Castle Creek Arbitrage

Castle Creek Arbitrage as of Sept. 30, 2013

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 91 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Notes 11.2 $250M 56M 4.45
Microchip Technology Inc sdcv 2.125%12/1 6.3 $140M 89M 1.57
Teradyne Inc note 4.500% 3/1 6.2 $138M 46M 3.02
Wesco Intl Inc dbcv 6.000% 9/1 4.8 $106M 39M 2.75
Priceline Com Inc note 1.250% 3/1 4.7 $106M 32M 3.34
Sba Communications Corp note 4.000%10/0 4.4 $98M 37M 2.66
Equinix Inc note 4.750% 6/1 4.2 $95M 42M 2.26
Verisign Inc sdcv 3.250% 8/1 3.9 $87M 56M 1.57
Cemex Sab De Cv conv bnd 3.7 $83M 64M 1.30
Cadence Design Sys Cvt 2.625 6 convert 2.7 $61M 33M 1.82
Micron Technology Inc bond 2.5 $56M 29M 1.89
United Rentals Inc note 4.000%11/1 2.3 $52M 10M 5.24
General Mtrs Co *w exp 07/10/201 2.3 $51M 1.4M 35.97
Laboratory Corp Amer Hldgs debt 2.1 $48M 36M 1.33
Salesforce Com Inc note 0.750% 1/1 1.9 $43M 18M 2.43
General Mtrs Co *w exp 07/10/201 1.8 $41M 1.1M 35.97
Sunpower Corp dbcv 4.750% 4/1 1.8 $40M 35M 1.14
Omnicare Inc bond 1.7 $37M 39M 0.95
Uthr 1 09/15/16 1.6 $35M 21M 1.70
Triumph Group Inc New note 2.625%10/0 1.2 $27M 11M 2.59
Forest City Enterprises Inc note 5.000%10/1 1.2 $27M 18M 1.54
Semgroup Corp wts 1.1 $26M 450k 57.02
Sunpower (SPWRQ) 1.1 $25M 971k 26.16
Micron Technology Inc. conv 1.1 $25M 14M 1.86
Health Care Reit Inc note 3.000%12/0 1.0 $23M 19M 1.24
Phh Corp cnv 1.0 $23M 11M 2.04
Pdl Biopharma Inc note 3.750% 5/0 1.0 $22M 17M 1.27
E M C Corp Mass note 1.750%12/0 1.0 $22M 13M 1.60
Hologic Inc frnt 2.000%12/1 1.0 $21M 21M 1.00
Jetblue Airways Corp dbcv 5.500%10/1 0.9 $21M 13M 1.61
Goldcorp Inc New note 2.000% 8/0 0.9 $21M 21M 1.01
Molycorp Inc Del....... Note 6.0% 9/1/17 0.9 $20M 25M 0.80
Tesla Mtrs Inc note 1.500% 6/0 0.9 $19M 12M 1.69
Seadrill 0.7 $15M 334k 45.08
Omnicare Cap Tr Ii pfd b tr 4.00% 0.7 $15M 216k 68.18
Cadence Design Sys Inc 1.5 12- convert 0.6 $14M 14M 1.00
Chesapeake Energy Corp note 2.750%11/1 0.6 $14M 13M 1.04
Walter Invt Mgmt Corp note 0.6 $13M 13M 1.05
Allegheny Technologies Inc note 4.250% 6/0 0.6 $13M 12M 1.04
Archer Daniels Midland Co note 0.875% 2/1 0.6 $13M 13M 1.02
United States Stl Corp New note 4.000% 5/1 0.5 $11M 10M 1.03
Cemex Sab conv 0.5 $11M 9.1M 1.18
Sunpower Corp conv 0.5 $11M 8.0M 1.32
GROUP Affymetrix Inc cnv 0.5 $11M 8.4M 1.26
