$1.69 Billion is the total value of Castle Creek Arbitrage, LLC's 89 reported holdings in Q2 2015. The portfolio turnover from Q1 2015 to Q2 2015 was 46.2% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Micron Technology Incnote 2.375% 5/0 | $141,752,000 | -28.7% | 70,151,000 | 0.0% | 8.38% | -16.9% | ||
| Buy | Tesla Motors Incnote 1.500% 6/0 | $129,945,000 | +40.5% | 59,577,000 | +3.5% | 7.68% | +63.8% | |
| Mylan Inc/PAnote 3.750% 9/1 | $123,054,000 | +14.4% | 24,202,000 | 0.0% | 7.27% | +33.3% | ||
| New | VeriSign Incsdcv 3.250% 8/1 | $119,136,000 | – | 64,595,000 | +100.0% | 7.04% | – | |
| Buy | Electronic Arts Incnote 0.750% 7/1 | $97,004,000 | +56.8% | 46,363,000 | +39.0% | 5.73% | +82.8% | |
| WESCO Intl Incdbcv 6.000% 9/1 | $83,810,000 | -1.9% | 34,614,000 | 0.0% | 4.95% | +14.4% | ||
| Sell | Cemex SAB de CVnote 3.750% 3/1 | $78,374,000 | -9.3% | 66,350,000 | -9.2% | 4.63% | +5.8% | |
| JetBlue Airways Corpdbcv 5.500%10/1 | $72,197,000 | +7.9% | 15,426,000 | 0.0% | 4.27% | +25.8% | ||
| Micron Technology Incnote 3.125% 5/0 | $67,401,000 | -28.3% | 33,615,000 | 0.0% | 3.98% | -16.4% | ||
| Sell | SanDisk Corpnote 1.500% 8/1 | $62,106,000 | -25.9% | 47,994,000 | -22.0% | 3.67% | -13.6% | |
| Buy | Micron Technology Incnote 1.625% 2/1 | $55,140,000 | -18.3% | 31,042,000 | +14.4% | 3.26% | -4.8% | |
| Buy | AMAG Pharmaceuticals Incnote 2.500% 2/1 | $53,587,000 | +77.8% | 20,721,000 | +42.9% | 3.17% | +107.2% | |
| PNCWS | PNC Finl Svcs Group Inc*w exp 12/31/201 | $47,768,000 | +2.6% | 499,400 | 0.0% | 2.82% | +19.6% | |
| Sell | Trulia Incnote 2.750%12/1 | $31,392,000 | -19.2% | 24,500,000 | -9.3% | 1.86% | -5.8% | |
| Sell | TESARO Incnote 3.000%10/0 | $31,209,000 | -10.3% | 17,027,000 | -12.8% | 1.84% | +4.5% | |
| Sell | SunEdison Incnote 2.750% 1/0 | $28,365,000 | -52.8% | 13,381,000 | -61.1% | 1.68% | -45.0% | |
| Sell | Tesla Motors Incnote 0.250% 3/0 | $26,165,000 | -3.8% | 26,500,000 | -14.5% | 1.55% | +12.1% | |
| WFCWS | Wells Fargo & Co*w exp 10/28/201 | $26,056,000 | +3.4% | 463,300 | 0.0% | 1.54% | +20.6% | |
| ZIONW | Sell | Zions Bancorporation*w exp 05/22/202 | $24,856,000 | +15.7% | 783,250 | -1.5% | 1.47% | +35.0% |
| Cheniere Energy Incnote 4.250% 3/1 | $20,720,000 | -9.2% | 27,500,000 | 0.0% | 1.22% | +5.8% | ||
| Buy | Molina Healthcare Incnote 1.125% 1/1 | $20,360,000 | +61.1% | 11,500,000 | +53.3% | 1.20% | +88.0% | |
| Sell | Theravance Incnote 2.125% 1/1 | $18,046,000 | +5.2% | 19,110,000 | -5.0% | 1.07% | +22.7% | |
| KMIWS | Sell | Kinder Morgan Inc/DE*w exp 05/25/201 | $17,888,000 | -54.9% | 465,948 | -50.6% | 1.06% | -47.4% |
| Iconix Brand Group Incnote 2.500% 6/0 | $16,418,000 | -11.8% | 16,000,000 | 0.0% | 0.97% | +2.9% | ||
| Cobalt Intl Energy Incnote 2.625%12/0 | $15,711,000 | +2.2% | 21,144,000 | 0.0% | 0.93% | +19.1% | ||
| Buy | Qihoo 360 Technology Co Ltdnote 2.500% 9/1 | $15,688,000 | +119.9% | 16,000,000 | +113.3% | 0.93% | +156.1% | |
