Castle Creek Arbitrage, LLC
- SEC CIK
- 0001326638
- Latest filing
- Jan 18, 2024
Holdings in Q1 2021
Holdings as of Mar 31, 2021, filed May 17, 2021. Long positions only.
- Positions
- 557
- No 13F data for Q4 2020
- Portfolio value
- $1.72B
- No 13F data for Q4 2020
Livermore's 13F data starts with Q1 2021, so this quarter has no previous quarter to compare with and changes are not shown.
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Twilio Inc90138FAB8 | NOTE 0.250% 6/0 | – | $173.4M | 10.1% | – | – | – |
| Mercadolibre Inc58733RAD4 | NOTE 2.000% 8/1 | – | $57.3M | 3.3% | – | – | – |
| Splunk Inc848637AC8 | NOTE 0.500% 9/1 | – | $45.9M | 2.7% | – | – | – |
| Zynga Inc98986TAB4 | NOTE 0.250% 6/0 | – | $36.6M | 2.1% | – | – | – |
| Chegg, Inc163092AD1 | NOTE 0.125% 3/1 | – | $36.0M | 2.1% | – | – | – |
| Burgundy Technology Acqu CorG1702T116 | CL A | 2,780,000 | $27.5M | 1.6% | – | – | – |
| Social Capital Hedosopha HLDG8251L105 | SHS CL A | 2,218,837 | $23.8M | 1.4% | – | – | – |
| SPNVSpinnova Plc | COM CL A | 2,110,899 | $21.3M | 1.2% | – | – | History |
| Nuance Communications, Inc.67020YAK6 | DBCV 1.000%12/1 | – | $21.2M | 1.2% | – | – | – |
| Stratim Cloud Acquisition Corp.86309R206 | UNIT 03/05/2026 | 1,997,101 | $19.9M | 1.2% | – | – | – |
| E Merge Technology Acquisiti26873Y104 | COM CL A | 2,000,418 | $19.5M | 1.1% | – | – | – |
| CXApp Inc.49714K109 | COM CL A | 1,878,208 | $18.4M | 1.1% | – | – | – |
| Spirit Airls Inc848577AA0 | NOTE 4.750% 5/1 | – | $17.8M | 1.0% | – | – | – |
| Ascendant Digital AcquisitioG05155109 | COM CL A | 1,776,199 | $17.6M | 1.0% | – | – | – |
| Seven Oaks Acquisition Corp81787X106 | COM CL A | 1,650,000 | $16.1M | 0.9% | – | – | – |
| Nuburu, Inc.87403Q102 | COM CL A | 1,600,000 | $15.9M | 0.9% | – | – | – |
| Spartan Acquisition Corp II846775104 | COM | 1,489,434 | $15.6M | 0.9% | – | – | – |
| Healthcare Services Acqu Cor42227K104 | COM CL A | 1,559,973 | $15.1M | 0.9% | – | – | – |
| AEA-Bridges Impact Corp.G01046104 | SHS CL A | 1,506,908 | $14.8M | 0.9% | – | – | – |
| African Gold Acquisition CorG0112R108 | SHS CL A | 1,489,356 | $14.3M | 0.8% | – | – | – |
| Palo Alto Networks Inc697435AD7 | NOTE 0.750% 7/0 | – | $13.2M | 0.8% | – | – | – |
| Fortistar Sustainable Sol Co34962M106 | COM CL A | 1,346,878 | $13.0M | 0.8% | – | – | – |
| Akamai Technologies Inc00971TAJ0 | NOTE 0.125% 5/0 | – | $12.1M | 0.7% | – | – | – |
| COVA Acquisition Corp.G2554Y112 | UNIT 04/01/2021 | 1,212,340 | $12.0M | 0.7% | – | – | – |
| Microchip Technology Inc595017AH7 | NOTE 2.250% 2/1 | – | $12.0M | 0.7% | – | – | – |
| FirstMark Horizon Acquisition Corp.33765Y101 | CL A COM | 1,184,030 | $11.8M | 0.7% | – | – | – |
| Trepont Acquisition Corp IG9095M101 | SHS CL A | 1,202,037 | $11.8M | 0.7% | – | – | – |
| Merida Merger Corp I58953M106 | COM | 1,152,740 | $11.4M | 0.7% | – | – | – |
| Tuscan Hldgs Corp II90070A103 | COM | 1,087,963 | $11.0M | 0.6% | – | – | – |
| MSPRMSP Recovery, Inc. | COM CL A | 1,116,751 | $11.0M | 0.6% | – | – | History |
| Sarissa Capital Acquisitn CoG7823W102 | CL A | 1,074,820 | $10.9M | 0.6% | – | – | – |
| BridgeBio Pharma, Inc.10806XAB8 | NOTE 2.500% 3/1 | – | $10.7M | 0.6% | – | – | – |
| Revolution Accelertn Acqu Co76156P106 | COM CL A | 1,055,619 | $10.7M | 0.6% | – | – | – |
| PRPBCC Neuberger Principal Holdings II | SHS CL A | 1,030,795 | $10.2M | 0.6% | – | – | History |
| RMG Acquisition Corp IIG76083107 | CL A SHS | 1,014,598 | $10.1M | 0.6% | – | – | – |
| Cartesian Growth CorpG19276123 | UNIT 02/26/2028 | 1,000,000 | $9.93M | 0.6% | – | – | – |
| Global Synergy Acquisit CorpG3934J106 | CL A SHS | 999,998 | $9.70M | 0.6% | – | – | – |
| Bright Lights Acquisition Co10920K101 | COM CL A | 1,007,344 | $9.67M | 0.6% | – | – | – |
| Colicity Inc194170205 | UNIT 02/24/2026 | 943,868 | $9.53M | 0.6% | – | – | – |
| Kadem Sustainable Impact Cor48284E204 | UNIT 03/17/2026 | 950,000 | $9.39M | 0.5% | – | – | – |
| Golden Falcon Acquisition Co38102H109 | CL A | 917,332 | $8.87M | 0.5% | – | – | – |
| HHLAHH&L Acquisition Co. | SHS CL A | 913,588 | $8.84M | 0.5% | – | – | History |
| Carney Technology Acqu Corp143636108 | CL A COMMON STK | 899,895 | $8.72M | 0.5% | – | – | – |
| Tuatara Capital Acquisitn CoG9118J127 | UNIT 99/99/9999 | 851,461 | $8.48M | 0.5% | – | – | – |
| Roth CH Acquisition II Co778673103 | COM | 846,040 | $8.38M | 0.5% | – | – | – |
| MDH Acquisition Corp55283P106 | COM CL A | 864,106 | $8.38M | 0.5% | – | – | – |
| Cohn Robbins Holdings CorpG23726105 | COM CL A | 849,996 | $8.35M | 0.5% | – | – | – |
| RH74967XAA1 | NOTE 6/1 | – | $8.03M | 0.5% | – | – | – |
| Navsight Hldgs Inc639358100 | CL A | 796,531 | $7.98M | 0.5% | – | – | – |
| TMPOTempo Automation Holdings, Inc. | CL A | 793,652 | $7.91M | 0.5% | – | – | History |
| Athlon Acquisition Corp04748A106 | COM CL A | 799,998 | $7.71M | 0.4% | – | – | – |
| Bowx Acquisition Corp103085106 | CL A | 645,240 | $7.54M | 0.4% | – | – | – |
| Spartacus Acquisition Corp84677L109 | CL A | 747,193 | $7.36M | 0.4% | – | – | – |
| DDMXCodere Online U.S. Corp. | COM CL A | 753,898 | $7.36M | 0.4% | – | – | History |
| Lux Health Tech Acquisition55068A100 | COM CL A | 714,339 | $7.33M | 0.4% | – | – | – |
| Crescent Acquisition Corp22564L105 | COM CL A | 715,512 | $7.20M | 0.4% | – | – | – |
| AEACAuthentic Equity Acquisition Corp. | CL A SHS | 737,498 | $7.13M | 0.4% | – | – | History |
| Epiphany Technology Acquisit29429X109 | COM CL A | 728,652 | $7.12M | 0.4% | – | – | – |
| Progress Acquisition Corp.74327P105 | COM CL A | 724,498 | $7.02M | 0.4% | – | – | – |
| Tailwind Two Acquisition CorG86613117 | UNIT 03/01/2028 | 709,097 | $7.01M | 0.4% | – | – | – |
| Mcap Acquisition Corp55282T208 | UNIT 02/18/2030 | 700,000 | $6.95M | 0.4% | – | – | – |
| American Airls Group Inc02376RAF9 | NOTE 6.500% 7/0 | – | $6.87M | 0.4% | – | – | – |
| Empowerment & Inclusion Capi29248N100 | COM CL A | 699,998 | $6.76M | 0.4% | – | – | – |
| PCTTWPureCycle Technologies, Inc. | *W EXP 01/28/202 | 489,058 | $6.72M | 0.4% | – | – | History |
| Artius Acquisition Inc04316G105 | COM CL A | 658,403 | $6.65M | 0.4% | – | – | – |
| Roman DBDR Tech Acquisition77584N101 | COM CL A | 656,878 | $6.53M | 0.4% | – | – | – |
