Castle Creek Arbitrage

Castle Creek Arbitrage as of Dec. 31, 2018

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 70 positions in its portfolio as reported in the December 2018 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Micron Technology Inc bond 25.8 $75M 24M 3.17
Microchip Technology Inc note 1.625% 2/1 15.4 $45M 32M 1.41
Tesaro Inc note 3.000%10/0 5.5 $16M 7.4M 2.18
Tesla Motors (TSLA) 5.2 $15M 46k 332.79
Starwood Waypoint Residentl note 3.000% 7/0 3.6 $11M 9.5M 1.12
Theravance Biopharma Inc note 3.250%11/0 2.1 $6.2M 6.0M 1.03
Restoration Hardware Hldgs I dbcv 7/1 2.0 $5.9M 5.0M 1.17
Graf Industrial Red Unt 2.0 $5.7M 573k 10.00
Microchip Technology Inc sdcv 2.125%12/1 1.8 $5.1M 5.2M 0.98
Schultze Special Purpose Acquisi Unt 1.7 $4.9M 495k 9.95
Radius Health Inc note 3.000% 9/0 1.6 $4.8M 6.2M 0.77
Tkk Symphony Acquisition Cor unit 08/15/2023 1.6 $4.8M 475k 10.05
Clovis Oncology Inc note 2.500% 9/1 1.6 $4.6M 5.5M 0.84
Realpage Inc note 1.500%11/1 1.6 $4.6M 3.5M 1.29
Intercept Pharmas conv 1.4 $4.1M 4.5M 0.92
Electronics For Imaging Inc note 0.750% 9/0 1.4 $4.1M 4.2M 0.97
Trinity Merger Corp 1.4 $3.9M 382k 10.32
Thrx 2 1/8 01/15/23 1.3 $3.9M 3.6M 1.08
Gordon Pointe Acquisition Co unit 01/18/2023 1.3 $3.7M 358k 10.36
Vectoiq Acquisition Corp unit 05/11/2023 1.1 $3.2M 319k 10.08
Boxwood Merger Unt 1.0 $3.0M 300k 9.93
Renewable Energy Group Inc note 4.000% 6/1 1.0 $2.9M 1.2M 2.45
Pure Acquisition Corp unit 04/13/2023 1.0 $2.8M 274k 10.40
Intrexon Corp note 3.500% 7/0 1.0 $2.8M 4.0M 0.69
Netflix (NFLX) 0.9 $2.7M 10k 267.70
Tesla Motors Inc bond 0.9 $2.6M 2.3M 1.12
Colony Starwood Homes convertible security 0.8 $2.5M 2.4M 1.03
Restoration Hardware Hldgs I note 6/1 0.8 $2.4M 2.2M 1.12
Lf Cap Acquisition Corp unit 06/19/2025 0.8 $2.3M 228k 10.13
Ironwood Pharmaceuticals Inc dbcv 2.250% 6/1 0.7 $2.0M 2.2M 0.94
Acorda Therap note 1.75% 6/15 0.7 $1.9M 2.3M 0.84
Dd3 Acquisition Corp unit 10/12/2023 0.7 $1.9M 193k 9.98
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.7 $1.9M 3.0M 0.63
Cf Fin Acquisition Corp unit 04/30/2025 0.7 $1.9M 190k 10.00
NVIDIA Corporation (NVDA) 0.6 $1.9M 14k 133.57
Medicines Company conv 0.6 $1.9M 2.2M 0.86
Leisure Acquisition Corp unit 99/99/9999 0.6 $1.8M 180k 10.13
Tesla Inc convertible security 0.6 $1.7M 1.4M 1.21
Twelve Seas Investment Compa unit 06/21/2023 0.6 $1.7M 170k 10.26
Mudrick Cap Acquisition Corp unit 02/01/2023 0.6 $1.6M 157k 10.30
Forum Merger Ii Corp unit 09/30/2025 0.6 $1.6M 162k 10.11
Churchill Cap Corp unit 99/99/9999 0.5 $1.5M 150k 10.06
Tiberius Acquisition Corp unit 02/28/2021 0.5 $1.5M 143k 10.21
Amci Acquisition Corp unit 01/07/2019 0.4 $1.2M 120k 9.95
Collier Creek Holdings unit 99/99/9999 0.4 $1.2M 120k 10.04
Fintech Acquisition Corp Iii unit 12/01/2023 0.4 $1.2M 120k 10.00
Thunder Bridge Acquisition L unit 01/01/2025 0.3 $1.0M 101k 10.18
Novavax Inc note 3.750% 2/0 0.3 $924k 1.5M 0.61
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.3 $877k 904k 0.97
Dermira Inc note 3.000% 5/1 0.3 $775k 1.0M 0.77
Gores Hldin-cw20 equity wrt 0.2 $693k 746k 0.93
Arya Sciences Acquisition Co unit 10/04/2023 0.2 $516k 50k 10.32
Stars Group 0.1 $297k 18k 16.50
Megalith Finl Acquisition Co unit 09/30/2025 0.1 $241k 24k 10.04
Invesco Mortgage Capital 0.1 $217k 15k 14.47
Amc Entmt Hldgs Inc Cl A 0.1 $213k 17k 12.30
Black Ridge Acquisition Corp *w exp 07/10/202 0.1 $134k 433k 0.31
Concrete Pumping Hldgs Inc *w exp 08/01/202 0.1 $134k 174k 0.77
Black Ridge Acquisition Corp right 07/10/2019 0.0 $121k 433k 0.28
Us Well Services Inc us well services inc-cw21 0.0 $109k 184k 0.59
Modern Media Acquisition right 99/99/9999 0.0 $82k 374k 0.22
Cm Seven Star Acquisition Co right 08/21/2022 0.0 $79k 208k 0.38
Rosehill Resources Inc - A warrant 0.0 $51k 150k 0.34
National Energy Services Reu *w exp 05/05/202 0.0 $57k 52k 1.10
Falcon Minerals Corp *w exp 07/21/202 0.0 $58k 97k 0.60
Modern Media Acquisition w exp 05/17/202 0.0 $43k 172k 0.25
Vantage Energy Acquisition w exp 04/12/202 0.0 $35k 75k 0.47
Cm Seven Star Acquisition Co *w exp 08/21/202 0.0 $23k 104k 0.22
Estre Ambiental Inc *w exp 12/21/202 (ESTWF) 0.0 $22k 312k 0.07
Organogenesis Hldgs Inc *w exp 10/07/202 0.0 $0 266k 0.00