Castle Creek Arbitrage

Castle Creek Arbitrage as of Dec. 31, 2013

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 101 positions in its portfolio as reported in the December 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Notes 12.6 $287M 52M 5.53
Microchip Technology Inc sdcv 2.125%12/1 6.3 $143M 82M 1.74
Teradyne Inc note 4.500% 3/1 5.5 $125M 39M 3.22
Priceline Com Inc note 1.250% 3/1 5.3 $121M 32M 3.84
Wesco Intl Inc dbcv 6.000% 9/1 4.5 $102M 32M 3.24
Cemex Sab De Cv conv bnd 4.3 $98M 72M 1.36
Equinix Inc note 4.750% 6/1 4.2 $96M 44M 2.19
General Mtrs Co *w exp 07/10/201 3.8 $87M 2.1M 40.87
General Motors Company (GM) 3.3 $76M 1.9M 40.87
United Rentals Inc note 4.000%11/1 3.1 $70M 10M 7.01
Micron Technology Inc bond 3.0 $67M 29M 2.29
Sba Communications Corp note 4.000%10/0 2.8 $64M 22M 2.96
Cadence Design Sys Cvt 2.625 6 convert 2.7 $62M 33M 1.88
Salesforce Com Inc note 0.750% 1/1 2.3 $52M 20M 2.58
Uthr 1 09/15/16 2.1 $49M 21M 2.37
Sunpower Corp dbcv 4.750% 4/1 1.8 $42M 35M 1.19
Ship Finance International sr cv nt 1.8 $40M 39M 1.05
Omnicare Inc bond 1.7 $38M 38M 1.01
Sunpower (SPWRQ) 1.4 $32M 1.1M 29.81
Semgroup Corp wts 1.3 $30M 460k 65.23
Forest City Enterprises Inc note 5.000%10/1 1.2 $27M 18M 1.55
Jetblue Airways Corp dbcv 5.500%10/1 1.2 $26M 13M 2.00
Pdl Biopharma Inc note 3.750% 5/0 1.0 $24M 17M 1.36
Omnicare Cap Tr Ii pfd b tr 4.00% 1.0 $22M 300k 74.08
Phh Corp cnv 0.9 $21M 10M 2.07
Goldcorp Inc New note 2.000% 8/0 0.9 $21M 21M 1.00
Chesapeake Energy Corp note 2.750%11/1 0.9 $20M 19M 1.05
Sunpower Corp conv 0.8 $17M 12M 1.40
General Motors Corp *w exp 12/31/201 0.7 $17M 409k 40.87
Micron Technology Inc note 0.7 $16M 7.0M 2.30
Tesla Mtrs Inc note 1.500% 6/0 0.7 $16M 12M 1.39
United States Stl Corp New note 4.000% 5/1 0.7 $15M 14M 1.07
Newmont Mining Corp note 1.250% 7/1 0.6 $15M 15M 1.00
Allegheny Technologies Inc note 4.250% 6/0 0.6 $14M 14M 1.03
Bank Of America Corp w exp 10/201 0.6 $14M 928k 15.57
Seadrill 0.6 $14M 334k 41.08
Jinkosolar Hldg Co Ltd...... note 4.000% 5/1 0.6 $13M 12M 1.07
Ual Corp note 6.000%10/1 0.5 $12M 2.8M 4.38
Seacor Holdings Inc note 2.500%12/1 0.5 $12M 9.8M 1.23
Live Nation Entertainment In note 2.875% 7/1 0.5 $11M 11M 1.02
Utilities SPDR (XLU) 0.5 $11M 300k 37.97
Molycorp Inc Del....... Note 6.0% 9/1/17 0.5 $11M 14M 0.79
Laboratory Corp Amer Hldgs debt 0.5 $11M 8.6M 1.23
Walter Invt Mgmt Corp note 0.4 $10M 10M 1.00
Molycorp Inc Del note 5.500% 2/0 0.4 $10M 11M 0.95
iShares Dow Jones US Real Estate (IYR) 0.4 $9.5M 150k 63.08
Molycorp Inc conv bnd 0.4 $9.2M 13M 0.71
Microchip Technology (MCHP) 0.4 $9.0M 200k 44.75
