Castle Creek Arbitrage

Castle Creek Arbitrage as of Dec. 31, 2015

Portfolio Holdings for Castle Creek Arbitrage

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

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Verisign Inc sdcv 3.250% 8/1 22.5 $294M 115M 2.56
Tesla Mtrs Inc note 1.500% 6/0 8.9 $117M 60M 1.96
Mu Us conv 8.5 $111M 70M 1.58
Sandisk Corp note 1.500% 8/1 5.2 $68M 43M 1.57
Wesco Intl Inc dbcv 6.000% 9/1 4.1 $54M 35M 1.56
Micron Technology Inc bond 4.1 $54M 34M 1.60
Cemex Sab De Cv conv bnd 4.1 $53M 56M 0.94
Ryland Group note 2.6 $34M 26M 1.32
Trulia Inc. 2.750% December 15, 2020 ccb 2.6 $33M 28M 1.19
Tesaro Inc note 3.000%10/0 2.2 $29M 17M 1.68
Mentor Graphics 4% 2031 conv 2.2 $28M 27M 1.05
Amag Pharmaceuticals Inc note 2.500% 2/1 2.0 $26M 21M 1.26
Micron Technology Inc note 1.625% 2/1 2.0 $26M 18M 1.43
Cien 4 12/15/20 1.6 $20M 16M 1.30
Interdigital Inc 2.5% conv 1.6 $20M 20M 1.01
Ship Finance International sr cv nt 1.2 $16M 15M 1.08
Molina Healthcare Inc. conv 1.2 $16M 10M 1.56
Wts/the Pnc Financial Services Grp wts 1.1 $14M 499k 28.61
Cobalt Intl Energy Inc note 1.0 $14M 24M 0.57
Thrx 2 1/8 01/15/23 1.0 $13M 17M 0.76
Hologic Inc frnt 2.000%12/1 1.0 $13M 7.7M 1.69
PowerShares QQQ Trust, Series 1 0.9 $11M 100k 111.86
Tesla Motors Inc bond 0.8 $11M 12M 0.94
Starwood Waypoint Residentl note 3.000% 7/0 0.8 $9.9M 11M 0.93
Wells Fargo & Company (WFC) 0.7 $9.5M 175k 54.36
Sunedison Inc note 2.000%10/0 0.7 $9.1M 17M 0.55
Gores Hldgs Inc unit 99/99/9999 0.7 $9.0M 900k 10.00
Microchip Technology Inc sdcv 2.125%12/1 0.7 $8.6M 4.5M 1.91
Arowana 0.7 $8.5M 873k 9.78
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.6 $8.4M 8.5M 0.99
Juniper Networks (JNPR) 0.6 $8.3M 300k 27.60
Micron Technology (MU) 0.5 $7.1M 500k 14.16
Sunedison Inc note 2.750% 1/0 0.5 $6.8M 13M 0.51
Iconix Brand Group, Inc. conv 0.5 $6.5M 13M 0.50
Easterly Acquisition Corp. equities 0.5 $6.6M 650k 10.08
Cheniere Energy Inc note 4.250% 3/1 0.5 $6.4M 12M 0.53
Terrapin 3 Acquisition Corp unit 06/27/2019 0.5 $6.0M 595k 10.05
Boulevard Acquisition unit 99/99/9999 0.5 $5.9M 600k 9.90
Global Partner Acquisition C unit 07/01/2020 0.5 $6.0M 600k 10.00
Exelixis Inc cnv 0.4 $5.5M 4.7M 1.17
Qihoo 360 Tech Co Ltd conv bd us 0.4 $5.3M 5.5M 0.97
Intel Corporation (INTC) 0.4 $5.2M 150k 34.45
Gp Invts Acquisition Cor unit 99/99/9999 0.4 $5.2M 525k 9.84
