Castle Creek Arbitrage

Castle Creek Arbitrage as of Sept. 30, 2019

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 88 positions in its portfolio as reported in the September 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 15.2 $60M 32M 1.90
Workday Inc corporate bonds 10.4 $41M 20M 2.09
Cypress Semiconductor Corp note 4.500% 1/1 7.9 $31M 18M 1.74
Caesars Entmt Corp note 5.000%10/0 6.0 $24M 14M 1.70
Isis Pharmaceuticals Inc Del note 1.000%11/1 3.1 $12M 11M 1.14
Servicenow Inc note 6/0 2.8 $11M 5.8M 1.92
B Riley Principal Merger Cor unit 99/99/9999 2.7 $11M 1.1M 10.10
Netfin Acquisition Corp unit 08/01/2024 2.6 $10M 1.0M 10.08
Tuscan Holdings Corp unit 99/99/9999 2.4 $9.4M 878k 10.69
Micron Technology Inc bond 2.1 $8.2M 1.9M 4.30
Restoration Hardware Hldgs I dbcv 7/1 1.9 $7.5M 5.0M 1.49
Veoneer Incorporated Note note 4.000% 6/0 1.9 $7.4M 7.5M 0.99
Microchip Technology Inc sdcv 2.125%12/1 1.7 $6.7M 5.2M 1.29
Splunk Inc note 0.500% 9/1 1.6 $6.5M 6.0M 1.08
Medicines Company 2.750000 07/15/2023 bond 1.5 $6.1M 5.0M 1.21
Schultze Special Purpose Acquisi Unt 1.5 $6.1M 585k 10.35
Graf Industrial Red Unt 1.5 $5.9M 573k 10.30
Radius Health Inc note 3.000% 9/0 1.4 $5.7M 6.2M 0.92
Realpage Inc note 1.500%11/1 1.4 $5.6M 3.5M 1.58
Silver Spike Acquisition Unt 1.3 $5.0M 500k 10.08
Intercept Pharmas conv 1.2 $4.7M 5.5M 0.86
Theravance Biopharma Inc note 3.250%11/0 1.2 $4.7M 5.1M 0.92
Vishay Intertechnology convertible security 1.2 $4.7M 5.0M 0.94
Insulet Corp debt 0.375% 9/0 1.1 $4.5M 4.5M 1.01
Hennessy Cap Acqustion Corp unit 99/99/9999 1.1 $4.2M 400k 10.55
Tkk Symphony Acquisition Cor unit 08/15/2023 1.0 $4.1M 400k 10.34
Fireeye Inc note 0.875% 6/0 1.0 $4.0M 4.3M 0.94
Dexcom Inc dbcv 0.750% 5/1 1.0 $4.0M 2.5M 1.59
Texas Instruments Incorporated (TXN) 1.0 $3.9M 30k 129.23
Tuscan Hldgs Corp Ii unit 04/01/2026 1.0 $3.9M 385k 10.05
Thrx 2 1/8 01/15/23 0.8 $3.4M 3.6M 0.94
SPDR S&P Homebuilders (XHB) 0.8 $3.3M 76k 44.08
Colony Starwood Homes convertible security 0.8 $3.2M 2.4M 1.33
Boxwood Merger Unt 0.8 $3.2M 300k 10.72
Envestnet Inc note 1.750% 6/0 0.8 $3.1M 2.8M 1.08
Gigcapital2 Inc unit 02/28/2026 0.8 $3.1M 297k 10.30
Trinity Merger Corp 0.7 $2.7M 232k 11.68
Monocle Acquisition Corp unit 99/99/9999 0.7 $2.6M 250k 10.44
Intrexon Corp note 3.500% 7/0 0.6 $2.5M 4.0M 0.61
Lf Cap Acquisition Corp unit 06/19/2025 0.6 $2.4M 228k 10.57
Switchback Energy acquisitio unit 0.6 $2.3M 233k 10.00
Avantor Inc 6.25 pfd cnv sr 0.5 $2.1M 40k 53.42
Teva Pharmaceutical Industries (TEVA) 0.5 $2.1M 300k 6.88
