Castle Creek Arbitrage, LLC historic quarter change: USA Bonds: Convertible Notes, Added
In convertible notes that pay a coupon (listed in the US), over 13 quarters from 2013-06-30 to 2023-12-31, Castle Creek Arbitrage, LLC opened 190 positions, added to 57, reduced 81 and sold out of 216.
- Q3 2016: Stock TESARO Inc; Country of operation —; Class NOTE 3.000%10/0; Principal before $17,027,000.
- Q3 2016: Stock Trulia Inc; Country of operation —; Class NOTE 2.750%12/1; Principal before $16,800,000.
- Q2 2016: Stock Ctrip.com International Ltd; Country of operation —; Class NOTE 1.250%10/1; Principal before $1,500,000.
- Q2 2016: Stock Tesla Motors Inc; Country of operation —; Class NOTE 1.500% 6/0; Principal before $80,030,000.
Each consecutive pair of Form 13F-HR filings compared (SEC CIK 1326638), 13 quarters: Q3 2016 (2016-06-30 to 2016-09-30, filed 2016-11-14); Q2 2016 (2016-03-31 to 2016-06-30, filed 2016-08-15); Q1 2016 (2015-12-31 to 2016-03-31, filed 2016-05-13); Q4 2015 (2015-09-30 to 2015-12-31, filed 2016-02-16); Q3 2015 (2015-06-30 to 2015-09-30, filed 2015-11-16); Q2 2015 (2015-03-31 to 2015-06-30, filed 2015-08-13); Q1 2015 (2014-12-31 to 2015-03-31, filed 2015-05-13); Q4 2014 (2014-09-30 to 2014-12-31, filed 2015-02-12); Q3 2014 (2014-06-30 to 2014-09-30, filed 2014-11-14); Q2 2014 (2014-03-31 to 2014-06-30, filed 2014-08-14); Q1 2014 (2013-12-31 to 2014-03-31, filed 2014-05-14); Q4 2013 (2013-09-30 to 2013-12-31, filed 2014-02-14); Q3 2013 (2013-06-30 to 2013-09-30, filed 2013-11-12). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move. Only the filings held here are compared; the firm's 13F-HR filings go back to the quarter ended 2004-12-31. Not compared, as a quarter between them is not held here yet: 2016-09-30 to 2023-12-31 (missing 2016-12-31, 2017-03-31, 2017-06-30, 2017-09-30, 2017-12-31, 2018-03-31, 2018-06-30, 2018-09-30, 2018-12-31, 2019-03-31, 2019-06-30, 2019-09-30, 2019-12-31, 2020-03-31, 2020-06-30, 2020-09-30, 2020-12-31, 2021-03-31, 2021-06-30, 2021-09-30, 2021-12-31, 2022-03-31, 2022-06-30, 2022-09-30, 2022-12-31, 2023-03-31, 2023-06-30, 2023-09-30).
| Quarter | Stock | Country of operation | Class | Principal before | Principal after | Share change | Value before | Value after | Value change | Filed |
|---|
| Q3 2016 | TESARO Inc
CUSIP 881569AA5 | | NOTE 3.000%10/0 | $17,027,000 | $18,027,000 | +1,000,000 | $42,755,000 | $53,132,000 | +$10,377,000 | 2016-11-14 |
|---|
| Q3 2016 | Trulia Inc
CUSIP 897888AB9 | | NOTE 2.750%12/1 | $16,800,000 | $18,125,000 | +1,325,000 | $26,351,000 | $27,905,000 | +$1,554,000 | 2016-11-14 |
|---|
| Q2 2016 | Ctrip.com International Ltd
CUSIP 22943FAD2 | | NOTE 1.250%10/1 | $1,500,000 | $11,000,000 | +9,500,000 | $1,928,000 | $13,464,000 | +$11,536,000 | 2016-08-15 |
|---|
| Q2 2016 | Tesla Motors Inc
CUSIP 88160RAA9 | | NOTE 1.500% 6/0 | $80,030,000 | $82,630,000 | +2,600,000 | $147,469,000 | $140,293,000 | -$7,176,000 | 2016-08-15 |
|---|
| Q2 2016 | Medicines Co/The
CUSIP 584688AE5 | | NOTE 2.500% 1/1 | $1,000,000 | $6,000,000 | +5,000,000 | $1,136,000 | $7,109,000 | +$5,973,000 | 2016-08-15 |
|---|
| Q2 2016 | Immunomedics Inc
CUSIP 452907AK4 | | NOTE 4.750% 2/1 | $4,912,000 | $6,512,000 | +1,600,000 | $3,361,000 | $4,545,000 | +$1,184,000 | 2016-08-15 |
|---|
| Q1 2016 | Tesla Motors Inc
CUSIP 88160RAA9 | | NOTE 1.500% 6/0 | $59,577,000 | $80,030,000 | +20,453,000 | $116,735,000 | $147,469,000 | +$30,734,000 | 2016-05-13 |
|---|
| Q4 2015 | CalAtlantic Group Inc
CUSIP 783764AQ6 | | NOTE 1.625% 5/1 | $6,000,000 | $25,615,000 | +19,615,000 | $8,267,000 | $33,815,000 | +$25,548,000 | 2016-02-16 |
|---|
| Q4 2015 | InterDigital Inc/PA
CUSIP 458660AB3 | | NOTE 2.500% 3/1 | $12,500,000 | $20,000,000 | +7,500,000 | $13,014,000 | $20,146,000 | +$7,132,000 | 2016-02-16 |
|---|
| Q4 2015 | Cobalt International Energy Inc
CUSIP 19075FAA4 | | NOTE 2.625%12/0 | $18,644,000 | $23,644,000 | +5,000,000 | $13,192,000 | $13,502,000 | +$310,000 | 2016-02-16 |
|---|
| Q4 2015 | SunEdison Inc
CUSIP 86732YAC3 | | NOTE 2.000%10/0 | $12,000,000 | $16,500,000 | +4,500,000 | $9,137,000 | $9,032,000 | -$105,000 | 2016-02-16 |
|---|
| Q3 2015 | Micron Technology Inc
CUSIP 595112AW3 | | NOTE 2.375% 5/0 | $70,151,000 | $70,171,000 | +20,000 | $141,752,000 | $116,109,000 | -$25,643,000 | 2015-11-16 |
|---|
| Q3 2015 | Trulia Inc
CUSIP 897888AB9 | | NOTE 2.750%12/1 | $24,500,000 | $28,025,000 | +3,525,000 | $31,392,000 | $37,419,000 | +$6,027,000 | 2015-11-16 |
|---|
| Q3 2015 | Exelixis Inc
CUSIP 30161QAC8 | | NOTE 4.250% 8/1 | $3,670,000 | $4,670,000 | +1,000,000 | $3,274,000 | $5,607,000 | +$2,333,000 | 2015-11-16 |
|---|
| Q3 2015 | CalAtlantic Group Inc
CUSIP 783764AQ6 | | NOTE 1.625% 5/1 | $4,000,000 | $6,000,000 | +2,000,000 | $6,072,000 | $8,267,000 | +$2,195,000 | 2015-11-16 |
|---|
| Q3 2015 | SunEdison Inc
CUSIP 86732YAC3 | | NOTE 2.000%10/0 | $4,500,000 | $12,000,000 | +7,500,000 | $9,423,000 | $9,137,000 | -$286,000 | 2015-11-16 |
|---|
| Q1 2015 | JetBlue Airways Corp
CUSIP 477143AE1 | | DBCV 5.500%10/1 | $13,186,000 | $15,426,000 | +2,240,000 | $47,211,000 | $66,935,000 | +$19,724,000 | 2015-05-13 |
|---|
| Q1 2015 | Micron Technology Inc
CUSIP 595112AW3 | | Note 2.375% 5/0 | $58,627,000 | $70,151,000 | +11,524,000 | $213,582,000 | $198,838,000 | -$14,744,000 | 2015-05-13 |
|---|
| Q1 2015 | AMAG Pharmaceuticals Inc
CUSIP 00163UAA4 | | Note 2.500% 2/1 | $9,250,000 | $14,505,000 | +5,255,000 | $15,461,000 | $30,140,000 | +$14,679,000 | 2015-05-13 |
|---|
| Q1 2015 | Tesla Mtrs Inc
CUSIP 88160RAA9 | | Note 1.500% 6/0 | $42,377,000 | $57,577,000 | +15,200,000 | $78,589,000 | $92,492,000 | +$13,903,000 | 2015-05-13 |
|---|
| Q1 2015 | TESARO Inc
CUSIP 881569AA5 | | Note 3.000%10/0 | $17,027,000 | $19,527,000 | +2,500,000 | $21,372,000 | $34,796,000 | +$13,424,000 | 2015-05-13 |
|---|
| Q4 2014 | Micron Technology Inc
CUSIP 595112AW3 | | Note 2.375% 5/0 | $33,366,000 | $58,627,000 | +25,261,000 | $119,404,000 | $213,582,000 | +$94,178,000 | 2015-02-12 |
|---|
