Castle Creek Arbitrage

Castle Creek Arbitrage as of Sept. 30, 2014

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 78 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microchip Technology Inc sdcv 2.125%12/1 8.6 $147M 79M 1.86
Cemex Sab De Cv conv bnd 7.6 $130M 88M 1.47
Mu Us conv 7.0 $120M 33M 3.58
Micron Technology Inc bond 6.5 $111M 32M 3.50
Uthr 1 09/15/16 6.2 $106M 39M 2.69
Sandisk Corp note 1.500% 8/1 5.9 $102M 53M 1.92
Cadence Design Sys Cvt 2.625 6 convert 5.8 $100M 44M 2.28
Micron Technology Inc note 1.625% 2/1 4.8 $82M 26M 3.13
Wesco Intl Inc dbcv 6.000% 9/1 4.7 $80M 29M 2.78
iShares FTSE/Xinhua China 25 Index (FXI) 4.4 $76M 2.0M 38.28
Tesla Mtrs Inc note 1.500% 6/0 2.8 $47M 23M 2.02
General Motors Company (GM) 2.5 $44M 1.4M 31.94
Capital One Financial Cor w exp 11/201 2.3 $40M 490k 81.62
Semgroup Corp wts 2.0 $34M 412k 83.27
Jetblue Airways Corp dbcv 5.500%10/1 1.9 $32M 13M 2.43
Tesla Motors Inc bond 1.9 $32M 34M 0.95
Ship Finance International sr cv nt 1.8 $31M 28M 1.08
Forest City Enterprises Inc note 5.000%10/1 1.5 $26M 16M 1.58
Chesapeake Energy Corp note 2.750%11/1 1.3 $22M 22M 1.01
Molina Healthcare Inc conv 1.2 $21M 21M 1.00
Sunpower Corp conv 1.1 $19M 12M 1.52
Pdl Biopharma Inc note 3.750% 5/0 1.0 $17M 13M 1.27
Zions Bancorporation *w exp 05/22/202 0.9 $16M 537k 29.06
Cobalt Intl Energy Inc note 0.9 $15M 18M 0.83
Phh Corp cnv 0.8 $14M 7.5M 1.91
Walter Invt Mgmt Corp note 0.8 $14M 17M 0.83
Tesla Motors (TSLA) 0.7 $12M 51k 242.68
Equinix Inc note 3.000%10/1 0.7 $12M 6.4M 1.93
Amag Pharmaceuticals Inc note 2.500% 2/1 0.7 $12M 9.3M 1.34
Volcano Corporation note 1.750%12/0 0.7 $11M 13M 0.86
Hewlett-Packard Company 0.6 $11M 300k 35.47
Ual Corp note 6.000%10/1 0.6 $11M 2.0M 5.39
Silver Eagle Acquisition Cor w exp 07/26/202 0.6 $11M 1.1M 9.94
Interdigital Inc 2.5% conv 0.6 $9.8M 9.5M 1.03
Continental Airls Inc note 4.500% 1/1 0.5 $9.3M 3.8M 2.48
Solazyme Inc. note 6.000 2/0 0.5 $7.7M 6.7M 1.15
Icon 2 1/2 06/01/16 0.4 $7.6M 6.0M 1.26
Comerica Inc *w exp 11/14/201 0.4 $6.5M 131k 49.86
Seacor Holdings Inc note 2.500%12/1 0.4 $6.6M 6.1M 1.08
Silver Eagle Acquisition Cor 0.4 $6.5M 650k 9.94
Associated Banc Corp *w exp 11/21/201 0.4 $6.2M 354k 17.42
Tesaro Inc note 3.000%10/0 0.4 $6.2M 6.0M 1.04
Terrapin 3 Acquisition Corp unit 06/27/2019 0.3 $6.0M 600k 10.05
Cathay Gen Bancorp *w exp 12/05/201 0.3 $5.7M 232k 24.83
Molycorp Inc Del....... Note 6.0% 9/1/17 0.3 $5.7M 16M 0.35
Cambridge Cap Acquisition Co w exp 12/23/201 0.3 $5.6M 575k 9.75
Boulevard Acquisition 0.3 $4.8M 493k 9.70
Cambridge Cap Acquisition 0.3 $4.6M 475k 9.75
Exelixis Inc cnv 0.2 $4.2M 7.2M 0.58
Chart Acquisition Co *w exp 12/1 0.2 $4.0M 400k 9.92
Roi Acquisition Corp Ii *w exp 99/99/999 0.2 $3.9M 400k 9.85
Hennessy Cap Acquisition Cor *w exp 01/23/201 0.2 $3.9M 400k 9.80
Molycorp Inc Del note 5.500% 2/0 0.2 $3.8M 11M 0.35
Capitol Acquisition Corp Ii *w exp 05/15/201 0.2 $3.7M 372k 9.81
1347 Cap Corp unit 99/99/9999 0.2 $3.5M 350k 10.10
Wintrust Financial Corp *w exp 12/18/201 0.2 $3.5M 78k 44.67
Suntrust Bks Inc wrt exp 11/14/2 0.2 $2.9M 78k 38.03
Wl Ross Holding Corp wrt 0.2 $3.0M 300k 9.89
Cobalt Intl Energy 0.2 $2.7M 200k 13.60
Suntrust Bks Inc wrt exp 12/31/2 0.2 $2.7M 72k 38.03
Auxilium Pharmaceuticals note 0.1 $2.5M 1.9M 1.32
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.1 $2.3M 40k 57.69
Boulevard Acquisition Corp w exp02/19/201 0.1 $2.4M 250k 9.70
Hologic Inc frnt 2.000%12/1 0.1 $2.0M 1.7M 1.19
Hennessy Cap Acquisition Cor 0.1 $1.9M 198k 9.80
Vipshop Holdings Ltd - Ads bond 0.1 $1.8M 1.5M 1.18
Centrus Energy Corp cl a (LEU) 0.1 $1.1M 111k 10.21
Moly 0.1 $1.0M 859k 1.19
Solazyme Inc bond 0.1 $900k 1.0M 0.90
Hartford Finl Svcs Wt Exp 0626 wt 0.0 $629k 17k 37.26
Signature Bk New York N Y *w exp 12/12/201 0.0 $633k 5.6k 112.06
Nokia Corporation (NOK) 0.0 $416k 49k 8.47
Washington Fed Inc *w exp 11/14/201 0.0 $319k 16k 20.39
Omnicare Cap Tr Ii pfd b tr 4.00% 0.0 $148k 192k 0.77
Galena Biopharma 0.0 $132k 64k 2.06
Alere 0.0 $49k 15k 3.27
Sanofi Aventis Wi Conval Rt 0.0 $19k 42k 0.46
Tyson Foods Inc cnv p 0.0 $10k 20k 0.50