Castle Creek Arbitrage

Castle Creek Arbitrage as of March 31, 2014

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 91 positions in its portfolio as reported in the March 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Notes 14.3 $276M 48M 5.77
Microchip Technology Inc sdcv 2.125%12/1 7.0 $135M 73M 1.86
Priceline Com Inc note 1.250% 3/1 5.4 $105M 27M 3.94
Cemex Sab De Cv conv bnd 4.9 $95M 67M 1.43
General Motors Company (GM) 4.7 $91M 2.7M 34.42
Wesco Intl Inc dbcv 6.000% 9/1 4.4 $85M 29M 2.97
United Rentals Inc note 4.000%11/1 4.4 $85M 10M 8.52
Equinix Inc note 4.750% 6/1 4.1 $79M 35M 2.27
Cadence Design Sys Cvt 2.625 6 convert 3.5 $68M 33M 2.07
Uthr 1 09/15/16 3.2 $62M 31M 1.99
Micron Technology Inc bond 3.1 $61M 24M 2.49
Sba Communications Corp note 4.000%10/0 3.0 $58M 19M 2.99
Sunpower Corp dbcv 4.750% 4/1 2.2 $43M 36M 1.22
Salesforce Com Inc note 0.750% 1/1 2.1 $40M 15M 2.67
Ship Finance International sr cv nt 1.9 $37M 33M 1.11
Bank of America Corporation (BAC) 1.9 $37M 2.1M 17.20
Semgroup Corp wts 1.6 $31M 466k 65.68
Jetblue Airways Corp dbcv 5.500%10/1 1.4 $27M 13M 2.02
Allegheny Technologies Inc note 4.250% 6/0 1.3 $25M 25M 1.02
Forest City Enterprises Inc note 5.000%10/1 1.3 $25M 16M 1.52
Tesla Mtrs Inc note 1.500% 6/0 1.1 $22M 12M 1.80
Mu Us conv 1.1 $22M 8.6M 2.52
Bank Of America Corp w exp 10/201 1.0 $19M 1.1M 17.20
Sunpower Corp conv 1.0 $19M 12M 1.52
Chesapeake Energy Corp note 2.750%11/1 0.9 $18M 17M 1.04
Micron Technology Inc note 0.9 $18M 7.0M 2.52
Pdl Biopharma Inc note 3.750% 5/0 0.9 $17M 13M 1.36
Phh Corp cnv 0.8 $16M 7.5M 2.16
Qualcomm (QCOM) 0.8 $16M 200k 78.86
Live Nation Entertainment In note 2.875% 7/1 0.8 $15M 14M 1.02
United States Stl Corp New note 4.000% 5/1 0.8 $15M 14M 1.01
Omnicare Cap Tr Ii pfd b tr 4.00% 0.7 $14M 192k 73.35
Zions Bancorporation *w exp 05/22/202 0.6 $12M 397k 30.98
Molycorp Inc Del....... Note 6.0% 9/1/17 0.5 $11M 13M 0.79
Ual Corp note 6.000%10/1 0.5 $10M 2.0M 5.15
Solazyme Inc. note 6.000 2/0 0.5 $10M 6.7M 1.53
Goldcorp Inc New note 2.000% 8/0 0.5 $10M 10M 1.00
Seacor Holdings Inc note 2.500%12/1 0.5 $9.6M 8.1M 1.19
Molycorp Inc conv bnd 0.5 $8.8M 11M 0.80
Silver Eagle Acquisition Cor w exp 07/26/202 0.5 $8.8M 852k 10.35
Vipshop Holdings Ltd - Ads bond 0.5 $8.7M 8.5M 1.02
Hartford Finl Svcs Wt Exp 0626 wt 0.4 $8.5M 240k 35.27
Hyde Pk Acquisition Corp Ii 0.4 $7.7M 735k 10.48
