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Livermore
Livermore
ZHEN

Castle Creek Arbitrage, LLC

SEC CIK
0001326638
Latest filing
Jan 18, 2024

Holdings in Q3 2021

Holdings as of Sep 30, 2021, filed Nov 15, 2021. Long positions only; changes compare share counts with Q2 2021.

Institution overview
Positions
648
−12 vs. Q2 2021
Portfolio value
$1.77B
−$19.0M (−1.1%) vs. Q2 2021
Filed
Nov 15, 2021
SEC
Holdings of Castle Creek Arbitrage, LLC in Q3 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
Square Inc852234AF0NOTE 0.125% 3/0–$72.9M4.1%–––
Snap Inc83304AAD8NOTE 0.250% 5/0–$71.6M4.0%–––
Mercadolibre Inc58733RAD4NOTE 2.000% 8/1–$65.4M3.7%–––
Cree Inc225447AD3NOTE 1.750% 5/0–$37.0M2.1%–––
American Eagle Outfitters IN02553EAB2NOTE 3.750% 4/1–$32.2M1.8%–––
Palo Alto Networks Inc697435AF2NOTE 0.375% 6/0–$31.5M1.8%–––
Chegg, Inc163092AD1NOTE 0.125% 3/1–$29.8M1.7%–––
Burgundy Technology Acqu CorG1702T116CL A2,780,000$27.7M1.6%00.0%Unchanged–
Zynga Inc98986TAB4NOTE 0.250% 6/0–$27.1M1.5%–––
Palo Alto Networks Inc697435AD7NOTE 0.750% 7/0–$25.4M1.4%–––
Riverview Acquisition Corp.769395203UNIT 07/29/20262,490,000$24.7M1.4%+2,490,000New–
Healthwell Acquisition Corp42227R208UNIT 08/05/20282,400,000$23.7M1.3%+2,400,000New–
Social Capital Hedosopha HLDG8251L105SHS CL A2,173,837$22.1M1.2%−45,000−2.0%Reduced–
10X Cap Venture Acqstn CorpG87076124UNIT 04/19/20281,980,000$19.7M1.1%+1,980,000New–
E Merge Technology Acquisiti26873Y104COM CL A2,000,418$19.6M1.1%00.0%Unchanged–
Envista Holdings Corp29415FAB0NOTE 2.375% 6/0–$18.7M1.1%–––
CXApp Inc.49714K109COM CL A1,878,208$18.7M1.1%00.0%Unchanged–
Mercury Ecom Acquisition Cor589381201UNIT 07/27/20261,732,500$17.4M1.0%+1,732,500New–
Stratim Cloud Acquisition Corp.86309R206UNIT 03/05/20261,745,969$17.3M1.0%00.0%Unchanged–
Perficient Inc71375UAD3NOTE 1.250% 8/0–$17.0M1.0%–New–
Seven Oaks Acquisition Corp81787X106COM CL A1,650,000$16.4M0.9%00.0%Unchanged–
Healthcare Services Acqu Cor42227K104COM CL A1,559,973$15.2M0.9%00.0%Unchanged–
AEA-Bridges Impact Corp.G01046104SHS CL A1,506,908$14.7M0.8%00.0%Unchanged–
CCAIUCascadia Acquisition Corp.UNIT 09/30/20281,485,000$14.6M0.8%+1,485,000NewHistory
African Gold Acquisition CorG0112R108SHS CL A1,489,356$14.5M0.8%00.0%Unchanged–
Fortistar Sustainable Sol Co34962M106COM CL A1,346,878$13.1M0.7%00.0%Unchanged–
Akamai Technologies Inc00971TAJ0NOTE 0.125% 5/0–$12.1M0.7%–––
Parabellum Acquisition Corp.69901P208UNIT 99/99/99991,212,500$12.1M0.7%+1,212,500New–
Microchip Technology Inc595017AH7NOTE 2.250% 2/1–$12.0M0.7%–––
Trepont Acquisition Corp IG9095M101SHS CL A1,202,037$12.0M0.7%00.0%Unchanged–
COVA Acquisition Corp.G2554Y104CL A SHS1,212,340$11.8M0.7%00.0%Unchanged–
Nuburu, Inc.87403Q102COM CL A1,200,423$11.7M0.7%−349,577−22.6%Reduced–
FirstMark Horizon Acquisition Corp.33765Y101CL A COM1,184,030$11.6M0.7%00.0%Unchanged–
Skydeck Acquisition Corp.G82220123CLASS A ORD SHS1,184,355$11.5M0.6%+1,184,355New–
Tuscan Hldgs Corp II90070A103COM1,087,963$11.0M0.6%00.0%Unchanged–
Sarissa Capital Acquisitn CoG7823W102CL A1,074,820$10.6M0.6%00.0%Unchanged–
PRPBCC Neuberger Principal Holdings IISHS CL A1,030,795$10.1M0.6%00.0%UnchangedHistory
DTRT Health Acquisition Corp23344T202UNIT 08/31/20291,000,000$10.1M0.6%+1,000,000New–
ALTIAlTi Global, Inc.CL A SHS999,999$9.85M0.6%00.0%UnchangedHistory
Bright Lights Acquisition Co10920K101COM CL A1,007,344$9.80M0.6%00.0%Unchanged–
Global Synergy Acquisit CorpG3934J106CL A SHS999,998$9.80M0.6%00.0%Unchanged–
Endurance Acquisition Corp.G3041W123UNIT 09/01/2026980,000$9.75M0.6%+980,000New–
Colicity Inc194170106COM CL A1,000,065$9.74M0.5%00.0%Unchanged–
KSIKadem Sustainable Impact CorpCLASS A COM950,000$9.22M0.5%00.0%UnchangedHistory
BridgeBio Pharma, Inc.10806XAB8NOTE 2.500% 3/1–$8.98M0.5%–––
RH74967XAA1NOTE 6/1–$8.94M0.5%–––
Golden Falcon Acquisition Co38102H109CL A917,332$8.94M0.5%00.0%Unchanged–
HHLAHH&L Acquisition Co.SHS CL A913,588$8.87M0.5%00.0%UnchangedHistory
Carney Technology Acqu Corp143636108CL A COMMON STK899,895$8.79M0.5%00.0%Unchanged–
MDH Acquisition Corp55283P106COM CL A864,106$8.50M0.5%00.0%Unchanged–
MSPRMSP Recovery, Inc.COM CL A856,151$8.48M0.5%−260,600−23.3%ReducedHistory
Progress Acquisition Corp.74327P105COM CL A864,520$8.43M0.5%00.0%Unchanged–
Cohn Robbins Holdings CorpG23726105COM CL A849,996$8.35M0.5%00.0%Unchanged–
Tuatara Capital Acquisitn CoG9118J101CL A SHS851,460$8.28M0.5%+851,460New–
Trump Media & Technology Group Corp.25400Q204UNIT 06/30/2028813,247$8.23M0.5%+813,247New–
ADTHAdTheorent Holding Company, Inc.COM CL A799,998$7.89M0.4%00.0%UnchangedHistory
Macondray Cap Acquisitn CorpG5853A123UNIT 05/31/2028782,500$7.81M0.4%+782,500New–
Athlon Acquisition Corp04748A106COM CL A799,998$7.78M0.4%00.0%Unchanged–
Soar Technology Acquisn CorpG82472104UNIT 99/99/9999750,000$7.61M0.4%+750,000New–
Spartacus Acquisition Corp84677L109CL A747,193$7.56M0.4%00.0%Unchanged–
IRAAIris Acquisition CorpCLASS A COM775,184$7.53M0.4%+775,184NewHistory
DDMXCodere Online U.S. Corp.COM CL A753,898$7.47M0.4%00.0%UnchangedHistory
Spirit Airls Inc848577AA0NOTE 4.750% 5/1–$7.43M0.4%–––
Varonis Sys Inc922280AB8NOTE 1.250% 8/1–$7.20M0.4%–––
AEACAuthentic Equity Acquisition Corp.CL A SHS737,498$7.15M0.4%00.0%UnchangedHistory
Epiphany Technology Acquisit29429X109COM CL A728,652$7.11M0.4%00.0%Unchanged–
