Castle Creek Arbitrage

Castle Creek Arbitrage as of June 30, 2020

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 150 positions in its portfolio as reported in the June 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Servicenow Note 6/0 (Principal) 14.6 $172M 57M 3.00
Tesla Note 2.375% 3/1 (Principal) 8.7 $103M 31M 3.32
Mercadolibre Note 2.000% 8/1 (Principal) 7.2 $85M 37M 2.29
Twilio Note 0.250% 6/0 (Principal) 6.9 $81M 26M 3.10
Square Note 0.375% 3/0 (Principal) 6.2 $73M 16M 4.57
Teradyne Note 1.250%12/1 (Principal) 5.4 $63M 24M 2.69
Restoration Hardware Hldgs I DBCV 7/1 (Principal) 2.6 $31M 16M 1.95
American Airls Group Note 6.500% 7/0 (Principal) 1.8 $21M 22M 0.94
Nuvasive Note 2.250% 3/1 (Principal) 1.7 $20M 18M 1.10
Netfin Acquisition Corp Shs Cl A 1.6 $19M 1.7M 10.75
Spartan Energy Acquisition C Cl A Com Stk 1.5 $17M 1.6M 10.72
Priceline Grp Note 0.900% 9/1 (Principal) 1.4 $17M 16M 1.06
Spirit Airls Note 4.750% 5/1 (Principal) 1.4 $16M 11M 1.51
Square Note 0.500% 5/1 (Principal) 1.3 $15M 10M 1.49
Colony Starwood Homes Note 3.500% 1/1 (Principal) 1.3 $15M 12M 1.29
Cf Fin Acquisition Corp Com Cl A 1.2 $14M 1.3M 10.85
Lf Cap Acquisition Corp Cl A 1.0 $12M 1.1M 10.70
Monocle Acquisition Corp 1.0 $12M 1.1M 10.27
Dexcom Note 0.750% 5/1 (Principal) 0.9 $10M 2.5M 4.09
Rmg Acquisition Corp Cl A 0.9 $10M 983k 10.23
Gossamer Bio Note 5.000% 6/0 (Principal) 0.8 $9.8M 9.7M 1.01
Insulet Corp Note 1.375%11/1 (Principal) 0.8 $9.6M 4.5M 2.13
Tuscan Holdings Corp Unit 99/99/9999 0.8 $9.4M 878k 10.70
On Semiconductor Corp Note 1.000%12/0 (Principal) 0.8 $9.4M 8.0M 1.17
Zillow Group Note 2.750% 5/1 (Principal) 0.7 $8.8M 7.5M 1.17
Splunk Note 0.500% 9/1 (Principal) 0.7 $8.6M 6.0M 1.44
Wright Med Group N V Note 2.250%11/1 (Principal) 0.7 $7.8M 5.5M 1.42
Gilead Sciences Call Option (GILD) 0.7 $7.7M 100k 76.94
Microchip Technology Note 2.250% 2/1 (Principal) 0.6 $7.6M 5.2M 1.46
Veoneer Note 4.000% 6/0 (Principal) 0.6 $7.4M 9.0M 0.82
Tuscan Hldgs Corp Ii Unit 04/01/2026 0.6 $7.0M 697k 10.10
Karyopharm Therapeutics Note 3.000%10/1 (Principal) 0.6 $7.0M 5.0M 1.41
Merida Merger Corp I 0.6 $6.9M 700k 9.79
Roth Ch Acquisition I Unit 01/28/2025 0.6 $6.8M 680k 10.05
Fintech Acquisition Corp Iii Com Cl A 0.6 $6.6M 595k 11.14
Schultze Special Purpose Acquisi Ord 0.6 $6.5M 635k 10.23
Dish Network Corporation Note 3.375% 8/1 (Principal) 0.5 $6.5M 7.0M 0.92
Insurance Acquisition Corp Cl A 0.5 $6.3M 488k 12.96
Software Acquisition Group I Unit 10/01/2026 0.5 $6.3M 600k 10.52
Landcadia Hldgs Ii Cl A 0.5 $6.3M 386k 16.30
Longview Acquisition Corp Unit 99/99/9999 0.5 $6.1M 600k 10.10
Sustainable Opportnts Acq Unit 99/99/9999 0.5 $5.8M 575k 10.10
Realpage Note 1.500%11/1 (Principal) 0.5 $5.7M 3.5M 1.61
Diamondpeak Hldgs Cor Com Cl A 0.5 $5.5M 531k 10.30
Tesla Note 2.000% 5/1 (Principal) 0.4 $5.3M 1.5M 3.51
Silver Spike Acquisition Cor Unit 99/99/9999 0.4 $5.1M 500k 10.28
Greenrose Acquisition Corp Unit 02/28/2024 (GNRSU) 0.4 $5.0M 500k 9.99
