Castle Creek Arbitrage

Castle Creek Arbitrage as of March 31, 2015

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 79 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mu Us conv 10.1 $199M 70M 2.83
Uthr 1 09/15/16 7.2 $142M 39M 3.61
Mylan Inc note 3.750% 9/1 5.5 $108M 24M 4.45
Cadence Design Sys Cvt 2.625 6 convert 5.4 $107M 44M 2.44
Micron Technology Inc bond 4.8 $94M 34M 2.80
Tesla Mtrs Inc note 1.500% 6/0 4.7 $93M 58M 1.61
Cemex Sab De Cv conv bnd 4.4 $86M 73M 1.18
Wesco Intl Inc dbcv 6.000% 9/1 4.3 $86M 35M 2.47
Sandisk Corp note 1.500% 8/1 4.2 $84M 62M 1.36
Micron Technology Inc note 1.625% 2/1 3.4 $68M 27M 2.49
Capital One Financial Cor w exp 11/201 3.4 $67M 848k 78.82
Jetblue Airways Corp dbcv 5.500%10/1 3.4 $67M 15M 4.34
Electronic Arts Inc conv 3.1 $62M 33M 1.85
Sunedison Inc note 2.750% 1/0 3.0 $60M 34M 1.75
Wts/the Pnc Financial Services Grp wts 2.4 $47M 499k 93.24
Kinder Morgan Inc/delaware Wts 2.0 $40M 943k 42.06
Trulia Inc. 2.750% December 15, 2020 ccb 2.0 $39M 27M 1.44
Tesaro Inc note 3.000%10/0 1.8 $35M 20M 1.78
Amag Pharmaceuticals Inc note 2.500% 2/1 1.5 $30M 15M 2.08
Tesla Motors Inc bond 1.4 $27M 31M 0.88
General Motors Corp *w exp 12/31/201 1.3 $26M 691k 37.50
Wts Wells Fargo & Co. 1.3 $25M 463k 54.40
Cheniere Energy Inc note 4.250% 3/1 1.2 $23M 28M 0.83
Zions Bancorporation *w exp 05/22/202 1.1 $22M 795k 27.00
Sunedison Inc note 2.000%10/0 1.0 $20M 12M 1.72
Icon 2 1/2 06/01/16 0.9 $19M 16M 1.16
Thrx 2 1/8 01/15/23 0.9 $17M 20M 0.85
Ship Finance International sr cv nt 0.9 $17M 17M 1.00
Interdigital Inc 2.5% conv 0.8 $17M 16M 1.08
Iconix Brand Group, Inc. conv 0.8 $16M 14M 1.19
Cobalt Intl Energy Inc note 0.8 $15M 21M 0.73
Ctrip.com Inter Ltd. conv 0.8 $16M 15M 1.05
Phh Corp cnv 0.8 $15M 7.5M 1.98
Chesapeake Energy Corp note 2.750%11/1 0.6 $13M 13M 1.00
Molina Healthcare Inc. conv 0.6 $13M 7.5M 1.68
Hologic Inc frnt 2.000%12/1 0.6 $11M 7.7M 1.47
Comerica Inc *w exp 11/14/201 0.5 $9.9M 219k 45.13
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.5 $8.8M 8.5M 1.04
Microchip Technology Inc sdcv 2.125%12/1 0.4 $8.8M 4.5M 1.95
X 2 3/4 04/01/19 0.4 $7.9M 6.5M 1.22
Cathay Gen Bancorp *w exp 12/05/201 0.4 $7.9M 279k 28.45
Canadian Solar Inc note 4.250% 2/1 0.4 $7.3M 7.0M 1.04
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.4 $7.1M 7.5M 0.95
Associated Banc Corp *w exp 11/21/201 0.3 $6.3M 340k 18.60
Walter Invt Mgmt Corp note 0.3 $6.3M 7.9M 0.79
Terrapin 3 Acquisition Corp unit 06/27/2019 0.3 $6.0M 595k 10.08
Blucora Inc note 4.250% 4/0 0.3 $5.8M 6.2M 0.94
Cambridge Cap Acquisition 0.2 $4.8M 475k 10.05
Boulevard Acquisition 0.2 $4.8M 493k 9.80
Roi Acquisition Corp Ii *w exp 99/99/999 0.2 $4.0M 400k 9.92
Wl Ross Holding Corp wrt 0.2 $4.0M 400k 10.00
Gol Linhas Aereas Inteligentes SA 0.2 $3.7M 1.5M 2.43
Wintrust Financial Corp *w exp 12/18/201 0.2 $3.8M 79k 47.69
Capitol Acquisition Corp Ii *w exp 05/15/201 0.2 $3.8M 372k 10.11
Solazyme Inc. note 6.000 2/0 0.2 $3.7M 6.7M 0.55
Exelixis Inc cnv 0.2 $3.5M 4.7M 0.76
1347 Cap Corp unit 99/99/9999 0.2 $3.5M 350k 10.02
Solazyme Inc bond 0.1 $3.0M 6.4M 0.47
Herbalife Ltd conv 0.1 $3.0M 3.6M 0.83
Titan International (TWI) 0.1 $2.5M 268k 9.37
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.1 $2.5M 250k 10.00
Suntrust Bks Inc wrt exp 11/14/2 0.1 $2.4M 59k 41.08
Boulevard Acquisition Corp w exp02/19/201 0.1 $2.5M 250k 9.80
Washington Fed Inc *w exp 11/14/201 0.1 $1.9M 89k 21.81
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.1 $2.0M 41k 48.65
Suntrust Bks Inc wrt exp 12/31/2 0.1 $1.9M 46k 41.09
Barington Hilco Acquisition unit 99/99/9999t 0.1 $2.0M 200k 9.95
TTM Technologies (TTMI) 0.1 $1.3M 149k 9.01
RTI International Metals 0.1 $1.2M 34k 35.92
Molycorp Inc Del note 5.500% 2/0 0.1 $1.1M 13M 0.09
Cambridge Cap Acquisition Co w exp 12/23/201 0.1 $1.1M 111k 10.05
Signature Bk New York N Y *w exp 12/12/201 0.0 $732k 5.6k 129.58
Nokia Corporation (NOK) 0.0 $372k 49k 7.57
Lincoln National Corp *W EXP 07/10/2019 0.0 $396k 6.9k 57.51
Omnicare Cap Tr Ii pfd b tr 4.00% 0.0 $180k 192k 0.94
China Uni 0.0 $97k 6.4k 15.18
Alere 0.0 $51k 15k 3.40
Galena Biopharma 0.0 $89k 64k 1.39
Centrus Energy Corp cl a (LEU) 0.0 $85k 17k 5.11