Lux Health Tech Acquisition55068A100COM CL A714,339$7.01M0.4%00.0%Unchanged–
LCALandcadia Holdings IV, Inc.CLASS A COM715,048$6.96M0.4%00.0%UnchangedHistory
Tailwind Two Acquisition CorG86613109SHS CL A709,095$6.89M0.4%00.0%Unchanged–
Empowerment & Inclusion Capi29248N100COM CL A699,998$6.83M0.4%00.0%Unchanged–
TMPOTempo Automation Holdings, Inc.CL A688,810$6.83M0.4%00.0%UnchangedHistory
Roman DBDR Tech Acquisition77584N101COM CL A656,878$6.64M0.4%00.0%Unchanged–
890 5th Ave Partners Inc28250A105COM CL A663,489$6.58M0.4%00.0%Unchanged–
Merida Merger Corp I58953M106COM652,740$6.52M0.4%−500,000−43.4%Reduced–
7GC & Co Holdings Inc81786A107COM CL A650,000$6.33M0.4%00.0%Unchanged–
American Airls Group Inc02376RAF9NOTE 6.500% 7/0–$6.13M0.3%–––
EUSGEuropean Sustainable Growth Acquisition Corp.CL A SHS617,876$6.12M0.3%00.0%UnchangedHistory
L Catterton Asia AcquisitionG5346G125CLASS A ORD SHS627,528$6.09M0.3%00.0%Unchanged–
Altimar Acquisition Corp IIG03709105SHS CL A610,092$6.01M0.3%00.0%Unchanged–
Sustainable Develp Acqu I Co86934L103COM CL A613,238$5.96M0.3%+613,238New–
Lightjump Acquisition Corp53228M106COM591,720$5.83M0.3%+591,720New–
Prospector Capital CorpG7273A105CL A593,966$5.80M0.3%00.0%Unchanged–
Jazz Investments I Ltd472145AF8NOTE 2.000% 6/1–$5.78M0.3%–––
NVTSNavitas Semiconductor CorpCOM CL A565,709$5.65M0.3%−34,291−5.7%ReducedHistory
B Riley Principal 150 Merger05601V103COM CL A575,376$5.60M0.3%00.0%Unchanged–
Adit Edtech Acquisition Corp007024102COMMON STOCK574,998$5.59M0.3%00.0%Unchanged–
Ecp Environmental GW Opt Cor26829T100COM CL A556,896$5.50M0.3%00.0%Unchanged–
Motive Capital CorpG6293A103SHS CL A550,000$5.44M0.3%00.0%Unchanged–
Healthcare Capital Corp42228C101COM CL A549,998$5.42M0.3%00.0%Unchanged–
BNAIBrand Engagement Network Inc.CLASS A ORD SHS556,158$5.42M0.3%+40,398+7.8%AddedHistory
Clarim Acquisition Corp18049C108COM CL A544,416$5.32M0.3%00.0%Unchanged–
Jack Creek Investment Corp.G4989X115CL A SHS520,236$5.07M0.3%00.0%Unchanged–
Recharge Acquisition Corp756229100COM CL A500,000$4.94M0.3%00.0%Unchanged–
PHICPopulation Health Investment Co., Inc.SHS CL A499,998$4.89M0.3%00.0%UnchangedHistory
Evo Acquisition Corp30052G108COM CL A483,080$4.68M0.3%00.0%Unchanged–
TEKKTekkorp Digital Acquisition Corp.CL A475,014$4.66M0.3%00.0%UnchangedHistory
Figure Acquisition Corp. I302438106COM CL A462,744$4.55M0.3%00.0%Unchanged–
Seaport Global Acquisitn Cor812227106COM CL A450,000$4.53M0.3%00.0%Unchanged–
ZFOXZeroFox Holdings, Inc.SHS CL A450,000$4.50M0.3%00.0%UnchangedHistory
EDTXEdtechX Holdings Acquisition Corp. IICOM CL A450,000$4.48M0.3%00.0%UnchangedHistory

