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Livermore
Livermore
ZHEN

Castle Creek Arbitrage, LLC

SEC CIK
0001326638
Latest filing
Jan 18, 2024

Holdings in Q2 2021

Holdings as of Jun 30, 2021, filed Aug 16, 2021. Long positions only; changes compare share counts with Q1 2021.

Institution overview
Positions
660
+103 vs. Q1 2021
Portfolio value
$1.79B
+$72.3M (+4.2%) vs. Q1 2021
Filed
Aug 16, 2021
SEC
Holdings of Castle Creek Arbitrage, LLC in Q2 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
Snap Inc83304AAD8NOTE 0.250% 5/0–$66.0M3.7%–New–
Mercadolibre Inc58733RAD4NOTE 2.000% 8/1–$60.7M3.4%–––
American Eagle Outfitters IN02553EAB2NOTE 3.750% 4/1–$56.8M3.2%–New–
Cree Inc225447AD3NOTE 1.750% 5/0–$43.4M2.4%–New–
Zynga Inc98986TAB4NOTE 0.250% 6/0–$37.0M2.1%–––
Chegg, Inc163092AD1NOTE 0.125% 3/1–$34.9M2.0%–––
Burgundy Technology Acqu CorG1702T116CL A2,780,000$27.4M1.5%00.0%Unchanged–
Splunk Inc848637AC8NOTE 0.500% 9/1–$27.2M1.5%–––
Palo Alto Networks Inc697435AF2NOTE 0.375% 6/0–$25.9M1.4%–New–
Social Capital Hedosopha HLDG8251L105SHS CL A2,218,837$22.6M1.3%00.0%Unchanged–
SPNVSpinnova PlcCOM CL A2,110,899$21.0M1.2%00.0%UnchangedHistory
Square Inc852234AF0NOTE 0.125% 3/0–$20.4M1.1%–New–
E Merge Technology Acquisiti26873Y104COM CL A2,000,418$19.5M1.1%00.0%Unchanged–
Envista Holdings Corp29415FAB0NOTE 2.375% 6/0–$19.2M1.1%–New–
CXApp Inc.49714K109COM CL A1,878,208$18.5M1.0%00.0%Unchanged–
Stratim Cloud Acquisition Corp.86309R206UNIT 03/05/20261,745,969$17.4M1.0%−251,132−12.6%Reduced–
Seven Oaks Acquisition Corp81787X106COM CL A1,650,000$16.3M0.9%00.0%Unchanged–
Ascendant Digital AcquisitioG05155109COM CL A1,609,682$16.0M0.9%−166,517−9.4%Reduced–
Nuburu, Inc.87403Q102COM CL A1,550,000$15.5M0.9%−50,000−3.1%Reduced–
Healthcare Services Acqu Cor42227K104COM CL A1,559,973$15.1M0.8%00.0%Unchanged–
Spirit Airls Inc848577AA0NOTE 4.750% 5/1–$15.0M0.8%–––
AEA-Bridges Impact Corp.G01046104SHS CL A1,506,908$14.7M0.8%00.0%Unchanged–
Palo Alto Networks Inc697435AD7NOTE 0.750% 7/0–$14.6M0.8%–––
African Gold Acquisition CorG0112R108SHS CL A1,489,356$14.3M0.8%00.0%Unchanged–
Spartan Acquisition Corp II846775104COM1,347,675$13.4M0.8%−141,759−9.5%Reduced–
Akamai Technologies Inc00971TAJ0NOTE 0.125% 5/0–$13.1M0.7%–––
Fortistar Sustainable Sol Co34962M106COM CL A1,346,878$13.1M0.7%00.0%Unchanged–
Trepont Acquisition Corp IG9095M101SHS CL A1,202,037$11.9M0.7%00.0%Unchanged–
Skydeck Acquisition Corp.G82220107UNIT 05/13/20261,184,359$11.8M0.7%+1,184,359New–
FirstMark Horizon Acquisition Corp.33765Y101CL A COM1,184,030$11.8M0.7%00.0%Unchanged–
