13F-HR filed by Castle Creek Arbitrage, LLC
Castle Creek Arbitrage, LLC filed this 13F-HR for the quarter ended 2018-12-31, filed 2019-01-24, with 71 holding rows worth $290,443,000.
- Accession
- 0001172661-19-000236
- Filer
- CIK 1326638
- Filed
- 2019-01-24
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q4 2018
A holdings report, 71 entries on the cover page, a total value of $290,443,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $290,443,000 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 | 23,652,000 | $74,947,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 31,786,000 | $44,857,000 | thousands by filing date | principal |
| TESARO INC | 881569AA5 | NOTE 3.00010/0 | 7,398,000 | $16,119,000 | thousands by filing date | principal |
| Tesla Motors, Inc | 88160R101 | COM | 45,500 | $15,142,000 | thousands by filing date | put |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 9,454,000 | $10,560,000 | thousands by filing date | principal |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 6,049,000 | $6,232,000 | thousands by filing date | principal |
| RESTORATION HARDWARE HLDGS I | 761283AC4 | DBCV 7/1 | 5,012,000 | $5,840,000 | thousands by filing date | principal |
| GRAF INDUSTRIAL CORP | 384278206 | COM | 573,000 | $5,730,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 5,201,000 | $5,114,000 | thousands by filing date | principal |
| SCHULTZE SPL PURP ACQUSTN CORP | 80821R208 | UNIT EX 123123 | 495,000 | $4,925,000 | thousands by filing date | |
| TKK SYMPHONY ACQUISITION COR | G88950111 | UNIT 08/15/2023 | 475,000 | $4,776,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 6,208,000 | $4,760,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AB6 | NOTE 2.500% 9/1 | 5,500,000 | $4,641,000 | thousands by filing date | principal |
| REALPAGE INC | 75606NAB5 | NOTE | 3,537,000 | $4,575,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 4,504,000 | $4,161,000 | thousands by filing date | principal |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 4,245,000 | $4,126,000 | thousands by filing date | principal |
| TRINITY MERGER CORP | 89653L205 | UNIT 05/11/2025 | 381,641 | $3,939,000 | thousands by filing date | |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 3,583,000 | $3,867,000 | thousands by filing date | principal |
| GORDON POINTE ACQUISITION CO | 382788206 | UNIT 01/18/2023 | 358,250 | $3,710,000 | thousands by filing date | |
| VECTOIQ ACQUISITION CORP | 92243N202 | UNIT 05/11/2023 | 319,050 | $3,216,000 | thousands by filing date | |
| BOXWOOD MERGER CORP | 10319T200 | UNIT 11/26/2025 | 300,000 | $2,979,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972AAC7 | BOND | 1,175,000 | $2,881,000 | thousands by filing date | principal |
| PURE ACQUISITION CORP | 74621Q205 | UNIT 04/13/2023 | 273,456 | $2,844,000 | thousands by filing date | |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 4,035,000 | $2,774,000 | thousands by filing date | principal |
| Netflix, Inc | 64110L106 | COM | 10,000 | $2,677,000 | thousands by filing date | put |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 2,291,000 | $2,577,000 | thousands by filing date | principal |
| COLONY STARWOOD HOMES | 19625XAB8 | NOTE 3.500% 1/1 | 2,402,000 | $2,468,000 | thousands by filing date | principal |
| RESTORATION HARDWARE HLDGS I | 761283AD2 | NOTE 6/1 | 2,150,000 | $2,410,000 | thousands by filing date | principal |
| LF CAP ACQUISITION CORP | 50200K207 | UNIT 06/19/2025 | 228,346 | $2,313,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 2,178,000 | $2,048,000 | thousands by filing date | principal |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 2,310,000 | $1,937,000 | thousands by filing date | principal |
| DD3 ACQUISITION CORP | G2692M129 | UNIT 10/12/2023 | 193,000 | $1,927,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 3,000,000 | $1,902,000 | thousands by filing date | principal |
| CF FIN ACQUISITION CORP | 12528N206 | UNIT 04/30/2025 | 190,000 | $1,900,000 | thousands by filing date | |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 2,157,000 | $1,860,000 | thousands by filing date | principal |
| LEISURE ACQUISITION CORP | 52539T206 | UNIT 99/99/9999 | 179,762 | $1,821,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 1,432,000 | $1,739,000 | thousands by filing date | principal |
| TWELVE SEAS INVESTMENT COMPA | G9145A123 | UNIT 06/21/2023 | 169,470 | $1,738,000 | thousands by filing date | |
| FORUM MERGER II CORP | 34986F202 | UNIT 09/30/2025 | 161,500 | $1,633,000 | thousands by filing date | |
| MUDRICK CAP ACQUISITION CORP | 624745204 | UNIT 02/01/2023 | 156,815 | $1,615,000 | thousands by filing date | |
| CHURCHILL CAP CORP | 17142R202 | UNIT 99/99/9999 | 150,000 | $1,509,000 | thousands by filing date | |
| TIBERIUS ACQUISITION CORP | 88633A206 | UNIT 02/28/2021 | 143,200 | $1,462,000 | thousands by filing date | |
| COLLIER CREEK HOLDINGS | G22707122 | UNIT 99/99/9999 | 120,000 | $1,205,000 | thousands by filing date | |
| FINTECH ACQUISITION CORP III | 31811A309 | UNIT 12/01/2023 | 120,000 | $1,200,000 | thousands by filing date | |
| AMCI ACQUISITION CORP | 00165R200 | UNIT 01/07/2019 | 120,000 | $1,194,000 | thousands by filing date | |
| THUNDER BRIDGE ACQUISITION L | G8857R118 | UNIT 01/01/2025 | 100,670 | $1,025,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 7,000 | $935,000 | thousands by filing date | |
| NVIDIA Corp | 67066G104 | COM | 7,000 | $935,000 | thousands by filing date | put |
| NOVAVAX INC | 670002AB0 | NOTE 3.750% 2/0 | 1,514,000 | $924,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 904,000 | $878,000 | thousands by filing date | principal |
| DERMIRA INC | 24983LAB0 | NOTE 3.000% 5/1 | 1,006,000 | $773,000 | thousands by filing date | principal |
| HOSTESS BRANDS INC | 44109J114 | WTS | 745,489 | $690,000 | thousands by filing date | |
| ARYA SCIENCES ACQUISITION CO | G3165V117 | UNIT 10/04/2023 | 50,000 | $516,000 | thousands by filing date | |
| THE STARS GROUP INC | 85570W100 | COMMON STOCK-FO | 18,000 | $297,000 | thousands by filing date | |
| MEGALITH FINL ACQUISITION CO | 58518F208 | UNIT 09/30/2025 | 24,000 | $241,000 | thousands by filing date | |
| INVESCO MORTGAGE CAPITAL INC | 46131B100 | COM | 15,000 | $217,000 | thousands by filing date | put |
| AMC ENTMT HLDGS INC | 00165C104 | CL A COM | 17,320 | $213,000 | thousands by filing date | |
| CONCRETE PUMPING HLDGS INC | 206704116 | *W EXP 08/01/202 | 173,521 | $134,000 | thousands by filing date | |
| BLACK RIDGE ACQUISITION CORP | 09216T115 | *W EXP 07/10/202 | 433,300 | $134,000 | thousands by filing date | |
| BLACK RIDGE ACQUISITION CORP | 09216T123 | RIGHT 07/10/2019 | 433,300 | $123,000 | thousands by filing date | |
| U S WELL SVCS INC | 91274U119 | *W EXP 03/15/202 | 184,370 | $109,000 | thousands by filing date | |
| MODERN MEDIA ACQUISITION | 60765P129 | RIGHT 99/99/9999 | 373,939 | $82,000 | thousands by filing date | |
| CM SEVEN STAR ACQUISITION CO | G2345N136 | RIGHT 08/21/2022 | 207,761 | $79,000 | thousands by filing date | |
| FALCON MINERALS CORP | 30607B208 | *W EXP 07/21/202 | 96,899 | $58,000 | thousands by filing date | |
| NATIONAL ENERGY SERVICES REU | G6375R115 | *W EXP 06/06/202 | 51,819 | $57,000 | thousands by filing date | |
| ROSEHILL RES INC | 777385113 | *W EXP 04/27/202 | 150,271 | $51,000 | thousands by filing date | |
| MODERN MEDIA ACQUISITION | 60765P111 | *W EXP 05/17/202 | 171,462 | $43,000 | thousands by filing date | |
| VANTAGE ENERGY ACQUISITION | 92211L113 | *W EXP 04/12/202 | 74,864 | $35,000 | thousands by filing date | |
| CM SEVEN STAR ACQUISITION CO | G2345N110 | *W EXP 08/21/202 | 103,880 | $23,000 | thousands by filing date | |
| ESTRE AMBIENTAL INC WT EXP 122 | G3206V118 | WT | 311,850 | $21,000 | thousands by filing date | |
| ORGANOGENESIS HLDGS INC | 68621F110 | *W EXP 10/07/202 | 265,916 | $0 | thousands by filing date | Value filed as zero, left out of ratios. |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-19-000236 | this filing | 2019-01-24 | acceptance time not in the bulk data set |