Castle Creek Arbitrage, LLC — Q4 2019 13F Holdings

Name: Castle Creek Arbitrage, LLC — 13F Holdings, Q4 2019
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	MCHP 1.625 02-15-25	Microchip Technology INC	Stock-Tech	15.70%	—	—
2	WDAY 1.5 07-15-20	Workday INC	Stock-Tech	9.17%	—	—
3	IFXGR 4.5 01-15-22	Cypress Semiconductor Co	Stock-Other	7.21%	—	—
4	CZR 5 10-01-24	Caesars Holdings INC	Stock-Consumer Disc	2.87%	—	-53.57%
5	NOW 0 06-01-22	Servicenow INC	Stock-Tech	2.80%	—	—
6	✓	B Riley Principal Merger Cor	Stock-Other	2.44%	—	—
7	✓	Netfin Acquisition CORP	Stock-Other	2.37%	—	—
8	MU 3.125 05-01-32 D	Micron Technology INC	Stock-Tech	2.35%	—	—
9	VNE 4 06-01-24	Veoneer INC	Stock-Other	2.12%	—	+20.00%
10	✓	Tuscan Holdings CORP	Stock-Other	2.12%	—	—
11	RH 0 07-15-20	Rh	Stock-Consumer Disc	2.08%	—	—
12	MDCO 2.75 07-15-23	Medicines Company	Stock-Other	2.00%	—	—
13	PODD 1.375 11-15-24	Insulet Corporation	Stock-Healthcare	1.97%	—	—
14	WMGI 2.25 11-15-21	Wright Medical Group NV	Stock-Other	1.83%	—	—
15	MCHP 2.25 02-15-37	Microchip Technology INC	Stock-Tech	1.74%	—	—
16	SPLK 0.5 09-15-23	Splunk INC	Stock-Other	1.66%	—	—
17	KPTI 3 10-15-25	Karyopharm Therapeutics	Stock-Other	1.64%	—	—
18	✓	Tuscan Hldgs CORP Ii	Stock-Other	1.61%	—	+81.04%
19	✓	Schultze Spl Purp Acquisitio	Stock-Other	1.41%	—	—
20	✓	Graf Indl CORP	Stock-Other	1.40%	—	—
21	✓	Software Acquisition Group I	Stock-Other	1.40%	—	—
22	✓	Merida Merger CORP I	Stock-Other	1.34%	—	—
23	ICPT 3.25 07-01-23	Intercept Pharmas	Stock-Other	1.28%	—	—
24	DXCM 0.75 05-15-22	Dexcom INC	Stock-Healthcare	1.28%	—	—
25	TBPH 3.25 11-01-23	Theravance Biopharma INC	Stock-Other	1.23%	—	—
26	RDUS 3 09-01-24	Radius Health INC	Stock-Other	1.21%	—	—
27	✓	Silver Spike Acquisition Cor	Stock-Other	1.17%	—	—
28	VSH 2.25 06-15-25	Vishay Intertechnology	Stock-Other	1.15%	—	—
29	RP 1.5 11-15-22	Realpage INC	Stock-Other	1.13%	—	—
30	✓	Alussa Energy Acquisition Co	Stock-Other	1.04%	—	—
31	✓	Hennessy Cap Acqustion CORP Iv	Stock-Other	0.99%	—	—
32	MNDT 0.875 06-01-24	Mandiant INC	Stock-Other	0.98%	—	—
33	✓	Galileo Acquisition CORP	Stock-Other	0.94%	—	—
34	✓	Osprey Technlgy Aquistion Co	Stock-Other	0.93%	—	—
35	✓	Liv Cap Acquisition CORP	Stock-Other	0.92%	—	—
36	INVA 2.125 01-15-23	Innoviva INC	Stock-Other	0.83%	—	—
37	INVH 3.5 01-15-22	Ih Merger Sub LLC	Stock-Real Estate	0.74%	—	—
38	GIX-U	Gigcapital2 INC	Stock-Other	0.71%	—	—
39	DFNS-U	Lgl Systems Acquisition CORP	Stock-Other	0.70%	—	—
40	✓	Boxwood Merger CORP	Stock-Other	0.70%	—	—
41	REGI 4 06-15-36	Renewable Energy Group I	Stock-Other	0.69%	—	—
42	TEVA	Teva Pharmaceutical-sp Adr	Stock-Healthcare	0.67%	—	—
43	TCOM 1.99 07-01-25	Trip.com Group LTD	Stock-Consumer Disc	0.60%	—	—
44	MNCL	Monocle Acquisition CORP	Stock-Other	0.58%	—	—
45	AVTR 6.25 05-15-22 A	Avantor INC	Stock-Healthcare	0.58%	—	—
46	PGEN 3.5 07-01-23	Precigen INC	Stock-Other	0.56%	—	—
47	✓	Lf Cap Acquisition CORP	Stock-Other	0.56%	—	—
48	SBE-U	Chargepoint Holdings INC	Stock-Other	0.54%	—	—
49	NBR 0.75 01-15-24	Nabors Industries INC	Stock-Other	0.52%	—	—
50	TSLA 2 05-15-24	Tesla INC	Stock-Consumer Disc	0.52%	—	—

