Castle Creek Arbitrage, LLC - Q1 2015 holdings

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$1.97 Billion is the total value of Castle Creek Arbitrage, LLC's 80 reported holdings in Q1 2015. The portfolio turnover from Q4 2014 to Q1 2015 was 52.6% .

All

			Value		Shares		↓ Weighting
	Sell	Cemex SAB de CVnote 3.750% 3/1	$86,390,000	-18.8%	73,100,000	-17.0%	4.38%	-14.1%
	Sell	SanDisk Corpnote 1.500% 8/1	$83,805,000	-41.9%	61,494,000	-18.0%	4.25%	-38.5%
KMIWS	Sell	Kinder Morgan Inc Del*w exp 05/25/201	$39,642,000	-60.2%	942,500	-59.9%	2.01%	-57.9%
	Sell	Tesla Mtrs Incnote 0.250% 3/0	$27,206,000	-12.4%	31,000,000	-7.5%	1.38%	-7.4%
	Sell	Ship Finance International Ltdnote 3.250% 2/0	$17,003,000	-37.7%	17,002,000	-40.1%	0.86%	-34.0%
	Sell	Cobalt Intl Energy Incnote 2.625%12/0	$15,375,000	-0.5%	21,144,000	-15.4%	0.78%	+5.1%
	Sell	Chesapeake Energy Corpnote 2.750%11/1	$12,751,000	-49.6%	12,719,000	-49.6%	0.65%	-46.8%
	Sell	Microchip Technology Incsdcv 2.125%12/1	$8,774,000	-92.7%	4,488,000	-93.3%	0.44%	-92.3%
	Sell	United States Stl Corpnote 2.750% 4/0	$7,910,000	-61.5%	6,500,000	-60.6%	0.40%	-59.3%
ASBWS	Sell	Associated Banc Corp*w exp 11/21/201	$6,331,000	-6.2%	340,400	-6.1%	0.32%	-0.9%
	Sell	Walter Invtt Mgmt Corpnote 4.500%11/0	$6,269,000	-51.2%	7,931,000	-53.2%	0.32%	-48.4%
	Sell	Exelixis Incnote 4.250% 8/1	$3,539,000	-12.4%	4,670,000	-34.9%	0.18%	-7.7%
STIWSB	Sell	SunTrust Bks Inc*w exp 11/14/201	$2,428,000	-3.2%	59,100	-1.3%	0.12%	+2.5%
STIWSA	Sell	SunTrust Bks Inc*w exp 12/31/201	$1,882,000	-3.4%	45,800	-1.5%	0.10%	+2.2%
RTI	Sell	RTI Intl Metals Inc	$1,207,000	-2.7%	33,600	-31.6%	0.06%	+3.4%
CAMBW	Sell	Cambridge Cap Acquisition Corp*w exp 12/17/201	$1,115,000	-79.2%	110,950	-79.7%	0.06%	-77.8%
	Sell	Molycorp Incnote 5.500% 2/0	$1,094,000	-75.9%	12,680,000	-13.6%	0.06%	-74.8%
LEU	Sell	Centrus Energy Corpcl a	$85,000	-82.1%	16,645	-85.0%	0.00%	-82.6%
TYFDL	Exit	Tyson Foods Incunit 99/99/9999	$0	–	-20,000	-100.0%	0.00%	–
NOK	Exit	Nokia Corpsponsored adr	$0	–	-49,130	-100.0%	-0.02%	–
MCPIQ	Exit	Molycorp Incput	$0	–	-859,300	-100.0%	-0.04%	–
ZINCQ	Exit	Horsehead Hldg Corpput	$0	–	-100,000	-100.0%	-0.08%	–
	Exit	Vipshop Holdings Ltdnote 1.500% 3/1	$0	–	-1,500,000	-100.0%	-0.09%	–
HCAC	Exit	Hennessy Capital Acquisition Corp	$0	–	-198,400	-100.0%	-0.09%	–
CACGW	Exit	Chart Acquisition Corp*w exp 12/19/201	$0	–	-400,000	-100.0%	-0.18%	–
HCACW	Exit	Hennessy Capital Acquisition Corp*w exp 01/23/201	$0	–	-400,000	-100.0%	-0.19%	–
	Exit	SEACOR Holdings Incnote 2.500%12/1	$0	–	-6,065,000	-100.0%	-0.31%	–
	Exit	Molina Healthcare Incdbcv 1.625% 8/1	$0	–	-8,000,000	-100.0%	-0.43%	–
TSLA	Exit	Tesla Motors Incput	$0	–	-51,200	-100.0%	-0.55%	–
	Exit	Volcano Corpnote 1.750%12/0	$0	–	-12,953,000	-100.0%	-0.62%	–
	Exit	Continental Airls Incnote 4.500% 1/1	$0	–	-3,750,000	-100.0%	-0.64%	–
	Exit	SunPower Corpdbcv 4.500% 3/1	$0	–	-12,300,000	-100.0%	-0.69%	–
	Exit	Cemex SAB de CVnote 3.250% 3/1	$0	–	-12,500,000	-100.0%	-0.70%	–
	Exit	PDL BioPharma Incnote 3.750% 5/0	$0	–	-13,446,000	-100.0%	-0.85%	–
EEM	Exit	iShares TRcall	$0	–	-500,000	-100.0%	-0.94%	–
	Exit	Auxilium Pharmaceuticals Incnote 1.500% 7/1	$0	–	-13,572,000	-100.0%	-0.96%	–
JPMWS	Exit	JPMorgan Chase & Co*w exp 10/28/201	$0	–	-382,700	-100.0%	-1.15%	–
	Exit	Forest City Enterprises Incnote 5.000%10/1	$0	–	-16,221,000	-100.0%	-1.31%	–

