13F-HR filed by Castle Creek Arbitrage, LLC
Castle Creek Arbitrage, LLC filed this 13F-HR for the quarter ended 2019-09-30, filed 2019-11-04, with 88 holding rows worth $396,632,000.
- Accession
- 0001172661-19-002111
- Filer
- CIK 1326638
- Filed
- 2019-11-04
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2019
A holdings report, 88 entries on the cover page, a total value of $396,632,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $396,632,000 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 |
|---|---|---|---|---|---|---|
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 31,786,000 | $60,487,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 19,800,000 | $41,300,000 | thousands by filing date | principal |
| CYPRESS SEMICONDUCTOR CORP | 232806AM1 | NOTE 4.500% 1/1 | 18,029,000 | $31,451,000 | thousands by filing date | principal |
| CAESARS ENTMT CORP | 127686AA1 | NOTE | 14,000,000 | $23,804,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 10,734,000 | $12,253,000 | thousands by filing date | principal |
| SERVICENOW INC | 81762PAC6 | NOTE 6/0 | 5,765,000 | $11,072,000 | thousands by filing date | principal |
| B RILEY PRINCIPAL MERGER COR | 05586Y205 | UNIT 99/99/9999 | 1,060,000 | $10,706,000 | thousands by filing date | |
| NETFIN ACQUISITION CORP | G6455A123 | UNIT 08/01/2024 | 1,015,000 | $10,231,000 | thousands by filing date | |
| TUSCAN HOLDINGS CORP | 90069K203 | UNIT 99/99/9999 | 877,904 | $9,385,000 | thousands by filing date | |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 1,897,000 | $8,162,000 | thousands by filing date | principal |
| RESTORATION HARDWARE HLDGS I | 761283AC4 | DBCV 7/1 | 5,012,000 | $7,443,000 | thousands by filing date | principal |
| VEONEER INC | 92336XAA7 | NOTE 4.000% 6/0 | 7,500,000 | $7,407,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 5,201,000 | $6,712,000 | thousands by filing date | principal |
| SPLUNK INC | 848637AC8 | NOTE 0.500% 9/1 | 6,000,000 | $6,451,000 | thousands by filing date | principal |
| SCHULTZE SPL PURP ACQUSTN CORP | 80821R208 | UNIT EX 123123 | 585,000 | $6,055,000 | thousands by filing date | |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 5,000,000 | $6,051,000 | thousands by filing date | principal |
| GRAF INDUSTRIAL CORP | 384278206 | COM | 573,000 | $5,902,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 6,208,000 | $5,688,000 | thousands by filing date | principal |
| REALPAGE INC | 75606NAB5 | NOTE | 3,537,000 | $5,592,000 | thousands by filing date | principal |
| SILVER SPIKE ACQUISITION COR | G8136L122 | UNIT 99/99/9999 | 500,000 | $5,038,000 | thousands by filing date | |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 5,149,000 | $4,762,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 5,504,000 | $4,735,000 | thousands by filing date | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 5,000,000 | $4,693,000 | thousands by filing date | principal |
| INSULET CORP | U45793AA1 | DEBT 0.375% 9/0 | 4,500,000 | $4,564,000 | thousands by filing date | principal |
| HENNESSY CAP ACQUSTION CORP | 42589C203 | UNIT 99/99/9999 | 400,000 | $4,220,000 | thousands by filing date | |
| TKK SYMPHONY ACQUISITION COR | G88950111 | UNIT 08/15/2023 | 400,000 | $4,136,000 | thousands by filing date | |
