Castle Creek Arbitrage, LLC — Q3 2020 13F Holdings

Name: Castle Creek Arbitrage, LLC — 13F Holdings, Q3 2020
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	TSLA 2.375 03-15-22	Tesla INC	Stock-Consumer Disc	20.04%	—	+29.19%
2	TWLO 0.25 06-01-23	Twilio INC	Stock-Tech	9.64%	—	+38.33%
3	XYZ 0.375 03-01-22	Block INC	Stock-Financials	8.68%	—	—
4	MELI 2 08-15-28	Mercadolibre INC	Stock-Consumer Disc	7.18%	—	—
5	TER 1.25 12-15-23	Teradyne INC	Stock-Tech	4.60%	—	—
6	XYZ 0.5 05-15-23	Block INC	Stock-Financials	4.04%	—	+144.00%
7	CHGG 0.125 03-15-25	Chegg INC	Stock-Consumer Staples	2.41%	—	—
8	✓	Burgundy Technology Acqu Cor	Stock-Other	2.14%	—	—
9	✓	E Merge Technology Acquisiti	Stock-Other	1.50%	—	—
10	✓	Ascendant Digital Acquisitio	Stock-Other	1.33%	—	—
11	✓	Tailwind Acquisition CORP	Stock-Other	1.23%	—	—
12	SAVE 4.75 05-15-25	Spirit Airlines INC	Stock-Other	1.20%	—	—
13	✓	Ace Convergence Acqu CORP	Stock-Other	1.12%	—	—
14	NUAN 1 12-15-35	Nuance Communications	Stock-Other	1.11%	—	—
15	PODD 1.375 11-15-24	Insulet Corporation	Stock-Healthcare	0.88%	—	—
16	✓	Lionheart Acquisition Corp II	Stock-Other	0.85%	—	—
17	✓	Rmg Acquisition CORP	Stock-Other	0.85%	—	+5.23%
18	✓	Tuscan Hldgs CORP Ii	Stock-Other	0.83%	—	+178.28%
19	✓	Cc Neuberger Prin Hldgs Ii	Stock-Other	0.82%	—	—
20	✓	Interprivate Acquisition Cor	Stock-Other	0.80%	—	—
21	TSLA 2 05-15-24	Tesla INC	Stock-Consumer Disc	0.80%	—	—
22	AAL 6.5 07-01-25	American Airlines Group	Stock-Industrials	0.78%	—	-50.00%
23	GOSS 5 06-01-27	Gossamer Bio INC	Stock-Other	0.77%	—	—
24	APLS 3.5 09-15-26	Apellis Pharmaceuticals	Stock-Other	0.75%	—	—
25	✓	Netfin Acquisition CORP	Stock-Other	0.70%	—	-49.12%
26	✓	Merida Merger CORP I	Stock-Other	0.69%	—	+30.21%
27	AACBU	Artius II Acquisition Inc.	Stock-Other	0.66%	—	—
28	✓	Cohn Robbins Holdings Corp	Stock-Other	0.66%	—	—
29	CCAP	Crescent Capital BDC, Inc.	Stock-Other	0.62%	—	+98.78%
30	WMGI 2.25 11-15-21	Wright Medical Group NV	Stock-Other	0.61%	—	—
31	THCBEUR	Microvast Holdings INC	Stock-Other	0.60%	—	+64.45%
32	✓	Cm Life Sciences INC	Stock-Other	0.60%	—	—
33	MCHP 2.25 02-15-37	Microchip Technology INC	Stock-Tech	0.60%	—	—
34	SAQNEUR	Software Acquisition Group-a	Stock-Other	0.57%	—	+201.93%
35	✓	Longview Acquisition CORP	Stock-Other	0.53%	—	—
36	ROCH	Purecycle Technologies Holdi	Stock-Other	0.53%	—	—
37	QTWO 0.75 06-01-26	Q2 Holdings INC	Stock-Tech	0.52%	—	+83.33%
38	VNE 4 06-01-24	Veoneer INC	Stock-Other	0.45%	—	-33.33%
39	✓	Sustainable Opportnts Acq Co	Stock-Other	0.45%	—	—
40	REGI 4 06-15-36	Renewable Energy Group I	Stock-Other	0.45%	—	—
41	INVH 3.5 01-15-22	Ih Merger Sub LLC	Stock-Real Estate	0.45%	—	-60.94%
42	✓	Software Acquisitn Grup INC	Stock-Other	0.44%	—	—
43	✓	Bowx Acquisition CORP	Stock-Other	0.43%	—	—
44	RH 0 06-15-23	Rh	Stock-Consumer Disc	0.41%	—	+4.00%
45	✓	Forum Merger Iii CORP	Stock-Other	0.40%	—	—
46	RP 1.5 11-15-22	Realpage INC	Stock-Other	0.40%	—	—
47	✓	Fast Acquisition CORP	Stock-Other	0.40%	—	—
48	AKAM 0.125 05-01-25	Akamai Technologies INC	Stock-Tech	0.40%	—	—
49	MNCL	Monocle Acquisition CORP	Stock-Other	0.39%	—	-56.18%
50	✓	Silver Spike Acquisition Cor	Stock-Other	0.39%	—	—

