Castle Creek Arbitrage

Castle Creek Arbitrage as of June 30, 2015

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 88 positions in its portfolio as reported in the June 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mu Us conv 8.4 $142M 70M 2.02
Tesla Mtrs Inc note 1.500% 6/0 7.7 $130M 60M 2.18
Mylan Inc note 3.750% 9/1 7.3 $123M 24M 5.08
Verisign Inc sdcv 3.250% 8/1 7.0 $119M 65M 1.84
Electronic Arts Inc conv 5.7 $97M 46M 2.09
Wesco Intl Inc dbcv 6.000% 9/1 5.0 $84M 35M 2.42
Cemex Sab De Cv conv bnd 4.6 $78M 66M 1.18
Jetblue Airways Corp dbcv 5.500%10/1 4.3 $72M 15M 4.68
Micron Technology Inc bond 4.0 $68M 34M 2.01
Sandisk Corp note 1.500% 8/1 3.7 $62M 48M 1.29
Micron Technology Inc note 1.625% 2/1 3.3 $55M 31M 1.78
Amag Pharmaceuticals Inc note 2.500% 2/1 3.2 $54M 21M 2.59
Wts/the Pnc Financial Services Grp wts 2.8 $48M 499k 95.65
Trulia Inc. 2.750% December 15, 2020 ccb 1.9 $31M 25M 1.28
Tesaro Inc note 3.000%10/0 1.8 $31M 17M 1.83
Sunedison Inc note 2.750% 1/0 1.7 $28M 13M 2.12
Tesla Motors Inc bond 1.6 $26M 27M 0.99
Wts Wells Fargo & Co. 1.5 $26M 463k 56.24
Zions Bancorporation *w exp 05/22/202 1.5 $25M 783k 31.73
Cheniere Energy Inc note 4.250% 3/1 1.2 $21M 28M 0.75
Molina Healthcare Inc. conv 1.2 $20M 12M 1.77
Kinder Morgan Inc/delaware Wts 1.1 $18M 466k 38.39
Thrx 2 1/8 01/15/23 1.1 $18M 19M 0.94
Icon 2 1/2 06/01/16 1.0 $17M 16M 1.03
Ship Finance International sr cv nt 0.9 $16M 15M 1.07
Qihoo 360 Technology Co Ltd note 2.500% 9/1 0.9 $16M 16M 0.98
Cobalt Intl Energy Inc note 0.9 $16M 21M 0.74
Interdigital Inc 2.5% conv 0.8 $14M 13M 1.11
Iconix Brand Group, Inc. conv 0.8 $14M 14M 1.02
Hologic Inc frnt 2.000%12/1 0.8 $13M 7.7M 1.68
Sunedison Inc note 2.000%10/0 0.6 $9.4M 4.5M 2.09
Cathay Gen Bancorp *w exp 12/05/201 0.5 $9.1M 279k 32.45
Microchip Technology Inc sdcv 2.125%12/1 0.5 $8.6M 4.5M 1.91
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.5 $8.6M 8.5M 1.01
Juniper Networks (JNPR) 0.5 $7.8M 300k 25.97
X 2 3/4 04/01/19 0.4 $7.2M 6.5M 1.11
Arowana Inc unit 99/99/9999 0.4 $7.1M 700k 10.13
Associated Banc Corp *w exp 11/21/201 0.4 $6.9M 340k 20.27
Mentor Graphics 4% 2031 conv 0.4 $6.8M 5.0M 1.35
Cien 4 12/15/20 0.4 $6.2M 4.4M 1.40
Ryland Group note 0.4 $6.1M 4.0M 1.52
Walter Invt Mgmt Corp note 0.4 $6.2M 7.4M 0.83
Solazyme Inc. note 6.000 2/0 0.4 $6.1M 9.5M 0.64
Terrapin 3 Acquisition Corp unit 06/27/2019 0.4 $6.1M 595k 10.26
Blucora Inc note 4.250% 4/0 0.4 $6.1M 6.2M 0.99
Chesapeake Energy Corp note 2.750%11/1 0.3 $5.2M 5.2M 1.00
SPDR Gold Trust (GLD) 0.3 $5.1M 45k 112.38
Atlantic Alliance Partner 0.3 $5.1M 500k 10.18
Gp Invts Acquisition Cor unit 99/99/9999 0.3 $5.0M 499k 10.03
F5 Networks (FFIV) 0.3 $4.8M 40k 120.35
Cambridge Cap Acquisition 0.3 $4.7M 475k 9.95
Boulevard Acquisition 0.3 $4.5M 363k 12.50
Comerica Inc *w exp 11/14/201 0.2 $4.2M 82k 51.33
Mgic Investment Corp note 0.2 $4.2M 2.5M 1.69
Wl Ross Holding Corp wrt 0.2 $4.2M 400k 10.41
Roi Acquisition Corp Ii *w exp 99/99/999 0.2 $4.1M 400k 10.25
Humana (HUM) 0.2 $3.8M 20k 191.30
1347 Cap Corp unit 99/99/9999 0.2 $3.6M 350k 10.30
Exelixis Inc cnv 0.2 $3.3M 3.7M 0.89
Herbalife Ltd conv 0.2 $3.2M 3.6M 0.89
Quinpario Acquisition Corp 2 0.2 $3.0M 301k 9.90
Titan International (TWI) 0.2 $2.9M 268k 10.74
Gol Linhas Aereas Inteligentes SA 0.2 $2.7M 1.1M 2.37
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.1 $2.5M 41k 62.24
Suntrust Bks Inc wrt exp 11/14/2 0.1 $2.5M 59k 43.01
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.1 $2.5M 250k 10.15
Trina Solar Limited dbcv 3.500% 6/1 0.1 $2.6M 2.5M 1.02
Rayonier (RYN) 0.1 $2.2M 88k 25.56
Solazyme Inc bond 0.1 $2.1M 3.7M 0.58
Washington Fed Inc *w exp 11/14/201 0.1 $2.1M 89k 23.35
Suntrust Bks Inc wrt exp 12/31/2 0.1 $2.0M 46k 43.01
Boulevard Acquisition Corp w exp02/19/201 0.1 $2.0M 158k 12.50
Barington Hilco Acquisition unit 99/99/9999t 0.1 $2.0M 200k 10.06
TTM Technologies (TTMI) 0.1 $1.5M 149k 9.99
Kansas City Southern 0.1 $1.1M 13k 91.20
Cambridge Cap Acquisition Co w exp 12/23/201 0.1 $1.1M 111k 9.95
Comerica Incorporated (CMA) 0.1 $826k 16k 51.31
Signature Bk New York N Y *w exp 12/12/201 0.1 $827k 5.6k 146.40
Blackberry (BB) 0.0 $654k 80k 8.18
Suntrust Banks Inc $1.00 Par Cmn 0.0 $472k 11k 43.03
Lincoln National Corp *W EXP 07/10/2019 0.0 $408k 6.9k 59.25
Nokia Corporation (NOK) 0.0 $200k 29k 6.87
Omnicare Cap Tr Ii pfd b tr 4.00% 0.0 $221k 192k 1.15
Barington Hilco Acquisition 0.0 $241k 25k 9.74
Frontier Communications Corp pfd conv ser-a 0.0 $124k 125k 0.99
Alere 0.0 $53k 15k 3.53
Galena Biopharma 0.0 $43k 25k 1.72
Centrus Energy Corp cl a (LEU) 0.0 $61k 15k 4.14