Castle Creek Arbitrage

Castle Creek Arbitrage as of June 30, 2019

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 87 positions in its portfolio as reported in the June 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 14.5 $56M 32M 1.75
Workday Inc corporate bonds 13.0 $50M 20M 2.52
Cypress Semiconductor Corp note 4.500% 1/1 7.9 $30M 18M 1.68
Caesars Entmt Corp note 5.000%10/0 6.3 $24M 14M 1.72
Micron Technology Inc bond 4.6 $18M 4.5M 3.88
Isis Pharmaceuticals Inc Del note 1.000%11/1 3.3 $13M 11M 1.19
Servicenow Inc note 6/0 3.1 $12M 5.8M 2.06
Herbalife Ltd conv 2.9 $11M 11M 1.03
B Riley Principal Merger Cor unit 99/99/9999 2.8 $11M 1.1M 9.98
Tuscan Holdings Corp unit 99/99/9999 2.4 $9.3M 878k 10.58
Veoneer Incorporated Note note 4.000% 6/0 2.0 $7.8M 7.5M 1.04
Microchip Technology Inc sdcv 2.125%12/1 1.6 $6.1M 5.2M 1.17
Schultze Special Purpose Acquisi Unt 1.6 $5.9M 585k 10.15
Graf Industrial Red Unt 1.5 $5.9M 573k 10.24
Restoration Hardware Hldgs I dbcv 7/1 1.5 $5.8M 5.0M 1.15
Radius Health Inc note 3.000% 9/0 1.5 $5.6M 6.2M 0.90
Realpage Inc note 1.500%11/1 1.4 $5.3M 3.5M 1.50
Cincinnati Financial Corporation (CINF) 1.4 $5.2M 50k 103.68
Ctrip Com Intl Ltd note 1.250% 9/1 1.3 $5.0M 5.0M 1.00
Tkk Symphony Acquisition Cor unit 08/15/2023 1.3 $4.9M 475k 10.26
Theravance Biopharma Inc note 3.250%11/0 1.2 $4.5M 5.1M 0.87
Electronics For Imaging Inc note 0.750% 9/0 1.1 $4.2M 4.2M 1.00
Fireeye Inc note 0.875% 6/0 1.1 $4.2M 4.3M 0.98
Hennessy Cap Acqustion Corp unit 99/99/9999 1.1 $4.2M 400k 10.38
Intercept Pharmas conv 1.0 $4.0M 4.5M 0.89
Dexcom Inc dbcv 0.750% 5/1 1.0 $4.0M 2.5M 1.60
Thrx 2 1/8 01/15/23 1.0 $3.8M 3.6M 1.05
Envestnet Inc note 1.750% 6/0 0.9 $3.4M 2.8M 1.19
Boxwood Merger Unt 0.8 $3.1M 300k 10.28
Gigcapital2 Inc unit 02/28/2026 0.8 $3.0M 297k 10.03
Colony Starwood Homes convertible security 0.8 $2.9M 2.4M 1.22
Intrexon Corp note 3.500% 7/0 0.8 $2.9M 4.0M 0.72
Medicines Company conv 0.7 $2.6M 2.2M 1.21
Monocle Acquisition Corp unit 99/99/9999 0.7 $2.6M 250k 10.29
Lf Cap Acquisition Corp unit 06/19/2025 0.6 $2.4M 228k 10.42
Nabors Industries Ltd convertible security 0.6 $2.2M 3.0M 0.72
Acorda Therap note 1.75% 6/15 0.5 $2.0M 2.3M 0.85
Cf Fin Acquisition Corp unit 04/30/2025 0.5 $2.0M 190k 10.35
Dd3 Acquisition Corp unit 10/12/2023 0.5 $2.0M 193k 10.22
Renewable Energy Group Inc note 4.000% 6/1 0.5 $1.9M 1.2M 1.58
Clovis Oncology Inc note 1.250% 5/0 0.5 $1.9M 3.0M 0.62
Vectoiq Acquisition Corp 0.5 $1.7M 169k 10.13
Forum Merger Ii Corp unit 09/30/2025 0.5 $1.7M 162k 10.61
