Castle Creek Arbitrage

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

Castle Creek Arbitrage portfolio companies for March 2015 quarter

Ticker Name Portfolio Weight Change Share Count Price Last Trade
Mu Us conv 10.06 +19.00% 70151000 2.83 0.00
Uthr 1 09/15/16 7.21 39384000 3.61 0.00
Mylan Inc note 3.750% 9/1 5.46 +142.00% 24202000 4.45 0.00
Cadence Design Sys Cvt 2.625 6 convert 5.41 43734000 2.44 0.00
Micron Technology Inc bond 4.77 33615000 2.80 0.00
Tesla Mtrs Inc note 1.500% 6/0 4.70 +35.00% 57577000 1.61 0.00
Cemex Sab De Cv conv bnd 4.37 -17.00% 73100000 1.18 0.00
Wesco Intl Inc dbcv 6.000% 9/1 4.33 34614000 2.47 0.00
Sandisk Corp note 1.500% 8/1 4.24 -18.00% 61494000 1.36 0.00
Micron Technology Inc note 1.625% 2/1 3.42 27126000 2.49 0.00
Capital One Financial Cor w exp 11/201 3.39 +9.00% 847500 78.82 0.00
Jetblue Airways Corp dbcv 5.500%10/1 3.39 +16.00% 15426000 4.34 0.00
Electronic Arts Inc conv 3.13 NEW 33363000 1.85 0.00
Sunedison Inc note 2.750% 1/0 3.05 NEW 34381000 1.75 0.00
Wts/the Pnc Financial Services Grp wts 2.36 +212.00% 499400 93.24 0.00
Kinder Morgan Inc/delaware Wts 2.01 -59.00% 942500 42.06 0.00
Trulia Inc. 2.750% December 15, 2020 ccb 1.97 27000000 1.44 0.00
Tesaro Inc note 3.000%10/0 1.76 +14.00% 19527000 1.78 0.00
Amag Pharmaceuticals Inc note 2.500% 2/1 1.53 +56.00% 14505000 2.08 0.00
Tesla Motors Inc bond 1.38 -7.00% 31000000 0.88 0.00
General Motors Corp *w exp 12/31/201 1.31 NEW 691100 37.50 0.00
Wts Wells Fargo & Co. 1.28 +2160.00% 463300 54.40 0.00
Cheniere Energy Inc note 4.250% 3/1 1.16 NEW 27500000 0.83 0.00
Zions Bancorporation *w exp 05/22/202 1.09 +2.00% 795400 27.00 0.00
Sunedison Inc note 2.000%10/0 1.00 NEW 11500000 1.72 0.00
Icon 2 1/2 06/01/16 0.94 16000000 1.16 0.00
Thrx 2 1/8 01/15/23 0.87 +24.00% 20110000 0.85 0.00
Ship Finance International sr cv nt 0.86 -40.00% 17002000 1.00 0.00
Interdigital Inc 2.5% conv 0.85 15500000 1.08 0.00
Iconix Brand Group, Inc. conv 0.81 13500000 1.19 0.00
Cobalt Intl Energy Inc note 0.78 -15.00% 21144000 0.73 0.00
Ctrip.com Inter Ltd. conv 0.78 14750000 1.05 0.00
Phh Corp cnv 0.75 7496000 1.98 0.00
Chesapeake Energy Corp note 2.750%11/1 0.64 -49.00% 12719000 1.00 0.00
Molina Healthcare Inc. conv 0.64 NEW 7500000 1.68 0.00
Hologic Inc frnt 2.000%12/1 0.57 +64.00% 7670000 1.47 0.00
Comerica Inc *w exp 11/14/201 0.50 +208.00% 219000 45.13 0.00
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.45 8500000 1.04 0.00
Microchip Technology Inc sdcv 2.125%12/1 0.44 -93.00% 4488000 1.95 0.00
X 2 3/4 04/01/19 0.40 -60.00% 6500000 1.22 0.00
Cathay Gen Bancorp *w exp 12/05/201 0.40 +3.00% 279000 28.45 0.00
Canadian Solar Inc note 4.250% 2/1 0.37 NEW 7000000 1.04 0.00
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.36 NEW 7500000 0.95 0.00
Associated Banc Corp *w exp 11/21/201 0.32 -6.00% 340400 18.60 0.00
Walter Invt Mgmt Corp note 0.32 -53.00% 7931000 0.79 0.00
Terrapin 3 Acquisition Corp unit 06/27/2019 0.30 595000 10.08 0.00
Blucora Inc note 4.250% 4/0 0.30 6200000 0.94 0.00
Cambridge Cap Acquisition 0.24 475000 10.05 0.00
Boulevard Acquisition 0.24 492480 9.80 0.00
Roi Acquisition Corp Ii *w exp 99/99/999 0.20 400000 9.92 0.00
Wl Ross Holding Corp wrt 0.20 400000 10.00 0.00
GOL Gol Linhas Aereas Inteligentes SA 0.19 NEW 1506000 2.43 2.73
Wintrust Financial Corp *w exp 12/18/201 0.19 78849 47.69 0.00
Capitol Acquisition Corp Ii *w exp 05/15/201 0.19 372297 10.11 0.00
Solazyme Inc. note 6.000 2/0 added 0.19 6671000 0.55 0.00
Exelixis Inc cnv 0.18 -34.00% 4670000 0.76 0.00
1347 Cap Corp unit 99/99/9999 0.18 350000 10.02 0.00
Solazyme Inc bond 0.15 6435000 0.47 0.00
Herbalife Ltd conv 0.15 NEW 3600000 0.83 0.00
TWI Titan International 0.13 NEW 267500 9.37 10.15
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.13 250000 10.00 0.00
Suntrust Bks Inc wrt exp 11/14/2 0.12 59100 41.08 0.00
Boulevard Acquisition Corp w exp02/19/201 0.12 250000 9.80 0.00
Washington Fed Inc *w exp 11/14/201 0.10 89382 21.81 0.00
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.10 40700 48.65 0.00
Suntrust Bks Inc wrt exp 12/31/2 0.10 45800 41.09 0.00
Barington Hilco Acquisition unit 99/99/9999t 0.10 NEW 200000 9.95 0.00
TTMI TTM Technologies 0.07 NEW 149000 9.01 8.75
RTI RTI International Metals 0.06 -31.00% 33600 35.92 37.60
Molycorp Inc Del note 5.500% 2/0 0.06 -13.00% 12680000 0.09 0.00
Cambridge Cap Acquisition Co w exp 12/23/201 0.06 -79.00% 110950 10.05 0.00
Signature Bk New York N Y *w exp 12/12/201 0.04 5649 129.58 0.00
NOK Nokia Corporation 0.02 49130 7.57 7.66
Lincoln National Corp *W EXP 07/10/2019 0.02 6886 57.51 0.00
Omnicare Cap Tr Ii pfd b tr 4.00% 0.01 191800 0.94 0.00
CHU China Uni 0.00 NEW 6388 15.18 15.19
ALR-B Alere 0.00 15000 3.40 0.00
Galena Biopharma 0.00 63945 1.39 0.00
Centrus Energy Corp cl a 0.00 -84.00% 16645 5.11 0.00

Past 13F-HR SEC Filings for Castle Creek Arbitrage