Ual Corp note 6.000%10/1 0.5 $10M 2.8M 3.58
Jetblue Airways Corp dbcv 5.500% 10/1 0.5 $10M 6.9M 1.47
Equinix Inc note 3.000%10/1 0.4 $9.9M 5.9M 1.68
Micron Technology Inc note 0.4 $9.4M 5.0M 1.88
WESCO International (WCC) 0.4 $9.2M 120k 76.53
Molycorp Inc conv bnd 0.4 $8.4M 12M 0.72
General Motors Company (GM) 0.4 $8.0M 221k 35.97
Molycorp Inc Del note 5.500% 2/0 0.3 $7.9M 7.7M 1.03
Teradyne (TER) 0.3 $7.6M 460k 16.52
Hyde Pk Acquisition Corp Ii 0.3 $7.5M 735k 10.25
Silver Eagle Acquisition Cor Unit 99/99/9999 0.3 $7.6M 750k 10.15
Hf2 Financial Management 0.3 $6.8M 668k 10.12
Usec Inc note 3.000%10/0 0.3 $6.4M 26M 0.25
Newmont Mining Corp note 1.250% 7/1 0.3 $6.6M 6.5M 1.01
Microchip Technology (MCHP) 0.3 $6.0M 150k 40.29
Moly 0.3 $5.9M 900k 6.56
Exelixis Inc cnv 0.3 $5.9M 5.0M 1.18
Ascent Cap Group Inc note 4.000% 7/1 0.3 $5.8M 5.5M 1.05
Medworth Acquisition 0.2 $5.1M 625k 8.08
Cadence Design Systems (CDNS) 0.2 $4.7M 350k 13.51
Lucent Technologies Inc dbcv 2.750% 6/1 0.2 $4.0M 4.0M 0.99
Market Vectors Gold Miners ETF 0.2 $4.0M 160k 25.02
Infinity Cross Bo 0.2 $3.9M 500k 7.86
Chart Acquisition Co *w exp 12/1 0.2 $4.0M 400k 9.95
Jakks Pac Inc note 4.500%11/0 0.2 $3.5M 3.8M 0.94
Capitol Acquisition Corp Ii *w exp 05/15/201 0.1 $3.4M 351k 9.65
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.1 $2.9M 2.8M 1.02
Owens Corning New *w exp 10/30/201 0.1 $2.7M 70k 37.98
Zions Bancorporation *w exp 05/22/202 0.1 $2.7M 97k 27.42
Capitol Acquisition Corp Ii 0.1 $2.6M 267k 9.65
Hartford Finl Svcs Wt Exp 0626 wt 0.1 $2.4M 78k 31.12
Micron Technology Inc Mu Cvt 1 convert 0.1 $2.4M 1.5M 1.61
Suntrust Bks Inc wrt exp 12/31/2 0.1 $2.6M 79k 32.42
priceline.com Incorporated 0.1 $2.2M 2.2k 1010.91
Chemed Corp New note 1.875% 5/1 0.1 $2.1M 2.0M 1.04
Comerica Inc *w exp 11/14/201 0.1 $2.0M 52k 39.30
Suntrust Bks Inc wrt exp 11/14/2 0.1 $1.8M 54k 32.42
Golar Lng (GLNG) 0.1 $1.3M 33k 37.66
Pdl Biopharma Inc cnv 0.1 $1.4M 1.0M 1.44
Tesla Motors (TSLA) 0.1 $1.1M 5.9k 193.39
Dendreon Corp note 0.1 $1.2M 2.0M 0.63
11/14/2018 W Exp 11/14/2018 0.1 $1.1M 39k 27.41
General Motors Corp *w exp 12/31/201 0.1 $1.0M 29k 35.96
Two Hbrs Invt Corp *w exp 07/13/201 0.0 $810k 83k 9.71
M&t Bank Corp Wts Exp 12/23/1 wts 0.0 $582k 5.2k 111.92
Affymetrix 0.0 $310k 50k 6.20
Jetpay 0.0 $247k 71k 3.46