Castle Creek Arbitrage

Castle Creek Arbitrage as of Dec. 31, 2019

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 94 positions in its portfolio as reported in the December 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 15.7 $68M 32M 2.15
Workday Inc corporate bonds 9.2 $40M 20M 2.02
Cypress Semiconductor Corp note 4.500% 1/1 7.2 $31M 18M 1.74
Caesars Entmt Corp note 5.000%10/0 2.9 $13M 6.5M 1.92
Servicenow Inc note 6/0 2.8 $12M 5.8M 2.11
B Riley Principal Merger Cor cl a 2.4 $11M 1.1M 10.01
Netfin Acquisition Corp unit 08/01/2024 2.4 $10M 1.0M 10.19
Micron Technology Inc bond 2.4 $10M 1.9M 5.39
Veoneer Incorporated Note note 4.000% 6/0 2.1 $9.3M 9.0M 1.03
Tuscan Holdings Corp unit 99/99/9999 2.1 $9.2M 878k 10.50
Restoration Hardware Hldgs I dbcv 7/1 2.1 $9.1M 5.0M 1.81
Medicines Company 2.750000 07/15/2023 bond 2.0 $8.7M 5.0M 1.74
Insulet Corp note 1.375%11/1 2.0 $8.6M 4.5M 1.90
Wright Medical Group Nv 2.25 20211115 1.8 $8.0M 5.5M 1.45
Microchip Technology Inc sdcv 2.125%12/1 1.7 $7.5M 5.2M 1.45
Splunk Inc note 0.500% 9/1 1.7 $7.3M 6.0M 1.21
Karyopharm Therapeutics Inc note 3.000%10/1 1.6 $7.2M 5.0M 1.43
Tuscan Hldgs Corp Ii unit 04/01/2026 1.6 $7.0M 697k 10.09
Schultze Special Purpose Acquisi Unt 1.4 $6.1M 585k 10.50
Graf Industrial Red Unt 1.4 $6.1M 573k 10.65
Software Acquisition Group I unit 10/01/2026 1.4 $6.1M 600k 10.16
Merida Merger Corp I 1.3 $5.8M 600k 9.74
Intercept Pharmas conv 1.3 $5.6M 5.5M 1.01
Dexcom Inc dbcv 0.750% 5/1 1.3 $5.6M 2.5M 2.22
Theravance Biopharma Inc note 3.250%11/0 1.2 $5.4M 5.1M 1.04
Radius Health Inc note 3.000% 9/0 1.2 $5.3M 6.2M 0.85
Silver Spike Acquisition Unt 1.2 $5.1M 500k 10.17
Vishay Intertechnology convertible security 1.1 $5.0M 5.0M 1.00
Realpage Inc note 1.500%11/1 1.1 $5.0M 3.5M 1.40
Alussa Energy Acquisition Co unit 10/31/2026 1.0 $4.5M 450k 10.07
Hennessy Cap Acqustion Corp unit 99/99/9999 1.0 $4.3M 400k 10.80
Fireeye Inc note 0.875% 6/0 1.0 $4.3M 4.3M 1.01
Galileo Acquisition Corp unit 99/99/9999 0.9 $4.1M 400k 10.24
Osprey Technlgy Aquistion Co unit 10/30/2024 0.9 $4.0M 397k 10.18
Liv Cap Acquisition Corp unit 99/99/9999 0.9 $4.0M 400k 10.06
Thrx 2 1/8 01/15/23 0.8 $3.6M 3.6M 1.01
Colony Starwood Homes convertible security 0.7 $3.2M 2.4M 1.35
Gigcapital2 Inc unit 02/28/2026 0.7 $3.1M 297k 10.40
Boxwood Merger Corp 0.7 $3.0M 300k 10.16
Lgl Sys Acquisition Corp unit 10/24/2024 0.7 $3.1M 300k 10.17
Renewable Energy Group Inc note 4.000% 6/1 0.7 $3.0M 1.2M 2.54
Teva Pharmaceutical Industries (TEVA) 0.7 $2.9M 300k 9.80
Ctrip Com Intl Ltd note 1.990% 7/0 0.6 $2.6M 2.5M 1.05
Monocle Acquisition Corp 0.6 $2.5M 250k 10.17
Avantor Inc 6.25 pfd cnv sr 0.6 $2.5M 40k 63.12
