Castle Creek Arbitrage

Castle Creek Arbitrage as of March 31, 2020

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 129 positions in its portfolio as reported in the March 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Servicenow Inc note 6/0 9.3 $58M 27M 2.14
Cypress Semiconductor Corp note 4.500% 1/1 7.2 $45M 26M 1.73
Teradyne Inc note 1.250%12/1 6.8 $42M 24M 1.79
Square Inc convertible security 5.9 $37M 16M 2.30
Workday Inc corporate bonds 5.1 $32M 20M 1.59
Insulet Corp note 1.375%11/1 3.7 $23M 13M 1.83
Nuvasive Inc note 2.250% 3/1 3.1 $19M 18M 1.05
Microchip Technology Inc note 1.625% 2/1 2.7 $17M 12M 1.43
Restoration Hardware Hldgs I dbcv 7/1 2.7 $17M 16M 1.04
Colony Starwood Homes convertible security 2.0 $12M 12M 1.07
Square Inc note 0.500% 5/1 1.7 $10M 10M 1.03
Netfin Acquisition Corp unit 08/01/2024 1.6 $10M 1.0M 10.07
Tuscan Holdings Corp unit 99/99/9999 1.4 $8.9M 878k 10.11
Far Pt Acquisition Corp cl a founders sh 1.4 $8.7M 859k 10.12
On Semiconductor Corp Note 1.000%12/0 bond 1.3 $8.0M 8.0M 1.00
Wright Medical Group Nv 2.25 20211115 1.2 $7.6M 5.5M 1.38
Gilead Sciences (GILD) 1.2 $7.5M 100k 74.76
Karyopharm Therapeutics Inc note 3.000%10/1 1.2 $7.3M 5.0M 1.45
Sony Corporation (SONY) 1.1 $7.1M 120k 59.18
Netfin Acquisition Corp shs cl a 1.1 $7.0M 713k 9.84
Veoneer Incorporated Note note 4.000% 6/0 1.1 $7.0M 9.0M 0.77
Intercept Pharmas conv 1.1 $6.9M 8.5M 0.81
Tuscan Hldgs Corp Ii unit 04/01/2026 1.1 $6.9M 697k 9.88
Dexcom Inc dbcv 0.750% 5/1 1.1 $6.8M 2.5M 2.72
Merida Merger Corp I 1.1 $6.7M 700k 9.53
Splunk Inc note 0.500% 9/1 1.0 $6.5M 6.0M 1.08
Schultze Special Purpose Acquisi Unt 1.0 $6.0M 585k 10.31
Graf Industrial Corp 0.9 $5.8M 573k 10.17
Software Acquisition Group I unit 10/01/2026 0.9 $5.7M 600k 9.44
Diamondpeak Hldgs Cor 0.9 $5.4M 530k 10.16
Lf Cap Acquisition Corp cl a 0.8 $5.1M 500k 10.30
Microchip Technology Inc sdcv 2.125%12/1 0.8 $4.9M 5.2M 0.94
Silver Spike Acquisition Unt 0.8 $5.0M 500k 9.90
Greenrose Acquisition Corp unit 02/28/2024 (GNRUQ) 0.8 $4.9M 500k 9.70
Interprivate Acquisition Cor unit 10/29/2024 0.8 $4.9M 491k 9.89
Realpage Inc note 1.500%11/1 0.8 $4.8M 3.5M 1.37
Tuscan Holdings Corp 0.8 $4.7M 470k 9.95
Trine Acquisition Cl A Ord 0.7 $4.5M 458k 9.90
Radius Health Inc note 3.000% 9/0 0.7 $4.4M 6.2M 0.71
Alussa Energy Acquisition Co unit 10/31/2026 0.7 $4.5M 450k 9.90
Gores Hldgs Iv Inc unit 02/01/2023 0.7 $4.4M 441k 9.99
