Castle Creek Arbitrage

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

Castle Creek Arbitrage portfolio companies for December 2013 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Notes 12.59 -7.00% 51869000 5.53 0.00
Microchip Technology Inc sdcv 2.125%12/1 6.26 -8.00% 81922000 1.74 0.00
Teradyne Inc note 4.500% 3/1 5.47 -15.00% 38682000 3.22 0.00
Priceline Com Inc note 1.250% 3/1 5.32 31586000 3.84 0.00
Wesco Intl Inc dbcv 6.000% 9/1 4.49 -18.00% 31574000 3.24 0.00
Cemex Sab De Cv conv bnd 4.30 +12.00% 72100000 1.36 0.00
Equinix Inc note 4.750% 6/1 4.21 +4.00% 43852000 2.19 0.00
General Mtrs Co *w exp 07/10/201 3.81 +87.00% 2126718 40.87 0.00
GM General Motors Company 3.33 +738.00% 1854500 40.87 33.56
United Rentals Inc note 4.000%11/1 3.08 10000000 7.01 0.00
Micron Technology Inc bond 2.95 29365000 2.29 0.00
Sba Communications Corp note 4.000%10/0 2.80 -41.00% 21535000 2.96 0.00
Cadence Design Sys Cvt 2.625 6 convert 2.72 32968000 1.88 0.00
Salesforce Com Inc note 0.750% 1/1 2.26 +14.00% 20000000 2.58 0.00
Uthr 1 09/15/16 2.15 20700000 2.37 0.00
Sunpower Corp dbcv 4.750% 4/1 1.84 35241000 1.19 0.00
Ship Finance International sr cv nt 1.77 NEW 38500000 1.05 0.00
Omnicare Inc bond 1.68 -2.00% 37953000 1.01 0.00
Sunpower 1.40 +10.00% 1072400 29.81 0.00
Semgroup Corp wts 1.32 +2.00% 460079 65.23 0.00
Forest City Enterprises Inc note 5.000%10/1 1.19 17471000 1.55 0.00
Jetblue Airways Corp dbcv 5.500%10/1 1.16 13186000 2.00 0.00
Pdl Biopharma Inc note 3.750% 5/0 1.04 17350000 1.36 0.00
Omnicare Cap Tr Ii pfd b tr 4.00% 0.97 +38.00% 299804 74.08 0.00
Phh Corp cnv 0.93 -8.00% 10250000 2.07 0.00
Goldcorp Inc New note 2.000% 8/0 0.90 20500000 1.00 0.00
Chesapeake Energy Corp note 2.750%11/1 0.89 +48.00% 19250000 1.05 0.00
Sunpower Corp conv 0.76 +53.00% 12300000 1.40 0.00
General Motors Corp *w exp 12/31/201 0.73 +1334.00% 408968 40.87 0.00
Micron Technology Inc note 0.71 +40.00% 7000000 2.30 0.00
Tesla Mtrs Inc note 1.500% 6/0 0.70 11500000 1.39 0.00
United States Stl Corp New note 4.000% 5/1 0.68 +38.00% 14399000 1.07 0.00
Newmont Mining Corp note 1.250% 7/1 0.64 +123.00% 14500000 1.00 0.00
Allegheny Technologies Inc note 4.250% 6/0 0.63 +12.00% 13863000 1.03 0.00
Bank Of America Corp w exp 10/201 0.63 NEW 927700 15.57 0.00
Seadrill 0.60 334300 41.08 0.00
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.56 NEW 12000000 1.07 0.00
Ual Corp note 6.000%10/1 0.54 2825000 4.38 0.00
Seacor Holdings Inc note 2.500%12/1 0.53 NEW 9825000 1.23 0.00
Live Nation Entertainment In note 2.875% 7/1 0.50 NEW 11189000 1.02 0.00
XLU Utilities SPDR 0.50 NEW 300000 37.97 42.59
MOLYCORP INC DEL....... NOTE 6.0% 9/1/17 0.49 -42.00% 14254000 0.79 0.00
Laboratory Corp Amer Hldgs debt 0.47 -75.00% 8642000 1.23 0.00
Walter Invt Mgmt Corp note 0.44 -21.00% 10043000 1.00 0.00
Molycorp Inc Del note 5.500% 2/0 0.44 +37.00% 10550000 0.95 0.00
IYR iShares Dow Jones US Real Estate 0.42 NEW 150000 63.08 68.72
Molycorp Inc conv bnd 0.40 +11.00% 12985000 0.71 0.00
MCHP Microchip Technology 0.39 +33.00% 200000 44.75 45.86
