13F-HR filed by Castle Creek Arbitrage, LLC
Castle Creek Arbitrage, LLC filed this 13F-HR for the quarter ended 2020-03-31, filed 2020-04-21, with 129 holding rows worth $623,955,000.
- Accession
- 0001326638-20-000004
- Filer
- CIK 1326638
- Filed
- 2020-04-21
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q1 2020
A holdings report, 129 entries on the cover page, a total value of $623,955,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $623,955,000 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 |
|---|---|---|---|---|---|---|
| SERVICENOW INC | 81762PAC6 | NOTE 6/0 | 27,045,000 | $57,869,000 | thousands by filing date | principal |
| CYPRESS SEMICONDUCTOR CORP | 232806AM1 | NOTE 4.500% 1/1 | 26,029,000 | $44,916,000 | thousands by filing date | principal |
| TERADYNE INC | 880770AG7 | NOTE | 23,500,000 | $42,107,000 | thousands by filing date | principal |
| SQUARE INC | 852234AB9 | NOTE 0.375% 3/0 | 16,000,000 | $36,727,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 19,800,000 | $31,566,000 | thousands by filing date | principal |
| INSULET CORP | 45784PAH4 | NOTE 1.375%11/1 | 12,500,000 | $22,894,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 18,368,000 | $19,214,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 11,778,000 | $16,872,000 | thousands by filing date | principal |
| RESTORATION HARDWARE HLDGS I | 761283AC4 | DBCV 7/1 | 15,992,000 | $16,662,000 | thousands by filing date | principal |
| COLONY STARWOOD HOMES | 19625XAB8 | NOTE 3.500% 1/1 | 11,486,000 | $12,268,000 | thousands by filing date | principal |
| BLOCK INC | 852234AD5 | NOTE 0.500% 5/1 | 10,000,000 | $10,341,000 | thousands by filing date | principal |
| NETFIN ACQUISITION CORP | G6455A123 | UNIT 08/01/2024 | 1,015,000 | $10,221,000 | thousands by filing date | |
| TUSCAN HOLDINGS CORP | 90069K203 | UNIT 99/99/9999 | 877,904 | $8,876,000 | thousands by filing date | |
| FAR PEAK ACQUISITION CL A ORD | 30734W109 | COM | 859,000 | $8,693,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 8,000,000 | $7,983,000 | thousands by filing date | principal |
| WRIGHT MED GROUP N V | 98236JAB4 | NOTE 2.250%11/1 | 5,500,000 | $7,585,000 | thousands by filing date | principal |
| Gilead Sciences,Inc. | 375558103 | COM | 100,000 | $7,476,000 | thousands by filing date | call |
| KARYOPHARM THERAPEUTICS INC | 48576UAA4 | BOND | 5,000,000 | $7,258,000 | thousands by filing date | principal |
| SONY GROUP CORP SPONSORED ADR | 835699307 | ADR | 120,008 | $7,102,000 | thousands by filing date | |
| NETFIN ACQUISITION CORP | G6455A107 | SHS CL A | 713,039 | $7,016,000 | thousands by filing date | |
| VEONEER INC | 92336XAA7 | NOTE 4.000% 6/0 | 9,000,000 | $6,955,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 8,504,000 | $6,884,000 | thousands by filing date | principal |
| TUSCAN HLDGS CORP II | 90070A202 | UNIT 04/01/2026 | 697,000 | $6,883,000 | thousands by filing date | |
| DEXCOM INC | 252131AF4 | NOTE 0.750% 5/1 | 2,500,000 | $6,795,000 | thousands by filing date | principal |
| MERIDA MERGER CORP I | 58953M106 | COM | 700,000 | $6,668,000 | thousands by filing date | |
| SPLUNK INC | 848637AC8 | NOTE 0.500% 9/1 | 6,000,000 | $6,460,000 | thousands by filing date | principal |
| SCHULTZE SPL PURP ACQUSTN CORP | 80821R208 | UNIT EX 123123 | 585,000 | $6,031,000 | thousands by filing date | |
| GRAF INDL CORP | 384278107 | COM | 573,000 | $5,827,000 | thousands by filing date | |
| SOFTWARE ACQUISITION GROUP I | 83406B200 | UNIT 10/01/2026 | 600,000 | $5,664,000 | thousands by filing date | |
| DIAMONDPEAK HLDGS COR | 25280H100 | COM CL A | 530,000 | $5,385,000 | thousands by filing date | |
| LF Capital Acquisition Corp | 50200K108 | LF CAPITAL ACQUISITION COR-A | 500,000 | $5,148,000 | thousands by filing date | |
| SILVER SPIKE ACQUISITION COR | G8136L122 | UNIT 99/99/9999 | 500,000 | $4,950,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AH7 | NOTE 2.250% 2/1 | 5,201,000 | $4,906,000 | thousands by filing date | principal |
| INTERPRIVATE ACQUISITION COR | 46064A202 | UNIT 10/29/2024 | 490,800 | $4,854,000 | thousands by filing date | |
| GREENROSE HOLDING CO INC/THE | 395392202 | COM | 500,000 | $4,850,000 | thousands by filing date | |
| REALPAGE INC | 75606NAB5 | NOTE | 3,537,000 | $4,832,000 | thousands by filing date | principal |
| TUSCAN HLDGS CORP | 90069K104 | COM | 470,000 | $4,677,000 | thousands by filing date | |
| TRINE ACQUISITION CORP | 89628U108 | COM CL A | 458,055 | $4,537,000 | thousands by filing date | |
| ALUSSA ENERGY ACQUISITION CO | G0232J127 | UNIT 10/31/2026 | 450,000 | $4,455,000 | thousands by filing date | |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 6,208,000 | $4,420,000 | thousands by filing date | principal |
| GORES HLDGS IV INC | 382865202 | UNIT 02/01/2023 | 440,775 | $4,403,000 | thousands by filing date | |
| RMG ACQUISITION CORP | 749641106 | CL A | 440,000 | $4,358,000 | thousands by filing date | |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 5,000,000 | $4,030,000 | thousands by filing date | principal |
| SPARTAN ENERGY ACQUISITION C | 846784106 | CL A COM STK | 398,000 | $4,024,000 | thousands by filing date | |
| CRESCENT ACQUISITION CORP | 22564L105 | COM CL A | 400,000 | $3,940,000 | thousands by filing date | |
| GX ACQUISITION CORP | 36251A107 | COM CL A | 400,000 | $3,920,000 | thousands by filing date | |
| LIV CAP ACQUISITION CORP | G5510C124 | UNIT 99/99/9999 | 400,000 | $3,920,000 | thousands by filing date | |
| OSPREY TECHNLGY AQUISTION CO | 68839R401 | UNIT 10/30/2024 | 397,400 | $3,879,000 | thousands by filing date | |
| GALILEO ACQUISITION CORP | G3770A128 | UNIT 99/99/9999 | 400,000 | $3,840,000 | thousands by filing date | |
| TUSCAN HLDGS CORP II | 90070A103 | COM | 390,963 | $3,812,000 | thousands by filing date | |
| TATTOOED CHEF INC CL A | 34986F103 | Stock | 354,000 | $3,643,000 | thousands by filing date | |
| MANDIANT INC | 31816QAF8 | NOTE 0.875% 6/0 | 4,254,000 | $3,591,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 3,583,000 | $3,338,000 | thousands by filing date | principal |
| REPLAY ACQUISITION CORP | G75130107 | COM | 308,096 | $3,046,000 | thousands by filing date | |
| GIGCAPITAL2 INC | 375036209 | UNIT 02/28/2026 | 296,500 | $3,030,000 | thousands by filing date | |
| LGL SYS ACQUISITION CORP | 50201G205 | UNIT 10/24/2024 | 300,000 | $3,000,000 | thousands by filing date | |
| ILLUMINA INC | 452327AK5 | NOTE 8/1 | 3,000,000 | $2,912,000 | thousands by filing date | principal |
| HENNESSY CAP ACQUSTION CORP | 42589C203 | UNIT 99/99/9999 | 275,000 | $2,802,000 | thousands by filing date | |
| SILICON LABORATORIES INC | 826919AB8 | NOTE 1.375% 3/0 | 2,500,000 | $2,774,000 | thousands by filing date | principal |
| TESLA INC | 88160RAG6 | NOTE 2.000% 5/1 | 1,500,000 | $2,743,000 | thousands by filing date | principal |
| MONOCLE ACQUISITION CORP | 609754106 | COM | 250,000 | $2,510,000 | thousands by filing date | |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 1,432,000 | $2,460,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 2,500,000 | $2,443,000 | thousands by filing date | principal |
| SOFTWARE ACQUISITION GROUP I | 83406B101 | COM CL A | 247,583 | $2,407,000 | thousands by filing date | |
| LF CAP ACQUISITION CORP | 50200K207 | UNIT 06/19/2025 | 228,346 | $2,345,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972AAC7 | BOND | 1,175,000 | $2,331,000 | thousands by filing date | principal |
| SWITCHBACK ENERGY ACQUISTN C | 87105M201 | UNIT 99/99/9999 | 233,000 | $2,272,000 | thousands by filing date | |
| CAESARS ENTMT CORP | 127686AA1 | NOTE | 2,000,000 | $2,144,000 | thousands by filing date | principal |
| CF FIN ACQUISITION CORP | 12528N206 | UNIT 04/30/2025 | 190,000 | $2,033,000 | thousands by filing date | |
| OAKTREE ACQUISITION CORP | G67145121 | UNIT 99/99/9999 | 200,000 | $1,998,000 | thousands by filing date | |
| PRECIGEN INC | 46122TAA0 | NOTE 3.500% 7/0 | 4,035,000 | $1,953,000 | thousands by filing date | principal |
| VISHAY INTERTECHNOLOGY INC | 928298AP3 | NOTE 2.250% 6/1 | 2,000,000 | $1,790,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AC4 | NOTE 1.250% 5/0 | 3,000,000 | $1,771,000 | thousands by filing date | principal |
| GORES METROPOULOS INC | 382872109 | COM CL A | 170,000 | $1,705,000 | thousands by filing date | |
| ISHARES TR | 464288513 | IBOXX HI YD ETF | 18,486 | $1,425,000 | thousands by filing date | |
| CRESCENT ACQUISITION CORP | 22564L204 | UNIT 99/99/9999 | 137,009 | $1,404,000 | thousands by filing date | |
| SC HEALTH CORP | G78516203 | COM CL A | 138,000 | $1,370,000 | thousands by filing date | |
| HAYMAKER ACQUISITION CORP II | 42087L101 | COM CL A | 139,562 | $1,366,000 | thousands by filing date | |
| KRAFT HEINZ CO COM | 500754106 | Stock | 52,000 | $1,286,000 | thousands by filing date | call |
| AMCI ACQUISITION CORP | 00165R200 | UNIT 01/07/2019 | 120,000 | $1,236,000 | thousands by filing date | |
| FINTECH ACQUISITION CORP III | 31811A309 | UNIT 12/01/2023 | 120,000 | $1,228,000 | thousands by filing date | |
| COLLIER CREEK HOLDINGS | G22707122 | UNIT 99/99/9999 | 120,000 | $1,225,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 1,310,000 | $1,128,000 | thousands by filing date | principal |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 1,039,000 | $1,014,000 | thousands by filing date | principal |
| NEW PROVIDENCE ACQUISITION | 64822P205 | UNIT 09/01/2024 | 100,000 | $1,010,000 | thousands by filing date | |
| INSURANCE ACQUISITION CORP | 457867109 | CL A | 100,000 | $1,003,000 | thousands by filing date | |
| ACT II GLOBAL ACQUISITIO-A | G0080J104 | CL A SHS | 100,000 | $985,000 | thousands by filing date | |
| SC HEALTH CORP | G78516302 | UNIT 99/99/9999 | 95,000 | $969,000 | thousands by filing date | |
| SWITCHBACK ENERGY ACQUISTN C | 87105M102 | COM CL A | 100,000 | $965,000 | thousands by filing date | |
| SPDR S&P Metals & Mining ETF | 78464A755 | SHS | 50,000 | $807,000 | thousands by filing date | call |
| Cisco Systems,Inc. | 17275R102 | COM | 20,000 | $786,000 | thousands by filing date | put |
| SPDR S&P Homebuilders ETF | 78464A888 | SHS | 25,000 | $745,000 | thousands by filing date | call |
| GALILEO ACQUISITION CORP | G3770A102 | SHS | 75,000 | $726,000 | thousands by filing date | |
| FINTECH ACQUISITION CORP V CLA | 31811A101 | COM | 61,500 | $612,000 | thousands by filing date | |
| TRINE ACQUISITION CORP | 89628U207 | UNIT 03/31/2021 | 59,000 | $597,000 | thousands by filing date | |
| SPLUNK INC | 848637AD6 | BOND | 500,000 | $551,000 | thousands by filing date | principal |
| ARYA SCIENCES ACQUISITION CO | G3165V117 | UNIT 10/04/2023 | 50,000 | $550,000 | thousands by filing date | |
| SCHULTZE SPL PURP ACQUSTN CO COM | 80821R109 | Stock | 50,000 | $506,000 | thousands by filing date | |
| RMG ACQUISITION CORP | 749641205 | UNIT 99/99/9999 | 50,000 | $506,000 | thousands by filing date | |
| HEALTHCARE MERGER CORP | 42227L201 | UNIT 12/17/2021 | 49,400 | $504,000 | thousands by filing date | |
| TORTOISE ACQUISITION CORP | 89154L209 | UNIT 03/04/2024 | 50,800 | $493,000 | thousands by filing date | |
| SCVX CORP U | G79448109 | COM | 30,000 | $299,000 | thousands by filing date | |
| ALTA EQUIPMENT GROUP INC COMMON STOCK | 02128L106 | Stock | 64,300 | $275,000 | thousands by filing date | |
| ALTA EQUIPMENT GROUP INC | 02128L114 | *W EXP 02/14/202 | 317,000 | $258,000 | thousands by filing date | |
| HOSTESS BRANDS INC | 44109J114 | WTS | 437,089 | $249,000 | thousands by filing date | |
| DMY TECHNOLOGY GROUP INC | 233253202 | UNIT 99/99/9999 | 25,000 | $246,000 | thousands by filing date | |
| GORES METROPOULOS INC | 382872208 | UNIT 99/99/9999 | 23,417 | $242,000 | thousands by filing date | |
| ATLAS TECHNICAL CONSULTANTS | 049430119 | *W EXP 11/26/202 | 290,700 | $207,000 | thousands by filing date | |
| INTERNATIONAL FLAVORS&FRAGRA | 459506309 | UNIT 09/15/2021 | 500,000 | $193,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 150,000 | $153,000 | thousands by filing date | principal |
| VECTOIQ ACQUISITION CORP | 92243N111 | *W EXP 05/11/202 | 66,082 | $123,000 | thousands by filing date | |
| MERIDA MERGER CORP I | 58953M114 | *W EXP 11/07/202 | 300,000 | $122,000 | thousands by filing date | |
| BROOGE ENERGY LTD | G1611B115 | *W EXP 12/20/202 | 151,750 | $113,000 | thousands by filing date | |
| MONOCLE ACQUISITION CORP | 609754114 | *W EXP 12/06/202 | 200,000 | $60,000 | thousands by filing date | |
| GRAF INDL CORP | 384278115 | Stock | 573,000 | $57,000 | thousands by filing date | |
| GORDON POINTE ACQUISITION CO | 382788115 | *W EXP 07/30/202 | 358,250 | $56,000 | thousands by filing date | |
| AKAZOO SA | L0164E116 | *W EXP 09/11/202 | 171,462 | $53,000 | thousands by filing date | |
| MUDRICK CAP ACQUISITION CORP | 624745113 | *W EXP 02/12/202 | 156,815 | $51,000 | thousands by filing date | |
| SEMPRA ENERGY | 816851406 | 6% PFD CONV A | 50,000 | $47,000 | thousands by filing date | principal |
| FORUM MERGER II CORP | 34986F111 | W EXP 09/30/202 | 161,500 | $30,000 | thousands by filing date | |
| CHEER HLDG INC | G39973113 | *W EXP 02/13/202 | 400,000 | $28,000 | thousands by filing date | |
| BROADMARK RLTY CAP INC | 11135B118 | *W EXP 11/15/202 | 91,312 | $20,000 | thousands by filing date | |
| KAIXIN AUTO HLDGS | G5223X100 | CMN | 20,476 | $18,000 | thousands by filing date | |
| AVANTOR INC | 05352A209 | 6.25 PFD CNV SR | 40,000 | $18,000 | thousands by filing date | principal |
| LEISURE ACQUISITION CORP | 52539T115 | *W EXP 12/05/201 | 89,881 | $14,000 | thousands by filing date | |
| NATIONAL ENERGY SERVICES REU | G6375R115 | *W EXP 06/06/202 | 47,519 | $13,000 | thousands by filing date | |
| FALCON MINERALS CORP | 30607B208 | *W EXP 07/21/202 | 91,380 | $12,000 | thousands by filing date | |
| ROSEHILL RES INC | 777385113 | *W EXP 04/27/202 | 150,271 | $4,000 | thousands by filing date | |
| ADVENT TECHNOLOGIES HOLDNG INC WT EXP 020326 | 00165R119 | Stock | 23,400 | $3,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001326638-20-000004 | this filing | 2020-04-21 | acceptance time not in the bulk data set |