| MANDIANT INC | 31816QAF8 | NOTE 0.875% 6/0 | 4,254,000 | $4,005,000 | thousands by filing date | principal |
| DEXCOM INC | 252131AF4 | NOTE 0.750% 5/1 | 2,500,000 | $3,972,000 | thousands by filing date | principal |
| Texas Instruments Incorporated | 882508104 | COM | 30,000 | $3,877,000 | thousands by filing date | put |
| TUSCAN HLDGS CORP II | 90070A202 | UNIT 04/01/2026 | 385,000 | $3,869,000 | thousands by filing date | |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 3,583,000 | $3,372,000 | thousands by filing date | principal |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 75,500 | $3,328,000 | thousands by filing date | put |
| BOXWOOD MERGER CORP | 10319T200 | UNIT 11/26/2025 | 300,000 | $3,216,000 | thousands by filing date | |
| COLONY STARWOOD HOMES | 19625XAB8 | NOTE 3.500% 1/1 | 2,402,000 | $3,203,000 | thousands by filing date | principal |
| ENVESTNET INC | 29404KAB2 | BOND | 2,836,000 | $3,066,000 | thousands by filing date | principal |
| GIGCAPITAL2 INC | 375036209 | UNIT 02/28/2026 | 296,500 | $3,054,000 | thousands by filing date | |
| TRINITY MERGER CORP | 89653L205 | UNIT 05/11/2025 | 231,641 | $2,706,000 | thousands by filing date | |
| MONOCLE ACQUISITION CORP | 609754205 | UNIT 99/99/9999 | 250,000 | $2,610,000 | thousands by filing date | |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 4,035,000 | $2,463,000 | thousands by filing date | principal |
| LF CAP ACQUISITION CORP | 50200K207 | UNIT 06/19/2025 | 228,346 | $2,414,000 | thousands by filing date | |
| SWITCHBACK ENERGY ACQUISTN C | 87105M201 | UNIT 99/99/9999 | 233,000 | $2,330,000 | thousands by filing date | |
| AVANTOR INC | 05352A209 | 6.25 PFD CNV SR | 40,000 | $2,137,000 | thousands by filing date | |
| TEVA PHARMACEUTICAL INDS LTD SPONSORED ADS | 881624209 | ADR | 300,000 | $2,064,000 | thousands by filing date | call |
| CF FIN ACQUISITION CORP | 12528N206 | UNIT 04/30/2025 | 190,000 | $2,008,000 | thousands by filing date | |
| DD3 ACQUISITION CORP | G2692M129 | UNIT 10/12/2023 | 193,000 | $2,003,000 | thousands by filing date | |
| NABORS INDS INC | 62957HAB1 | BOND | 3,000,000 | $1,934,000 | thousands by filing date | principal |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 2,310,000 | $1,815,000 | thousands by filing date | principal |
| RENEWABLE ENERGY GROUP INC | 75972AAC7 | BOND | 1,175,000 | $1,770,000 | thousands by filing date | principal |
| FORUM MERGER II CORP | 34986F202 | UNIT 09/30/2025 | 161,500 | $1,728,000 | thousands by filing date | |
| MUDRICK CAP ACQUISITION CORP | 624745204 | UNIT 02/01/2023 | 156,815 | $1,701,000 | thousands by filing date | |
| TRINITY MERGER CORP | 89653L106 | COM CL A | 150,000 | $1,565,000 | thousands by filing date | |
| TIBERIUS ACQUISITION CORP | 88633A206 | UNIT 02/28/2021 | 143,200 | $1,544,000 | thousands by filing date | |
| TESLA INC | 88160RAG6 | NOTE 2.000% 5/1 | 1,500,000 | $1,527,000 | thousands by filing date | principal |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 1,432,000 | $1,456,000 | thousands by filing date | principal |
| FINTECH ACQUISITION CORP III | 31811A309 | UNIT 12/01/2023 | 120,000 | $1,282,000 | thousands by filing date | |
| COLLIER CREEK HOLDINGS | G22707122 | UNIT 99/99/9999 | 120,000 | $1,281,000 | thousands by filing date | |
| CLOVIS ONCOLOGY INC | 189464AC4 | NOTE 1.250% 5/0 | 3,000,000 | $1,270,000 | thousands by filing date | principal |
