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Livermore
Livermore
ZHEN

Castle Creek Arbitrage, LLC

SEC CIK
0001326638
Latest filing
Jan 18, 2024

Holdings in Q2 2023

Holdings as of Jun 30, 2023, filed Aug 14, 2023. Long positions only; changes compare share counts with Q1 2023.

Institution overview
Positions
385
−77 vs. Q1 2023
Portfolio value
$806.0M
−$102.4M (−11.3%) vs. Q1 2023
Filed
Aug 14, 2023
SEC
Holdings of Castle Creek Arbitrage, LLC in Q2 2023
SecurityClassSharesValue% of portfolioShare changeActionHistory
MIDDLEBY Corp596278AB7NOTE 1.000% 9/0–$64.5M8.0%–––
Mercadolibre Inc58733RAD4NOTE 2.000% 8/1–$61.6M7.6%–––
Akamai Technologies Inc00971TAJ0NOTE 0.125% 5/0–$33.5M4.2%–––
Lumentum Hldgs Inc55024UAB5NOTE 0.250% 3/1–$30.9M3.8%–––
HWELHealthwell Acquisition Corp. ICLASS A COM2,394,984$24.6M3.1%00.0%UnchangedHistory
Marriott Vacations Worldwide Corp57164YAD9NOTE 1/1–$17.6M2.2%–––
Blackline, Inc.09239BAB5NOTE 0.125% 8/0–$16.6M2.1%–––
CVIIChurchill Capital Corp VIICOM CL A1,511,789$15.6M1.9%+188,455+14.2%AddedHistory
Snap Inc83304AAD8NOTE 0.250% 5/0–$15.5M1.9%–––
IVCBInvest Acquisition CorpCLASS A ORD SHS1,340,836$14.3M1.8%00.0%UnchangedHistory
Stride, Inc.86333MAA6NOTE 1.125% 9/0–$12.7M1.6%–––
Spotify USA Inc84921RAB6NOTE 3/1–$11.9M1.5%–––
Andretti Acquisition CorpG26735103CL A ORD SHS1,066,182$11.3M1.4%00.0%Unchanged–
Patria Latin Amrcn Opprnty AG69454109CLASS A ORD SHS1,054,405$11.3M1.4%+804,407+321.8%Added–
Repligen Corp759916AB5NOTE 0.375% 7/1–$10.4M1.3%–––
Integra Lifesciences Hldgs C457985AM1NOTE 0.500% 8/1–$10.3M1.3%–––
IRRXIntegrated Rail & Resources Acquisition CorpCL A COM900,000$9.64M1.2%00.0%UnchangedHistory
Ftac Zeus Acquisition Cor30320F106CLASS A COM912,698$9.51M1.2%00.0%Unchanged–
Bloom Energy Corp093712AH0NOTE 2.500% 8/1–$9.12M1.1%–New–
C5 Acquisition Corporation12530D105CL A COM817,138$8.70M1.1%00.0%Unchanged–
Investcorp India Acquistn CoG49219101CLASS A ORD SHS812,761$8.70M1.1%+562,761+225.1%Added–
Acropolis Infrastructure Acq005029103CL A792,100$8.04M1.0%+792,100New–
PGSSPegasus Digital Mobility Acquisition Corp.CL A ORD SHS713,852$7.60M0.9%−133,000−15.7%ReducedHistory
Ares Acquisition CorporationG33032106COM CL A700,000$7.39M0.9%+700,000New–
Southport Acquisition Corp84465L105CL A COM700,000$7.36M0.9%−39,376−5.3%Reduced–
BFACBattery Future Acquisition Corp.CL A ORD SHS691,564$7.33M0.9%+691,564NewHistory
BOCNBlue Ocean Acquisition CorpCLASS A ORD SHS693,504$7.33M0.9%00.0%UnchangedHistory
PRLHPearl Holdings Acquisition CorpCLASS A ORD SHS646,339$6.82M0.8%+296,339+84.7%AddedHistory
SLAMSlam Corp.CL A SHS636,978$6.77M0.8%00.0%UnchangedHistory
FLDFold Holdings, Inc.COM CL A642,570$6.65M0.8%00.0%UnchangedHistory
L Catterton Asia AcquisitionG5346G125CLASS A ORD SHS625,839$6.55M0.8%+338,931+118.1%Added–
Chenghe Acquisition Co.G2086M107CLASS A ORD587,829$6.29M0.8%+447,429+318.7%Added–
CURRCurrenc Group Inc.CL A ORD SHS582,724$6.28M0.8%00.0%UnchangedHistory