Rmg Acquisition Corp cl a 0.7 $4.4M 440k 9.90
Dish Network Corp note 3.375% 8/1 0.7 $4.0M 5.0M 0.81
Spartan Energy Acquisition Cl A Ord 0.6 $4.0M 398k 10.11
Crescent Acquisition Corp 0.6 $3.9M 400k 9.85
Gx Acquisition Corp 0.6 $3.9M 400k 9.80
Liv Cap Acquisition Corp unit 99/99/9999 0.6 $3.9M 400k 9.80
Galileo Acquisition Corp unit 99/99/9999 0.6 $3.8M 400k 9.60
Osprey Technlgy Aquistion Co unit 10/30/2024 0.6 $3.9M 397k 9.76
Tuscan Holdings Ii Acq Corp 0.6 $3.8M 391k 9.75
Forum Merger Ii Corp cl a 0.6 $3.6M 354k 10.29
Fireeye Inc note 0.875% 6/0 0.6 $3.6M 4.3M 0.84
Thrx 2 1/8 01/15/23 0.5 $3.3M 3.6M 0.93
Gigcapital2 Inc unit 02/28/2026 0.5 $3.0M 297k 10.22
Replay Acquisition Corp 0.5 $3.0M 308k 9.89
Lgl Sys Acquisition Corp unit 10/24/2024 0.5 $3.0M 300k 10.00
Illumina Inc note 8/1 0.5 $2.9M 3.0M 0.97
Hennessy Cap Acqustion Corp unit 99/99/9999 0.5 $2.8M 275k 10.19
Silicon Laboratories Inc convertible security 0.4 $2.8M 2.5M 1.11
Tesla Inc note 2.000% 5/1 0.4 $2.7M 1.5M 1.83
Monocle Acquisition Corp 0.4 $2.5M 250k 10.04
Ctrip Com Intl Ltd note 1.990% 7/0 0.4 $2.4M 2.5M 0.98
Tesla Inc convertible security 0.4 $2.5M 1.4M 1.72
Software Acquisition Group I 0.4 $2.4M 248k 9.72
Lf Cap Acquisition Corp unit 06/19/2025 0.4 $2.3M 228k 10.27
Renewable Energy Group Inc note 4.000% 6/1 0.4 $2.3M 1.2M 1.98
Switchback Energy acquisitio unit 0.4 $2.3M 233k 9.75
Caesars Entmt Corp note 5.000%10/0 0.3 $2.1M 2.0M 1.07
Cf Fin Acquisition Corp unit 04/30/2025 0.3 $2.0M 190k 10.70
Oaktree Acquisition Corp unit 99/99/9999 0.3 $2.0M 200k 9.99
Intrexon Corp note 3.500% 7/0 0.3 $2.0M 4.0M 0.48
Vishay Intertechnology convertible security 0.3 $1.8M 2.0M 0.90
Clovis Oncology Inc note 1.250% 5/0 0.3 $1.8M 3.0M 0.59
Gores Metropoulos 0.3 $1.7M 170k 10.03
iShares iBoxx $ High Yid Corp Bond (HYG) 0.2 $1.4M 19k 77.09
Crescent Acquisition Corp unit 99/99/9999 0.2 $1.4M 137k 10.25
Haymaker Acquisition Corp Ii 0.2 $1.4M 140k 9.79
Sc Health Corp 0.2 $1.4M 138k 9.93
Kraft Heinz (KHC) 0.2 $1.3M 52k 24.73
Amci Acquisition Corp unit 01/07/2019 0.2 $1.2M 120k 10.30
Collier Creek Holdings unit 99/99/9999 0.2 $1.2M 120k 10.21
Fintech Acquisition Corp Iii unit 12/01/2023 0.2 $1.2M 120k 10.23
Acorda Therap note 1.75% 6/15 0.2 $1.1M 1.3M 0.86
Theravance Biopharma Inc note 3.250%11/0 0.2 $1.0M 1.0M 0.98
Act Ii Global Acquisition Co Cl A (ACTT) 0.2 $985k 100k 9.85
Insurance Acquisition Corp cl a 0.2 $1.0M 100k 10.03
