Castle Creek Arbitrage

Castle Creek Arbitrage as of Sept. 30, 2020

Portfolio Holdings for Castle Creek Arbitrage

Castle Creek Arbitrage holds 185 positions in its portfolio as reported in the September 2020 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Tesla Note 2.375% 3/1 (Principal) 20.0 $261M 40M 6.54
Twilio Note 0.250% 6/0 (Principal) 9.6 $126M 36M 3.48
Square Note 0.375% 3/0 (Principal) 8.7 $113M 16M 7.08
Mercadolibre Note 2.000% 8/1 (Principal) 7.2 $94M 37M 2.52
Teradyne Note 1.250%12/1 (Principal) 4.6 $60M 24M 2.55
Square Note 0.500% 5/1 (Principal) 4.0 $53M 24M 2.16
Chegg Note 0.125% 3/1 (Principal) 2.4 $31M 21M 1.52
Burgundy Technology Acqu Cor Unit 08/26/2025 2.1 $28M 2.8M 9.96
E Merge Technology Acquisiti Com Cl A 1.5 $20M 2.0M 9.79
Ascendant Digital Acquisitio Com Cl A 1.3 $17M 1.8M 9.90
Tailwind Acquisition Corp Unit 09/07/2027 1.2 $16M 1.6M 10.03
Spirit Airls Note 4.750% 5/1 (Principal) 1.2 $16M 11M 1.46
Ace Convergence Acqu Corp Cl A 1.1 $15M 1.5M 9.75
Nuance Communications DBCV 1.000%12/1 (Principal) 1.1 $14M 9.9M 1.46
Insulet Corp Note 1.375%11/1 (Principal) 0.9 $12M 4.5M 2.56
Lionheart Acquisition Corp I Unit 08/13/2025 0.9 $11M 1.1M 9.96
Rmg Acquisition Corp Cl A 0.8 $11M 1.0M 10.68
Tuscan Holdings Ii Acq Corp 0.8 $11M 1.1M 9.98
Cc Neuberger Prin Hldgs Ii Unit 99/99/9999 0.8 $11M 1.0M 10.33
Interprivate Acquisition Cor 0.8 $11M 1.0M 10.00
Tesla Note 2.000% 5/1 (Principal) 0.8 $10M 1.5M 6.91
American Airls Group Note 6.500% 7/0 (Principal) 0.8 $10M 11M 0.93
Gossamer Bio Note 5.000% 6/0 (Principal) 0.8 $10M 9.7M 1.03
Apellis Pharmaceuticals Note 3.500% 9/1 (Principal) 0.7 $9.7M 9.0M 1.08
Netfin Acquisition Corp Shs Cl A 0.7 $9.1M 879k 10.37
Merida Merger Corp I 0.7 $9.0M 912k 9.88
Artius Acquisition Com Cl A 0.7 $8.6M 868k 9.94
Cohn Robbins Holdings Corp Unit 08/11/2025 0.7 $8.6M 850k 10.09
Crescent Acquisition Corp Com Cl A 0.6 $8.1M 806k 10.04
Wright Med Group N V Note 2.250%11/1 (Principal) 0.6 $7.9M 5.5M 1.44
Tuscan Holdings Corp 0.6 $7.9M 773k 10.18
Cm Life Sciences Unit 09/01/2025 0.6 $7.9M 751k 10.46
Microchip Technology Note 2.250% 2/1 (Principal) 0.6 $7.8M 5.2M 1.50
Software Acquisition Group I Com Cl A 0.6 $7.4M 748k 9.96
Longview Acquisition Corp Com Cl A 0.5 $7.0M 711k 9.82
Roth Ch Acquisition I 0.5 $7.0M 701k 9.95
Q2 HLDGS Note 0.750% 6/0 (Principal) 0.5 $6.7M 5.5M 1.22
Veoneer Note 4.000% 6/0 (Principal) 0.4 $5.9M 6.0M 0.98
Sustainable Opportnts Acq Ord Shs A 0.4 $5.8M 575k 10.18
Renewable Energy Group Note 4.000% 6/1 (Principal) 0.4 $5.8M 1.2M 4.96
Colony Starwood Homes Note 3.500% 1/1 (Principal) 0.4 $5.8M 4.5M 1.30
Software Acquisitn Grup Unit 99/99/9999 0.4 $5.7M 575k 9.95
Bowx Acquisition Corp Unit 08/03/2025 0.4 $5.6M 550k 10.26
RH Note 6/1 (Principal) 0.4 $5.3M 2.6M 2.04
