Castle Creek Arbitrage as of Dec. 31, 2012
Portfolio Holdings for Castle Creek Arbitrage
Castle Creek Arbitrage holds 0 positions in its portfolio as reported in the December 2012 quarterly 13F filing
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8
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VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY
NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE
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{S} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C} {C}
Advanced Micro Devices
Inc Note 6.000% 5/0 007903AL1 3,618 3,870,000 PRN SOLE 3,870,000
Affymetrix Inc Note 4.000% 7/0 00826TAH1 6,666 8,150,000 PRN SOLE 8,150,000
Alliance Data Systems
Corp Note 4.750% 5/1 018581AC2 166,134 54,185,000 PRN SOLE 54,185,000
Alliance Data Systems
Corp Note 1.750% 8/0 018581AD0 52,839 28,650,000 PRN SOLE 28,650,000
Apple Inc Com 037833100 26,609 50,000 SH Call SOLE 50,000
Bank of America Corp Com 060505104 3,404 293,463 SH SOLE 293,463
Blue Wolf Mongolia
Holdings Shs G11962100 3,429 345,000 SH SOLE 345,000
Blue Wolf Mongolia
Holdings *W Exp 07/20/201 G11962118 3,429 345,000 SH SOLE 345,000
Cadence Design System
Inc Note 2.625% 6/0 127387AJ7 25,742 14,000,000 PRN SOLE 14,000,000
Cemex SAB de CV Note 4.875% 3/1 151290AV5 15,414 14,113,000 PRN SOLE 14,113,000
Cemex SAB de CV Note 3.250% 3/1 151290BB8 3,970 3,500,000 PRN SOLE 3,500,000
Cemex SAB de CV Note 3.750% 3/1 151290BC6 59,899 52,600,000 PRN SOLE 52,600,000
Chesapeake Energy
Corp Note 2.750%11/1 165167BW6 21,417 22,250,000 PRN SOLE 22,250,000
China Growth Equity
Inv Ltd Shs G2114K107 2,090 208,390 SH SOLE 208,390
China Growth Equity
Inv Ltd *W Exp 04/05/201 G2114K123 2,090 208,390 SH SOLE 208,390
Clearwire Corp New CL A 18538Q105 490 169,600 SH Put SOLE 169,600
Cobalt Intl Energy
Inc Note 2.625%12/0 19075FAA4 4,032 4,000,000 PRN SOLE 4,000,000
Cubist Pharmaceuticals
Inc Note 2.500%11/0 229678AD9 20,436 13,000,000 PRN SOLE 13,000,000
Dendreon Corp Note 2.875% 1/1 24823QAC1 5,037 6,700,000 PRN SOLE 6,700,000
EMC Corp Mass Note 1.750%12/0 268648AM4 52,089 32,640,000 PRN SOLE 32,640,000
Enzon Pharmaceuticals
Inc Note 4.000% 6/0 293904AE8 8,206 8,150,000 PRN SOLE 8,150,000
Equinix Inc Note 4.750% 6/1 29444UAH9 106,125 41,852,000 PRN SOLE 41,852,000
Exelixis Inc Note 4.250% 8/1 30161QAC8 4,886 5,000,000 PRN SOLE 5,000,000
Ford Mtr Co Com 345370860 23,935 1,848,300 SH Call SOLE 1,848,300
Forest City
Enterprises Inc Note 5.000%10/1 345550AM9 24,081 17,471,000 PRN SOLE 17,471,000
Forest City
Enterprises Inc Note 4.250% 8/1 345550AP2 2,114 2,000,000 PRN SOLE 2,000,000
General Mtrs Co Com 37045V100 28,340 983,000 SH Put SOLE 983,000
General Mtrs Co *W Exp 07/10/201 37045V118 136,930 4,749,555 SH SOLE 4,749,555
General Mtrs Co *W Exp 07/10/201 37045V126 23,036 799,043 SH SOLE 799,043
Gilead Sciences Inc Note 0.625% 5/0 375558AH6 104,481 54,236,000 PRN SOLE 54,236,000
Gilead Sciences Inc Note 1.000% 5/0 375558AN3 8,203 5,000,000 PRN SOLE 5,000,000
Global Eagle
Acquisition Corp Com 37951D102 4,720 473,455 SH SOLE 473,455
Global Eagle
Acquisition Corp *W Exp 05/13/201 37951D110 4,720 473,455 SH SOLE 473,455
Golar LNG Ltd Shs G9456A100 1,053 28,626 SH SOLE 28,626
Google Inc CL A 38259P508 3,537 5,000 SH Call SOLE 5,000
Google Inc CL A 38259P508 3,537 5,000 SH Put SOLE 5,000
Hyde Pk Acquisition
Corp II Com 448640102 7,387 735,000 SH SOLE 735,000
Illumina Inc Com 452327109 5,648 101,600 SH Call SOLE 101,600
Incyte Corp Note 4.750%10/0 45337CAJ1 24,254 12,193,000 PRN SOLE 12,193,000
Infinity Cross Border
Acquis Unit G4772R127 2,526 300,000 SH SOLE 300,000
iShares Tr Russell 2000 464287655 84,318 1,000,000 SH Put SOLE 1,000,000