Original filings

The following EDGAR filing(s) were analyzed to create this report:

View 13F-HR filed 2015-05-13

Signatures

The EDGAR filing(s) were signed by:

Constance Wick — Chief Compliance Officer

Top long-term holdings

Name	Quarters owned	Latest quarter owned	Max weighting
MICRON TECHNOLOGY INC	26	Q4 2019	31.5%
THERAVANCE INC	24	Q3 2020	1.7%
NATIONAL ENERGY SERVICES REU	21	Q1 2023	0.0%
Tesla Mtrs Inc	19	Q3 2018	1.9%
Zions Bancorporation	19	Q4 2017	1.5%
MICRON TECHNOLOGY INC	18	Q2 2018	33.8%
TESARO INC	18	Q4 2018	7.8%
ASSOCIATED BANC CORP	18	Q1 2018	0.4%
SunTrust Bks Inc	18	Q4 2017	0.2%
MICROCHIP TECHNOLOGY INC	17	Q1 2020	15.8%

View Castle Creek Arbitrage, LLC's complete holdings history.

Latest significant ownerships (13-D/G)

Castle Creek Arbitrage, LLC Q1 2015 significant holdings filed using form 13D/G when ownership exceeds 5% of a company's total stock issue.
	Filed	Percentage
Apeiron Capital Investment Corp.^{Sold out}	January 10, 2024	0.0%
Athena Consumer Acquisition Corp.^{Sold out}	January 10, 2024	0.0%
Carney Technology Acquisition Corp. II^{Sold out}	January 10, 2024	0.0%
Cascadia Acquisition Corp.^{Sold out}	January 10, 2024	0.0%
Chain Bridge I^{Sold out}	January 10, 2024	0.0%
Edify Acquisition Corp.^{Sold out}	January 10, 2024	0.0%
Focus Impact BH3 Acquisition Co^{Sold out}	January 10, 2024	0.0%
Gesher I Acquisition Corp.^{Sold out}	January 10, 2024	0.0%
Healthwell Acquisition Corp. I^{Sold out}	January 10, 2024	0.0%
INTEGRATED RAIL & RESOURCES ACQUISITION CORP^{Sold out}	January 10, 2024	0.0%

View Castle Creek Arbitrage, LLC's complete significant-ownership history.

Latest filings

Type	Filed
13F-HR	2024-01-18
SC 13G/A	2024-01-10
SC 13G/A	2024-01-10
SC 13G/A	2024-01-10
SC 13G/A	2024-01-10
SC 13G/A	2024-01-10
SC 13G/A	2024-01-10
SC 13G/A	2024-01-10
SC 13G/A	2024-01-10
SC 13G/A	2024-01-10

View Castle Creek Arbitrage, LLC's complete filings history.

All filings

View complete filings history.

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