Solazyme Inc. note 6.000 2/0 0.4 $5.1M 9.5M 0.54
Atlantic Alliance Partner 0.4 $5.1M 500k 10.11
Double Eagle Acquisition Cor unit 99/99/9999 0.4 $5.0M 500k 10.00
Blucora Inc note 4.250% 4/0 0.4 $4.8M 5.7M 0.84
Pace Holdings Corp. equities 0.4 $4.9M 481k 10.08
Clovis Oncology Inc note 2.500% 9/1 0.4 $4.7M 5.5M 0.86
SPDR Gold Trust (GLD) 0.3 $4.6M 45k 101.47
Dollar Tree (DLTR) 0.3 $3.9M 50k 77.22
Fluidigm Corporation convertible cor 0.3 $3.8M 6.0M 0.64
Mgic Investment Corp note 0.3 $3.5M 2.5M 1.39
1347 Cap Corp unit 99/99/9999 0.3 $3.6M 350k 10.18
Cathay Gen Bancorp *w exp 12/05/201 0.2 $3.0M 279k 10.90
Herbalife Ltd conv 0.2 $3.0M 3.6M 0.84
Quinpario Acquisition Corp 2 0.2 $2.9M 301k 9.68
Aegerion Pharmaceuticals 2% Du cvbond 0.2 $2.7M 4.0M 0.67
Zions Bancorporation *w exp 05/22/202 0.2 $2.5M 783k 3.25
Trina Solar Limited dbcv 3.500% 6/1 0.2 $2.5M 2.5M 0.99
Wl Ross Hldg 0.1 $1.9M 191k 9.96
Ctrip.com Inter Ltd. conv 0.1 $2.0M 1.5M 1.33
Seacor Holding Inc note 3.000 11/1 0.1 $2.0M 2.5M 0.79
Barington Hilco Acquisition unit 99/99/9999t 0.1 $2.0M 200k 10.08
Yahoo! 0.1 $1.7M 50k 33.26
Enernoc, Inc. conv 0.1 $1.7M 3.0M 0.58
TEXAS CAPITAL Bancshares Inc *w exp 01/16/201 0.1 $1.4M 41k 34.72
Pandora Media 0.1 $1.3M 100k 13.41
Comerica Inc *w exp 11/14/201 0.1 $1.2M 82k 14.01
Associated Banc Corp *w exp 11/21/201 0.1 $1.0M 340k 2.99
Dick's Sporting Goods (DKS) 0.1 $884k 25k 35.36
Comerica Incorporated (CMA) 0.1 $883k 21k 41.85
Signature Bk New York N Y *w exp 12/12/201 0.1 $698k 5.6k 123.56
Washington Fed Inc *w exp 11/14/201 0.1 $622k 89k 6.96
Wts/lindblad Expeditions Hldgs In 11.5000 Exp05/15/2016 wts 0.1 $656k 219k 3.00
Suntrust Bks Inc wrt exp 12/31/2 0.0 $506k 46k 11.05
Suntrust Bks Inc wrt exp 11/14/2 0.0 $339k 59k 5.74
Kinder Morgan Inc/delaware Wts 0.0 $392k 5.6M 0.07
Lincoln National Corp *W EXP 07/10/2019 0.0 $293k 6.9k 42.55
Barington Hilco Acquisition 0.0 $243k 25k 9.82
JetBlue Airways Corporation (JBLU) 0.0 $71k 3.1k 22.67
Wl Ross Holding Corp wrt 0.0 $155k 470k 0.33
Terrapin 3 Acquisition Corp *w exp 06/27/201 0.0 $75k 250k 0.30
Arowana Inc *w exp 04/29/202 0.0 $77k 700k 0.11
Arowana Inc right 01/01/2017 0.0 $140k 700k 0.20
Agrofresh Solutions wts feb 19 19 0.0 $147k 158k 0.93
Alere 0.0 $42k 15k 2.80
Garnero Acquisition Group Cw19 *w exp 06/24/201 0.0 $34k 284k 0.12