COVA Acquisition Corp.G2554Y104CL A SHS1,212,340$11.7M0.7%+1,212,340New–
Microchip Technology Inc595017AH7NOTE 2.250% 2/1–$11.7M0.7%–––
Merida Merger Corp I58953M106COM1,152,740$11.5M0.6%00.0%Unchanged–
MSPRMSP Recovery, Inc.COM CL A1,116,751$11.0M0.6%00.0%UnchangedHistory
Tuscan Hldgs Corp II90070A103COM1,087,963$10.9M0.6%00.0%Unchanged–
BridgeBio Pharma, Inc.10806XAB8NOTE 2.500% 3/1–$10.7M0.6%–––
Sarissa Capital Acquisitn CoG7823W102CL A1,074,820$10.7M0.6%00.0%Unchanged–
Revolution Accelertn Acqu Co76156P106COM CL A1,055,619$10.5M0.6%00.0%Unchanged–
PRPBCC Neuberger Principal Holdings IISHS CL A1,030,795$10.2M0.6%00.0%UnchangedHistory
RMG Acquisition Corp IIG76083107CL A SHS1,014,598$10.1M0.6%00.0%Unchanged–
Bright Lights Acquisition Co10920K101COM CL A1,007,344$9.75M0.5%00.0%Unchanged–
Colicity Inc194170106COM CL A1,000,065$9.74M0.5%+1,000,065New–
Global Synergy Acquisit CorpG3934J106CL A SHS999,998$9.70M0.5%00.0%Unchanged–
ALTIAlTi Global, Inc.CL A SHS999,999$9.66M0.5%+999,999NewHistory
KSIKadem Sustainable Impact CorpCLASS A COM950,000$9.13M0.5%+950,000NewHistory
RH74967XAA1NOTE 6/1–$9.09M0.5%–––
Golden Falcon Acquisition Co38102H109CL A917,332$8.92M0.5%00.0%Unchanged–
HHLAHH&L Acquisition Co.SHS CL A913,588$8.85M0.5%00.0%UnchangedHistory
Carney Technology Acqu Corp143636108CL A COMMON STK899,895$8.73M0.5%00.0%Unchanged–
Tuatara Capital Acquisitn CoG9118J127UNIT 99/99/9999851,461$8.66M0.5%00.0%Unchanged–
Progress Acquisition Corp.74327P105COM CL A864,520$8.39M0.5%+140,022+19.3%Added–
Cohn Robbins Holdings CorpG23726105COM CL A849,996$8.37M0.5%00.0%Unchanged–
MDH Acquisition Corp55283P106COM CL A864,106$8.33M0.5%00.0%Unchanged–
Navsight Hldgs Inc639358100CL A796,531$7.95M0.4%00.0%Unchanged–
Tribe Capital Growth Corp I89601Y200UNIT 02/24/2026775,188$7.76M0.4%+271,660+54.0%Added–
Athlon Acquisition Corp04748A106COM CL A799,998$7.73M0.4%00.0%Unchanged–
ADTHAdTheorent Holding Company, Inc.COM CL A799,998$7.70M0.4%+799,998NewHistory
Roth CH Acquisition II Co778673103COM756,040$7.51M0.4%−90,000−10.6%Reduced–
Spartacus Acquisition Corp84677L109CL A747,193$7.49M0.4%00.0%Unchanged–
DDMXCodere Online U.S. Corp.COM CL A753,898$7.48M0.4%00.0%UnchangedHistory
AEACAuthentic Equity Acquisition Corp.CL A SHS737,498$7.14M0.4%00.0%UnchangedHistory
Epiphany Technology Acquisit29429X109COM CL A728,652$7.08M0.4%00.0%Unchanged–
Lux Health Tech Acquisition55068A100COM CL A714,339$7.07M0.4%00.0%Unchanged–
LCALandcadia Holdings IV, Inc.CLASS A COM715,048$6.97M0.4%+715,048NewHistory
TMPOTempo Automation Holdings, Inc.CL A688,810$6.86M0.4%−104,842−13.2%ReducedHistory