| PURE ACQUISITION CORP | 74621Q106 | CL A | 123,456 | $1,265,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J114 | WTS | 737,089 | $1,264,000 | thousands by filing date | |
| AMCI ACQUISITION CORP | 00165R200 | UNIT 01/07/2019 | 120,000 | $1,241,000 | thousands by filing date | |
| CRESCENT ACQUISITION CORP | 22564L204 | UNIT 99/99/9999 | 104,900 | $1,066,000 | thousands by filing date | |
| NEW PROVIDENCE ACQUISITION | 64822P205 | UNIT 09/01/2024 | 100,000 | $1,009,000 | thousands by filing date | |
| SC HEALTH CORP | G78516302 | UNIT 99/99/9999 | 95,000 | $983,000 | thousands by filing date | |
| ISHARES TR | 464287739 | U.S. REAL ES ETF | 10,000 | $935,000 | thousands by filing date | put |
| DERMIRA INC | 24983LAB0 | NOTE 3.000% 5/1 | 1,006,000 | $843,000 | thousands by filing date | principal |
| TRINE ACQUISITION CORP | 89628U207 | UNIT 03/31/2021 | 59,000 | $610,000 | thousands by filing date | |
| SPLUNK INC | 848637AD6 | BOND | 500,000 | $548,000 | thousands by filing date | principal |
| ARYA SCIENCES ACQUISITION CO | G3165V117 | UNIT 10/04/2023 | 50,000 | $547,000 | thousands by filing date | |
| RMG ACQUISITION CORP | 749641205 | UNIT 99/99/9999 | 50,000 | $505,000 | thousands by filing date | |
| TORTOISE ACQUISITION CORP | 89154L209 | UNIT 03/04/2024 | 50,000 | $504,000 | thousands by filing date | |
| OAKTREE ACQUISITION CORP | G67145121 | UNIT 99/99/9999 | 45,000 | $457,000 | thousands by filing date | |
| CLARIVATE ANALYTICS PLC | G21810117 | *W EXP 05/13/202 | 75,000 | $442,000 | thousands by filing date | |
| THE STARS GROUP INC | 85570W100 | COMMON STOCK-FO | 18,000 | $270,000 | thousands by filing date | |
| GORES METROPOULOS INC | 382872208 | UNIT 99/99/9999 | 25,000 | $265,000 | thousands by filing date | |
| VECTOIQ ACQUISITION CORP | 92243N111 | *W EXP 05/11/202 | 319,050 | $160,000 | thousands by filing date | |
| PURE ACQUISITION CORP | 74621Q114 | *W EXP 04/17/202 | 136,728 | $141,000 | thousands by filing date | |
| AKAZOO SA | L0164E116 | *W EXP 09/11/202 | 171,462 | $132,000 | thousands by filing date | |
| GORDON POINTE ACQUISITION CO | 382788115 | *W EXP 07/30/202 | 358,250 | $110,000 | thousands by filing date | |
| HEXO CORP | 428304109 | COM | 25,000 | $99,000 | thousands by filing date | call |
| TRINITY MERGER CORP | 89653L114 | *W EXP 05/11/202 | 56,271 | $71,000 | thousands by filing date | |
| LEISURE ACQUISITION CORP | 52539T115 | *W EXP 12/05/201 | 89,881 | $67,000 | thousands by filing date | |
| TWELVE SEAS INVESTMENT COMPA | G9145A131 | RIGHT 12/22/2019 | 169,470 | $59,000 | thousands by filing date | |
| Brooge Holdings ltd | G9145A115 | *W EXP 12/20/202 | 169,470 | $51,000 | thousands by filing date | |
| KAIXIN AUTO HLDGS | G5223X100 | CMN | 20,476 | $37,000 | thousands by filing date | |
| FALCON MINERALS CORP | 30607B208 | *W EXP 07/21/202 | 91,380 | $32,000 | thousands by filing date | |
| ROSEHILL RES INC | 777385113 | *W EXP 04/27/202 | 150,271 | $23,000 | thousands by filing date | |
| NATIONAL ENERGY SERVICES REU | G6375R115 | *W EXP 06/06/202 | 51,819 | $19,000 | thousands by filing date | |
| ESTRE AMBIENTAL INC WT EXP 122 | G3206V118 | WT | 311,850 | $7,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001172661-19-002111 | this filing | 2019-11-04 | acceptance time not in the bulk data set |