13F-HR filed by Castle Creek Arbitrage, LLC
Castle Creek Arbitrage, LLC filed this 13F-HR for the quarter ended 2018-09-30, filed 2018-10-22, with 74 holding rows worth $420,609,000.
- Accession
- 0001172661-18-001874
- Filer
- CIK 1326638
- Filed
- 2018-10-22
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2018
A holdings report, 74 entries on the cover page, a total value of $420,609,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $420,609,000 with VALUE read as thousands by filing date, 13F file number 028-11853. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 29,312,000 | $132,486,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 43,822,000 | $66,417,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 9,464,000 | $15,037,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 13,000,000 | $13,015,000 | thousands by filing date | principal |
| Tesla Motors, Inc | 88160R101 | COM | 45,500 | $12,047,000 | thousands by filing date | put |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 9,454,000 | $11,817,000 | thousands by filing date | principal |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 9,166,000 | $10,888,000 | thousands by filing date | principal |
| CIENA CORP | 171779AJ0 | NOTE 3.750%10/1 | 7,000,000 | $10,841,000 | thousands by filing date | principal |
| TESARO INC | 881569AA5 | NOTE 3.00010/0 | 7,398,000 | $9,865,000 | thousands by filing date | principal |
| REALPAGE INC | 75606NAB5 | NOTE | 5,000,000 | $8,173,000 | thousands by filing date | principal |
| RESTORATION HARDWARE HLDGS I | 761283AC4 | DBCV 7/1 | 5,012,000 | $6,195,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 5,201,000 | $5,492,000 | thousands by filing date | principal |
| TKK SYMPHONY ACQUISITION COR | G88950111 | UNIT 08/15/2023 | 475,000 | $4,798,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 6,208,000 | $4,774,000 | thousands by filing date | principal |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 4,035,000 | $4,761,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 4,504,000 | $4,545,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 20,000 | $4,515,000 | thousands by filing date | put |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 4,245,000 | $4,194,000 | thousands by filing date | principal |
| TRINITY MERGER CORP | 89653L205 | UNIT 05/11/2025 | 381,641 | $3,918,000 | thousands by filing date | |
| COLONY STARWOOD HOMES | 19625XAB8 | NOTE 3.500% 1/1 | 3,500,000 | $3,863,000 | thousands by filing date | principal |
| GORDON POINTE ACQUISITION CO | 382788206 | UNIT 01/18/2023 | 358,250 | $3,762,000 | thousands by filing date | |
| Netflix, Inc | 64110L106 | COM | 10,000 | $3,741,000 | thousands by filing date | put |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 3,583,000 | $3,652,000 | thousands by filing date | principal |
| RESTORATION HARDWARE HLDGS I | 761283AD2 | NOTE 6/1 | 3,000,000 | $3,627,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 3,644,000 | $3,619,000 | thousands by filing date | principal |
| CM SEVEN STAR ACQUISITION CO | G2345N128 | UNIT 08/21/2022 | 299,800 | $3,260,000 | thousands by filing date | |
| VECTOIQ ACQUISITION CORP | 92243N202 | UNIT 05/11/2023 | 319,050 | $3,246,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972AAC7 | BOND | 1,175,000 | $3,211,000 | thousands by filing date | principal |
| LF CAP ACQUISITION CORP | 50200K207 | UNIT 06/19/2025 | 314,000 | $3,178,000 | thousands by filing date | |
| MODEL PERFORMANCE ACQUISIT-A | 57682V106 | Common | 299,800 | $3,001,000 | thousands by filing date | |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 2,750,000 | $2,959,000 | thousands by filing date | principal |
| VANTAGE ENERGY ACQUISITION | 92211L204 | UNIT 04/12/2024 | 281,638 | $2,943,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 2,178,000 | $2,834,000 | thousands by filing date | principal |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 3,000,000 | $2,834,000 | thousands by filing date | principal |
| PURE ACQUISITION CORP | 74621Q205 | UNIT 04/13/2023 | 273,456 | $2,830,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 10,000 | $2,810,000 | thousands by filing date | put |