Varonis Sys Inc922280AB8NOTE 1.250% 8/1–$6.86M0.4%–New–
Tailwind Two Acquisition CorG86613109SHS CL A709,095$6.85M0.4%+709,095New–
Empowerment & Inclusion Capi29248N100COM CL A699,998$6.80M0.4%00.0%Unchanged–
Jazz Investments I Ltd472145AF8NOTE 2.000% 6/1–$6.67M0.4%–New–
Roman DBDR Tech Acquisition77584N101COM CL A656,878$6.64M0.4%00.0%Unchanged–
890 5th Ave Partners Inc28250A105COM CL A663,489$6.54M0.4%00.0%Unchanged–
7GC & Co Holdings Inc81786A107COM CL A650,000$6.29M0.4%00.0%Unchanged–
American Airls Group Inc02376RAF9NOTE 6.500% 7/0–$6.28M0.4%–––
Sustainable Develp Acqu I Co86934L202UNIT 02/04/2026613,239$6.23M0.3%00.0%Unchanged–
L Catterton Asia AcquisitionG5346G125CLASS A ORD SHS627,528$6.09M0.3%+627,528New–
Jaws Spitfire Acquisition CoG50740102SHS CL A599,800$6.00M0.3%−2000.0%Reduced–
EUSGEuropean Sustainable Growth Acquisition Corp.CL A SHS617,876$6.00M0.3%+204,902+49.6%AddedHistory
Lightjump Acquisition Corp53228M205UNIT 01/06/2026591,722$5.98M0.3%00.0%Unchanged–
GLAUKOS Corp377322AB8NOTE 2.750% 6/1–$5.98M0.3%–New–
NVTSNavitas Semiconductor CorpCOM CL A600,000$5.95M0.3%00.0%UnchangedHistory
Altimar Acquisition Corp IIG03709105SHS CL A610,092$5.92M0.3%00.0%Unchanged–
CNDConcord Acquisition CorpCOM CL A599,932$5.91M0.3%00.0%UnchangedHistory
Prospector Capital CorpG7273A105CL A593,966$5.76M0.3%+293,972+98.0%Added–
B Riley Principal 150 Merger05601V103COM CL A575,376$5.61M0.3%+575,376New–
Adit Edtech Acquisition Corp007024102COMMON STOCK574,998$5.56M0.3%00.0%Unchanged–
Ecp Environmental GW Opt Cor26829T100COM CL A556,896$5.43M0.3%+556,896New–
Motive Capital CorpG6293A103SHS CL A550,000$5.37M0.3%00.0%Unchanged–
Healthcare Capital Corp42228C101COM CL A549,998$5.30M0.3%00.0%Unchanged–
Clarim Acquisition Corp18049C108COM CL A544,416$5.25M0.3%00.0%Unchanged–
Jack Creek Investment Corp.G4989X115CL A SHS520,236$5.01M0.3%00.0%Unchanged–
BNAIBrand Engagement Network Inc.CLASS A ORD SHS515,760$5.00M0.3%+515,760NewHistory
PHICPopulation Health Investment Co., Inc.SHS CL A499,998$4.90M0.3%00.0%UnchangedHistory
Recharge Acquisition Corp756229100COM CL A500,000$4.90M0.3%00.0%Unchanged–
Ajax IG0190X100COM475,000$4.73M0.3%00.0%Unchanged–
Soaring Eagle Acquisition CoG8354H126CL A SHS475,036$4.73M0.3%+475,036New–
Evo Acquisition Corp30052G108COM CL A483,080$4.68M0.3%+483,080New–
TEKKTekkorp Digital Acquisition Corp.CL A475,014$4.63M0.3%+10,674+2.3%AddedHistory
Figure Acquisition Corp. I302438106COM CL A462,744$4.63M0.3%+462,744New–
Galileo Acquisition CorpG3770A102SHS449,600$4.50M0.3%−400−0.1%Reduced–
ZFOXZeroFox Holdings, Inc.SHS CL A450,000$4.49M0.3%00.0%UnchangedHistory