| Sell | Ship Finance International Ltdnote 3.250% 2/0 | $15,635,000 | -8.0% | 14,652,000 | -13.8% | 0.92% | +7.2% | |
| Sell | InterDigital Incnote 2.500% 3/1 | $13,832,000 | -17.5% | 12,500,000 | -19.4% | 0.82% | -3.9% | |
| Iconix Brand Group Incnote 1.500% 3/1 | $13,818,000 | -14.2% | 13,500,000 | 0.0% | 0.82% | -0.1% | ||
| Hologic Incfrnt 2.000%12/1 | $12,854,000 | +13.7% | 7,670,000 | 0.0% | 0.76% | +32.6% | ||
| Sell | SunEdison Incnote 2.000%10/0 | $9,423,000 | -52.4% | 4,500,000 | -60.9% | 0.56% | -44.5% | |
| CATYW | Cathay Gen Bancorp*w exp 12/05/201 | $9,054,000 | +14.1% | 279,000 | 0.0% | 0.54% | +33.1% | |
| Starwood Ppty Tr Incnote 3.750%10/1 | $8,574,000 | -3.4% | 8,500,000 | 0.0% | 0.51% | +12.7% | ||
| Microchip Technology Incsdcv 2.125%12/1 | $8,568,000 | -2.3% | 4,488,000 | 0.0% | 0.51% | +13.7% | ||
| JNPR | New | Juniper Networks Incput | $7,791,000 | – | 300,000 | +100.0% | 0.46% | – |
| United States Stl Corpnote 2.750% 4/0 | $7,195,000 | -9.0% | 6,500,000 | 0.0% | 0.42% | +6.0% | ||
| ARWAU | New | Arowana Incunit 99/99/9999 | $7,091,000 | – | 700,000 | +100.0% | 0.42% | – |
| ASBWS | Sell | Associated Banc Corp*w exp 11/21/201 | $6,884,000 | +8.7% | 339,600 | -0.2% | 0.41% | +26.8% |
| New | Mentor Graphics Corpsdcv 4.000% 4/0 | $6,801,000 | – | 5,025,000 | +100.0% | 0.40% | – | |
| New | Ciena Corpdebt 4.000%12/1 | $6,207,000 | – | 4,418,000 | +100.0% | 0.37% | – | |
| Blucora Incnote 4.250% 4/0 | $6,162,000 | +6.0% | 6,200,000 | 0.0% | 0.36% | +23.4% | ||
| Sell | Walter Invt Mgmt Corpnote 4.500%11/0 | $6,131,000 | -2.2% | 7,431,000 | -6.3% | 0.36% | +13.8% | |
| TRTLU | Terrapin 3 Acquisition Corpunit 06/27/2019 | $6,105,000 | +1.8% | 595,000 | 0.0% | 0.36% | +18.8% | |
| New | Ryland Group Incnote 1.625% 5/1 | $6,072,000 | – | 4,000,000 | +100.0% | 0.36% | – | |
| Buy | Solazyme Incnote 6.000% 2/0 | $6,008,000 | +62.5% | 9,455,000 | +41.7% | 0.36% | +89.8% | |
| Sell | Chesapeake Energy Corpnote 2.750%11/1 | $5,196,000 | -59.3% | 5,219,000 | -59.0% | 0.31% | -52.5% | |
| AAPC | New | Atlantic Alliance Partner Co | $5,090,000 | – | 500,000 | +100.0% | 0.30% | – |
| GLD | New | SPDR Gold Trcall | $5,057,000 | – | 45,000 | +100.0% | 0.30% | – |
| GPIAU | New | GP Invts Acquisition Corpunit 99/99/9999 | $5,001,000 | – | 498,606 | +100.0% | 0.30% | – |
| FFIV | New | F5 Networks Incput | $4,814,000 | – | 40,000 | +100.0% | 0.28% | – |
| CAMB | Cambridge CapAcquisition Corp | $4,726,000 | -1.0% | 475,000 | 0.0% | 0.28% | +15.3% | |
| BLVD | Sell | Boulevard Acquisition Corp | $4,539,000 | -5.9% | 363,100 | -26.3% | 0.27% | +9.4% |
| CMAWS | Sell | Comerica Inc*w exp 11/14/201 | $4,219,000 | -57.3% | 82,200 | -62.5% | 0.25% | -50.3% |
| New | MGIC Invt Corpnote 2.000% 4/0 | $4,218,000 | – | 2,500,000 | +100.0% | 0.25% | – | |
| WLRHW | WL Ross Holding Corp*w exp 06/11/201 | $4,164,000 | +4.1% | 400,000 | 0.0% | 0.25% | +21.2% | |
| ROIQW | ROI Acquisition Corp II*w exp 09/17/201 | $4,100,000 | +3.3% | 400,000 | 0.0% | 0.24% | +20.4% | |
| HUM | New | Humana Inccall | $3,826,000 | – | 20,000 | +100.0% | 0.23% | – |
| TFSCU | 1347 Cap Corpunit 07/18/2016 | $3,605,000 | +2.8% | 350,000 | 0.0% | 0.21% | +19.7% | |
| Sell | Exelixis Incnote 4.250% 8/1 | $3,274,000 | -7.5% | 3,670,000 | -21.4% | 0.19% | +7.8% | |
| Herbalife Ltdnote 2.000% 8/1 | $3,203,000 | +7.3% | 3,600,000 | 0.0% | 0.19% | +25.2% | ||
| QPAC | New | Quinpario Acquisition Corp 2 | $2,976,000 | – | 300,600 | +100.0% | 0.18% | – |
| GOL | New | Gol Linhas Aereas Intlg SAsp adr rep pfd | $2,704,000 | – | 1,141,000 | +100.0% | 0.16% | – |
| TWI | Titan International Incput | $2,685,000 | +14.7% | 250,000 | 0.0% | 0.16% | +33.6% | |
| New | Trina Solar Ltddbcv 3.500% 6/1 | $2,549,000 | – | 2,500,000 | +100.0% | 0.15% | – | |
| STIWSB | SunTrust Bks Inc*w exp 11/14/201 | $2,542,000 | +4.7% | 59,100 | 0.0% | 0.15% | +22.0% | |
| Texas Capital Bancshares Inc*w exp 01/16/201 | $2,533,000 | +27.9% | 40,700 | 0.0% | 0.15% | +50.0% | ||
| TRTLW | Terrapin 3 Acquisition Corp*w exp 06/27/201 | $2,538,000 | +1.5% | 250,000 | 0.0% | 0.15% | +18.1% | |
| RYN | New | Rayonier Inccall | $2,249,000 | – | 88,000 | +100.0% | 0.13% | – |
| Sell | Solazyme Incnote 5.000%10/0 | $2,147,000 | -28.6% | 3,685,000 | -42.7% | 0.13% | -17.0% | |
| WAFDW | Washington Fed Inc*w exp 11/14/201 | $2,087,000 | +7.1% | 89,382 | 0.0% | 0.12% | +24.2% | |
| BHACU | Barington Hilco Acquisitionunit 99/99/9999t | $2,012,000 | +1.1% | 200,000 | 0.0% | 0.12% | +17.8% | |
| BLVDW | Sell | Boulevard Acquisition Corp*w exp 02/19/201 | $1,980,000 | -19.2% | 158,428 | -36.6% | 0.12% | -5.6% |
| STIWSA | SunTrust Bks Inc*w exp 12/31/201 | $1,970,000 | +4.7% | 45,800 | 0.0% | 0.12% | +22.1% | |
| TTMI | TTM Technologies Inc | $1,489,000 | +11.0% | 149,000 | 0.0% | 0.09% | +29.4% | |
| KSU | New | Kansas City Southerncall | $1,140,000 | – | 12,500 | +100.0% | 0.07% | – |
| CAMBW | Cambridge Cap Acquisition Corp*w exp 12/17/201 | $1,104,000 | -1.0% | 110,950 | 0.0% | 0.06% | +14.0% | |
| Signature Bk New York NY*w exp 12/12/201 | $827,000 | +13.0% | 5,649 | 0.0% | 0.05% | +32.4% | ||
| CMA | New | Comerica Inc | $826,000 | – | 16,099 | +100.0% | 0.05% | – |
| BB | New | BlackBerry Ltdcall | $654,000 | – | 80,000 | +100.0% | 0.04% | – |
| STI | New | SunTrust Bks Inc | $472,000 | – | 10,968 | +100.0% | 0.03% | – |
| LNCWS | Lincoln National Corp*w exp 07/10/201 | $408,000 | +3.0% | 6,886 | 0.0% | 0.02% | +20.0% | |
| BHAC | New | Barington Hilco Acquisition | $241,000 | – | 24,740 | +100.0% | 0.01% | – |
| OCRPRB | Omnicare Cap Tr IIpfd b tr 4.00% | $221,000 | +22.1% | 191,800 | 0.0% | 0.01% | +44.4% | |
| NOK | New | Nokia OYJsponsored adr | $200,000 | – | 29,130 | +100.0% | 0.01% | – |
| TWI | Titan International Inc | $188,000 | +14.6% | 17,500 | 0.0% | 0.01% | +37.5% | |
| FTRPR | New | Frontier Communications Corppfd conv ser-a | $124,000 | – | 125,000 | +100.0% | 0.01% | – |
| LEU | Sell | Centrus Energy Corpcl a | $61,000 | -28.2% | 14,745 | -11.4% | 0.00% | 0.0% |
| GALE | Sell | Galena Biopharma Inc | $43,000 | -51.7% | 25,045 | -60.8% | 0.00% | -40.0% |
| ALRPRB | Alere Incperp pfd conv se | $53,000 | +3.9% | 15,000 | 0.0% | 0.00% | 0.0% | |
| CHU | Exit | China Unicom (Hong Kong) Ltdsponsored adr | $0 | – | -6,388 | -100.0% | -0.01% | – |
| NOK | Exit | Nokia Corpsponsored adr | $0 | – | -49,130 | -100.0% | -0.02% | – |
| Exit | Molycorp Incnote 5.500% 2/0 | $0 | – | -12,680,000 | -100.0% | -0.06% | – | |
| RTI | Exit | RTI Intl Metals Inc | $0 | – | -33,600 | -100.0% | -0.06% | – |
| GOL | Exit | Gol Linhas Aereas Intlg SAsp adr rep pfd | $0 | – | -1,506,000 | -100.0% | -0.19% | – |
| CLACW | Exit | Capitol Acquisition Corp II*w exp 05/15/201 | $0 | – | -372,297 | -100.0% | -0.19% | – |
| WTFCW | Exit | Wintrust Finl Corp*w exp 12/19/201 | $0 | – | -78,849 | -100.0% | -0.19% | – |
| Exit | Canadian Solar Incnote 4.250% 2/1 | $0 | – | -7,000,000 | -100.0% | -0.37% | – | |
| Exit | PHH Corpnote 6.000% 6/1 | $0 | – | -7,496,000 | -100.0% | -0.75% | – | |
| Exit | Ctrip Com Intl Ltdnote 1.250%10/1 | $0 | – | -14,750,000 | -100.0% | -0.78% | – | |
| GMWSC | Exit | General Motors Co*w exp 12/31/201 | $0 | – | -691,100 | -100.0% | -1.31% | – |
| COFWS | Exit | Capital One Finl Corp*w exp 11/14/201 | $0 | – | -847,500 | -100.0% | -3.39% | – |
| Exit | Cadence Design Systems Incnote 2.625% 6/0 | $0 | – | -43,734,000 | -100.0% | -5.41% | – | |
| Exit | United Therapeutics Corpnote 1.000% 9/1 | $0 | – | -39,384,000 | -100.0% | -7.20% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2015-08-13
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)
| Filed | Shares | Percentage | |
|---|---|---|---|
| 10X Capital Venture Acquisition Corp. IISold out | February 13, 2023 | 0 | 0.0% |
| 7GC & Co. Holdings Inc. | February 13, 2023 | 450,000 | 8.9% |
| Fortistar Sustainable Solutions Corp.Sold out | February 13, 2023 | 0 | 0.0% |
| KINS Technology Group, Inc.Sold out | February 13, 2023 | 0 | 0.0% |
| Riverview Acquisition Corp. | February 13, 2023 | 684,332 | 0.9% |
| Sarissa Capital Acquisition Corp.Sold out | February 13, 2023 | 0 | 0.0% |
| SEP Acquisition Corp.Sold out | February 13, 2023 | 0 | 0.0% |
| Stratim Cloud Acquisition Corp.Sold out | February 13, 2023 | 0 | 0.0% |
| Tuscan Holdings Corp. IISold out | February 13, 2023 | 0 | 0.0% |
| ACE Convergence Acquisition Corp. | February 11, 2022 | 688,810 | 3.0% |
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
- Holdings (13F-HR)
- Significant ownership (13-D/G)
- Insider transactions (4, 5, 6)
- Events (8-K)
- Shareholder votes (proxy)
View complete filings history.