEW 600000 10.05 0.00
Cathay Gen Bancorp *w exp 12/05/201 0.34 231534 24.83 0.00
MOLYCORP INC DEL....... NOTE 6.0% 9/1/17 0.33 +22.00% 16254000 0.35 0.00
Cambridge Cap Acquisition Co w exp 12/23/201 0.33 NEW 575000 9.75 0.00
Boulevard Acquisition 0.28 NEW 492480 9.70 0.00
Cambridge Cap Acquisition 0.27 NEW 475000 9.75 0.00
Exelixis Inc cnv 0.24 +82.00% 7170000 0.58 0.00
Chart Acquisition Co *w exp 12/1 0.23 400000 9.92 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.23 400000 9.85 0.00
Hennessy Cap Acquisition Cor *w exp 01/23/201 0.23 NEW 400000 9.80 0.00
Molycorp Inc Del note 5.500% 2/0 0.22 +22.00% 10880000 0.35 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.21 372297 9.81 0.00
1347 Cap Corp unit 99/99/9999 0.21 NEW 350000 10.10 0.00
Wintrust Financial Corp *w exp 12/18/201 0.20 77949 44.67 0.00
Suntrust Bks Inc wrt exp 11/14/2 0.17 -5.00% 77500 38.03 0.00
Wl Ross Holding Corp wrt 0.17 NEW 300000 9.89 0.00
Cobalt Intl Energy 0.16 NEW 200000 13.60 0.00
Suntrust Bks Inc wrt exp 12/31/2 0.16 +2.00% 71900 38.03 0.00
Auxilium Pharmaceuticals note 0.15 NEW 1900000 1.32 0.00
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.14 +4.00% 40200 57.69 0.00
Boulevard Acquisition Corp w exp02/19/201 0.14 NEW 250000 9.70 0.00
Hologic Inc frnt 2.000%12/1 0.12 NEW 1670000 1.19 0.00
Hennessy Cap Acquisition Cor 0.11 NEW 198400 9.80 0.00
Vipshop Holdings Ltd - Ads bond 0.10 -82.00% 1500000 1.18 0.00
Centrus Energy Corp cl a 0.07 NEW 110700 10.21 0.00
MCP Moly 0.06 859300 1.19 1.06
Solazyme Inc bond 0.05 NEW 1000000 0.90 0.00
Hartford Finl Svcs Wt Exp 0626 wt 0.04 -92.00% 16882 37.26 0.00
Signature Bk New York N Y *w exp 12/12/201 0.04 +3.00% 5649 112.06 0.00
NOK Nokia Corporation 0.02 -62.00% 49130 8.47 8.19
Washington Fed Inc *w exp 11/14/201 0.02 NEW 15646 20.39 0.00
Omnicare Cap Tr Ii pfd b tr 4.00% 0.01 191800 0.77 0.00
Galena Biopharma 0.01 63945 2.06 0.00
ALR-B Alere 0.00 NEW 15000 3.27 0.00
Sanofi Aventis Wi Conval Rt 0.00 41549 0.46 0.00
Tyson Foods Inc cnv pfd 0.00 NEW 20000 0.50 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage