Castle Creek Arbitrage, LLC — Q4 2018 13F Holdings

Name: Castle Creek Arbitrage, LLC — 13F Holdings, Q4 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	25.80%	—	-19.31%
2	MCHP 1.625 02-15-25	Microchip Technology INC	Stock-Tech	15.44%	—	-27.47%
3	TSRO 3 10-01-21	Tesaro INC	Stock-Other	5.55%	—	—
4	TSLA	Tesla INC	Stock-Consumer Disc	5.21%	—	—
5	INVH 3 07-01-19	Ih Merger Sub LLC	Stock-Real Estate	3.64%	—	—
6	TBPH 3.25 11-01-23	Theravance Biopharma INC	Stock-Other	2.15%	—	-34.01%
7	RH 0 07-15-20	Rh	Stock-Consumer Disc	2.01%	—	—
8	✓	Graf Indl CORP	Stock-Other	1.97%	—	—
9	MCHP 2.25 02-15-37	Microchip Technology INC	Stock-Tech	1.76%	—	—
10	✓	Schultze Spl Purp Acquisitio	Stock-Other	1.70%	—	—
11	✓	TKK Symphony Acquisition Corp	Stock-Other	1.64%	—	—
12	RDUS 3 09-01-24	Radius Health INC	Stock-Other	1.64%	—	—
13	CLVS 2.5 09-15-21	Clovis Oncology INC	Stock-Other	1.60%	—	—
14	RP 1.5 11-15-22	Realpage INC	Stock-Other	1.58%	—	-29.26%
15	ICPT 3.25 07-01-23	Intercept Pharmas	Stock-Other	1.43%	—	—
16	EFII 0.75 09-01-19	Electronics For Imaging	Stock-Other	1.42%	—	—
17	✓	Trinity Merger CORP	Stock-Other	1.36%	—	—
18	INVA 2.125 01-15-23	Innoviva INC	Stock-Other	1.33%	—	—
19	✓	Gordon Pointe Acquisition Co	Stock-Other	1.28%	—	—
20	✓	Vectoiq Acquisition CORP	Stock-Other	1.11%	—	—
21	✓	Boxwood Merger CORP	Stock-Other	1.03%	—	—
22	REGI 4 06-15-36	Renewable Energy Group I	Stock-Other	0.99%	—	—
23	✓	Pure Acquisition CORP	Stock-Other	0.98%	—	—
24	PGEN 3.5 07-01-23	Precigen INC	Stock-Other	0.96%	—	—
25	NFLX	Netflix INC	Stock-Comm Services	0.92%	—	—
26	TSLA 1.25 03-01-21	Tesla INC	Stock-Consumer Disc	0.89%	—	—
27	INVH 3.5 01-15-22	Ih Merger Sub LLC	Stock-Real Estate	0.85%	—	-31.37%
28	RH 0 06-15-19	Rh	Stock-Consumer Disc	0.83%	—	-28.33%
29	✓	Lf Cap Acquisition CORP	Stock-Other	0.80%	—	-27.28%
30	IRWD 2.25 06-15-22	Ironwood Pharmaceuticals	Stock-Other	0.71%	—	—
31	ACOR 1.75 06-15-21	Acorda Therapeutics INC	Stock-Other	0.67%	—	—
32	✓	Dd3 Acquisition CORP	Stock-Other	0.66%	—	—
33	WFRD 5.875 07-01-21	Weatherford Intl LTD	Stock-Energy	0.65%	—	—
34	✓	Cf Fin Acquisition CORP	Stock-Other	0.65%	—	—
35	NVDA	Nvidia CORP	Stock-Tech	0.64%	—	+40.00%
36	MDCO 2.5 01-15-22	Medicines Company	Stock-Other	0.64%	—	-21.56%
37	✓	Leisure Acquisition Corp	Stock-Other	0.63%	—	-10.90%
38	TSLA 2.375 03-15-22	Tesla INC	Stock-Consumer Disc	0.60%	—	—
39	✓	Twelve Seas Investment Compa	Stock-Other	0.60%	—	—
40	✓	Forum Merger Ii CORP	Stock-Other	0.56%	—	—
41	✓	Mudrick Cap Acquisition CORP	Stock-Other	0.56%	—	-5.54%
42	✓	Churchill Capita	Stock-Other	0.52%	—	—
43	✓	Tiberius Acquisition CORP	Stock-Other	0.50%	—	-1.24%
44	✓	Collier Creek Holdings	Stock-Other	0.41%	—	—
45	✓	Fintech Acquisition CORP Iii	Stock-Other	0.41%	—	—
46	✓	Amci Acquisition CORP	Stock-Other	0.41%	—	—
47	✓	Thunder Bridge Acquisition L	Stock-Other	0.35%	—	—
48	NVAX 3.75 02-01-23	Novavax INC	Stock-Healthcare	0.32%	—	-24.30%
49	TWTR 0.25 09-15-19	Twitter INC	Stock-Other	0.30%	—	-39.73%
50	DERM 3 05-15-22	Dermira INC	Stock-Other	0.27%	—	—