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 10.60
Switchback Energy acquisitio unit 0.5 $2.3M 233k 10.03
Nabors Industries Ltd convertible security 0.5 $2.3M 3.0M 0.76
Tesla Inc note 2.000% 5/1 0.5 $2.3M 1.5M 1.51
Dd3 Acquisition Corp unit 10/12/2023 0.5 $2.1M 193k 10.80
Tesla Inc convertible security 0.5 $2.0M 1.4M 1.42
Cf Fin Acquisition Corp unit 04/30/2025 0.5 $2.1M 190k 10.85
Clovis Oncology Inc note 1.250% 5/0 0.4 $1.9M 3.0M 0.64
Acorda Therap note 1.75% 6/15 0.4 $1.8M 2.3M 0.76
Forum Merger Ii Corp unit 09/30/2025 0.4 $1.7M 162k 10.73
Mudrick Cap Acquisition Corp unit 02/01/2023 0.4 $1.7M 157k 10.67
Tiberius Acquisition Corp 0.3 $1.5M 143k 10.47
Gores Hldin-cw20 equity wrt 0.3 $1.4M 737k 1.84
Fintech Acquisition Corp Iii unit 12/01/2023 0.3 $1.3M 120k 10.80
Crescent Acquisition Corp unit 99/99/9999 0.3 $1.3M 127k 10.30
Amci Acquisition Corp unit 01/07/2019 0.3 $1.2M 120k 10.39
Collier Creek Holdings unit 99/99/9999 0.3 $1.3M 120k 10.68
New Providence Acquisitin Co unit 09/01/2024 0.2 $1.0M 100k 10.27
Sc Health Corp unit 99/99/9999 0.2 $985k 95k 10.37
Dermira Inc note 3.000% 5/1 0.2 $936k 1.0M 0.93
Broadmark Rlty Cap 0.1 $636k 50k 12.72
Trine Acquisition Corp unit 03/31/2021 0.1 $605k 59k 10.25
Splunk Inc note 1.125% 9/1 0.1 $620k 500k 1.24
Arya Sciences Acquisition Co unit 10/04/2023 0.1 $575k 50k 11.50
Rmg Acquisition Corp unit 99/99/9999 0.1 $508k 50k 10.16
Tortoise Acquisition Corp unit 03/04/2024 0.1 $509k 50k 10.18
Healthcare Merger Corp unit 12/17/2021 0.1 $518k 50k 10.36
Clarivate Analytics Plc *w exp 11/09/201 0.1 $432k 75k 5.76
Gores Metropoulos Inc unit 99/99/9999 0.1 $266k 25k 10.64
B Riley Principal Merger Corwt warrant and righ 0.1 $230k 280k 0.82
Vectoiq Acquisition Corp *w exp 05/16/202 0.0 $176k 319k 0.55
Boxwood Merger Corp *w exp 11/26/202 0.0 $183k 300k 0.61
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $118k 358k 0.33
Monocle Acquisition Corp monocle acquisition cor-cw24 0.0 $150k 200k 0.75
Merida Merger Corp I *w exp 11/07/202 0.0 $150k 300k 0.50
Brooge Hldgs (BROG) 0.0 $149k 17k 8.79
Brooge Hldgs Ltd *w exp 12/20/202 (BROGW) 0.0 $120k 170k 0.71
Leisure Acquisition Corp *w exp 12/05/201 0.0 $89k 90k 0.99
Tkk Symphony Acquisition Cor right 02/20/2020 0.0 $100k 400k 0.25
Akazoo Sa *w exp 09/11/202 0.0 $86k 172k 0.50
National Energy Services Reu *w exp 05/05/202 0.0 $36k 48k 0.76
Hexo Corp 0.0 $40k 25k 1.60
Falcon Minerals Corp *w exp 07/21/202 0.0 $27k 91k 0.30
Tkk Symphony Acquisition Cor *w exp 02/20/202 0.0 $24k 400k 0.06
Kaixin Auto Hldgs 0.0 $38k 21k 1.86
Broadmark Rlty Cap Inc *w exp 11/15/202 0.0 $35k 91k 0.38
Rosehill Resources Inc - A warrant 0.0 $14k 150k 0.09
Estre Ambiental Inc *w exp 12/21/202 (ESTWF) 0.0 $0 312k 0.00