Sold out since Q2 2021 (133)

Positions held at the end of Q2 2021 that are gone from this filing.

The largest 100 of 133 by value last quarter.

Positions of Castle Creek Arbitrage, LLC sold out since Q2 2021
SecurityClassShares in Q2 2021Value in Q2 2021% of portfolio in Q2 2021History
Splunk Inc848637AC8NOTE 0.500% 9/1–$27.2M1.5%–
SPNVSpinnova PlcCOM CL A2,110,899$21.0M1.2%History
Ascendant Digital AcquisitioG05155109COM CL A1,609,682$16.0M0.9%–
Spartan Acquisition Corp II846775104COM1,347,675$13.4M0.8%–
Skydeck Acquisition Corp.G82220107UNIT 05/13/20261,184,359$11.8M0.7%–
Revolution Accelertn Acqu Co76156P106COM CL A1,055,619$10.5M0.6%–
RMG Acquisition Corp IIG76083107CL A SHS1,014,598$10.1M0.6%–
Tuatara Capital Acquisitn CoG9118J127UNIT 99/99/9999851,461$8.66M0.5%–
Navsight Hldgs Inc639358100CL A796,531$7.95M0.4%–
Tribe Capital Growth Corp I89601Y200UNIT 02/24/2026775,188$7.76M0.4%–
Roth CH Acquisition II Co778673103COM756,040$7.51M0.4%–
Sustainable Develp Acqu I Co86934L202UNIT 02/04/2026613,239$6.23M0.3%–
Jaws Spitfire Acquisition CoG50740102SHS CL A599,800$6.00M0.3%–
Lightjump Acquisition Corp53228M205UNIT 01/06/2026591,722$5.98M0.3%–
GLAUKOS Corp377322AB8NOTE 2.750% 6/1–$5.98M0.3%–
CNDConcord Acquisition CorpCOM CL A599,932$5.91M0.3%History
Ajax IG0190X100COM475,000$4.73M0.3%–
Soaring Eagle Acquisition CoG8354H126CL A SHS475,036$4.73M0.3%–
Galileo Acquisition CorpG3770A102SHS449,600$4.50M0.3%–
Insu Acquisition Corp III457817302UNIT 12/31/2026435,730$4.38M0.2%–
Goal Acquisitions Corp38021H206UNIT 99/99/9999425,000$4.36M0.2%–
B Riley Prin 250 Merger Corp05602L203UNIT 04/06/2026425,000$4.23M0.2%–
TWC Tech Hldgs II Corp90117G105COM400,197$3.97M0.2%–
Foresight Acquisition Corp34552Y205UNIT 01/29/2026372,889$3.85M0.2%–
Investindustrial Acquisition Corp.G4771L121UNIT 99/99/9999380,002$3.83M0.2%–
RDWRedwire CorpSHS CL A359,600$3.70M0.2%History
Novus Capital Corporation II67012W203UNIT 99/99/9999350,000$3.54M0.2%–
Software Acquisitn Grup Inc83407F101COM CL A345,153$3.43M0.2%–
Byte Acquisition CorpG1R25Q121UNIT 03/18/2029293,558$2.98M0.2%–
Colombier Acquisition Corp19533H207UNIT 99/99/9999300,000$2.97M0.2%–
LIDRAEye, Inc.CL A285,688$2.87M0.2%History
Legato Merger Corp.52473X205UNIT 12/31/2025241,538$2.87M0.2%–
Centricus Acquisition CorpG2072Q104CL A SHS257,028$2.54M0.1%–
Ibere PharmaceuticalsG46843127UNIT 99/99/9999253,446$2.54M0.1%–
Rotor Acquisition Corp77879W204UNIT 06/15/2027238,675$2.51M0.1%–
New Beginnings Acquisition C64222H100COM251,123$2.51M0.1%–
Diamondhead Holdings Corp25278L204UNIT 01/21/2026251,500$2.50M0.1%–
Turmeric Acquisition CorpG9127T116UNIT 10/08/2025247,757$2.49M0.1%–
Osiris Acquisition Corp.68829A202UNIT 99/99/9999250,000$2.48M0.1%–
Science Strategic Acq Alpha808641203UNIT 01/20/2026242,481$2.41M0.1%–
Tuscan Hldgs Corp90069K112*W EXP 04/01/202554,704$2.30M0.1%–
CM Life Sciences II Inc125842203UNIT 02/25/2028171,395$2.30M0.1%–
CM Life Sciences III Inc125841205UNIT 04/30/2028200,000$2.18M0.1%–
Reinvent Technology PartnersG7483N129CL A216,159$2.16M0.1%–
Consonance HFW Acquisition CG2445M103SHS CL A204,198$2.03M0.1%–
EOSEWEos Energy Enterprises, Inc.*W EXP 05/06/202282,332$2.03M0.1%History
Reinvent Technology PartnersG74847107SHS CL A202,588$2.01M0.1%–
Dila Capital Acquisition Cor254028202UNIT 99/99/9999199,699$2.01M0.1%–
D8 Holdings CorpG2614K110SHS CL A200,000$1.99M0.1%–