| 890 5th Ave Partners Inc28250A105 | COM CL A | 663,489 | $6.43M | 0.4% | – | – | – |
| 7GC & Co Holdings Inc81786A107 | COM CL A | 650,000 | $6.42M | 0.4% | – | – | – |
| Jaws Spitfire Acquisition CoG50740102 | SHS CL A | 600,000 | $6.15M | 0.4% | – | – | – |
| Landcadia Holdings III Inc51476H100 | COM CL A | 613,139 | $6.13M | 0.4% | – | – | – |
| Sustainable Develp Acqu I Co86934L202 | UNIT 02/04/2026 | 613,239 | $6.10M | 0.4% | – | – | – |
| Altimar Acquisition Corp IIG03709105 | SHS CL A | 610,092 | $6.03M | 0.4% | – | – | – |
| NVTSNavitas Semiconductor Corp | COM CL A | 600,000 | $5.98M | 0.3% | – | – | History |
| Lightjump Acquisition Corp53228M205 | UNIT 01/06/2026 | 591,722 | $5.89M | 0.3% | – | – | – |
| CNDConcord Acquisition Corp | COM CL A | 599,932 | $5.86M | 0.3% | – | – | History |
| B Riley Principal 150 Merger05601V202 | UNIT 99/99/9999 | 575,000 | $5.74M | 0.3% | – | – | – |
| Ecp Environmental GW Opt Cor26829T209 | UNIT 03/01/2026 | 556,905 | $5.61M | 0.3% | – | – | – |
| Adit Edtech Acquisition Corp007024102 | COMMON STOCK | 574,998 | $5.54M | 0.3% | – | – | – |
| L Catterton Asia AcquisitionG5346G109 | UNIT 03/11/2026 | 555,168 | $5.52M | 0.3% | – | – | – |
| Motive Capital CorpG6293A103 | SHS CL A | 550,000 | $5.39M | 0.3% | – | – | – |
| Clarim Acquisition Corp18049C108 | COM CL A | 544,416 | $5.31M | 0.3% | – | – | – |
| Healthcare Capital Corp42228C101 | COM CL A | 549,998 | $5.31M | 0.3% | – | – | – |
| GNRSGreenrose Holding Co Inc. | COM | 515,865 | $5.14M | 0.3% | – | – | History |
| Gossamer Bio, Inc.38341PAA0 | NOTE 5.000% 6/0 | – | $5.12M | 0.3% | – | – | – |
| Tribe Capital Growth Corp I89601Y200 | UNIT 02/24/2026 | 503,528 | $5.04M | 0.3% | – | – | – |
| Jack Creek Investment Corp.G4989X115 | CL A SHS | 520,236 | $5.01M | 0.3% | – | – | – |
| CF Acquisition Corp VIII12520C208 | UNIT 03/31/2028 | 500,000 | $4.96M | 0.3% | – | – | – |
| PHICPopulation Health Investment Co., Inc. | SHS CL A | 499,998 | $4.92M | 0.3% | – | – | History |
| Recharge Acquisition Corp756229100 | COM CL A | 500,000 | $4.89M | 0.3% | – | – | – |
| Ajax IG0190X100 | COM | 475,000 | $4.87M | 0.3% | – | – | – |
| VG Acquisition CorpG9446E105 | SHS CL A | 474,999 | $4.83M | 0.3% | – | – | – |
| Evo Acquisition Corp30052G207 | UNIT 99/99/9999 | 483,081 | $4.79M | 0.3% | – | – | – |
| FACA.UFigure Acquisition Corp. I | UNIT 99/99/9999 | 462,750 | $4.68M | 0.3% | – | – | History |
| TEKKTekkorp Digital Acquisition Corp. | CL A | 464,340 | $4.55M | 0.3% | – | – | History |
| Bite Acquisition Corp.09175K204 | UNIT 99/99/9999 | 460,254 | $4.54M | 0.3% | – | – | – |
| Galileo Acquisition CorpG3770A102 | SHS | 450,000 | $4.49M | 0.3% | – | – | – |
| Landcadia Holdings IV, Inc.51477A203 | UNIT 05/01/2025 | 450,000 | $4.45M | 0.3% | – | – | – |
| ZFOXZeroFox Holdings, Inc. | SHS CL A | 450,000 | $4.43M | 0.3% | – | – | History |
| EDTXEdtechX Holdings Acquisition Corp. II | COM CL A | 450,000 | $4.42M | 0.3% | – | – | History |
| Seaport Global Acquisitn Cor812227106 | COM CL A | 450,000 | $4.42M | 0.3% | – | – | – |