Forum Merger Iii Corp Unit 08/24/2027 0.4 $5.2M 500k 10.44
Realpage Note 1.500%11/1 (Principal) 0.4 $5.2M 3.5M 1.47
Fast Acquisition Corp Unit 99/99/9999 0.4 $5.2M 518k 9.97
Akamai Technologies Note 0.125% 5/0 (Principal) 0.4 $5.2M 4.0M 1.29
Monocle Acquisition Corp 0.4 $5.1M 495k 10.24
Silver Spike Acquisition Cor Cl A Shs 0.4 $5.1M 500k 10.13
Aspirational Consumer Lifest Unit 99/99/9999 0.4 $5.0M 500k 10.00
Greenrose Acquisition Corp (GNRSQ) 0.4 $4.9M 500k 9.77
Galileo Acquisition Corp SHS 0.4 $4.7M 475k 9.90
Ciig Merger Corp Com Cl A 0.4 $4.6M 463k 10.02
Experience Invt Corp Com Cl A 0.3 $4.5M 450k 10.05
Gores Hldgs Iv Com Cl A 0.3 $4.5M 437k 10.31
Vpc Impact Acquisition Hldng Unit 09/22/2025 0.3 $4.5M 450k 9.99
Alussa Energy Acquisition Shs Cl A 0.3 $4.5M 450k 9.93
Panacea Acquisition Corp Cl A 0.3 $4.4M 394k 11.20
Intercept Pharmaceuticals In Note 3.250% 7/0 (Principal) 0.3 $4.1M 5.0M 0.81
Twc Tech Hldgs Ii Corp Unit 09/10/2025 0.3 $4.0M 400k 10.11
Osprey Technlgy Aquistion Com Cl A 0.3 $4.0M 397k 10.17
Fireeye Note 0.875% 6/0 (Principal) 0.3 $4.0M 4.3M 0.93
Acamar Partners Acqsition Cl A 0.3 $3.9M 385k 10.22
Gx Acquisition Corp Com Cl A 0.3 $3.7M 354k 10.50
Radius Health Note 3.000% 9/0 (Principal) 0.3 $3.4M 4.2M 0.82
Theravance Note 2.125% 1/1 (Principal) 0.3 $3.4M 3.6M 0.96
B Riley Prin Merger Corp Ii Cl A 0.3 $3.3M 330k 10.01
Replay Acquisition Corp 0.2 $3.1M 308k 10.18
Fintech Acquisition Corp Iii Com Cl A 0.2 $3.1M 304k 10.31
Foley Trasimene Acquisition Unit 99/99/9999 0.2 $3.1M 300k 10.20
Navsight Hldgs Unit 99/99/9999 0.2 $3.0M 300k 10.06
Cc Neuberger Principal Hds A 0.2 $2.8M 272k 10.38
Pmv Consumer Acquisition Cor Unit 08/31/2027 0.2 $2.7M 275k 9.98
Vector Acquisition Corp Unit 09/30/2027 0.2 $2.5M 250k 10.12
Fusion Acquisition Corp Cl A 0.2 $2.5M 255k 9.83
Live Oak Acquisition Corp Com Cl A 0.2 $2.5M 248k 10.08
Capstar Spl Purp Acquisition Com Cl A 0.2 $2.5M 250k 9.83
Realpage Note 1.500% 5/1 (Principal) 0.2 $2.3M 2.2M 1.03
Insurance Acquisition Corp Cl A 0.2 $2.1M 178k 11.81
Gilead Sciences Call Option (GILD) 0.2 $2.1M 33k 63.19
North Mountain Merger Corp Unit 09/16/2025 0.2 $2.0M 200k 10.18
Highcape Cap Acquisition Cor Unit 09/30/2027 0.2 $2.0M 200k 10.12
Northern Genesis Acquisition Unit 07/31/2027 0.2 $2.0M 198k 9.99
Go Acquisition Corp 0.2 $2.0M 200k 9.84
Schultze Special Purpose Acquisi Ord 0.2 $2.0M 193k 10.18
Vishay Intertechnology Note 2.250% 6/1 (Principal) 0.1 $1.9M 2.0M 0.97
Foley Trasimene Acquistn Cor Com Cl A 0.1 $1.9M 186k 10.36
Hudson Executive Invt Corp Com Cl A 0.1 $1.9M 195k 9.83
Netfin Acquisition Corp *w Exp 08/01/202 0.1 $1.5M 1.2M 1.31
Arya Sciences Acquistion Com Cl A 0.1 $1.5M 147k 10.45
Ascendant Digital Acquisitio *w Exp 07/28/202 0.1 $1.5M 1.0M 1.48