Interprivate Acquisition Cor Unit 10/29/2024 0.4 $5.0M 491k 10.13
Novus Cap Corp 0.4 $4.8M 493k 9.81
Tuscan Holdings Corp 0.4 $4.8M 470k 10.23
Trine Acquisition Corp Com Cl A 0.4 $4.8M 458k 10.44
Radius Health Note 3.000% 9/0 (Principal) 0.4 $4.6M 6.2M 0.74
Gores Hldgs Iv Unit 02/01/2023 0.4 $4.6M 441k 10.40
Alussa Energy Acquisition Unit 10/31/2026 0.4 $4.5M 450k 10.07
Dish Network Corporation Note 2.375% 3/1 (Principal) 0.4 $4.5M 5.0M 0.90
Hennessy Cap Acqustion Corp Cl A Com 0.4 $4.4M 416k 10.68
B Riley Prin Merger Corp Ii Cl A 0.4 $4.4M 410k 10.73
Crescent Acquisition Corp Com Cl A 0.4 $4.2M 405k 10.42
Galileo Acquisition Corp Unit 99/99/9999 0.4 $4.1M 400k 10.34
Osprey Technlgy Aquistion Unit 10/30/2024 0.3 $4.1M 397k 10.35
Gx Acquisition Corp Com Cl A 0.3 $4.1M 400k 10.19
Liv Cap Acquisition Corp Unit 99/99/9999 0.3 $4.1M 400k 10.13
Tuscan Holdings Ii Acq Corp 0.3 $3.9M 391k 10.05
Fireeye Note 0.875% 6/0 (Principal) 0.3 $3.8M 4.3M 0.91
Intercept Pharmaceuticals In Note 3.250% 7/0 (Principal) 0.3 $3.8M 5.0M 0.75
Cc Neuberger Principal Hldng Unit 99/99/9999 0.3 $3.7M 350k 10.49
Theravance Note 2.125% 1/1 (Principal) 0.3 $3.5M 3.6M 0.99
RH Note 6/1 (Principal) 0.3 $3.5M 2.5M 1.40
Q2 HLDGS Note 0.750% 6/0 (Principal) 0.3 $3.4M 3.0M 1.14
Caesars Entmt Corp Note 5.000%10/0 (Principal) 0.3 $3.4M 2.0M 1.69
J2 Global Note 3.250% 6/1 (Principal) 0.3 $3.3M 3.0M 1.09
Illumina Note 8/1 (Principal) 0.3 $3.3M 3.0M 1.09
Gigcapital2 Unit 02/28/2026 0.3 $3.2M 297k 10.73
Hennessy Cap Acqustion Corp Unit 99/99/9999 0.3 $3.2M 275k 11.50
Replay Acquisition Corp 0.3 $3.1M 308k 10.18
Silicon Laboratories Note 1.375% 3/0 (Principal) 0.3 $3.0M 2.5M 1.21
Live Oak Acquisition Corp Unit 99/99/9999 0.3 $3.0M 300k 10.02
Renewable Energy Group Note 4.000% 6/1 (Principal) 0.2 $2.8M 1.2M 2.35
Leo Holdings Corp Com Cl A 0.2 $2.6M 252k 10.39
Software Acquisition Group I Com Cl A 0.2 $2.5M 248k 9.99
Switchback Energy Acquistn C Unit 99/99/9999 0.2 $2.4M 233k 10.28
Realpage Note 1.500% 5/1 (Principal) 0.2 $2.4M 2.2M 1.08
Oaktree Acquisition Corp Unit 99/99/9999 0.2 $2.1M 200k 10.65
Hudson Executive Invt Corp Unit 06/21/2025 0.2 $2.0M 195k 10.20
Comcast Corp Cl A Call Option (CMCSA) 0.2 $1.9M 50k 38.98
Vishay Intertechnology Note 2.250% 6/1 (Principal) 0.2 $1.9M 2.0M 0.93
Ciig Merger Corp Com Cl A 0.2 $1.9M 188k 9.90
Clovis Oncology Note 1.250% 5/0 (Principal) 0.2 $1.8M 3.0M 0.61
Brilliant Acquisition Corp Unit 12/31/2020 0.2 $1.8M 180k 10.03
Gores Metropoulos Com Cl A 0.2 $1.8M 170k 10.61
Pivotal Invt Corp Ii Com Cl A 0.1 $1.8M 174k 10.15
Intrexon Corp Note 3.500% 7/0 (Principal) 0.1 $1.7M 4.0M 0.42
Netfin Acquisition Corp *w Exp 08/01/202 0.1 $1.7M 1.0M 1.66
Collier Creek Holdings Com Cl A 0.1 $1.5M 110k 13.64
Fintech Acquisition Corp Iii Unit 12/01/2023 0.1 $1.5M 120k 12.48
Crescent Acquisition Corp Unit 99/99/9999 0.1 $1.5M 137k 10.90
Haymaker Acquisition Corp Ii Com Cl A 0.1 $1.4M 140k 10.30
Sc Health Corp Com Cl A 0.1 $1.4M 138k 10.11
Dmy Technology Group Unit 99/99/9999 0.1 $1.3M 126k 10.58