Silver Eagle Acquisition Cor w exp 07/26/202 0.4 $8.5M 852k 10.00
WESCO International (WCC) 0.4 $8.2M 90k 91.07
Teradyne (TER) 0.4 $8.1M 460k 17.62
Hartford Finl Svcs Wt Exp 0626 wt 0.4 $8.1M 224k 36.23
Hyde Pk Acquisition Corp Ii 0.3 $7.7M 735k 10.50
Usec Inc note 3.000%10/0 0.3 $7.5M 23M 0.33
Zions Bancorporation *w exp 05/22/202 0.3 $7.2M 239k 29.96
Exelixis Inc cnv 0.3 $6.2M 5.0M 1.23
Moly 0.3 $6.0M 1.1M 5.62
Ascent Cap Group Inc note 4.000% 7/1 0.3 $5.9M 5.5M 1.08
Hf2 Financial Management 0.2 $5.1M 500k 10.18
Quartet Merger Corp unit 99/99/9999t 0.2 $5.0M 500k 10.08
Equinix Inc note 3.000%10/1 0.2 $4.6M 2.9M 1.59
Cathay Gen Bancorp *w exp 12/05/201 0.2 $4.5M 170k 26.73
Silver Eagle Acquisition Cor 0.2 $4.4M 450k 9.68
Health Care Reit Inc note 3.000%12/0 0.2 $4.0M 3.6M 1.12
Suntrust Bks Inc wrt exp 12/31/2 0.2 $4.1M 111k 36.81
Roi Acquisition Corp Ii 0.2 $4.0M 400k 10.02
Infinity Cross Bo 0.2 $4.0M 500k 7.91
Chart Acquisition Co *w exp 12/1 0.2 $4.0M 400k 9.92
Jns 3.25% 7/15/2014 note 0.2 $3.6M 3.5M 1.04
Dendreon Corp note 0.2 $3.6M 5.7M 0.64
Capitol Acquisition Corp Ii *w exp 05/15/201 0.2 $3.6M 372k 9.62
Market Vectors Gold Miners ETF 0.1 $3.4M 160k 21.13
Suntrust Bks Inc wrt exp 11/14/2 0.1 $3.2M 87k 36.81
Jakks Pac Inc note 4.500%11/0 0.1 $3.2M 3.3M 0.99
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.1 $2.9M 2.8M 1.02
Mergeworthrx 0.1 $2.7M 330k 8.13
Ship Finance Intl 0.1 $2.5M 150k 16.38
Chemed Corp New note 1.875% 5/1 0.1 $2.1M 2.0M 1.04
Silver Eagle Acquisition Cor Unit 99/99/9999 0.1 $2.0M 200k 10.00
Nokia Corporation (NOK) 0.1 $1.7M 212k 8.11
Lincoln National Corp *W EXP 07/10/2019 0.1 $1.8M 34k 51.63
11/14/2018 W Exp 11/14/2018 0.1 $1.9M 65k 29.95
Pdl Biopharma Inc cnv 0.1 $1.5M 1.0M 1.54
Ipath S&p 500 Vix S/t Fu Etn 0.1 $1.4M 34k 42.54
Eastman Kodak Co *w exp 09/03/201 0.1 $1.4M 41k 34.71
Golar Lng (GLNG) 0.1 $1.2M 33k 36.28
M&t Bank Corp Wts Exp 12/23/1 wts 0.1 $1.2M 10k 116.44
Bank of America Corporation (BAC) 0.0 $864k 56k 15.57
Unisys Corporation (UIS) 0.0 $896k 27k 33.56
Tesla Motors (TSLA) 0.0 $888k 5.9k 150.51
Unisys Corp 6.25% Cv Pfd A cvp 0.0 $999k 11k 89.25
Capital One Financial Cor w exp 11/201 0.0 $575k 7.5k 76.67
Hovnanian Enterprises Inc unit 99/99/9999 0.0 $781k 24k 32.14
AngloGold Ashanti 0.0 $293k 25k 11.72
Washington Fed Inc *w exp 11/14/201 0.0 $203k 8.7k 23.33
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.0 $286k 4.6k 62.17
Wintrust Financial Corp *w exp 12/18/201 0.0 $329k 7.1k 46.16
Sanofi Aventis Wi Conval Rt 0.0 $128k 377k 0.34
Associated Banc Corp *w exp 11/21/201 0.0 $186k 11k 17.39
Jetpay 0.0 $147k 71k 2.06
Eastman Kodak Co *w exp 09/03/201 0.0 $252k 10k 24.76