$1.3 Billion is the total value of Castle Creek Arbitrage, LLC's 90 reported holdings in Q4 2015. The portfolio turnover from Q3 2015 to Q4 2015 was 31.9% .
| Value | Shares | ↓ Weighting | ||||||
|---|---|---|---|---|---|---|---|---|
| Buy | VeriSign Incsdcv 3.250% 8/1 | $293,440,000 | +117.7% | 114,695,000 | +77.6% | 22.51% | +109.4% | |
| Tesla Motors Incnote 1.500% 6/0 | $116,735,000 | -3.8% | 59,577,000 | 0.0% | 8.96% | -7.5% | ||
| Micron Technology Incnote 2.375% 5/0 | $110,710,000 | -4.6% | 70,171,000 | 0.0% | 8.49% | -8.3% | ||
| Sell | SanDisk Corpnote 1.500% 8/1 | $67,526,000 | +13.2% | 42,994,000 | -10.4% | 5.18% | +8.9% | |
| WESCO International Incdbcv 6.000% 9/1 | $53,927,000 | -5.9% | 34,614,000 | 0.0% | 4.14% | -9.5% | ||
| Micron Technology Incnote 3.125% 5/0 | $53,692,000 | -4.0% | 33,615,000 | 0.0% | 4.12% | -7.7% | ||
| Sell | Cemex SAB de CVnote 3.750% 3/1 | $52,701,000 | -20.6% | 56,350,000 | -11.7% | 4.04% | -23.6% | |
| Buy | CalAtlantic Group Incnote 1.625% 5/1 | $33,815,000 | +309.0% | 25,615,000 | +326.9% | 2.59% | +293.6% | |
| Trulia Incnote 2.750%12/1 | $33,310,000 | -11.0% | 28,025,000 | 0.0% | 2.56% | -14.4% | ||
| TESARO Incnote 3.000%10/0 | $28,665,000 | +20.9% | 17,027,000 | 0.0% | 2.20% | +16.3% | ||
| Buy | Mentor Graphics Corpsdcv 4.000% 4/0 | $28,022,000 | +126.8% | 26,790,000 | +173.6% | 2.15% | +118.1% | |
| AMAG Pharmaceuticals Incnote 2.500% 2/1 | $26,144,000 | -21.7% | 20,721,000 | 0.0% | 2.01% | -24.6% | ||
| Sell | Micron Technology Incnote 1.625% 2/1 | $25,834,000 | -13.1% | 18,042,000 | -10.0% | 1.98% | -16.4% | |
| Buy | Ciena Corpdebt 4.000%12/1 | $20,445,000 | +55.8% | 15,714,000 | +56.9% | 1.57% | +49.8% | |
| Buy | InterDigital Inc/PAnote 2.500% 3/1 | $20,146,000 | +54.8% | 20,000,000 | +60.0% | 1.54% | +48.8% | |
| Ship Finance International Ltdnote 3.250% 2/0 | $15,771,000 | +1.6% | 14,652,000 | 0.0% | 1.21% | -2.3% | ||
| Sell | Molina Healthcare Incnote 1.125% 1/1 | $15,563,000 | -22.5% | 10,000,000 | -13.0% | 1.19% | -25.5% | |
| PNCWS | PNC Financial Services Group Inc/The*w exp 12/31/201 | $14,290,000 | +17.8% | 499,400 | 0.0% | 1.10% | +13.3% | |
| Buy | Cobalt International Energy Incnote 2.625%12/0 | $13,502,000 | +2.3% | 23,644,000 | +26.8% | 1.04% | -1.5% | |
| Hologic Incfrnt 2.000%12/1 | $13,000,000 | -1.5% | 7,670,000 | 0.0% | 1.00% | -5.3% | ||
| Sell | Innoviva Incnote 2.125% 1/1 | $12,950,000 | +2.1% | 17,110,000 | -10.5% | 0.99% | -1.9% | |
| QQQ | New | Powershares QQQ Trust Series 1put | $11,186,000 | – | 100,000 | +100.0% | 0.86% | – |
| Tesla Motors Incnote 0.250% 3/0 | $10,817,000 | -2.7% | 11,500,000 | 0.0% | 0.83% | -6.3% | ||