Molycorp Inc Del note 5.500% 2/0 0.4 $7.8M 8.9M 0.88
Tesla Motors Inc bond 0.4 $7.7M 8.5M 0.91
Itmn 2 1/2 12/15/17 0.4 $7.2M 2.7M 2.64
Amag Pharmaceuticals Inc note 2.500% 2/1 0.4 $6.9M 6.8M 1.02
Icon 2 1/2 06/01/16 0.3 $6.1M 4.5M 1.36
Cathay Gen Bancorp *w exp 12/05/201 0.3 $5.7M 227k 25.19
Walter Invt Mgmt Corp note 0.3 $5.4M 5.7M 0.95
Newmont Mining Corp note 1.250% 7/1 0.3 $5.0M 5.0M 1.00
Jns 3.25% 7/15/2014 note 0.3 $5.0M 5.0M 1.01
Boulevard Acquis Corp Ut1com & 0.3 $5.0M 500k 10.05
Comerica Inc *w exp 11/14/201 0.2 $4.8M 93k 51.80
Cambridge Capital Acquistion 0.2 $4.8M 475k 10.09
Silver Eagle Acquisition Cor 0.2 $4.4M 450k 9.71
Moly 0.2 $4.0M 859k 4.69
Chart Acquisition Co *w exp 12/1 0.2 $4.0M 400k 9.94
Hennessy Capital Acquisition 0.2 $4.0M 400k 10.06
Wintrust Financial Corp *w exp 12/18/201 0.2 $3.8M 78k 48.65
Roi Acquisition Corp Ii *w exp 99/99/999 0.2 $3.9M 400k 9.70
Cobalt Intl Energy Inc note 0.2 $3.8M 4.0M 0.94
Capitol Acquisition Corp Ii *w exp 05/15/201 0.2 $3.7M 372k 9.85
Dendreon Corp note 0.2 $3.4M 4.7M 0.74
Exelixis Inc cnv 0.2 $3.5M 3.9M 0.90
Suntrust Bks Inc wrt exp 11/14/2 0.2 $3.3M 82k 39.79
Ttm Technologies Inc conv 0.2 $3.3M 3.0M 1.11
Lincoln National Corp *W EXP 07/10/2019 0.2 $3.1M 60k 50.67
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.1 $2.9M 2.8M 1.01
Suntrust Bks Inc wrt exp 12/31/2 0.1 $2.8M 70k 39.79
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.1 $2.5M 39k 64.95
Chemed Corp New note 1.875% 5/1 0.1 $2.2M 2.0M 1.12
Equinix Inc note 3.000%10/1 0.1 $2.3M 1.4M 1.63
Roi Acquisition Corp Ii 0.1 $2.4M 248k 9.70
Under Armour (UAA) 0.1 $2.1M 18k 114.67
Silver Eagle Acquisition Cor Unit 99/99/9999 0.1 $2.1M 200k 10.35
Mergeworthrx 0.1 $2.1M 262k 8.08
Horsehead Hldg Corp note 3.800% 7/0 0.1 $2.0M 1.5M 1.31
Eastman Kodak Co *w exp 09/03/201 0.1 $1.5M 45k 33.39
Capital One Financial Cor w exp 11/201 0.1 $1.1M 15k 77.16
Nokia Corporation (NOK) 0.1 $963k 131k 7.34
Tesla Motors Inc bond 0.1 $920k 1.0M 0.92
Tesla Motors (TSLA) 0.0 $855k 4.1k 208.54
Signature Bk New York N Y *w exp 12/12/201 0.0 $684k 5.4k 125.53
M&t Bank Corp Wts Exp 12/23/1 wts 0.0 $849k 7.0k 121.29
Associated Banc Corp *w exp 11/21/201 0.0 $389k 22k 18.06
Galena Biopharma 0.0 $160k 64k 2.50
Jetpay 0.0 $153k 63k 2.45
Eastman Kodak Co *w exp 09/03/201 0.0 $271k 8.1k 33.35
Quartet Merger Corp right 99/99/9999 0.0 $205k 500k 0.41
Sanofi Aventis Wi Conval Rt 0.0 $13k 42k 0.31