Silver Eagle Acquisition Cor w exp 07/26/202 0.37 NEW 851575 10.00 0.00
WCC WESCO International 0.36 -25.00% 90000 91.07 86.19
TER Teradyne 0.36 460000 17.62 18.36
Hartford Finl Svcs Wt Exp 0626 wt 0.36 +188.00% 223860 36.23 0.00
Hyde Pk Acquisition Corp Ii 0.34 735000 10.50 0.00
Usec Inc note 3.000%10/0 0.33 -11.00% 22650000 0.33 0.00
Zions Bancorporation *w exp 05/22/202 0.31 +145.00% 239070 29.96 0.00
Exelixis Inc cnv 0.27 5000000 1.23 0.00
MCP Moly 0.26 +18.00% 1067100 5.62 4.69
Ascent Cap Group Inc note 4.000% 7/1 0.26 5500000 1.08 0.00
Hf2 Financial Management 0.22 -25.00% 500000 10.18 0.00
Quartet Merger Corp unit 99/99/9999t 0.22 NEW 500000 10.08 0.00
Equinix Inc note 3.000%10/1 0.20 -50.00% 2900000 1.59 0.00
Cathay Gen Bancorp *w exp 12/05/201 0.20 NEW 170000 26.73 0.00
Silver Eagle Acquisition Cor 0.19 NEW 450000 9.68 0.00
Health Care Reit Inc note 3.000%12/0 0.18 -80.00% 3585000 1.12 0.00
Suntrust Bks Inc wrt exp 12/31/2 0.18 +40.00% 111200 36.81 0.00
Roi Acquisition Corp Ii 0.18 NEW 400000 10.02 0.00
Infinity Cross Bo 0.17 500000 7.91 0.00
Chart Acquisition Co *w exp 12/1 0.17 400000 9.92 0.00
Jns 3.25% 7/15/2014 note 0.16 NEW 3484000 1.04 0.00
Dendreon Corp note 0.16 +192.00% 5700000 0.64 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.16 +6.00% 372297 9.62 0.00
GDX Market Vectors Gold Miners ETF 0.15 160000 21.13 23.79
Suntrust Bks Inc wrt exp 11/14/2 0.14 +61.00% 87200 36.81 0.00
Jakks Pac Inc note 4.500%11/0 0.14 -13.00% 3250000 0.99 0.00
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.13 2826000 1.02 0.00
Mergeworthrx 0.12 NEW 330000 8.13 0.00
Ship Finance Intl 0.11 NEW 150000 16.38 0.00
Chemed Corp New note 1.875% 5/1 0.09 2000000 1.04 0.00
Silver Eagle Acquisition Cor Unit 99/99/9999 Added 0.09 -73.00% 200000 10.00 0.00
NOK Nokia Corporation 0.08 NEW 212100 8.11 7.25
Lincoln National Corp *W EXP 07/10/2019 0.08 NEW 34011 51.63 0.00
11/14/2018 W EXP 11/14/2018 0.08 +65.00% 64500 29.95 0.00
Pdl Biopharma Inc cnv 0.07 1000000 1.54 0.00
Ipath S&p 500 Vix S/t Fu Etn 0.06 NEW 33800 42.54 0.00
Eastman Kodak Co *w exp 09/03/201 0.06 NEW 40621 34.71 0.00
GOLAR LNG 0.05 33326 36.28 0.00
M&t Bank Corp Wts Exp 12/23/1 wts 0.05 +100.00% 10400 116.44 0.00
BAC Bank of America Corporation 0.04 NEW 55500 15.57 15.90
UIS Unisys Corporation 0.04 NEW 26700 33.56 28.68
TSLA Tesla Motors 0.04 5900 150.51 193.88
Unisys Corp 6.25% Cv Pfd A cvp 0.04 NEW 11193 89.25 0.00
Capital One Financial Cor w exp 11/201 0.03 NEW 7500 76.67 0.00
Hovnanian Enterprises Inc unit 99/99/9999 0.03 NEW 24300 32.14 0.00
AU AngloGold Ashanti 0.01 NEW 25000 11.72 17.28
Washington Fed Inc *w exp 11/14/201 0.01 NEW 8700 23.33 0.00
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.01 NEW 4600 62.17 0.00
Wintrust Financial Corp *w exp 12/18/201 0.01 NEW 7128 46.16 0.00
Sanofi Aventis Wi Conval Rt 0.01 NEW 377070 0.34 0.00
Associated Banc Corp *w exp 11/21/201 0.01 NEW 10696 17.39 0.00
Jetpay 0.01 71327 2.06 0.00
Eastman Kodak Co *w exp 09/03/201 0.01 NEW 10179 24.76 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage