Castle Creek Arbitrage, LLC — Q3 2018 13F Holdings

Name: Castle Creek Arbitrage, LLC — 13F Holdings, Q3 2018
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001326638

Total reported value

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	MU 3.125 05-01-32 D	Micron Technology INC	Stock-Tech	31.50%	—	-40.07%
2	MCHP 1.625 02-15-25	Microchip Technology INC	Stock-Tech	15.79%	—	—
3	CIEN 4 12-15-20	Ciena CORP	Stock-Tech	3.58%	—	—
4	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	Stock-Consumer Disc	3.09%	—	—
5	TSLA	Tesla INC	Stock-Consumer Disc	2.86%	—	—
6	INVH 3 07-01-19	Ih Merger Sub LLC	Stock-Real Estate	2.81%	—	-28.35%
7	TBPH 3.25 11-01-23	Theravance Biopharma INC	Stock-Other	2.59%	—	—
8	CIEN 3.75 10-15-18 *	Ciena CORP	Stock-Tech	2.58%	—	—
9	TSRO 3 10-01-21	Tesaro INC	Stock-Other	2.35%	—	-32.91%
10	RP 1.5 11-15-22	Realpage INC	Stock-Other	1.94%	—	—
11	RH 0 07-15-20	Rh	Stock-Consumer Disc	1.47%	—	—
12	MCHP 2.25 02-15-37	Microchip Technology INC	Stock-Tech	1.31%	—	—
13	✓	TKK Symphony Acquisition Corp	Stock-Other	1.14%	—	—
14	RDUS 3 09-01-24	Radius Health INC	Stock-Other	1.14%	—	-32.89%
15	PGEN 3.5 07-01-23	Precigen INC	Stock-Other	1.13%	—	—
16	ICPT 3.25 07-01-23	Intercept Pharmas	Stock-Other	1.08%	—	-30.71%
17	AAPL	Apple INC	Stock-Tech	1.07%	—	—
18	EFII 0.75 09-01-19	Electronics For Imaging	Stock-Other	1.00%	—	-34.69%
19	✓	Trinity Merger CORP	Stock-Other	0.93%	—	-23.67%
20	INVH 3.5 01-15-22	Ih Merger Sub LLC	Stock-Real Estate	0.92%	—	-46.15%
21	✓	Gordon Pointe Acquisition Co	Stock-Other	0.89%	—	-28.35%
22	NFLX	Netflix INC	Stock-Comm Services	0.89%	—	—
23	INVA 2.125 01-15-23	Innoviva INC	Stock-Other	0.87%	—	-40.97%
24	RH 0 06-15-19	Rh	Stock-Consumer Disc	0.86%	—	—
25	TSLA 0.25 03-01-19	Tesla INC	Stock-Consumer Disc	0.86%	—	-45.96%
26	✓	Cm Seven Star Acquisition Co	Stock-Other	0.78%	—	—
27	✓	Vectoiq Acquisition CORP	Stock-Other	0.77%	—	-29.10%
28	REGI 4 06-15-36	Renewable Energy Group I	Stock-Other	0.76%	—	-41.25%
29	✓	Lf Cap Acquisition CORP	Stock-Other	0.76%	—	-3.38%
30	✓	Matlin & Partners Acquisitio	Stock-Other	0.71%	—	—
31	MDCO 2.5 01-15-22	Medicines Company	Stock-Other	0.70%	—	-15.38%
32	✓	Vantage Energy Acquisition C	Stock-Other	0.70%	—	-24.22%
33	IRWD 2.25 06-15-22	Ironwood Pharmaceuticals	Stock-Other	0.67%	—	-32.98%
34	WFRD 5.875 07-01-21	Weatherford Intl LTD	Stock-Energy	0.67%	—	—
35	✓	Pure Acquisition CORP	Stock-Other	0.67%	—	-31.56%
36	NVDA	Nvidia CORP	Stock-Tech	0.67%	—	—
37	GPRO 3.5 04-15-22	Gopro INC	Stock-Other	0.58%	—	—
38	TSLA 1.25 03-01-21	Tesla INC	Stock-Consumer Disc	0.52%	—	-69.45%
39	✓	Leisure Acquisition Corp	Stock-Other	0.49%	—	-32.75%
40	ACOR 1.75 06-15-21	Acorda Therapeutics INC	Stock-Other	0.47%	—	-48.67%
41	✓	Twelve Seas Investment Compa	Stock-Other	0.42%	—	-45.33%
42	✓	Mudrick Cap Acquisition CORP	Stock-Other	0.41%	—	-33.36%
43	✓	Gores Hldin-cw20	Stock-Other	0.40%	—	-29.17%
44	✓	Forum Merger Ii CORP	Stock-Other	0.39%	—	—
45	✓	Churchill Capita	Stock-Other	0.36%	—	—
46	✓	Tiberius Acquisition CORP	Stock-Other	0.35%	—	-27.50%
47	TSLA 2.375 03-15-22	Tesla INC	Stock-Consumer Disc	0.35%	—	-28.40%
48	TWTR 0.25 09-15-19	Twitter INC	Stock-Other	0.35%	—	—
49	REGI 2.75 06-15-19	Renewable Energy Group I	Stock-Other	0.30%	—	—
50	NVAX 3.75 02-01-23	Novavax INC	Stock-Healthcare	0.29%	—	-33.33%