Ascendant Digital AcquisitioG05155117*W EXP 07/28/2021,067,120$1.73M0.1%–
UPWheels Up Experience Inc.COM171,281$1.71M0.1%History
Tishman Speyer Innovation Co88825H209UNIT 02/11/2026150,000$1.51M0.1%–
Spartan Acquisition Corp II846775112*W EXP 11/28/202848,016$1.51M0.1%–
Qell Acquisition CorpG7307X105CL A150,200$1.49M0.1%–
Montes Archimedes Acquisitio612657106COM CL A150,000$1.48M0.1%–
Star Peak Corp II855179107COM CL A148,421$1.47M0.1%–
Sportstek Acquisition Corp849196209UNIT 02/16/2028146,429$1.46M0.1%–
Aspirational Consumer LifestG05436111*W EXP 09/19/202725,805$1.38M0.1%–
Dmy Technology Group Inc III233278100COM CLASS A128,775$1.37M0.1%–
CM Life Sciences Inc18978W109COM CL A92,124$1.29M0.1%–
FAST Acquisition Corp.311875116*W EXP 08/25/202393,429$1.15M0.1%–
Fusion Acquisition Corp36118H105CL A114,045$1.14M0.1%–
Sustainable Opportnts Acq CoG8598Y109ORD SHS A113,656$1.13M0.1%–
Rotor Acquisition Corp77879W113*W EXP 06/15/202857,747$1.05M0.1%–
Locust Walk Acquisition Corp54015L301UNIT 12/31/2025100,100$1.01M0.1%–
Atlas Crest Investment Corp049287204UNIT 99/99/9999100,000$1.00M0.1%–
Angel Pond Holdings CorpG0447J110UNIT 99/99/9999100,000$998.0K0.1%–
Vector Acquisition CorpG9442R118*W EXP 09/30/202349,790$992.0K0.1%–
Theravance Biopharma, Inc.88339KAA0NOTE 3.250%11/0–$984.0K0.1%–
Landcadia Holdings III Inc51476H118*W EXP 10/01/202349,271$943.0K0.1%–
Osprey Technlgy Aquistion Co68839R104COM CL A93,379$933.0K0.1%–
Osprey Technlgy Aquistion Co68839R120*W EXP 10/30/202541,430$910.0K0.1%–
Tortoise Acquisition Corp IIG89554102COM CL A87,726$880.0K<0.1%–
Supernova Partners Acquisiti86846V116*W EXP 10/16/202562,937$867.0K<0.1%–
Navsight Hldgs Inc639358118*W EXP 01/01/203510,838$861.0K<0.1%–
Canoo Inc.13803R110*W EXP 12/21/202274,982$829.0K<0.1%–
LDH Growth Corp IG54094118UNIT 03/17/202681,100$811.0K<0.1%–
Fusion Acquisition Corp36118H113*W EXP 06/01/202566,000$778.0K<0.1%–
Holicity Inc435063110*W EXP 08/04/202215,011$759.0K<0.1%–
CC Neuberger Principal HoldnG1992N118UNIT 99/99/999975,000$749.0K<0.1%–
MYPSPLAYSTUDIOS, Inc.CLASS A COM100,000$742.0K<0.1%History
Revolution Accelertn Acqu Co76156P114*W EXP 12/01/202351,873$704.0K<0.1%–
Cerevel Therapeutics HLDNG I15678U102*W EXP 06/09/20249,052$699.0K<0.1%–
QSIQuantum-Si IncCOM CL A55,668$682.0K<0.1%History
FTAC Athena Acquisition Corp.G37283127UNIT 99/99/999966,761$681.0K<0.1%–
Roth CH Acquisition II Co778673111*W EXP 09/16/202424,750$669.0K<0.1%–
Nextgen Acquisition CorpG65305107CL A67,189$668.0K<0.1%–
Genesis PK Acquisition CorpG38245125*W EXP 05/27/202250,000$609.0K<0.1%–
TWC Tech Hldgs II Corp90117G113*W EXP 09/15/202348,838$605.0K<0.1%–
RMG Acquisition Corp IIG76083123*W EXP 12/27/202344,866$576.0K<0.1%–
Group Nine Acquisition Corp.39947R203UNIT 01/15/202655,600$559.0K<0.1%–
Empower LtdG3R39W102CL A COM49,998$500.0K<0.1%–
Rotor Acquisition Corp77879W105COM50,000$497.0K<0.1%–
Paya Holdings Inc.70434P111*W EXP 10/16/202184,999$488.0K<0.1%–
Galileo Acquisition CorpG3770A110*W EXP 10/31/202417,086$488.0K<0.1%–
Sandbridge Acquisition Corp799793112*W EXP 09/14/202344,066$482.0K<0.1%–
Global Partner Acqistn CorpG3934P110UNIT 01/06/202647,743$473.0K<0.1%–
Software Acquisitn Grup Inc83407F119*W EXP 09/17/202287,500$466.0K<0.1%–
Atlas Crest Invt Corp049284110*W EXP 01/30/202300,000$462.0K<0.1%–
Alussa Energy Acquisition Corp.G0232J119*W EXP 10/31/202212,899$449.0K<0.1%–