Castle Creek Arbitrage

Castle Creek Arbitrage as of March 31, 2019

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 83 positions in its portfolio as reported in the March 2019 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Microchip Technology Inc note 1.625% 2/1 15.3 $52M 32M 1.64
Workday Inc corporate bonds 13.8 $47M 20M 2.37
Micron Technology Inc bond 12.8 $44M 11M 4.14
Herbalife Ltd conv 5.7 $19M 16M 1.25
Isis Pharmaceuticals Inc Del note 1.000%11/1 4.3 $15M 11M 1.35
Tuscan Holdings Corp unit 99/99/9999 3.0 $10M 995k 10.41
Broadcom (AVGO) 1.8 $6.0M 20k 300.70
Schultze Special Purpose Acquisi Unt 1.7 $5.9M 585k 10.06
Microchip Technology Inc sdcv 2.125%12/1 1.7 $5.8M 5.2M 1.11
Graf Industrial Red Unt 1.7 $5.8M 573k 10.12
Restoration Hardware Hldgs I dbcv 7/1 1.6 $5.5M 5.0M 1.10
Realpage Inc note 1.500%11/1 1.6 $5.4M 3.5M 1.54
Radius Health Inc note 3.000% 9/0 1.5 $5.2M 6.2M 0.84
Clovis Oncology Inc note 2.500% 9/1 1.5 $5.1M 5.5M 0.93
Skechers USA (SKX) 1.5 $5.0M 150k 33.61
Ctrip Com Intl Ltd note 1.250% 9/1 1.5 $5.1M 5.0M 1.01
Theravance Biopharma Inc note 3.250%11/0 1.5 $5.0M 5.1M 0.97
Tkk Symphony Acquisition Cor unit 08/15/2023 1.4 $4.9M 475k 10.28
Intercept Pharmas conv 1.3 $4.5M 4.5M 0.99
Electronics For Imaging Inc note 0.750% 9/0 1.2 $4.2M 4.2M 0.99
Hennessy Cap Acqustion Corp unit 99/99/9999 1.2 $4.0M 400k 10.08
Thrx 2 1/8 01/15/23 1.1 $3.7M 3.6M 1.02
Dexcom Inc dbcv 0.750% 5/1 1.0 $3.4M 2.5M 1.34
Vectoiq Acquisition Corp unit 05/11/2023 1.0 $3.3M 319k 10.45
Boxwood Merger Unt 0.9 $3.0M 300k 10.06
Pure Acquisition Corp unit 04/13/2023 0.8 $2.9M 274k 10.58
Colony Starwood Homes convertible security 0.8 $2.8M 2.4M 1.15
Xilinx 0.8 $2.7M 21k 126.81
Monocle Acquisition Corp unit 99/99/9999 0.7 $2.5M 250k 10.04
Renewable Energy Group Inc note 4.000% 6/1 0.7 $2.5M 1.2M 2.12
Trinity Merger Corp 0.7 $2.5M 244k 10.22
Lf Cap Acquisition Corp unit 06/19/2025 0.7 $2.4M 228k 10.37
Intrexon Corp note 3.500% 7/0 0.7 $2.4M 4.0M 0.59
Tesla Motors Inc bond 0.7 $2.4M 2.3M 1.03
Restoration Hardware Hldgs I note 6/1 0.6 $2.2M 2.2M 1.01
Medicines Company conv 0.6 $2.2M 2.2M 1.00
Nabors Industries Ltd convertible security 0.6 $2.1M 3.0M 0.71
Acorda Therap note 1.75% 6/15 0.6 $2.1M 2.3M 0.89
Cf Fin Acquisition Corp unit 04/30/2025 0.6 $1.9M 190k 10.20
Dd3 Acquisition Corp unit 10/12/2023 0.6 $2.0M 193k 10.12
Leisure Acquisition Corp unit 99/99/9999 0.5 $1.8M 180k 10.25
Twelve Seas Investment Compa unit 06/21/2023 0.5 $1.8M 170k 10.47
Mudrick Cap Acquisition Corp unit 02/01/2023 0.5 $1.7M 157k 10.58
Forum Merger Ii Corp unit 09/30/2025 0.5 $1.7M 162k 10.35
Tesla Inc convertible security 0.5 $1.6M 1.4M 1.10
Tiberius Acquisition Corp unit 02/28/2021 0.4 $1.5M 143k 10.43
Freeport-McMoRan Copper & Gold (FCX) 0.4 $1.3M 100k 12.89
Amci Acquisition Corp unit 01/07/2019 0.4 $1.2M 120k 10.12
Collier Creek Holdings unit 99/99/9999 0.4 $1.2M 120k 10.32
Fintech Acquisition Corp Iii unit 12/01/2023 0.4 $1.2M 120k 10.19
Gordon Pointe Acquisition 0.3 $1.1M 108k 10.21
Gores Hldin-cw20 equity wrt 0.3 $977k 746k 1.31
Crescent Acquisition Corp unit 99/99/9999 0.3 $997k 100k 9.97
KBR (KBR) 0.3 $955k 50k 19.10
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.3 $886k 904k 0.98
Dermira Inc note 3.000% 5/1 0.3 $895k 1.0M 0.89
Micron Technology (MU) 0.2 $827k 20k 41.35
Weatherford Intl Ltd Note 5.875% 7/0 bond 0.2 $810k 1.0M 0.81
Novavax Inc note 3.750% 2/0 0.2 $560k 1.5M 0.37
Arya Sciences Acquisition Co unit 10/04/2023 0.1 $517k 50k 10.34
Rmg Acquisition Corp unit 99/99/9999 0.1 $501k 50k 10.02
Tortoise Acquisition Corp unit 03/04/2024 0.1 $500k 50k 10.00
Trine Acquisition Corp unit 03/31/2021 0.1 $501k 50k 10.02
Stars Group 0.1 $315k 18k 17.50
Amc Entmt Hldgs Inc Cl A 0.1 $257k 17k 14.84
Invesco Mortgage Capital 0.1 $237k 15k 15.80
Churchill Cap Corp *w exp 09/11/202 0.1 $249k 75k 3.32
Gores Metropoulos Inc unit 99/99/9999 0.1 $255k 25k 10.20
Us Well Services Inc us well services inc-cw21 0.1 $186k 184k 1.01
Black Ridge Acquisition Corp *w exp 07/10/202 0.0 $130k 433k 0.30
Black Ridge Acquisition Corp right 07/10/2019 0.0 $152k 433k 0.35
Trinity Merger Corp *w exp 05/11/202 0.0 $126k 382k 0.33
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $108k 358k 0.30
Rosehill Resources Inc - A warrant 0.0 $59k 150k 0.39
National Energy Services Reu *w exp 05/05/202 0.0 $59k 52k 1.14
Modern Media Acquisition right 99/99/9999 0.0 $75k 279k 0.27
Modern Media Acquisition w exp 05/17/202 0.0 $53k 172k 0.31
Cm Seven Star Acquisition Co right 08/21/2022 0.0 $67k 208k 0.32
Falcon Minerals Corp *w exp 07/21/202 0.0 $76k 91k 0.83
Thunder Bridge Acquisition L *w exp 01/01/202 0.0 $72k 101k 0.71
Vantage Energy Acquisition w exp 04/12/202 0.0 $17k 75k 0.23
Cm Seven Star Acquisition Co *w exp 08/21/202 0.0 $18k 104k 0.17
Estre Ambiental Inc *w exp 12/21/202 (ESTWF) 0.0 $31k 312k 0.10