Sold out since Q1 2021 (132)

Positions held at the end of Q1 2021 that are gone from this filing.

The largest 100 of 132 by value last quarter.

Positions of Castle Creek Arbitrage, LLC sold out since Q1 2021
SecurityClassShares in Q1 2021Value in Q1 2021% of portfolio in Q1 2021History
Twilio Inc90138FAB8NOTE 0.250% 6/0–$173.4M10.1%–
Nuance Communications, Inc.67020YAK6DBCV 1.000%12/1–$21.2M1.2%–
COVA Acquisition Corp.G2554Y112UNIT 04/01/20211,212,340$12.0M0.7%–
Cartesian Growth CorpG19276123UNIT 02/26/20281,000,000$9.93M0.6%–
Colicity Inc194170205UNIT 02/24/2026943,868$9.53M0.6%–
Kadem Sustainable Impact Cor48284E204UNIT 03/17/2026950,000$9.39M0.5%–
Bowx Acquisition Corp103085106CL A645,240$7.54M0.4%–
Crescent Acquisition Corp22564L105COM CL A715,512$7.20M0.4%–
Tailwind Two Acquisition CorG86613117UNIT 03/01/2028709,097$7.01M0.4%–
Mcap Acquisition Corp55282T208UNIT 02/18/2030700,000$6.95M0.4%–
Artius Acquisition Inc04316G105COM CL A658,403$6.65M0.4%–
Landcadia Holdings III Inc51476H100COM CL A613,139$6.13M0.4%–
B Riley Principal 150 Merger05601V202UNIT 99/99/9999575,000$5.74M0.3%–
Ecp Environmental GW Opt Cor26829T209UNIT 03/01/2026556,905$5.61M0.3%–
L Catterton Asia AcquisitionG5346G109UNIT 03/11/2026555,168$5.52M0.3%–
GNRSGreenrose Holding Co Inc.COM515,865$5.14M0.3%History
Gossamer Bio, Inc.38341PAA0NOTE 5.000% 6/0–$5.12M0.3%–
VG Acquisition CorpG9446E105SHS CL A474,999$4.83M0.3%–
Evo Acquisition Corp30052G207UNIT 99/99/9999483,081$4.79M0.3%–
FACA.UFigure Acquisition Corp. IUNIT 99/99/9999462,750$4.68M0.3%History
Bite Acquisition Corp.09175K204UNIT 99/99/9999460,254$4.54M0.3%–
Landcadia Holdings IV, Inc.51477A203UNIT 05/01/2025450,000$4.45M0.3%–
Fusion Acquisition Corp. II36118N201UNIT 02/29/2028421,128$4.17M0.2%–
Tailwind Internatnal Acq CorG8662F127UNIT 99/99/9999412,059$4.08M0.2%–
Power & Digital Infra Acq Co739190205UNIT 99/99/9999400,000$4.02M0.2%–
GIGCAPITAL4 Inc37518G200UNIT 99/99/9999400,000$3.95M0.2%–
Mudrick Capital Acqu Corp II62477L107COM CL A400,000$3.92M0.2%–
CFIVCF Acquisition Corp. IVCOM CL A399,996$3.91M0.2%History
Newbury Street Acquisitn Cor65101L203UNIT 04/30/2028390,000$3.86M0.2%–
Legato Merger Corp.52473X106COM375,000$3.63M0.2%–
Slam Corp.G8210L113UNIT 99/99/9999365,680$3.63M0.2%–
Supernova Partners AcquistnG8T86C113UNIT 99/99/9999347,972$3.49M0.2%–
Thimble Point Acquisition Co88408P206UNIT 99/99/9999350,000$3.49M0.2%–
Af Acquisition Corp001040203UNIT 03/31/2028350,000$3.46M0.2%–
Catcha Investment CorpG1962Y128UNIT 99/99/9999338,480$3.37M0.2%–
Northern Genesis Acquisition66516U200UNIT 99/99/9999309,357$3.17M0.2%–
JWSUFJaws Mustang Acquisition CorpUNIT 99/99/9999300,400$3.04M0.2%History
Austerlitz Acquisition CorpG0633U119UNIT 99/99/9999303,200$3.04M0.2%–
Arctos Northstar Acquis CorpG0477L118UNIT 99/99/9999300,000$3.00M0.2%–
Lazard Growth Acquisition CoG54035129UNIT 99/99/9999300,000$2.99M0.2%–
Rocket Internet GRWT Oprt CoG7613T111UNIT 99/99/9999294,436$2.95M0.2%–
Replay Acquisition CorpG75130107COM307,096$2.93M0.2%–
Anzu Special Acquisitin Corp03737A200UNIT 01/27/2026293,880$2.93M0.2%–
FAST Acquisition Corp. II311874200UNIT 03/16/2026276,800$2.75M0.2%–
Ftac Parnassus Acquisitn Cor30319B207UNIT 03/10/2026275,000$2.73M0.2%–
KKR Acquisition Holding I Co48253T208UNIT 99/99/9999268,874$2.69M0.2%–
Lead Edge Growth Oprtunts LTG54085124UNIT 04/01/2026260,883$2.60M0.2%–
Peridot Acquisition Corp. IIG7008B113UNIT 99/99/9999257,427$2.56M0.1%–
Nightdragon Acquisition Corp65413D204UNIT 02/26/20266250,000$2.55M0.1%–