Gigcapital3 Unit 99/99/9999 0.1 $1.3M 125k 10.04
Amci Acquisition Corp Class A 0.1 $1.2M 121k 10.22
Graf Indl Corp *w Exp 12/31/202 0.1 $1.1M 496k 2.27
Ciig Merger Corp Unit 12/31/2026 0.1 $1.1M 107k 10.25
Theravance Biopharma Note 3.250%11/0 (Principal) 0.1 $1.0M 1.0M 0.97
Switchback Energy Acquistn C Com Cl A 0.1 $1.0M 100k 10.00
New Providence Acquisition Unit 09/01/2024 0.1 $1000k 95k 10.55
Sc Health Corp Unit 99/99/9999 0.1 $988k 95k 10.40
Schultze Spl Purp Acqustn *w Exp 12/31/202 0.1 $749k 585k 1.28
Galileo Acquisition Corp SHS 0.1 $743k 75k 9.91
Splunk Note 1.125% 9/1 (Principal) 0.1 $735k 500k 1.47
Trine Acquisition Corp Unit 03/31/2021 0.1 $650k 59k 11.02
Gordon Pointe Acquisition *w Exp 07/30/202 0.1 $621k 292k 2.13
Arya Sciences Acquistion Unit 06/09/2027 0.0 $580k 50k 11.60
Nikola Corp *w Exp 06/03/202 0.0 $550k 17k 33.34
Rmg Acquisition Corp Unit 99/99/9999 0.0 $524k 50k 10.48
Healthcare Merger Corp Unit 12/17/2021 0.0 $509k 49k 10.30
Pivotal Invt Corp Ii Unit 06/01/2025 0.0 $500k 49k 10.31
Experience Invt Corp Com Cl A 0.0 $498k 50k 9.96
Forum Merger Ii Corp *w Exp 09/30/202 0.0 $475k 102k 4.68
Social Cap Hedspia Hldg Co I Com Cl A 0.0 $452k 41k 11.00
B Riley Prin Merger Corp Ii *w Exp 05/06/202 0.0 $412k 235k 1.75
Hostess Brands *w Exp 11/04/202 0.0 $367k 437k 0.84
Novus Cap Corp Unit 06/30/2027 0.0 $362k 35k 10.45
Novus Cap Corp *w Exp 06/30/202 0.0 $329k 458k 0.72
Scvx Corp Unit 99/99/9999 (SCVXU) 0.0 $311k 30k 10.37
Alta Equipment Group *w Exp 02/14/202 0.0 $279k 267k 1.04
Gores Metropoulos Unit 99/99/9999 0.0 $264k 23k 11.27
Alta Equipment Group Common Stock (ALTG) 0.0 $255k 33k 7.76
Lf Cap Acquisition Corp *w Exp 06/22/202 0.0 $206k 228k 0.90
Us Foods Hldg Corp call (USFD) 0.0 $197k 10k 19.70
Cf Fin Acquisition Corp *w Exp 04/30/202 0.0 $191k 143k 1.34
Danaher Corporation 4.75 MND CV PFD (Principal) 0.0 $187k 15k 12.51
Isis Pharmaceuticals Inc Del Note 1.000%11/1 (Principal) 0.0 $166k 150k 1.11
Merida Merger Corp I *w Exp 11/07/202 0.0 $150k 300k 0.50
International Flavors&fragra Unit 09/15/2021 (Principal) 0.0 $134k 300k 0.45
Arya Sciences Acquisition *w Exp 10/10/202 0.0 $134k 25k 5.36
Monocle Acquisition Corp *w Exp 12/06/202 0.0 $130k 200k 0.65
Collier Creek Holdings *w Exp 99/99/999 0.0 $127k 40k 3.17
Atlas Technical Consultants *w Exp 11/26/202 0.0 $101k 262k 0.39
Leisure Acquisition Corp *w Exp 12/05/201 0.0 $84k 90k 0.93
Amci Acquisition Corp *w Exp 05/20/202 0.0 $76k 143k 0.53
Brooge Energy *w Exp 12/20/202 (BROGW) 0.0 $74k 150k 0.49
Hycroft Mining Holding Corp *w Exp 02/12/202 (HYMCW) 0.0 $72k 59k 1.22
Sempra Energy 6% Pfd Conv A (Principal) 0.0 $49k 50k 0.98
Broadmark Rlty Cap *w Exp 11/15/202 0.0 $28k 91k 0.31
National Energy Services Reu *w Exp 05/05/202 0.0 $23k 48k 0.48
Kaixin Auto Hldgs SHS 0.0 $18k 21k 0.88
Glry Str Nw Mdia Grup Hldg L *w Exp 02/13/202 (GSMGW) 0.0 $15k 400k 0.04
Rosehill Res *w Exp 04/27/202 0.0 $11k 150k 0.07
Falcon Minerals Corp *w Exp 07/21/202 0.0 $8.0k 91k 0.09