1–50 of 70

Holding changes this quarter

Position changes disclosed by Castle Creek Arbitrage, LLC for the quarter ending Q4 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	TSRO 3 10-01-21	Tesaro INC	+3.2%	—	Unchanged
2	TSLA	Tesla INC	+2.4%	—	Unchanged
3	INVH 3 07-01-19	Ih Merger Sub LLC	+0.8%	—	Unchanged
4	RH 0 07-15-20	Rh	+0.5%	—	Unchanged
5	MCHP 2.25 02-15-37	Microchip Technology INC	+0.5%	—	Unchanged
6	TSLA 1.25 03-01-21	Tesla INC	+0.4%	—	Unchanged
7	ICPT 3.25 07-01-23	Intercept Pharmas	+0.4%	—	Unchanged
8	TSLA 2.375 03-15-22	Tesla INC	+0.3%	—	Unchanged
9	REGI 4 06-15-36	Renewable Energy Group I	+0.2%	—	Unchanged
10	✓	Lf Cap Acquisition CORP	0%	-27.28%	Trim
11	IRWD 2.25 06-15-22	Ironwood Pharmaceuticals	0%	—	Unchanged
12	NFLX	Netflix INC	0%	—	Unchanged
13	NVAX 3.75 02-01-23	Novavax INC	0%	-24.30%	Trim
14	WFRD 5.875 07-01-21	Weatherford Intl LTD	0%	—	Unchanged
15	RH 0 06-15-19	Rh	0%	-28.33%	Trim
16	NVDA	Nvidia CORP	0%	+40.00%	Add
17	TWTR 0.25 09-15-19	Twitter INC	-0.1%	-39.73%	Trim
18	MDCO 2.5 01-15-22	Medicines Company	-0.1%	-21.56%	Trim
19	INVH 3.5 01-15-22	Ih Merger Sub LLC	-0.1%	-31.37%	Trim
20	✓	Gores Hldin-cw20	-0.2%	-52.78%	Trim
21	PGEN 3.5 07-01-23	Precigen INC	-0.2%	—	Unchanged
22	MCHP 1.625 02-15-25	Microchip Technology INC	-0.4%	-27.47%	Trim
23	RP 1.5 11-15-22	Realpage INC	-0.4%	-29.26%	Trim
24	TBPH 3.25 11-01-23	Theravance Biopharma INC	-0.4%	-34.01%	Trim
25	MU 3.125 05-01-32 D	Micron Technology INC	-5.7%	-19.31%	Trim
26	CIEN 4 12-15-20	Ciena CORP	—	EXIT	Sold out
27	TCOM 1.25 10-15-18	Ctrip.com Intl LTD	—	EXIT	Sold out
28	CIEN 3.75 10-15-18 *	Ciena CORP	—	EXIT	Sold out
29	✓	Graf Indl CORP	—	NEW	New buy
30	✓	Schultze Spl Purp Acquisitio	—	NEW	New buy
31	CLVS 2.5 09-15-21	Clovis Oncology INC	—	NEW	New buy
32	AAPL	Apple INC	—	EXIT	Sold out
33	TSLA 0.25 03-01-19	Tesla INC	—	EXIT	Sold out
34	✓	Cm Seven Star Acquisition Co	—	EXIT	Sold out
35	✓	Matlin & Partners Acquisitio	—	EXIT	Sold out
36	✓	Boxwood Merger CORP	—	NEW	New buy
37	✓	Vantage Energy Acquisition C	—	EXIT	Sold out
38	GPRO 3.5 04-15-22	Gopro INC	—	EXIT	Sold out
39	✓	Dd3 Acquisition CORP	—	NEW	New buy
40	✓	Cf Fin Acquisition CORP	—	NEW	New buy
41	REGI 2.75 06-15-19	Renewable Energy Group I	—	EXIT	Sold out
42	STLA	Stellantis N.V.	—	EXIT	Sold out
43	✓	Collier Creek Holdings	—	NEW	New buy
44	✓	Fintech Acquisition CORP Iii	—	NEW	New buy
45	✓	Amci Acquisition CORP	—	NEW	New buy
46	✓	Industrea Acquisition CORP	—	EXIT	Sold out
47	✓	Arya Sciences Acquisition Co	—	NEW	New buy
48	DISCAUSD	Discovery INC - A	—	EXIT	Sold out
49	NBR	Nabors Industries Ltd.	—	EXIT	Sold out
50	AYAEUR	Stars Group Inc/the	—	NEW	New buy