Priveterra Acquisition Corp74275N201UNIT 99/99/9999255,173$2.53M0.1%–
Levere Holdings Corp.G5462L114UNIT 03/09/2026250,000$2.49M0.1%–
GX Acquisition Corp36251A107COM CL A246,720$2.49M0.1%–
M3-Brigade Acquisition II Corp.553800202UNIT 99/99/9999250,000$2.48M0.1%–
Acies Acquisition CorpG0103T105CL A219,995$2.18M0.1%–
Live Oak Mobility Acquisi Co538126202UNIT 03/01/2028213,151$2.13M0.1%–
Isos Acquisition CorporationG4962C120UNIT 99/99/9999212,490$2.11M0.1%–
Longview Acquisition Corp. II54319Q204UNIT 99/99/9999209,300$2.10M0.1%–
Thunder BRDG Acquistion II LG8857S116CL A SHS200,500$2.09M0.1%–
Moringa Acquisition CorpG6S23K116UNIT 02/16/2026210,035$2.08M0.1%–
Soaring Eagle Acquisition CoG8354H100UNIT 02/23/2026200,000$2.02M0.1%–
Spartan Acquisition Corp. III84677R205UNIT 99/99/9999200,000$2.01M0.1%–
Twin Ridge Capital Acquis CoG9151L112UNIT 99/99/9999200,000$1.99M0.1%–
Silver Spike Acquisition CorG8136L114*W EXP 08/02/202282,923$1.99M0.1%–
CF Acquisition Corp VI12521J202UNIT 99/99/9999200,000$1.98M0.1%–
Warrior Technologies Acqui C936273200UNIT 03/31/2028200,000$1.98M0.1%–
Agile Growth Corp.G01202129UNIT 03/09/2026200,000$1.98M0.1%–
Digital Transformatn Opt Cor25401K206UNIT 03/31/2028200,000$1.97M0.1%–
Simon Property Grp Acq Holdi82880R202UNIT 99/99/9999175,000$1.76M0.1%–
New Vista Acquisition CorpG6529L113UNIT 02/01/2026163,477$1.63M0.1%–
PDACPeridot Acquisition Corp.SHS CL A144,400$1.54M0.1%History
Austerlitz Acquisition CorpG0633D117UNIT 99/99/9999150,000$1.51M0.1%–
SunPower Inc.G3663X102UNIT 99/99/9999150,000$1.50M0.1%–
FTAC Hera Acquisition Corp.G3728Y129UNIT 02/28/2026150,000$1.50M0.1%–
Magnum Opus Acquisition LtdG5S70A120UNIT 06/03/2026150,000$1.48M0.1%–
ChargePoint Holdings, Inc.15961R113*W EXP 07/25/20286,166$1.31M0.1%–
First Reserve Sustainable GW336169206UNIT 03/05/2026112,500$1.13M0.1%–
Arclight Clean Transition CoG04561125*W EXP 09/22/202186,445$1.07M0.1%–
Alussa Energy Acquisition Corp.G0232J101SHS CL A105,323$1.05M0.1%–
Thoma Bravo AdvantageG88272102COM CL A100,000$1.04M0.1%–
Revolution Healthcar Aq Corp76155Y207UNIT 03/18/20266101,995$1.02M0.1%–
Altimar Acquisition Corp. IIIG0370U124UNIT 99/99/9999100,000$997.0K0.1%–
Forest Road Acquisition Cor34619V202UNIT 99/99/9999100,000$996.0K0.1%–
Ross Acquisition Corp IIG7641C122UNIT 99/99/9999100,000$996.0K0.1%–
Mission Advancement Corp60501L200UNIT 99/99/9999100,000$994.0K0.1%–
Roth CH Acquisition III Co77867Q201UNIT 02/26/2026100,000$994.0K0.1%–
Gores Guggenheim, Inc.38286Q206UNIT 03/25/2028100,000$993.0K0.1%–
EJF Acquisition Corp.G2955B117UNIT 03/10/2026100,000$993.0K0.1%–
Pathfinder Acquisition CorpG04119114UNIT 02/17/2026100,000$988.0K0.1%–
DHB Capital Corp23291W208UNIT 03/31/202899,062$980.0K0.1%–
VPC Impact Acqu Holdi III IN91835J207UNIT 99/99/999984,106$830.0K<0.1%–
Social Leverage Acquisn Corp83363K201UNIT 99/99/999975,000$744.0K<0.1%–
FSTFAST Acquisition Corp.COM CL A44,690$558.0K<0.1%History
Ushg Acquisition Corp91748P209UNIT 99/99/999950,000$502.0K<0.1%–
Dmy Technology Group Inc IV23344K201UNIT 99/99/999950,000$501.0K<0.1%–
Alpha Capital Acquisition CoG0316P114UNIT 02/16/202650,000$499.0K<0.1%–
Plum Acquisition Corp IG7134L100UNIT 03/15/202650,000$497.0K<0.1%–
PWP Forward Acquisition Corp74709Q200UNIT 03/10/202650,000$496.0K<0.1%–
Hudson Executive Inves III44376L206UNIT 02/22/202650,000$495.0K<0.1%–
VPC Impact Acquisition HldgG9460L100UNIT 03/05/202650,000$493.0K<0.1%–
Sports Entertainment Acqu Co84918M106COM CL A49,998$488.0K<0.1%–