1–50 of 94

Holding changes this quarter

Position changes disclosed by Castle Creek Arbitrage, LLC for the quarter ending Q4 2019, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	✓	Tuscan Hldgs CORP Ii	+0.6%	+81.04%	Add
2	MDCO 2.75 07-15-23	Medicines Company	+0.5%	—	Unchanged
3	MCHP 1.625 02-15-25	Microchip Technology INC	+0.5%	—	Unchanged
4	MU 3.125 05-01-32 D	Micron Technology INC	+0.3%	—	Unchanged
5	DXCM 0.75 05-15-22	Dexcom INC	+0.3%	—	Unchanged
6	VNE 4 06-01-24	Veoneer INC	+0.3%	+20.00%	Add
7	REGI 4 06-15-36	Renewable Energy Group I	+0.2%	—	Unchanged
8	RH 0 07-15-20	Rh	+0.2%	—	Unchanged
9	TEVA	Teva Pharmaceutical-sp Adr	+0.2%	—	Unchanged
10	TSLA 2 05-15-24	Tesla INC	+0.1%	—	Unchanged
11	CLVS 1.25 05-01-25	Clovis Oncology INC	+0.1%	—	Unchanged
12	TSLA 2.375 03-15-22	Tesla INC	+0.1%	—	Unchanged
13	ICPT 3.25 07-01-23	Intercept Pharmas	+0.1%	—	Unchanged
14	MCHP 2.25 02-15-37	Microchip Technology INC	+0.1%	—	Unchanged
15	SPLK 0.5 09-15-23	Splunk INC	0%	—	Unchanged
16	TBPH 3.25 11-01-23	Theravance Biopharma INC	0%	—	Unchanged
17	NOW 0 06-01-22	Servicenow INC	0%	—	Unchanged
18	RP 1.5 11-15-22	Realpage INC	-0.3%	—	Unchanged
19	WDAY 1.5 07-15-20	Workday INC	-1.2%	—	Unchanged
20	CZR 5 10-01-24	Caesars Holdings INC	-3.1%	-53.57%	Trim
21	IONS 1 11-15-21	Ionis Pharmaceuticals In	—	EXIT	Sold out
22	✓	B Riley Principal Merger Cor	—	EXIT	Sold out
23	✓	B Riley Principal Merger Cor	—	NEW	New buy
24	PODD 1.375 11-15-24	Insulet Corporation	—	NEW	New buy
25	WMGI 2.25 11-15-21	Wright Medical Group NV	—	NEW	New buy
26	KPTI 3 10-15-25	Karyopharm Therapeutics	—	NEW	New buy
27	✓	Software Acquisition Group I	—	NEW	New buy
28	✓	Merida Merger CORP I	—	NEW	New buy
29	✓	Insulet CORP	—	EXIT	Sold out
30	✓	Alussa Energy Acquisition Co	—	NEW	New buy
31	✓	TKK Symphony Acquisition Corp	—	EXIT	Sold out
32	✓	Galileo Acquisition CORP	—	NEW	New buy
33	✓	Osprey Technlgy Aquistion Co	—	NEW	New buy
34	✓	Liv Cap Acquisition CORP	—	NEW	New buy
35	TXN	Texas Instruments INC	—	EXIT	Sold out
36	XHB	Ss Spdr S&p Homebldrs ETF	—	EXIT	Sold out
37	✓	Boxwood Merger CORP	—	EXIT	Sold out
38	ENV 1.75 06-01-23	Envestnet INC	—	EXIT	Sold out
39	DFNS-U	Lgl Systems Acquisition CORP	—	NEW	New buy
40	✓	Boxwood Merger CORP	—	NEW	New buy
41	✓	Trinity Merger CORP	—	EXIT	Sold out
42	TCOM 1.99 07-01-25	Trip.com Group LTD	—	NEW	New buy
43	✓	Monocle Acquisition CORP	—	EXIT	Sold out
44	MNCL	Monocle Acquisition CORP	—	NEW	New buy
45	TMCX	Trinity Merger Corp-class A	—	EXIT	Sold out
46	✓	Tiberius Acquisition CORP	—	EXIT	Sold out
47	✓	Tiberius Acquisition CORP	—	NEW	New buy
48	✓	Pure Acquisition CORP	—	EXIT	Sold out
49	IYR	Ishares US Real Estate ETF	—	EXIT	Sold out
50	✓		—	NEW	New buy