Brilliant Acquisition Corp SHS 0.1 $1.5M 152k 9.78
Haymaker Acquisition Corp Ii Com Cl A 0.1 $1.4M 140k 10.00
Reinvent Technology Partners Unit 99/99/9999 0.1 $1.4M 120k 11.48
Novus Cap Corp 0.1 $1.4M 116k 11.75
Novus Cap Corp *w Exp 06/30/202 0.1 $1.3M 478k 2.79
Equity Distr Acquisition Cor Unit 99/99/9999 0.1 $1.3M 125k 10.28
Amci Acquisition Corp Class A 0.1 $1.3M 123k 10.34
Deerfield Healthcare Tech Ac Unit 07/16/2025 0.1 $1.1M 103k 10.57
Theravance Biopharma Note 3.250%11/0 (Principal) 0.1 $924k 1.0M 0.89
Dfp Healthcare Acquisitns Com Cl A 0.1 $779k 76k 10.27
Lf Cap Acquisition Corp *w Exp 06/22/202 0.1 $766k 426k 1.80
E Merge Technology Acquisiti *w Exp 07/30/202 0.0 $628k 667k 0.94
Cf Fin Acquisition Corp *w Exp 04/30/202 0.0 $615k 628k 0.98
Cc Neuberger Principal Hldng *w Exp 99/99/999 0.0 $607k 337k 1.80
Ace Convergence Acqu Corp *w Exp 09/30/202 0.0 $600k 750k 0.80
Roth Ch Acquisition I *w Exp 01/28/202 0.0 $541k 525k 1.03
Oaktree Acquisition Corp Ii Unit 09/15/2027 0.0 $514k 50k 10.28
Social Cap Hedspia Hldg Co I Com Cl A 0.0 $512k 41k 12.46
Sustainable Opportnts Acq *w Exp 99/99/999 0.0 $500k 287k 1.74
Hennessy Cap Acqustion Corp *w Exp 09/05/202 0.0 $476k 206k 2.31
Artius Acquisition *w Exp 07/13/202 0.0 $466k 289k 1.61
Gores Metropoulos Com Cl A 0.0 $462k 40k 11.43
Tuscan Hldgs Corp *w Exp 04/01/202 0.0 $446k 878k 0.51
Vesper Healthcare Acqstn Cor Unit 99/99/9999 0.0 $410k 40k 10.25
Amci Acquisition Corp *w Exp 05/20/202 0.0 $388k 583k 0.67
B Riley Prin Merger Corp Ii *w Exp 05/06/202 0.0 $383k 286k 1.34
Pivotal Invt Corp Ii Com Cl A 0.0 $368k 32k 11.52
Switchback Energy Acquistn C *w Exp 07/25/202 0.0 $364k 78k 4.69
Hostess Brands *w Exp 11/04/202 0.0 $356k 437k 0.81
Schultze Spl Purp Acqustn *w Exp 12/31/202 0.0 $304k 585k 0.52
Panacea Acquisition Corp *w Exp 07/07/202 0.0 $302k 131k 2.30
Scvx Corp Class A 0.0 $300k 30k 10.00
Healthcare Merger Corp Com Cl A 0.0 $288k 28k 10.14
Software Acquisition Group I *w Exp 10/01/202 0.0 $285k 300k 0.95
Fintech Acquisition Corp Iii *w Exp 12/01/202 0.0 $281k 185k 1.52
Osprey Technlgy Aquistion *w Exp 10/30/202 0.0 $271k 199k 1.36
Ascendant Digital Acquisitio Unit 99/99/9999 0.0 $263k 25k 10.52
Galileo Acquisition Corp *w Exp 10/31/202 0.0 $258k 417k 0.62
Climate Change Crisis Real I Unit 99/99/9999 0.0 $251k 25k 10.04
Longview Acquisition Corp *w Exp 05/27/202 0.0 $238k 245k 0.97
Interprivate Acquisition Cor *w Exp 10/24/202 0.0 $234k 288k 0.81
Us Foods Hldg Corp call (USFD) 0.0 $222k 10k 22.20
Danaher Corporation 4.75 MND CV PFD (Principal) 0.0 $221k 15k 14.78
Trine Acquisition Corp Com Cl A 0.0 $217k 20k 10.82
Oaktree Acquisition Corp *w Exp 99/99/999 0.0 $195k 67k 2.92
Hennessy Cap Acqustion Corp Cl A Com 0.0 $193k 17k 11.15
Dmy Technology Group *w Exp 02/21/202 0.0 $189k 63k 3.00
Gores Hldgs Iv *w Exp 01/22/202 0.0 $183k 110k 1.66
Merida Merger Corp I *w Exp 11/07/202 0.0 $165k 300k 0.55
Utz Brands *w Exp 08/28/202 0.0 $162k 25k 6.48
Liv Cap Acquisition Corp *w Exp 12/13/202 0.0 $158k 400k 0.40
Tuscan Hldgs Corp Ii *w Exp 99/99/999 0.0 $157k 349k 0.45
Isis Pharmaceuticals Inc Del Note 1.000%11/1 (Principal) 0.0 $156k 150k 1.04
Switchback Energy Acquistn C Com Cl A 0.0 $156k 10k 15.60
Silver Spike Acquisition Cor *w Exp 08/02/202 0.0 $151k 250k 0.60
Spartan Energy Acquisition C Cl A Com Stk 0.0 $144k 10k 14.40
Alussa Energy Acquisition *w Exp 10/31/202 0.0 $143k 225k 0.64
Fusion Acquisition Corp *w Exp 06/01/202 0.0 $137k 128k 1.07
International Flavors&fragra Unit 09/15/2021 (Principal) 0.0 $134k 300k 0.45
Live Oak Acquisition Corp *w Exp 05/08/202 0.0 $123k 125k 0.98
Greenrose Acquisition Corp *w Exp 08/11/202 (GNRWQ) 0.0 $118k 500k 0.24
Hudson Executive Invt Corp *w Exp 06/21/202 0.0 $111k 98k 1.14
Monocle Acquisition Corp *w Exp 12/06/202 0.0 $99k 203k 0.49
Capstar Spl Purp Acquisition *w Exp 99/99/999 0.0 $99k 125k 0.79
Gigcapital2 Right 02/28/2026 0.0 $98k 297k 0.33
Arya Sciences Acquistion *w Exp 06/09/202 0.0 $89k 49k 1.81
Immatics *w Exp 07/01/202 (IMTXW) 0.0 $85k 25k 3.46
Trine Acquisition Corp *w Exp 03/31/202 0.0 $77k 30k 2.61
Go Acquisition Corp *w Exp 08/31/202 0.0 $72k 67k 1.08
Brooge Energy *w Exp 12/20/202 (BROGW) 0.0 $67k 150k 0.45
Jaws Acquisition Corp *w Exp 99/99/999 0.0 $66k 32k 2.09
Alta Equipment Group *w Exp 02/14/202 0.0 $64k 38k 1.71
Legacy Acquisition Corp *w Exp 11/30/202 0.0 $61k 121k 0.51
Pivotal Invt Corp Ii *w Exp 06/01/202 0.0 $60k 16k 3.71
Gigcapital3 *w Exp 05/18/202 0.0 $59k 94k 0.63
Crescent Acquisition Corp *w Exp 03/08/202 0.0 $58k 69k 0.85
Foley Trasimene Acquistn Cor *w Exp 05/26/202 0.0 $55k 24k 2.27
Sc Health Corp *w Exp 99/99/999 0.0 $52k 48k 1.09
Hall Of Fame Resort & Entmt *w Exp 07/01/202 (HOFVW) 0.0 $51k 182k 0.28
Sempra Energy 6% Pfd Conv A (Principal) 0.0 $50k 50k 1.00
Ciig Merger Corp *w Exp 12/31/202 0.0 $46k 54k 0.86
Healthcare Merger Corp *w Exp 12/17/202 0.0 $44k 25k 1.78
Leisure Acquisition Corp *w Exp 12/05/201 0.0 $43k 90k 0.48
Rmg Acquisition Corp *w Exp 02/21/202 0.0 $35k 17k 2.10
National Energy Services Reu *w Exp 05/05/202 0.0 $33k 48k 0.69
Brilliant Acquisition Corp Right 99/99/9999 0.0 $31k 152k 0.20
Brilliant Acquisition Corp *w Exp 03/31/202 0.0 $27k 152k 0.18
Broadmark Rlty Cap *w Exp 11/15/202 0.0 $26k 91k 0.28
American Elec Pwr Unit 99/99/9999 (Principal) 0.0 $25k 50k 0.50
Glry Str Nw Mdia Grup Hldg L *w Exp 02/13/202 (GSMGW) 0.0 $24k 400k 0.06
Scvx Corp *w Exp 01/24/202 0.0 $22k 15k 1.47
Kaixin Auto Hldgs SHS 0.0 $12k 21k 0.59
Falcon Minerals Corp *w Exp 07/21/202 0.0 $7.0k 91k 0.08