1–50 of 74

Holding changes this quarter

Position changes disclosed by Castle Creek Arbitrage, LLC for the quarter ending Q3 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	MCHP 1.625 02-15-25	Microchip Technology INC	+7.5%	—	Unchanged
2	MU 3.125 05-01-32 D	Micron Technology INC	+4%	-40.07%	Trim
3	CIEN 4 12-15-20	Ciena CORP	+2.1%	—	Unchanged
4	TBPH 3.25 11-01-23	Theravance Biopharma INC	+1.6%	—	Unchanged
5	CIEN 3.75 10-15-18 *	Ciena CORP	+1.6%	—	Unchanged
6	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	+1.4%	—	Unchanged
7	TSLA	Tesla INC	+1.2%	—	Unchanged
8	RP 1.5 11-15-22	Realpage INC	+1.2%	—	Unchanged
9	INVH 3 07-01-19	Ih Merger Sub LLC	+1%	-28.35%	Trim
10	MCHP 2.25 02-15-37	Microchip Technology INC	+0.7%	—	Unchanged
11	TSRO 3 10-01-21	Tesaro INC	+0.6%	-32.91%	Trim
12	ICPT 3.25 07-01-23	Intercept Pharmas	+0.5%	-30.71%	Trim
13	✓	Trinity Merger CORP	+0.4%	-23.67%	Trim
14	✓	Gordon Pointe Acquisition Co	+0.3%	-28.35%	Trim
15	EFII 0.75 09-01-19	Electronics For Imaging	+0.3%	-34.69%	Trim
16	✓	Vantage Energy Acquisition C	+0.3%	-24.22%	Trim
17	✓	Vectoiq Acquisition CORP	+0.3%	-29.10%	Trim
18	MDCO 2.5 01-15-22	Medicines Company	+0.3%	-15.38%	Trim
19	INVA 2.125 01-15-23	Innoviva INC	+0.2%	-40.97%	Trim
20	✓	Pure Acquisition CORP	+0.2%	-31.56%	Trim
21	RDUS 3 09-01-24	Radius Health INC	+0.2%	-32.89%	Trim
22	IRWD 2.25 06-15-22	Ironwood Pharmaceuticals	+0.2%	-32.98%	Trim
23	✓	Leisure Acquisition Corp	+0.2%	-32.75%	Trim
24	INVH 3.5 01-15-22	Ih Merger Sub LLC	+0.1%	-46.15%	Trim
25	✓	Mudrick Cap Acquisition CORP	+0.1%	-33.36%	Trim
26	✓	Tiberius Acquisition CORP	+0.1%	-27.50%	Trim
27	NVAX 3.75 02-01-23	Novavax INC	+0.1%	-33.33%	Trim
28	✓	Twelve Seas Investment Compa	+0.1%	-45.33%	Trim
29	TSLA 2.375 03-15-22	Tesla INC	+0.1%	-28.40%	Trim
30	TSLA 0.25 03-01-19	Tesla INC	+0.1%	-45.96%	Trim
31	ACOR 1.75 06-15-21	Acorda Therapeutics INC	—	-48.67%	Trim
32	✓	Gores Hldin-cw20	0%	-29.17%	Trim
33	TSLA 1.25 03-01-21	Tesla INC	-0.4%	-69.45%	Trim
34	MU 2.375 05-01-32 C	Micron Technology INC	—	EXIT	Sold out
35	GLD	Spdr Gold Shares	—	EXIT	Sold out
36	RH 0 07-15-20	Rh	—	NEW	New buy
37	NOW 0 11-01-18	Servicenow INC	—	EXIT	Sold out
38	✓	TKK Symphony Acquisition Corp	—	NEW	New buy
39	PGEN 3.5 07-01-23	Precigen INC	—	NEW	New buy
40	AAPL	Apple INC	—	NEW	New buy
41	✓	Matlin & Partners Acquisitio	—	EXIT	Sold out
42	RH 0 06-15-19	Rh	—	NEW	New buy
43	✓	Industrea Acquisition CORP	—	EXIT	Sold out
44	✓	Matlin & Partners Acquisitio	—	NEW	New buy
45	NVDA	Nvidia CORP	—	NEW	New buy
46	QGEN	Qiagen N.V.	—	EXIT	Sold out
47	✓	Forum Merger Ii CORP	—	NEW	New buy
48	✓	Churchill Capita	—	NEW	New buy
49	✓	Industrea Acquisition CORP	—	NEW	New buy
50	✓	Hl Acquisitions CORP	—	EXIT	Sold out