| Colony Starwood Homesnote 3.000% 7/0 | $9,930,000 | -2.6% | 10,694,000 | 0.0% | 0.76% | -6.3% | ||
| WFC | Sell | Wells Fargo & Co | $9,490,000 | -38.9% | 174,582 | -42.3% | 0.73% | -41.3% |
| Buy | SunEdison Incnote 2.000%10/0 | $9,032,000 | -1.1% | 16,500,000 | +37.5% | 0.69% | -4.9% | |
| GRSHU | Gores Holdings Incunit 99/99/9999 | $9,000,000 | -0.9% | 900,000 | 0.0% | 0.69% | -4.7% | |
| Microchip Technology Incsdcv 2.125%12/1 | $8,550,000 | +8.7% | 4,488,000 | 0.0% | 0.66% | +4.5% | ||
| ARWA | New | Arowana Inc | $8,533,000 | – | 872,500 | +100.0% | 0.66% | – |
| Starwood Property Trust Incnote 3.750%10/1 | $8,386,000 | -0.9% | 8,500,000 | 0.0% | 0.64% | -4.7% | ||
| JNPR | Juniper Networks Incput | $8,280,000 | +7.4% | 300,000 | 0.0% | 0.64% | +3.3% | |
| MU | Micron Technology Incput | $7,080,000 | -5.5% | 500,000 | 0.0% | 0.54% | -9.0% | |
| SunEdison Incnote 2.750% 1/0 | $6,759,000 | -28.1% | 13,381,000 | 0.0% | 0.52% | -30.9% | ||
| EACQU | Easterly Acquisition Corpunit 99/99/9999 | $6,549,000 | -0.2% | 650,000 | 0.0% | 0.50% | -4.2% | |
| Sell | Iconix Brand Group Incnote 1.500% 3/1 | $6,494,000 | -40.2% | 12,955,000 | -4.0% | 0.50% | -42.5% | |
| Sell | Cheniere Energy Incnote 4.250% 3/1 | $6,330,000 | -63.3% | 12,000,000 | -56.4% | 0.49% | -64.7% | |
| GPACU | Global Partner Acquisition Corpunit 07/01/2020 | $6,000,000 | 0.0% | 600,000 | 0.0% | 0.46% | -4.0% | |
| TRTLU | Terrapin 3 Acquisition Corpunit 06/27/2019 | $5,980,000 | -1.5% | 595,000 | 0.0% | 0.46% | -5.2% | |
| BLVDU | Boulevard Acquisition Corp IIunit 99/99/9999 | $5,940,000 | -0.7% | 600,000 | 0.0% | 0.46% | -4.4% | |
| Exelixis Incnote 4.250% 8/1 | $5,474,000 | -2.4% | 4,670,000 | 0.0% | 0.42% | -6.0% | ||
| Qihoo 360 Technology Co Ltdnote 0.500% 8/1 | $5,321,000 | +10.5% | 5,500,000 | 0.0% | 0.41% | +6.2% | ||
| INTC | New | Intel Corpput | $5,168,000 | – | 150,000 | +100.0% | 0.40% | – |
| GPIAU | Buy | GP Investments Acquisition Corpunit 99/99/9999 | $5,166,000 | +1.3% | 524,990 | +1.9% | 0.40% | -2.7% |
| Solazyme Incnote 6.000% 2/0 | $5,131,000 | -10.0% | 9,455,000 | 0.0% | 0.39% | -13.4% | ||
| AAPC | Atlantic Alliance Partnership Corp | $5,055,000 | -0.4% | 500,000 | 0.0% | 0.39% | -4.2% | |
| EAGLU | Double Eagle Acquisition Corpunit 99/99/9999 | $5,000,000 | -1.4% | 500,000 | 0.0% | 0.38% | -5.0% | |
| PACEU | Pace Holdings Corpunit 99/99/9999 | $4,854,000 | -1.1% | 481,326 | 0.0% | 0.37% | -5.1% | |
| Sell | Blucora Incnote 4.250% 4/0 | $4,766,000 | -19.4% | 5,700,000 | -8.1% | 0.37% | -22.5% | |
| Clovis Oncology Incnote 2.500% 9/1 | $4,723,000 | -48.6% | 5,500,000 | 0.0% | 0.36% | -50.5% | ||
| GLD | SPDR Gold Sharescall | $4,566,000 | -5.1% | 45,000 | 0.0% | 0.35% | -8.9% | |
| DLTR | New | Dollar Tree Incput | $3,861,000 | – | 50,000 | +100.0% | 0.30% | – |
| New | Fluidigm Corpnote 2.750% 2/0 | $3,821,000 | – | 6,000,000 | +100.0% | 0.29% | – | |
| TFSCU | 1347 Capital Corpunit 07/18/2016 | $3,563,000 | -1.1% | 350,000 | 0.0% | 0.27% | -4.9% | |
| MGIC Investment Corpnote 2.000% 4/0 | $3,477,000 | -3.3% | 2,500,000 | 0.0% | 0.27% | -7.0% | ||
| CATYW | Buy | Cathay General Bancorp*w exp 12/05/201 | $3,042,000 | +9.0% | 279,100 | +0.0% | 0.23% | +4.5% |
| Herbalife Ltdnote 2.000% 8/1 | $3,038,000 | -4.6% | 3,600,000 | 0.0% | 0.23% | -8.3% | ||
| QPAC | Quinpario Acquisition Corp 2 | $2,910,000 | -1.9% | 300,600 | 0.0% | 0.22% | -5.9% | |
| Aegerion Pharmaceuticals Incnote 2.000% 8/1 | $2,677,000 | -11.9% | 4,000,000 | 0.0% | 0.20% | -15.3% | ||
| ZIONW | Zions Bancorporation*w exp 05/22/202 | $2,544,000 | -8.3% | 782,750 | 0.0% | 0.20% | -11.8% | |
| Trina Solar Ltddbcv 3.500% 6/1 | $2,468,000 | +11.1% | 2,500,000 | 0.0% | 0.19% | +6.8% | ||
| BHACU | Barington/Hilco Acquisition Corpunit 99/99/9999t | $2,016,000 | -0.9% | 200,000 | 0.0% | 0.16% | -4.3% | |
| New | Ctrip.com International Ltdnote 1.250%10/1 | $1,988,000 | – | 1,500,000 | +100.0% | 0.15% | – | |
| Sell | SEACOR Holdings Incnote 3.000%11/1 | $1,987,000 | -45.1% | 2,500,000 | -44.4% | 0.15% | -47.4% | |
| WLRH | New | WL Ross Holding Corp | $1,897,000 | – | 190,500 | +100.0% | 0.15% | – |
| Sell | EnerNOC Incdbcv 2.250% 8/1 | $1,735,000 | -64.4% | 3,000,000 | -57.1% | 0.13% | -65.7% | |
| YHOO | Yahoo! Inccall | $1,663,000 | +15.0% | 50,000 | 0.0% | 0.13% | +11.3% | |
| Texas Capital Bancshares Inc*w exp 01/16/201 | $1,413,000 | -8.1% | 40,700 | 0.0% | 0.11% | -12.2% | ||
| P | New | Pandora Media Inccall | $1,341,000 | – | 100,000 | +100.0% | 0.10% | – |
| CMAWS | Comerica Inc*w exp 11/14/201 | $1,152,000 | +10.3% | 82,200 | 0.0% | 0.09% | +6.0% | |
| ASBWS | Associated Banc-Corp*w exp 11/21/201 | $1,015,000 | +35.0% | 339,600 | 0.0% | 0.08% | +30.0% | |
| DKS | New | Dick's Sporting Goods Inccall | $884,000 | – | 25,000 | +100.0% | 0.07% | – |
| CMA | Buy | Comerica Inc | $883,000 | +251.8% | 21,099 | +245.9% | 0.07% | +240.0% |
| Signature Bank/New York NY*w exp 12/12/201 | $698,000 | +14.8% | 5,649 | 0.0% | 0.05% | +12.5% | ||
| LINDW | Lindblad Expeditions Holdings Inc (OLD CLACW)*w exp 07/08/202 | $656,000 | +69.1% | 218,663 | 0.0% | 0.05% | +61.3% | |
| WAFDW | Washington Federal Inc*w exp 11/14/201 | $622,000 | +28.2% | 89,382 | 0.0% | 0.05% | +23.1% | |
| STIWSA | SunTrust Banks Inc*w exp 12/31/201 | $506,000 | +30.7% | 45,800 | 0.0% | 0.04% | +25.8% | |
| KMIWS | New | Kinder Morgan Inc/DE*w exp 05/25/201 | $367,000 | – | 5,600,000 | +100.0% | 0.03% | – |
| STIWSB | SunTrust Banks Inc*w exp 11/14/201 | $339,000 | +69.5% | 59,100 | 0.0% | 0.03% | +62.5% | |
| LNCWS | Lincoln National Corp*w exp 07/10/201 | $293,000 | +8.1% | 6,886 | 0.0% | 0.02% | 0.0% | |
| BHAC | Barington/Hilco Acquisition Corp | $243,000 | 0.0% | 24,740 | 0.0% | 0.02% | 0.0% | |
| WLRHW | WL Ross Holding Corp*w exp 06/11/201 | $155,000 | -57.4% | 470,000 | 0.0% | 0.01% | -58.6% | |
| AGFSW | AgroFresh Solutions Inc*w exp 07/31/202 | $147,000 | -52.4% | 158,428 | 0.0% | 0.01% | -56.0% | |
| ARWAR | New | Arowana Incright 01/01/2017 | $140,000 | – | 700,000 | +100.0% | 0.01% | – |
| TRTLW | Terrapin 3 Acquisition Corp*w exp 06/27/201 | $74,000 | -39.3% | 250,000 | 0.0% | 0.01% | -40.0% | |
| ARWAW | New | Arowana Inc*w exp 04/29/202 | $74,000 | – | 700,000 | +100.0% | 0.01% | – |
| JBLU | New | JetBlue Airways Corp | $71,000 | – | 3,132 | +100.0% | 0.01% | – |
| GGACW | Garnero Group Acquisition Co*w exp 06/24/201 | $35,000 | +2.9% | 284,000 | 0.0% | 0.00% | 0.0% | |
| ALRPRB | Alere Incperp pfd conv se | $42,000 | -14.3% | 15,000 | 0.0% | 0.00% | -25.0% | |
| CAMBW | Exit | Cambridge Capital Acquisition Corp*w exp 12/17/201 | $0 | – | -110,950 | -100.0% | -0.00% | – |
| ROIQW | Exit | ROI Acquisition Corp II*w exp 09/17/201 | $0 | – | -313,600 | -100.0% | -0.01% | – |
| STI | Exit | SunTrust Banks Inc | $0 | – | -10,968 | -100.0% | -0.03% | – |
| TWI | Exit | Titan International Inc | $0 | – | -95,000 | -100.0% | -0.05% | – |
| TWI | Exit | Titan International Incput | $0 | – | -100,000 | -100.0% | -0.05% | – |
| POM | Exit | Pepco Holdings Inccall | $0 | – | -50,000 | -100.0% | -0.10% | – |
| RYN | Exit | Rayonier Inccall | $0 | – | -88,000 | -100.0% | -0.16% | – |
| Exit | Solazyme Incnote 5.000%10/0 | $0 | – | -3,685,000 | -100.0% | -0.17% | – | |
| Exit | Walter Investment Management Corpnote 4.500%11/0 | $0 | – | -5,431,000 | -100.0% | -0.32% | – | |
| CAMB | Exit | Cambridge Capital Acquisition Corp | $0 | – | -475,000 | -100.0% | -0.38% | – |
| DD | Exit | EI du Pont de Nemours & Coput | $0 | – | -100,000 | -100.0% | -0.38% | – |
| Exit | Iconix Brand Group Incnote 2.500% 6/0 | $0 | – | -6,500,000 | -100.0% | -0.49% | – | |
| AMZN | Exit | Amazon.com Incput | $0 | – | -12,500 | -100.0% | -0.51% | – |
| VXX | Exit | iPATH S&P 500 VIX Short-Term Futures ETNput | $0 | – | -250,000 | -100.0% | -0.51% | – |
| ARWAU | Exit | Arowana Incunit 99/99/9999 | $0 | – | -700,000 | -100.0% | -0.57% | – |
| Exit | JetBlue Airways Corpdbcv 5.500%10/1 | $0 | – | -15,426,000 | -100.0% | -7.14% | – |
Original filings
The following EDGAR filing(s) were analyzed to create this report:
- View 13F-HR filed 2016-02-16
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.