Castle Creek Arbitrage

Castle Creek Arbitrage as of Dec. 31, 2014

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 84 positions in its portfolio as reported in the December 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mu Us conv 10.2 $213M 59M 3.64
Sandisk Corp note 1.500% 8/1 6.9 $144M 75M 1.92
Microchip Technology Inc sdcv 2.125%12/1 5.8 $120M 67M 1.79
Micron Technology Inc bond 5.8 $120M 34M 3.57
Cadence Design Sys Cvt 2.625 6 convert 5.3 $110M 44M 2.51
Uthr 1 09/15/16 5.1 $107M 39M 2.71
Cemex Sab De Cv conv bnd 5.1 $107M 88M 1.21
Kinder Morgan Inc/delaware Wts 4.8 $100M 2.4M 42.31
Wesco Intl Inc dbcv 6.000% 9/1 4.5 $93M 35M 2.69
Micron Technology Inc note 1.625% 2/1 4.2 $87M 27M 3.20
Tesla Mtrs Inc note 1.500% 6/0 3.8 $78M 42M 1.85
Capital One Financial Cor w exp 11/201 3.1 $64M 777k 82.55
Jetblue Airways Corp dbcv 5.500%10/1 2.3 $47M 13M 3.58
Mylan Inc note 3.750% 9/1 2.0 $42M 10M 4.23
Trulia Inc. 2.750% December 15, 2020 ccb 1.9 $39M 27M 1.45
Tesla Motors Inc bond 1.5 $31M 34M 0.93
Forest City Enterprises Inc note 5.000%10/1 1.3 $27M 16M 1.68
Ship Finance International sr cv nt 1.3 $27M 28M 0.96
Chesapeake Energy Corp note 2.750%11/1 1.2 $25M 25M 1.00
Jpmorgan Chase & Co. w exp 10/201 1.1 $24M 383k 62.58
Zions Bancorporation *w exp 05/22/202 1.1 $22M 773k 28.51
Tesaro Inc note 3.000%10/0 1.0 $22M 17M 1.26
X 2 3/4 04/01/19 1.0 $21M 17M 1.25
Auxilium Pharmaceuticals note 1.0 $20M 14M 1.48
iShares MSCI Emerging Markets Indx (EEM) 0.9 $20M 500k 39.29
Icon 2 1/2 06/01/16 0.9 $19M 16M 1.18
Pdl Biopharma Inc note 3.750% 5/0 0.8 $18M 13M 1.32
Interdigital Inc 2.5% conv 0.8 $17M 16M 1.11
Iconix Brand Group, Inc. conv 0.8 $16M 14M 1.19
Cobalt Intl Energy Inc note 0.7 $16M 25M 0.62
Amag Pharmaceuticals Inc note 2.500% 2/1 0.7 $15M 9.3M 1.67
Phh Corp cnv 0.7 $15M 7.5M 1.98
Wts/the Pnc Financial Services Grp wts 0.7 $15M 160k 91.23
Cemex Sab De Cv conv bnd 0.7 $15M 13M 1.16
Sunpower Corp conv 0.7 $14M 12M 1.17
Ctrip.com Inter Ltd. conv 0.7 $15M 15M 0.98
Continental Airls Inc note 4.500% 1/1 0.6 $13M 3.8M 3.54
Walter Invt Mgmt Corp note 0.6 $13M 17M 0.76
Volcano Corporation note 1.750%12/0 0.6 $13M 13M 0.99
Thrx 2 1/8 01/15/23 0.6 $13M 16M 0.78
Tesla Motors (TSLA) 0.6 $11M 51k 222.40
Molina Healthcare Inc conv 0.4 $8.9M 8.0M 1.11
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.4 $8.7M 8.5M 1.02
Cathay Gen Bancorp *w exp 12/05/201 0.3 $6.9M 271k 25.59
Associated Banc Corp *w exp 11/21/201 0.3 $6.8M 362k 18.63
Seacor Holdings Inc note 2.500%12/1 0.3 $6.4M 6.1M 1.06
Terrapin 3 Acquisition Corp unit 06/27/2019 0.3 $6.0M 595k 10.00
Hologic Inc frnt 2.000%12/1 0.3 $5.8M 4.7M 1.25
Blucora Inc note 4.250% 4/0 0.3 $5.9M 6.2M 0.95
Cambridge Cap Acquisition Co w exp 12/23/201 0.3 $5.4M 546k 9.80
Boulevard Acquisition 0.2 $4.8M 493k 9.65
Molycorp Inc Del note 5.500% 2/0 0.2 $4.6M 15M 0.31
Cambridge Cap Acquisition 0.2 $4.7M 475k 9.80
Wl Ross Holding Corp wrt 0.2 $4.1M 400k 10.26
Exelixis Inc cnv 0.2 $4.0M 7.2M 0.56
Roi Acquisition Corp Ii *w exp 99/99/999 0.2 $3.9M 400k 9.83
Hennessy Cap Acquisition Cor *w exp 01/23/201 0.2 $3.9M 400k 9.80
Wintrust Financial Corp *w exp 12/18/201 0.2 $3.7M 79k 46.76
Chart Acquisition Co *w exp 12/1 0.2 $3.8M 400k 9.60
Capitol Acquisition Corp Ii *w exp 05/15/201 0.2 $3.7M 372k 9.88
Solazyme Inc. note 6.000 2/0 0.2 $3.8M 6.7M 0.57
1347 Cap Corp unit 99/99/9999 0.2 $3.5M 350k 10.01
Comerica Inc *w exp 11/14/201 0.2 $3.3M 71k 46.85
Solazyme Inc bond 0.1 $2.9M 6.4M 0.45
Suntrust Bks Inc wrt exp 11/14/2 0.1 $2.5M 60k 41.89
Boulevard Acquisition Corp w exp02/19/201 0.1 $2.4M 250k 9.65
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.1 $2.4M 250k 9.70
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.1 $2.2M 41k 54.32
Washington Fed Inc *w exp 11/14/201 0.1 $2.0M 89k 22.15
Suntrust Bks Inc wrt exp 12/31/2 0.1 $1.9M 47k 41.89
Vipshop Holdings Ltd - Ads bond 0.1 $1.8M 1.5M 1.19
Hennessy Cap Acquisition Cor 0.1 $1.9M 198k 9.80
Horsehead Holding 0.1 $1.6M 100k 15.83
RTI International Metals 0.1 $1.2M 49k 25.25
Wts Wells Fargo & Co. 0.1 $1.1M 21k 54.83
Moly 0.0 $756k 859k 0.88
Signature Bk New York N Y *w exp 12/12/201 0.0 $712k 5.6k 126.04
Nokia Corporation (NOK) 0.0 $386k 49k 7.86
Lincoln National Corp *W EXP 07/10/2019 0.0 $397k 6.9k 57.65
Centrus Energy Corp cl a (LEU) 0.0 $476k 111k 4.30
Omnicare Cap Tr Ii pfd b tr 4.00% 0.0 $173k 192k 0.90
Alere 0.0 $47k 15k 3.13
Galena Biopharma 0.0 $97k 64k 1.52
Tyson Foods Inc cnv p 0.0 $10k 20k 0.50