Castle Creek Arbitrage

Castle Creek Arbitrage as of Sept. 30, 2018

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 74 positions in its portfolio as reported in the September 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Micron Technology Inc bond 31.5 $133M 29M 4.52
Microchip Technology Inc note 1.625% 2/1 15.8 $67M 44M 1.52
Cien 4 12/15/20 3.6 $15M 9.5M 1.59
Ctrip.com Inter Ltd. conv 3.1 $13M 13M 1.00
Tesla Motors (TSLA) 2.9 $12M 46k 264.77
Starwood Waypoint Residentl note 3.000% 7/0 2.8 $12M 9.5M 1.25
Theravance Biopharma Inc note 3.250%11/0 2.6 $11M 9.2M 1.19
Ciena Corp note 3.750%10/1 2.6 $11M 7.0M 1.55
Tesaro Inc note 3.000%10/0 2.3 $9.8M 7.4M 1.33
Realpage Inc note 1.500%11/1 1.9 $8.2M 5.0M 1.63
Restoration Hardware Hldgs I dbcv 7/1 1.5 $6.2M 5.0M 1.24
Microchip Technology Inc sdcv 2.125%12/1 1.3 $5.5M 5.2M 1.06
Radius Health Inc note 3.000% 9/0 1.1 $4.8M 6.2M 0.77
Tkk Symphony Acquisition Cor unit 08/15/2023 1.1 $4.8M 475k 10.10
Intrexon Corp note 3.500% 7/0 1.1 $4.8M 4.0M 1.18
Intercept Pharmas conv 1.1 $4.5M 4.5M 1.01
Apple (AAPL) 1.1 $4.5M 20k 225.75
Electronics For Imaging Inc note 0.750% 9/0 1.0 $4.2M 4.2M 0.99
Trinity Merger Corp 0.9 $3.9M 382k 10.27
Colony Starwood Homes convertible security 0.9 $3.9M 3.5M 1.10
Netflix (NFLX) 0.9 $3.7M 10k 374.10
Gordon Pointe Acquisition Co unit 01/18/2023 0.9 $3.8M 358k 10.50
Thrx 2 1/8 01/15/23 0.9 $3.7M 3.6M 1.02
Tesla Motors Inc bond 0.9 $3.6M 3.6M 0.99
Restoration Hardware Hldgs I note 6/1 0.9 $3.6M 3.0M 1.21
Cm Seven Star Acquisition Co unit 08/21/2022 0.8 $3.3M 300k 10.87
Vectoiq Acquisition Corp unit 05/11/2023 0.8 $3.2M 319k 10.17
Renewable Energy Group Inc note 4.000% 6/1 0.8 $3.2M 1.2M 2.73
Lf Cap Acquisition Corp unit 06/19/2025 0.8 $3.2M 314k 10.12
Medicines Company conv 0.7 $3.0M 2.8M 1.08
Matlin & Partners Acquisitio cl a 0.7 $3.0M 300k 10.01
Vantage Energy Acquisition unit 04/12/2024 0.7 $2.9M 282k 10.45
NVIDIA Corporation (NVDA) 0.7 $2.8M 10k 281.00
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.7 $2.8M 3.0M 0.94
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.7 $2.8M 2.2M 1.30
Pure Acquisition Corp unit 04/13/2023 0.7 $2.8M 274k 10.35
Gopro Inc note 3.500% 4/1 0.6 $2.5M 2.5M 0.98
Tesla Motors Inc bond 0.5 $2.2M 2.3M 0.96
Leisure Acquisition Corp unit 99/99/9999 0.5 $2.1M 202k 10.18
Acorda Therap note 1.75% 6/15 0.5 $2.0M 2.3M 0.85
Twelve Seas Investment Compa unit 06/21/2023 0.4 $1.7M 170k 10.31
Mudrick Cap Acquisition Corp unit 02/01/2023 0.4 $1.7M 166k 10.29
Gores Hldin-cw20 equity wrt 0.4 $1.7M 1.6M 1.05
Forum Merger Ii Corp unit 09/30/2025 0.4 $1.6M 162k 10.11
Churchill Cap Corp unit 99/99/9999 0.4 $1.5M 150k 10.13
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.3 $1.5M 1.5M 0.97
Tesla Inc convertible security 0.3 $1.5M 1.4M 1.02
Tiberius Acquisition Corp unit 02/28/2021 0.3 $1.5M 145k 10.23
Renewable Energy Group Inc mtnf 2.750% 6/1 0.3 $1.3M 585k 2.16
Fiat Chrysler Auto 0.3 $1.2M 70k 17.51
Novavax Inc note 3.750% 2/0 0.3 $1.2M 2.0M 0.61
Industrea Acquisition Corp cl a 0.3 $1.2M 117k 10.20
Thunder Bridge Acquisition L unit 01/01/2025 0.2 $1.0M 101k 10.16
Dermira Inc note 3.000% 5/1 0.2 $835k 1.0M 0.83
Discovery Communications 0.1 $317k 9.9k 32.03
Nabors Industries 0.1 $306k 50k 6.16
Amc Entmt Hldgs Inc Cl A 0.1 $294k 14k 20.53
Black Ridge Acquisition Corp *w exp 07/10/202 0.1 $308k 700k 0.44
Megalith Finl Acquisition Co unit 09/30/2025 0.1 $252k 25k 10.08
Matlin & Partners Acquisitio *w exp 03/15/202 0.1 $199k 265k 0.75
Modern Media Acquisition right 99/99/9999 0.1 $197k 447k 0.44
Falcon Minerals Corp *w exp 07/21/202 0.1 $221k 130k 1.70
Akorn 0.0 $182k 14k 13.00
Rosehill Resources Inc - A warrant 0.0 $170k 155k 1.10
Industrea Acquisition Corp *w exp 08/01/202 0.0 $172k 174k 0.99
Black Ridge Acquisition Corp right 07/10/2019 0.0 $160k 433k 0.37
Modern Media Acquisition w exp 05/17/202 0.0 $116k 200k 0.58
Estre Ambiental Inc *w exp 12/21/202 (ESTWF) 0.0 $140k 450k 0.31
National Energy Services Reu *w exp 05/05/202 0.0 $98k 52k 1.89
Magnolia Oil & Gas Corp tpg pace energy hold 0.0 $102k 22k 4.64
Avista Healthcare Pub Acq Co w exp 99/99/999 0.0 $54k 363k 0.15
Gores Hldgs Ii Inc *w exp 03/06/202 0.0 $44k 21k 2.12
Barington Hilco Acquisition right 02/13/2017 0.0 $20k 122k 0.16
Barington Hilco Acquisition *w exp 02/11/201 0.0 $10k 169k 0.06