iShares Tr Russell 2000 464287655 16,627 197,198 SH SOLE 197,198
iShares Tr High Yld Corp 464288513 28,005 300,000 SH Put SOLE 300,000
JetBlue Airways Corp DBCV 5.500%10/1 477143AD3 9,313 6,853,000 PRN SOLE 6,853,000
JetBlue Airways Corp DBCV 5.500%10/1 477143AE1 19,251 13,186,000 PRN SOLE 13,186,000
Laboratory Corp Amer
Hldgs Note 9/1 50540RAG7 41,818 35,994,000 PRN SOLE 35,994,000
LifePoint Hospitals
Inc Note 3.500% 5/1 53219LAH2 12,671 12,270,000 PRN SOLE 12,270,000
Lucent Technologies
Inc DBCV 2.875% 6/1 549463AG2 3,694 4,000,000 PRN SOLE 4,000,000
Microchip Technology
Inc SDCV 2.125%12/1 595017AB0 114,486 90,422,000 PRN SOLE 90,422,000
Molson Coors Brewing
Co Note 2.500% 7/3 60871RAA8 13,196 13,000,000 PRN SOLE 13,000,000
Molycorp Inc Com 608753109 5,001 529,800 SH Put SOLE 529,800
Molycorp Inc DBCV 3.250%6/1 608753AA7 5,451 8,250,000 PRN SOLE 8,250,000
Molycorp Inc Note 6.000% 9/0 608753AF6 9,128 9,500,000 PRN SOLE 9,500,000
Occidental Pete Corp
Del Com 674599955 7,661 100,000 SH Call SOLE 100,000
Omnicare Inc Note 3.750%12/1 681904AN8 45,379 30,679,000 PRN SOLE 30,679,000
Omnicom Group Inc Com 681919106 2,136 42,750 SH SOLE 42,750
PDL BioPharma Inc Note 3.750% 5/0 69329YAC8 20,982 17,850,000 PRN SOLE 17,850,000
PDL BioPharma Inc Note 2.875% 2/1 69329YAE4 1,268 1,000,000 PRN SOLE 1,000,000
PHH Corp Note 6.000% 6/1 693320AQ6 21,861 11,000,000 PRN SOLE 11,000,000
Powershares QQQ Trust Unit Ser 1 73935A104 65,130 1,000,000 SH Call SOLE 1,000,000
ROI Acquisition Corp Com 74966A104 1,950 200,000 SH SOLE 200,000
ROI Acquisition Corp *W Exp 02/28/201 74966A112 1,950 200,000 SH SOLE 200,000
SBA Communications
Corp Note 4.000%10/0 78388JAM8 70,946 29,940,000 PRN SOLE 29,940,000
Seadrill Ltd Shs G7945E105 12,302 334,300 SH Put SOLE 334,300
Select Sector SPDR Tr SBI Materials 81369Y100 8,442 230,000 SH Put SOLE 230,000
Select Sector SPDR Tr SBI Healthcare 81369Y209 41,447 1,030,000 SH Put SOLE 1,030,000
Select Sector SPDR Tr SBI Cons Stpls 81369Y308 47,933 1,330,000 SH Put SOLE 1,330,000
Select Sector SPDR Tr SBI Con Discr 81369Y407 38,024 800,000 SH Put SOLE 800,000
Select Sector SPDR Tr SBI Int-Energy 81369Y506 32,697 460,000 SH Put SOLE 460,000
Select Sector SPDR Tr SBI Int-Finl 81369Y605 49,014 3,110,000 SH Put SOLE 3,110,000
Select Sector SPDR Tr SBI Int-Inds 81369Y704 37,501 1,010,000 SH Put SOLE 1,010,000
Select Sector SPDR Tr Technology 81369Y803 64,086 2,200,000 SH Put SOLE 2,200,000
Select Sector SPDR Tr SBI Int Utils 81369Y886 14,834 420,000 SH Put SOLE 420,000
Sprint Nextel Corp Com 852061100 1,091 192,500 SH SOLE 192,500
Sprint Nextel Corp Com 852061100 1,418 250,000 SH Put SOLE 250,000
Teradyne Inc Note 4.500% 3/1 880770AE2 148,088 47,711,000 PRN SOLE 47,711,000
Time Warner Telecom
Inc. DBCV 2.375% 4/0 887319AC5 7,021 5,125,000 PRN SOLE 5,125,000
Trio Merger Corp Com 896697109 1,784 180,000 SH SOLE 180,000
Triumph Group Inc Note 2.625%10/0 896818AB7 27,592 11,500,000 PRN SOLE 11,500,000
UAL Corp. Note 6.000%10/1 902549AJ3 125,137 45,310,000 PRN SOLE 45,310,000
United Rentals Inc Note 4.000%11/1 911363AL3 53,606 13,000,000 PRN SOLE 13,000,000
Universal Business
Pmt Sol A *W Exp 05/09/201 913384111 3,248 535,100 SH SOLE 535,100
USEC Inc Com 90333E108 1,114 2,101,800 SH Put SOLE 2,101,800
USEC Inc Note 3.000%10/0 90333EAC2 8,919 23,150,000 PRN SOLE 23,150,000
VeriSign Inc SDCV 3.250% 8/1 92343EAD4 43,553 34,200,000 PRN SOLE 34,200,000
Virgin Media Inc Note 6.500%11/1 92769LAB7 108,750 52,803,000 PRN SOLE 52,803,000
WESCO Intl Inc DBCV 6.000% 9/1 95082PAH8 93,700 37,821,000 PRN SOLE 37,821,000
Yahoo Inc Com 984332106 4,474 224,800 SH Put SOLE 224,800
Yahoo! Inc Com 984332106 4,422 222,188 SH SOLE 222,188