New Providence Acquisitin Co unit 09/01/2024 0.2 $1.0M 100k 10.10
Sc Health Corp unit 99/99/9999 0.2 $969k 95k 10.20
Switchback Energy Acquisitio 0.1 $965k 100k 9.65
Cisco Systems (CSCO) 0.1 $786k 20k 39.30
SPDR S&P Metals and Mining (XME) 0.1 $807k 50k 16.14
SPDR S&P Homebuilders (XHB) 0.1 $745k 25k 29.80
Galileo Acquisition Corp 0.1 $726k 75k 9.68
Trine Acquisition Corp unit 03/31/2021 0.1 $597k 59k 10.12
Fintech Acquisition Corp Iii 0.1 $612k 62k 9.95
Arya Sciences Acquisition Co unit 10/04/2023 0.1 $550k 50k 11.00
Splunk Inc note 1.125% 9/1 0.1 $551k 500k 1.10
Rmg Acquisition Corp unit 99/99/9999 0.1 $506k 50k 10.12
Tortoise Acquisition Corp unit 03/04/2024 0.1 $493k 51k 9.70
Schultze Special Purpose Acquisi Ord 0.1 $506k 50k 10.12
Healthcare Merger Corp unit 12/17/2021 0.1 $504k 49k 10.20
Scvx Corp unit 99/99/9999 (SCVXU) 0.1 $299k 30k 9.97
Gores Hldin-cw20 equity wrt 0.0 $249k 437k 0.57
Gores Metropoulos Inc unit 99/99/9999 0.0 $242k 23k 10.33
Alta Equipment Group (ALTG) 0.0 $275k 64k 4.28
Dmy Technology Group Inc unit 99/99/9999 0.0 $246k 25k 9.84
Alta Equipment Group Inc *w exp 02/14/202 0.0 $258k 317k 0.81
Intl F & F convertible preferred security 0.0 $193k 500k 0.39
Atlas Technical Consultants *w exp 11/26/202 0.0 $207k 291k 0.71
Isis Pharmaceuticals Inc Del note 1.000%11/1 0.0 $153k 150k 1.02
Vectoiq Acquisition Corp *w exp 05/16/202 0.0 $123k 66k 1.86
Merida Merger Corp I *w exp 11/07/202 0.0 $122k 300k 0.41
Brooge Hldgs Ltd *w exp 12/20/202 (BROGW) 0.0 $113k 152k 0.74
Sempra Energy convertible preferred security 0.0 $47k 50k 0.94
Gordon Pointe Acquisition Co w exp 07/30/202 0.0 $56k 358k 0.16
Mudrick Cap Acquisition Corp *w exp 02/12/202 0.0 $51k 157k 0.33
Graf Indl Corp *w exp 12/31/202 0.0 $57k 573k 0.10
Monocle Acquisition Corp monocle acquisition cor-cw24 0.0 $60k 200k 0.30
Akazoo Sa *w exp 09/11/202 0.0 $53k 172k 0.31
Rosehill Resources Inc - A warrant 0.0 $4.0k 150k 0.03
National Energy Services Reu *w exp 05/05/202 0.0 $13k 48k 0.27
Leisure Acquisition Corp *w exp 12/05/201 0.0 $14k 90k 0.16
Falcon Minerals Corp *w exp 07/21/202 0.0 $12k 91k 0.13
Forum Merger Ii Corp warrant 0.0 $30k 162k 0.19
Amci Acquisition Corp *w exp 05/20/202 0.0 $3.0k 23k 0.13
Avantor Inc 6.25 pfd cnv sr 0.0 $18k 40k 0.45
Kaixin Auto Hldgs 0.0 $18k 21k 0.88
Broadmark Rlty Cap Inc *w exp 11/15/202 0.0 $20k 91k 0.22
Glry Str Nw Mdia Grup Hldg L *w exp 02/13/202 (GSMGW) 0.0 $28k 400k 0.07