Castle Creek Arbitrage, LLC
- SEC CIK
- 0001326638
- Latest filing
- Jan 18, 2024
The latest 13F from Castle Creek Arbitrage, LLC covers Q4 2023 (filed Jan 18, 2024) and reports no long positions. Livermore has 12 filings on Form 13F from this institution, going back to Q1 2021.
What changed in Q4 2023
Share counts compared with Q3 2023: how many positions were new, added to, reduced or sold out, and the biggest buys and sells. Dollar amounts are estimated at the quarter-end prices implied by the filing.
- New
- 0
- Added
- 0
- Reduced
- 0
- Sold out
- 266
- Est. −$425.1M
Top 5 holdings
Share of this quarter's portfolio value
This filing reports no long positions.
Biggest buys
New and added positions, by estimated amount bought
None this quarter.
Largest weight increases
New and added positions, by percentage points of the portfolio gained
None this quarter.
Biggest sells
Reduced and sold-out positions, by estimated amount sold
- MIDDLEBY Corp596278AB7−$49.7MSold out
- Akamai Technologies Inc00971TAJ0−$26.4MSold out
- IVCBInvest Acquisition Corp
- Stride, Inc.86333MAA6−$14.0MSold out
- Spotify USA Inc84921RAB6−$11.9MSold out
Largest weight decreases
Reduced and sold-out positions, by percentage points of the portfolio lost
- MIDDLEBY Corp596278AB7−11.70 pp11.7% → 0.0%
- Akamai Technologies Inc00971TAJ0−6.20 pp6.2% → 0.0%
- IVCBInvest Acquisition Corp
- Stride, Inc.86333MAA6−3.29 pp3.3% → 0.0%
- Spotify USA Inc84921RAB6−2.81 pp2.8% → 0.0%
Metrics
13F metrics for Q4 2023, computed only from the numbers in the filings. Definitions below.
- Portfolio value
- $0
- −$425.1M (−100.0%) vs. prior quarter
- Positions
- 0
- −266 vs. prior quarter
- Top 10 concentration
- –
- Top 10 as share of value
- Turnover
- 0.0%
- Q4 2023, one quarter
- Average holding period
- –
- Weighted by value
How these are calculated
- Portfolio value: the market value of all long positions in the 13F, as reported at quarter end, excluding options.
- Top 10 concentration: the combined value of the 10 largest positions as a share of portfolio value.
- Turnover: the smaller of this quarter's estimated purchases and estimated sales, divided by the average of this and last quarter's portfolio value. Estimates multiply the change in shares by the quarter-end price implied by the filing (market value divided by shares); new positions use this quarter's value and sold-out positions last quarter's. Only positions reported in shares count, and it is not calculated when the previous quarter was not filed.
- Average holding period: how many consecutive quarters each current position has been held (including this one; a quarter without the position or without a filing starts the count over), weighted by this quarter's value. Counting starts with the first 13F in Livermore (Q1 2021), so positions held before then are understated.
13F filings by quarter
12 quarters, going back to Q1 2021. Bars show each quarter's 13F portfolio value; quarters without a filing are left blank.
Peak $2.01B (Q4 2021)
| Quarter | Filed | Positions | Value | Top 3 holdings | Changes | Filing |
|---|---|---|---|---|---|---|
| Q4 2023 | Jan 18, 2024 | 0 | $0 | – | vs. Q3 2023 | SEC |
| Q3 2023 | Nov 14, 2023 | 266 | $425.1M | MIDDLEBY CorpAkamai Technologies IncIVCB | vs. Q2 2023 | SEC |
| Q2 2023 | Aug 14, 2023 | 385 | $806.0M | MIDDLEBY CorpMercadolibre IncAkamai Technologies Inc | vs. Q1 2023 | SEC |
| Q1 2023 | May 15, 2023 | 462 | $908.4M | Mercadolibre IncMIDDLEBY CorpAkamai Technologies Inc | vs. Q4 2022 | SEC |
| Q4 2022 | Feb 14, 2023 | 535 | $1.14B | Palo Alto Networks IncMIDDLEBY CorpMercadolibre Inc | vs. Q3 2022 | SEC |
| Q3 2022 | Nov 14, 2022 | 690 | $1.81B | Dick's Sporting Goods, Inc.Palo Alto Networks IncMIDDLEBY Corp | vs. Q2 2022 | SEC |
| Q2 2022 | Aug 15, 2022 | 674 | $1.83B | Dick's Sporting Goods, Inc.Palo Alto Networks IncMIDDLEBY Corp | vs. Q1 2022 | SEC |
| Q1 2022 | May 16, 2022 | 683 | $1.98B | Palo Alto Networks IncAmerican Eagle Outfitters INMIDDLEBY Corp | vs. Q4 2021 | SEC |
| Q4 2021 | Feb 14, 2022 | 695 | $2.01B | American Eagle Outfitters INSquare IncMercadolibre Inc | vs. Q3 2021 | SEC |
| Q3 2021 | Nov 15, 2021 | 648 | $1.77B | Square IncSnap IncMercadolibre Inc | vs. Q2 2021 | SEC |
| Q2 2021 | Aug 16, 2021 | 660 | $1.79B | Snap IncMercadolibre IncAmerican Eagle Outfitters IN | vs. Q1 2021 | SEC |
| Q1 2021 | May 17, 2021 | 557 | $1.72B | Twilio IncMercadolibre IncSplunk Inc | – | SEC |
13D and 13G filings
Companies where Castle Creek Arbitrage, LLC reports owning 5% or more on Schedule 13D or 13G, and its latest filings.
Current stakes of 5% or more
Castle Creek Arbitrage, LLC does not currently report owning 5% or more of any company.
Latest filings
81 filings on file made by Castle Creek Arbitrage, LLC or listing it as a reporting person; the latest 20 are shown.
| Company | Filed (ET) | Form | Stake | Change | Event date | Filing |
|---|---|---|---|---|---|---|
| LAVA Medtech Acquisition Corp. | Jan 10, 20244:00 PM ET | 13G/AOld format | – | – | – | SEC |
| Gesher I Acquisition Corp. | Jan 10, 20244:00 PM ET | 13G/AOld format | – | – | – | SEC |
| Carney Technology Acquisition Corp. II | Jan 10, 20244:00 PM ET | 13G/AOld format | – | – | – | SEC |
| Apeiron Capital Investment Corp. | Jan 10, 20244:00 PM ET | 13G/AOld format | – | – | – | SEC |
| 7GC & Co. Holdings LLC | Jan 10, 20244:00 PM ET | 13G/AOld format | – | – | – | SEC |
| TLGYTlgy Acquisition Corp | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| Skydeck Acquisition Corp. | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| Parabellum Acquisition Corp. | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| KSIKadem Sustainable Impact Corp | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| IRRXIntegrated Rail & Resources Acquisition Corp | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| HWELHealthwell Acquisition Corp. I | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| BHACFocus Impact BH3 Acquisition Co | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| EACEdify Acquisition Corp. | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| CBGGFChain Bridge I | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| CCAIUCascadia Acquisition Corp. | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| Athena Consumer Acquisition Corp. | Jan 10, 2024 | 13G/AOld format | – | – | – | SEC |
| Sarissa Capital Acquisition Corp. | Feb 13, 20234:00 PM ET | 13G/AOld format | – | – | – | SEC |
| Fortistar Sustainable Solutions Corp. | Feb 13, 20234:00 PM ET | 13G/AOld format | – | – | – | SEC |
| Tuscan Holdings Corp. II | Feb 13, 20234:00 PM ET | 13G/AOld format | – | – | – | SEC |
| TLGYTlgy Acquisition Corp | Feb 13, 2023 | 13G/AOld format | – | – | – | SEC |