| Q4 2014 | Tesla Motors Inc
CUSIP 88160RAA9 | | Note 1.500% 6/0 | $23,377,000 | $42,377,000 | +19,000,000 | $47,172,000 | $78,589,000 | +$31,417,000 | 2015-02-12 |
|---|
| Q4 2014 | Auxilium Pharmaceuticals Inc
CUSIP 05334DAA5 | | NOTE 1.500% 7/1 | $1,900,000 | $13,572,000 | +11,672,000 | $2,513,000 | $20,145,000 | +$17,632,000 | 2015-02-12 |
|---|
| Q4 2014 | TESARO Inc
CUSIP 881569AA5 | | Note 3.000%10/0 | $6,000,000 | $17,027,000 | +11,027,000 | $6,269,000 | $21,372,000 | +$15,103,000 | 2015-02-12 |
|---|
| Q4 2014 | WESCO Intl Inc
CUSIP 95082PAH8 | | DBCV 6.000% 9/1 | $28,704,000 | $34,614,000 | +5,910,000 | $79,913,000 | $93,183,000 | +$13,270,000 | 2015-02-12 |
|---|
| Q4 2014 | Iconix Brand Group Inc
CUSIP 451055AE7 | | Note 2.500% 6/0 | $6,000,000 | $16,000,000 | +10,000,000 | $7,584,000 | $18,874,000 | +$11,290,000 | 2015-02-12 |
|---|
| Q4 2014 | Micron Technology Inc
CUSIP 595112AX1 | | Note 3.125% 5/0 | $31,615,000 | $33,615,000 | +2,000,000 | $110,649,000 | $120,021,000 | +$9,372,000 | 2015-02-12 |
|---|
| Q4 2014 | Micron Technology Inc
CUSIP 595112AU7 | | Note 1.625% 2/1 | $26,126,000 | $27,126,000 | +1,000,000 | $81,897,000 | $86,797,000 | +$4,900,000 | 2015-02-12 |
|---|
| Q4 2014 | Molycorp Inc
CUSIP 608753AH2 | | NOTE 5.500% 2/0 | $10,880,000 | $14,680,000 | +3,800,000 | $3,846,000 | $4,545,000 | +$699,000 | 2015-02-12 |
|---|
| Q3 2014 | Micron Technology Inc
CUSIP 595112AW3 | | Note 2.375% 5/0 | $19,243,000 | $33,366,000 | +14,123,000 | $66,267,000 | $119,404,000 | +$53,137,000 | 2014-11-14 |
|---|
| Q3 2014 | Micron Technology Inc
CUSIP 595112AX1 | | Note 3.125% 5/0 | $26,615,000 | $31,615,000 | +5,000,000 | $89,770,000 | $110,649,000 | +$20,879,000 | 2014-11-14 |
|---|
| Q3 2014 | Tesla Mtrs Inc
CUSIP 88160RAA9 | | Note 1.500% 6/0 | $14,527,000 | $23,377,000 | +8,850,000 | $29,395,000 | $47,172,000 | +$17,777,000 | 2014-11-14 |
|---|
| Q3 2014 | Tesla Mtrs Inc
CUSIP 88160RAB7 | | Note 0.250% 3/0 | $24,500,000 | $33,500,000 | +9,000,000 | $23,905,000 | $31,906,000 | +$8,001,000 | 2014-11-14 |
|---|
| Q2 2014 | AMAG Pharmaceuticals Inc
CUSIP 00163UAA4 | | Note 2.500% 2/1 | $6,750,000 | $9,250,000 | +2,500,000 | $6,872,000 | $9,824,000 | +$2,952,000 | 2014-08-14 |
|---|
| Q1 2014 | United Therapeutics Corp
CUSIP 91307CAF9 | | NOTE 1.000% 9/1 | $20,700,000 | $31,200,000 | +10,500,000 | $49,114,000 | $61,948,000 | +$12,834,000 | 2014-05-14 |
|---|
| Q1 2014 | Allegheny Technologies Inc
CUSIP 01741RAD4 | | NOTE 4.250% 6/0 | $13,863,000 | $24,619,000 | +10,756,000 | $14,335,000 | $25,104,000 | +$10,769,000 | 2014-05-14 |
|---|
| Q1 2014 | Tesla Motors Inc
CUSIP 88160RAA9 | | NOTE 1.500% 6/0 | $11,500,000 | $12,027,000 | +527,000 | $15,956,000 | $21,592,000 | +$5,636,000 | 2014-05-14 |
|---|
| Q1 2014 | Live Nation Entertainment Inc
CUSIP 538034AB5 | | NOTE 2.875% 7/1 | $11,189,000 | $14,424,000 | +3,235,000 | $11,386,000 | $14,680,000 | +$3,294,000 | 2014-05-14 |
|---|
| Q1 2014 | Janus Cap Group Inc
