Castle Creek Arbitrage

Castle Creek Arbitrage as of June 30, 2018

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 73 positions in its portfolio as reported in the June 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Mu Us conv 33.8 $315M 58M 5.43
Micron Technology Inc bond 27.5 $256M 49M 5.24
Microchip Technology Inc note 1.625% 2/1 8.3 $77M 44M 1.76
SPDR Gold Trust (GLD) 2.5 $24M 200k 118.65
Starwood Waypoint Residentl note 3.000% 7/0 1.8 $17M 13M 1.26
Tesaro Inc note 3.000%10/0 1.8 $17M 11M 1.50
Ctrip.com Inter Ltd. conv 1.7 $16M 13M 1.22
Tesla Motors (TSLA) 1.7 $16M 46k 342.95
Cien 4 12/15/20 1.4 $13M 9.5M 1.42
Ciena Corp note 3.750%10/1 1.0 $9.2M 7.0M 1.32
Theravance Biopharma Inc note 3.250%11/0 1.0 $9.1M 9.2M 0.99
Radius Health Inc note 3.000% 9/0 0.9 $8.6M 9.3M 0.93
Tesla Motors Inc bond 0.9 $8.5M 7.5M 1.13
Tesla Motors Inc bond 0.8 $7.4M 6.7M 1.10
Colony Starwood Homes convertible security 0.8 $7.3M 6.5M 1.12
Realpage Inc note 1.500%11/1 0.8 $7.1M 5.0M 1.42
Electronics For Imaging Inc note 0.750% 9/0 0.7 $6.4M 6.5M 0.99
Microchip Technology Inc sdcv 2.125%12/1 0.7 $6.2M 5.2M 1.19
Thrx 2 1/8 01/15/23 0.6 $5.9M 6.1M 0.97
Servicenow Inc. note 0.6 $5.9M 2.5M 2.34
Intercept Pharmas conv 0.6 $5.7M 6.5M 0.88
Gordon Pointe Acquisition Co unit 01/18/2023 0.6 $5.1M 500k 10.25
Trinity Merger Corp 0.5 $5.0M 500k 10.06
Vectoiq Acquisition Corp unit 05/11/2023 0.5 $4.5M 450k 10.06
Acorda Therap note 1.75% 6/15 0.5 $4.4M 4.5M 0.97
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.5 $4.4M 3.3M 1.34
Gores Hldin-cw20 equity wrt 0.4 $4.1M 2.2M 1.84
Pure Acquisition Corp unit 04/13/2023 0.4 $4.1M 400k 10.23
Medicines Company conv 0.4 $4.0M 3.3M 1.22
Netflix (NFLX) 0.4 $3.9M 10k 391.40
Vantage Energy Acquisition unit 04/12/2024 0.4 $3.8M 372k 10.33
Matlin & Partners Acquisitio unit 05/28/2021a 0.4 $3.7M 350k 10.50
Renewable Energy Group Inc note 4.000% 6/1 0.4 $3.6M 2.0M 1.79
Lf Cap Acquisition Corp unit 06/19/2025 0.3 $3.3M 325k 10.07
Industrea Acquisition Corp unit 07/21/2024 0.3 $3.1M 300k 10.41
Cm Seven Star Acquisition Co unit 08/21/2022 0.3 $3.1M 300k 10.35
Twelve Seas Investment Compa unit 06/21/2023 0.3 $3.1M 310k 10.05
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.3 $3.0M 3.0M 0.99
Leisure Acquisition Corp unit 99/99/9999 0.3 $3.0M 300k 10.04
Mudrick Cap Acquisition Corp unit 02/01/2023 0.3 $2.5M 249k 10.22
Tesla Inc convertible security 0.3 $2.4M 2.0M 1.21
Qiagen 0.2 $2.3M 1.8M 1.28
Gopro Inc note 3.500% 4/1 0.2 $2.3M 2.5M 0.93
Tiberius Acquisition Corp unit 02/28/2021 0.2 $2.0M 200k 10.07
Novavax Inc note 3.750% 2/0 0.2 $1.8M 3.0M 0.59
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.2 $1.5M 1.5M 0.97
Thunder Bridge Acquisition L unit 01/01/2025 0.2 $1.5M 150k 10.03
Fiat Chrysler Auto 0.1 $1.3M 70k 18.89
Dermira Inc note 3.000% 5/1 0.1 $1.2M 1.5M 0.82
Hl Acquisitions Corp unit 06/21/2023 0.1 $1.0M 100k 10.06
Renewable Energy Group Inc mtnf 2.750% 6/1 0.1 $807k 585k 1.38
Willscot Corp *w exp 09/10/202 0.1 $513k 233k 2.20
Discovery Communications 0.1 $440k 16k 27.50
Simply Good Foods Co *w exp 07/07/202 0.1 $510k 123k 4.15
Fluidigm Corporation convertible cor 0.0 $405k 500k 0.81
Nabors Industries 0.0 $319k 50k 6.42
Amc Entmt Hldgs Inc Cl A 0.0 $318k 20k 15.90
Rosehill Resources Inc - A warrant 0.0 $294k 265k 1.11
Black Ridge Acquisition Corp *w exp 07/10/202 0.0 $245k 700k 0.35
Akorn 0.0 $232k 14k 16.57
Modern Media Acquisition right 99/99/9999 0.0 $228k 447k 0.51
Modern Media Acquisition w exp 05/17/202 0.0 $179k 275k 0.65
Osprey Energy Acquisition Co *w exp 07/21/202 0.0 $208k 130k 1.60
Black Ridge Acquisition Corp right 07/10/2019 0.0 $231k 700k 0.33
Estre Ambiental Inc *w exp 12/21/202 (ESTWF) 0.0 $189k 450k 0.42
Avista Healthcare Pub Acq Co w exp 99/99/999 0.0 $121k 263k 0.46
Gores Hldgs Ii Inc *w exp 03/06/202 0.0 $56k 33k 1.69
National Energy Services Reu *w exp 05/05/202 0.0 $100k 83k 1.20
Tpg Pace Energy Hldgs Corp w exp 99/99/999 0.0 $97k 35k 2.75
Barington Hilco Acquisition right 02/13/2017 0.0 $23k 122k 0.19
Barington Hilco Acquisition *w exp 02/11/201 0.0 $25k 169k 0.15
Saban Cap Acquisition Corp *w exp 09/21/202 0.0 $31k 25k 1.24
Industrea Acquisition Corp *w exp 08/01/202 0.0 $34k 57k 0.60