Mudrick Cap Acquisition Corp unit 02/01/2023 0.4 $1.7M 157k 10.56
Skechers USA (SKX) 0.4 $1.6M 50k 31.50
Tiberius Acquisition Corp unit 02/28/2021 0.4 $1.5M 143k 10.51
Trinity Merger Corp 0.4 $1.5M 144k 10.30
Tesla Inc note 2.000% 5/1 0.4 $1.5M 1.5M 0.98
Tesla Inc convertible security 0.4 $1.4M 1.4M 0.99
Gores Hldin-cw20 equity wrt 0.4 $1.4M 737k 1.88
Pure Acquisition Corp cl a 0.3 $1.3M 124k 10.14
Collier Creek Holdings unit 99/99/9999 0.3 $1.3M 120k 10.45
Fintech Acquisition Corp Iii unit 12/01/2023 0.3 $1.3M 120k 10.71
Proficient Alpha Acqustn Cor unit 04/30/2026 (PAACU) 0.3 $1.3M 126k 10.05
Sensata Technolo (ST) 0.3 $1.2M 25k 49.00
Amci Acquisition Corp unit 01/07/2019 0.3 $1.2M 120k 10.17
Crescent Acquisition Corp unit 99/99/9999 0.3 $1.1M 105k 10.05
90184l Ab 8 Twitter Inc Note 0.250% 9/1 twitter 0.2 $895k 904k 0.99
Dermira Inc note 3.000% 5/1 0.2 $875k 1.0M 0.87
Leisure Acquisition Corp 0.2 $810k 80k 10.16
Trine Acquisition Corp unit 03/31/2021 0.1 $594k 59k 10.07
Arya Sciences Acquisition Co unit 10/04/2023 0.1 $535k 50k 10.70
Rmg Acquisition Corp unit 99/99/9999 0.1 $502k 50k 10.04
Tortoise Acquisition Corp unit 03/04/2024 0.1 $501k 50k 10.02
Clarivate Analytics Plc *w exp 11/09/201 0.1 $356k 75k 4.75
Stars Group 0.1 $307k 18k 17.06
Gores Metropoulos Inc unit 99/99/9999 0.1 $261k 25k 10.44
Akerna Corp *w exp 01/30/202 (KERNW) 0.1 $239k 81k 2.95
Black Ridge Acquisition Corp *w exp 07/10/202 0.1 $178k 433k 0.41
Thunder Bridge Acquisition L *w exp 01/01/202 0.1 $201k 101k 2.00
Amc Entmt Hldgs Inc Cl A 0.0 $162k 17k 9.35
Black Ridge Acquisition Corp right 07/10/2019 0.0 $160k 433k 0.37
Pure Acquisition Corp *w exp 04/17/202 0.0 $148k 137k 1.08
Vectoiq Acquisition Corp *w exp 05/16/202 0.0 $153k 319k 0.48
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $100k 358k 0.28
Trinity Merger Corp *w exp 05/11/202 0.0 $122k 382k 0.32
Rosehill Resources Inc - A warrant 0.0 $71k 150k 0.47
Modern Media Acquisition right 99/99/9999 0.0 $75k 279k 0.27
Falcon Minerals Corp *w exp 07/21/202 0.0 $91k 91k 1.00
National Energy Services Reu *w exp 05/05/202 0.0 $35k 52k 0.68
Modern Media Acquisition w exp 05/17/202 0.0 $38k 172k 0.22
Leisure Acquisition Corp *w exp 12/05/201 0.0 $51k 90k 0.57
Twelve Seas Investment Compa right 12/22/2019 0.0 $49k 170k 0.29
Twelve Seas Investment Compa *w exp 12/22/202 0.0 $36k 170k 0.21
Avantor Inc 6.25 pfd cnv sr 0.0 $26k 40k 0.65
Kaixin Auto Hldgs 0.0 $45k 21k 2.20
Estre Ambiental Inc *w exp 12/21/202 (ESTWF) 0.0 $9.4k 312k 0.03