CUSIP 47102XAG0 | | NOTE 3.250% 7/1 | $3,484,000 | $4,984,000 | +1,500,000 | $3,623,000 | $5,017,000 | +$1,394,000 | 2014-05-14 |
|---|
| Q1 2014 | SunPower Corp
CUSIP 867652AC3 | | DBCV 4.750% 4/1 | $35,241,000 | $35,491,000 | +250,000 | $42,089,000 | $43,443,000 | +$1,354,000 | 2014-05-14 |
|---|
| Q4 2013 | Cemex SAB de CV
CUSIP 151290BC6 | | NOTE 3.750% 3/1 | $64,100,000 | $72,100,000 | +8,000,000 | $83,456,000 | $98,085,000 | +$14,629,000 | 2014-02-14 |
|---|
| Q4 2013 | Salesforce.com Inc
CUSIP 79466LAB0 | | NOTE 0.750% 1/1 | $17,500,000 | $20,000,000 | +2,500,000 | $42,566,000 | $51,681,000 | +$9,115,000 | 2014-02-14 |
|---|
| Q4 2013 | Newmont Mining Corp
CUSIP 651639AH9 | | NOTE 1.250% 7/1 | $6,500,000 | $14,500,000 | +8,000,000 | $6,584,000 | $14,499,000 | +$7,915,000 | 2014-02-14 |
|---|
| Q4 2013 | Micron Technology Inc
CUSIP 595112AR4 | | NOTE 1.875% 8/0 | $5,000,000 | $7,000,000 | +2,000,000 | $9,376,000 | $16,119,000 | +$6,743,000 | 2014-02-14 |
|---|
| Q4 2013 | SunPower Corp
CUSIP 867652AE9 | | DBCV 4.500% 3/1 | $8,000,000 | $12,300,000 | +4,300,000 | $10,536,000 | $17,264,000 | +$6,728,000 | 2014-02-14 |
|---|
| Q4 2013 | Dendreon Corp
CUSIP 24823QAC1 | | NOTE 2.875% 1/1 | $1,950,000 | $5,700,000 | +3,750,000 | $1,235,000 | $3,660,000 | +$2,425,000 | 2014-02-14 |
|---|
| Q4 2013 | Molycorp Inc
CUSIP 608753AH2 | | NOTE 5.500% 2/0 | $7,650,000 | $10,550,000 | +2,900,000 | $7,876,000 | $9,988,000 | +$2,112,000 | 2014-02-14 |
|---|
| Q4 2013 | Equinix Inc
CUSIP 29444UAH9 | | NOTE 4.750% 6/1 | $41,852,000 | $43,852,000 | +2,000,000 | $94,403,000 | $95,968,000 | +$1,565,000 | 2014-02-14 |
|---|
| Q4 2013 | Allegheny Technologies Inc
CUSIP 01741RAD4 | | NOTE 4.250% 6/0 | $12,363,000 | $13,863,000 | +1,500,000 | $12,854,000 | $14,335,000 | +$1,481,000 | 2014-02-14 |
|---|
| Q4 2013 | Molycorp Inc
CUSIP 608753AA7 | | NOTE 3.250% 6/1 | $11,650,000 | $12,985,000 | +1,335,000 | $8,406,000 | $9,261,000 | +$855,000 | 2014-02-14 |
|---|
| Q3 2013 | SBA Communications Corp
CUSIP 78388JAM8 | | NOTE 4.000%10/0 | $34,440,000 | $36,940,000 | +2,500,000 | $84,695,000 | $98,327,000 | +$13,632,000 | 2013-11-12 |
|---|
| Q3 2013 | Health Care Reit Inc
CUSIP 42217KAR7 | | NOTE 3.000%12/0 | $11,585,000 | $18,585,000 | +7,000,000 | $15,291,000 | $22,994,000 | +$7,703,000 | 2013-11-12 |
|---|
| Q3 2013 | SunPower Corp
CUSIP 867652AE9 | | DBCV 4.500% 3/1 | $4,500,000 | $8,000,000 | +3,500,000 | $5,282,000 | $10,536,000 | +$5,254,000 | 2013-11-12 |
|---|
| Q3 2013 | Cadence Design Systems Inc
CUSIP 127387AF5 | | NOTE 1.500%12/1 | $9,241,000 | $13,557,000 | +4,316,000 | $9,260,000 | $13,578,000 | +$4,318,000 | 2013-11-12 |
|---|
| Q3 2013 | Allegheny Technologies Inc
CUSIP 01741RAD4 | | NOTE 4.250% 6/0 | $10,363,000 | $12,363,000 | +2,000,000 | $10,711,000 | $12,854,000 | +$2,143,000 | 2013-11-12 |
|---|
| Q3 2013 | Archer-Daniels-Midland Co
CUSIP 039483AW2 | | NOTE 0.875% 2/1 | $11,500,000 | $12,500,000 | +1,000,000 | $11,608,000 | $12,725,000 | +$1,117,000 | 2013-11-12 |
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