1–50 of 185

Holding changes this quarter

Position changes disclosed by Castle Creek Arbitrage, LLC for the quarter ending Q3 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	TSLA 2.375 03-15-22	Tesla INC	+11.3%	+29.19%	Add
2	XYZ 0.5 05-15-23	Block INC	+2.8%	+144.00%	Add
3	TWLO 0.25 06-01-23	Twilio INC	+2.8%	+38.33%	Add
4	XYZ 0.375 03-01-22	Block INC	+2.5%	—	Unchanged
5	✓	Tuscan Hldgs CORP Ii	+0.5%	+178.28%	Add
6	MELI 2 08-15-28	Mercadolibre INC	0%	—	Unchanged
7	GILD	Gilead Sciences INC	-0.5%	-67.40%	Trim
8	MNCL	Monocle Acquisition CORP	-0.6%	-56.18%	Trim
9	INVH 3.5 01-15-22	Ih Merger Sub LLC	-0.8%	-60.94%	Trim
10	✓	Netfin Acquisition CORP	-0.9%	-49.12%	Trim
11	AAL 6.5 07-01-25	American Airlines Group	-1%	-50.00%	Trim
12	✓	Spartan Energy Acquisiton Co	-1.5%	-99.38%	Trim
13	NOW 0 06-01-22	Servicenow INC	—	EXIT	Sold out
14	CHGG 0.125 03-15-25	Chegg INC	—	NEW	New buy
15	RH 0 07-15-20	Rh	—	EXIT	Sold out
16	✓	Burgundy Technology Acqu Cor	—	NEW	New buy
17	GMED 2.25 03-15-21	Nuvasive INC	—	EXIT	Sold out
18	✓	E Merge Technology Acquisiti	—	NEW	New buy
19	✓	Ascendant Digital Acquisitio	—	NEW	New buy
20	BKNG 0.9 09-15-21	Booking Holdings INC	—	EXIT	Sold out
21	✓	Tailwind Acquisition CORP	—	NEW	New buy
22	✓	Ace Convergence Acqu CORP	—	NEW	New buy
23	NUAN 1 12-15-35	Nuance Communications	—	NEW	New buy
24	✓	Cf Fin Acquisition CORP	—	EXIT	Sold out
25	✓	Lf Cap Acquisition CORP	—	EXIT	Sold out
26	✓	Lionheart Acquisition Corp II	—	NEW	New buy
27	✓	Cc Neuberger Prin Hldgs Ii	—	NEW	New buy
28	✓	Interprivate Acquisition Cor	—	NEW	New buy
29	DXCM 0.75 05-15-22	Dexcom INC	—	EXIT	Sold out
30	APLS 3.5 09-15-26	Apellis Pharmaceuticals	—	NEW	New buy
31	✓	Tuscan Holdings CORP	—	EXIT	Sold out
32	ON 1 12-01-20	On Semiconductor CORP	—	EXIT	Sold out
33	Z 2.75 05-15-25	Zillow Group INC	—	EXIT	Sold out
34	SPLK 0.5 09-15-23	Splunk INC	—	EXIT	Sold out
35	AACBU	Artius II Acquisition Inc.	—	NEW	New buy
36	✓	Cohn Robbins Holdings Corp	—	NEW	New buy
37	✓	Cm Life Sciences INC	—	NEW	New buy
38	✓	Tuscan Hldgs CORP Ii	—	EXIT	Sold out
39	KPTI 3 10-15-25	Karyopharm Therapeutics	—	EXIT	Sold out
40	✓	Longview Acquisition CORP	—	NEW	New buy
41	ROCH	Purecycle Technologies Holdi	—	NEW	New buy
42	✓	Roth Ch Acquisition I Co	—	EXIT	Sold out
43	DISH 3.375 08-15-26	Dish Network CORP	—	EXIT	Sold out
44	✓	Software Acquisition Group I	—	EXIT	Sold out
45	✓	Landcadia Hldgs Ii INC	—	EXIT	Sold out
46	✓	Longview Acquisition CORP	—	EXIT	Sold out
47	✓	Sustainable Opportnts Acq Co	—	NEW	New buy
48	✓	Sustainable Opportnts Acq Co	—	EXIT	Sold out
49	✓	Software Acquisitn Grup INC	—	NEW	New buy
50	✓	Bowx Acquisition CORP	—	NEW	New buy