Cf Fin Acquisition Corp unit 04/30/2025 0.5 $2.0M 190k 10.57
Dd3 Acquisition Corp unit 10/12/2023 0.5 $2.0M 193k 10.38
Nabors Industries Ltd convertible security 0.5 $1.9M 3.0M 0.64
Acorda Therap note 1.75% 6/15 0.5 $1.8M 2.3M 0.79
Renewable Energy Group Inc note 4.000% 6/1 0.5 $1.8M 1.2M 1.51
Forum Merger Ii Corp unit 09/30/2025 0.4 $1.7M 162k 10.70
Mudrick Cap Acquisition Corp unit 02/01/2023 0.4 $1.7M 157k 10.85
Tiberius Acquisition Corp unit 02/28/2021 0.4 $1.5M 143k 10.78
Trinity Merger Corp 0.4 $1.6M 150k 10.43
Tesla Inc note 2.000% 5/1 0.4 $1.5M 1.5M 1.02
Tesla Inc convertible security 0.4 $1.5M 1.4M 1.02
Gores Hldin-cw20 equity wrt 0.3 $1.3M 737k 1.71
Pure Acquisition Corp cl a 0.3 $1.3M 124k 10.25
Clovis Oncology Inc note 1.250% 5/0 0.3 $1.3M 3.0M 0.42
Collier Creek Holdings unit 99/99/9999 0.3 $1.3M 120k 10.68
Fintech Acquisition Corp Iii unit 12/01/2023 0.3 $1.3M 120k 10.68
Amci Acquisition Corp unit 01/07/2019 0.3 $1.2M 120k 10.34
Crescent Acquisition Corp unit 99/99/9999 0.3 $1.1M 105k 10.16
New Providence Acquisitin Co unit 09/01/2024 0.2 $1.0M 100k 10.09
Sc Health Corp unit 99/99/9999 0.2 $983k 95k 10.35
iShares Dow Jones US Real Estate (IYR) 0.2 $935k 10k 93.50
Dermira Inc note 3.000% 5/1 0.2 $845k 1.0M 0.84
Trine Acquisition Corp unit 03/31/2021 0.1 $610k 59k 10.34
Arya Sciences Acquisition Co unit 10/04/2023 0.1 $547k 50k 10.94
Splunk Inc note 1.125% 9/1 0.1 $550k 500k 1.10
Rmg Acquisition Corp unit 99/99/9999 0.1 $505k 50k 10.10
Tortoise Acquisition Corp unit 03/04/2024 0.1 $504k 50k 10.08
Oaktree Acquisition Corp unit 99/99/9999 0.1 $457k 45k 10.16
Clarivate Analytics Plc *w exp 11/09/201 0.1 $442k 75k 5.89
Stars Group 0.1 $270k 18k 15.00
Gores Metropoulos Inc unit 99/99/9999 0.1 $265k 25k 10.60
Pure Acquisition Corp *w exp 04/17/202 0.0 $141k 137k 1.03
Vectoiq Acquisition Corp *w exp 05/16/202 0.0 $160k 319k 0.50
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $111k 358k 0.31
Akazoo Sa *w exp 09/11/202 0.0 $132k 172k 0.77
Leisure Acquisition Corp *w exp 12/05/201 0.0 $67k 90k 0.75
Trinity Merger Corp *w exp 05/11/202 0.0 $71k 56k 1.26
Hexo Corp 0.0 $99k 25k 3.96
Rosehill Resources Inc - A warrant 0.0 $23k 150k 0.15
Falcon Minerals Corp *w exp 07/21/202 0.0 $32k 91k 0.35
Twelve Seas Investment Compa right 12/22/2019 0.0 $59k 170k 0.35
Twelve Seas Investment Compa *w exp 12/22/202 0.0 $51k 170k 0.30
Kaixin Auto Hldgs 0.0 $37k 21k 1.81
National Energy Services Reu *w exp 05/05/202 0.0 $19k 52k 0.37
Estre Ambiental Inc *w exp 12/21/202 (ESTWF) 0.0 $6.2k 312k 0.02