| GOPRO INC | 38268TAB9 | NOTE 3.500% 4/1 | 2,500,000 | $2,438,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 2,291,000 | $2,199,000 | thousands by filing date | principal |
| LEISURE ACQUISITION CORP | 52539T206 | UNIT 99/99/9999 | 201,764 | $2,054,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 2,310,000 | $1,963,000 | thousands by filing date | principal |
| TWELVE SEAS INVESTMENT COMPA | G9145A123 | UNIT 06/21/2023 | 169,470 | $1,747,000 | thousands by filing date | |
| MUDRICK CAP ACQUISITION CORP | 624745204 | UNIT 02/01/2023 | 166,005 | $1,708,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J114 | WTS | 1,578,655 | $1,665,000 | thousands by filing date | |
| FORUM MERGER II CORP | 34986F202 | UNIT 09/30/2025 | 161,500 | $1,633,000 | thousands by filing date | |
| CHURCHILL CAP CORP | 17142R202 | UNIT 99/99/9999 | 150,000 | $1,520,000 | thousands by filing date | |
| TIBERIUS ACQUISITION CORP | 88633A206 | UNIT 02/28/2021 | 145,000 | $1,483,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 1,432,000 | $1,464,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 1,500,000 | $1,454,000 | thousands by filing date | principal |
| RENEWABLE ENERGY GROUP INC | 75972AAA1 | NOTE 2.750 6/1 | 585,000 | $1,263,000 | thousands by filing date | principal |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 2,000,000 | $1,229,000 | thousands by filing date | principal |
| FIAT CHRYSLER AUTOMOBILES N | N31738102 | SHS | 70,000 | $1,226,000 | thousands by filing date | put |
| INDUSTREA ACQUISITION CORP | 45579J104 | CL A | 117,021 | $1,194,000 | thousands by filing date | |
| THUNDER BRIDGE ACQUISITION L | G8857R118 | UNIT 01/01/2025 | 100,670 | $1,023,000 | thousands by filing date | |
| DERMIRA INC | 24983LAB0 | NOTE 3.000% 5/1 | 1,006,000 | $838,000 | thousands by filing date | principal |
| DISCOVERY INC | 25470F104 | COM SER A | 9,896 | $317,000 | thousands by filing date | |
| BLACK RIDGE ACQUISITION CORP | 09216T115 | *W EXP 07/10/202 | 700,000 | $308,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 49,700 | $306,000 | thousands by filing date | |
| AMC ENTMT HLDGS INC | 00165C104 | CL A COM | 14,320 | $294,000 | thousands by filing date | |
| MEGALITH FINL ACQUISITION CO | 58518F208 | UNIT 09/30/2025 | 25,000 | $252,000 | thousands by filing date | |
| FALCON MINERALS CORP | 30607B208 | *W EXP 07/21/202 | 129,999 | $221,000 | thousands by filing date | |
| MATLIN & PARTNERS ACQUISITIO | 57682V114 | *W EXP 05/28/202 | 265,100 | $199,000 | thousands by filing date | |
| MODERN MEDIA ACQUISITION | 60765P129 | RIGHT 99/99/9999 | 447,200 | $195,000 | thousands by filing date | |
| AKORN INC | 009728106 | COM | 14,000 | $182,000 | thousands by filing date | call |
| INDUSTREA ACQUISITION CORP | 45579J112 | *W EXP 08/01/202 | 173,521 | $171,000 | thousands by filing date | |
| ROSEHILL RES INC | 777385113 | *W EXP 04/27/202 | 154,900 | $171,000 | thousands by filing date | |
| BLACK RIDGE ACQUISITION CORP | 09216T123 | RIGHT 07/10/2019 | 433,300 | $160,000 | thousands by filing date | |
| ESTRE AMBIENTAL INC WT EXP 122 | G3206V118 | WT | 450,000 | $140,000 | thousands by filing date | |
| MODERN MEDIA ACQUISITION | 60765P111 | *W EXP 05/17/202 | 199,999 | $115,000 | thousands by filing date | |
| MAGNOLIA OIL & GAS CORP | 559663117 | *W EXP 07/31/202 | 21,960 | $102,000 | thousands by filing date | |
| NATIONAL ENERGY SERVICES REU | G6375R115 | *W EXP 06/06/202 | 51,819 | $98,000 | thousands by filing date | |
| AVISTA HEALTHCARE PUB ACQ CO | G0726L117 | *W EXP 10/07/202 | 362,797 | $55,000 | thousands by filing date | |
| GORES HLDGS II INC | 382867117 | *W EXP 01/13/202 | 20,715 | $44,000 | thousands by filing date | |
| BARINGTON HILCO ACQUISITION | 06759V119 | RIGHT 08/11/2017 | 121,896 | $20,000 | thousands by filing date | |
| BARINGTON HILCO ACQUISITION | 06759V127 | *W EXP 02/11/202 | 168,689 | $10,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-18-001874 | this filing | 2018-10-22 | acceptance time not in the bulk data set |