ENTFEnterprise 4.0 Technology Acquisition CorpCLASS A ORD SHS575,000$6.12M0.8%−943,740−62.1%ReducedHistory
SOARVolato Group, Inc.CL A COM535,536$5.66M0.7%−74,762−12.3%ReducedHistory
Spirit Airls Inc848577AA0NOTE 4.750% 5/1–$5.54M0.7%–––
Power & Digital Infrastructu73919C100CLASS A COM530,056$5.51M0.7%+444,004+516.0%Added–
HSPOFHorizon Space Acquisition I Corp.ORDINARY SHARES523,680$5.44M0.7%00.0%UnchangedHistory
TLGYTlgy Acquisition CorpCLASS A ORD SHS500,000$5.38M0.7%00.0%UnchangedHistory
LIVBLIV Capital Acquisition Corp. IICLASS A ORD SHS504,110$5.34M0.7%00.0%UnchangedHistory
Roadzen Inc.G9320Z109CLASS A ORD500,000$5.32M0.7%00.0%Unchanged–
APXIAPx Acquisition Corp. ICLASS A ORD SHS491,070$5.27M0.7%00.0%UnchangedHistory
NFNTInfinite Acquisition Corp.CL A ORD SHS497,698$5.26M0.7%00.0%UnchangedHistory
John Bean Technologies Corp477839AB0NOTE 0.250% 5/1–$5.24M0.7%–––
BHACFocus Impact BH3 Acquisition CoCLASS A COM500,000$5.18M0.6%00.0%UnchangedHistory
AEAEAltEnergy Acquisition CorpCOM CL A500,000$5.17M0.6%−621,438−55.4%ReducedHistory
LATGChenghe Acquisition I Co.CLASS A ORD SHS482,000$5.15M0.6%−18,000−3.6%ReducedHistory
LF Capital Acquisition Corp. II50202D102CLASS A COM479,350$5.12M0.6%00.0%Unchanged–
KRNLKernel Group Holdings, Inc.CL A SHS476,104$4.99M0.6%00.0%UnchangedHistory
MongoDB, Inc.60937PAD8NOTE 0.250% 1/1–$4.97M0.6%–––
Splunk Inc848637AC8NOTE 0.500% 9/1–$4.94M0.6%–––
CFIVCF Acquisition Corp. IVCOM CL A455,293$4.78M0.6%+205,300+82.1%AddedHistory
BMACBlack Mountain Acquisition Corp.CL A COM449,996$4.77M0.6%00.0%UnchangedHistory
PRPCCC Neuberger Principal Holdings IIISHS CL A437,030$4.74M0.6%00.0%UnchangedHistory
Snap Inc83304AAB2NOTE 0.750% 8/0–$4.62M0.6%–New–
Mountain & Co I Acquisitn CoG6301J104CLASS A ORD423,450$4.61M0.6%00.0%Unchanged–
EOCWElliott Opportunity II Corp.SHS CL A420,000$4.35M0.5%00.0%UnchangedHistory
ROCLRoth CH Acquisition V Co.COM420,386$4.35M0.5%+112,254+36.4%AddedHistory
HCM Acquisition CorpG4365A101CLASS A ORD SHS403,856$4.30M0.5%−126,072−23.8%Reduced–
Iconic Sports Acquisition Corp.G4712C107CL A ORD SHS400,126$4.26M0.5%−510,130−56.0%Reduced–
Aurora Technology AcquisitioG06984119CLASS A ORD SHS400,000$4.25M0.5%00.0%Unchanged–
CMCAFPiermont Valley Acquisition CorpCLASS A ORD SHS400,000$4.22M0.5%−142,226−26.2%ReducedHistory
Chain Bridge IG2061X102CLASS A ORD400,000$4.20M0.5%−824,998−67.3%Reduced–
SUACShoulderUP Technology Acquisition Corp.CL A COM400,000$4.16M0.5%−633,498−61.3%ReducedHistory
SILVERspac Inc.G8136V104CLASS A ORD400,440$4.16M0.5%+200,541+100.3%Added–
Bridgetown Holdings LtdG1355U113COM CL A400,000$4.11M0.5%+150,000+60.0%Added–
MBACM3-Brigade Acquisition II Corp.COM CL A400,000$4.10M0.5%00.0%UnchangedHistory
ALCUFAlchemy Investments Acquisition Corp 1UNIT 11/30/2027387,548$3.96M0.5%+387,548NewHistory
MPRAMercato Partners Acquisition CorpCLASS A COM375,530$3.95M0.5%00.0%UnchangedHistory
GBBKGlobal Blockchain Acquisition Corp.COMMON STOCK375,000$3.92M0.5%00.0%UnchangedHistory
Consilium Acquisitn Corp I LG2365L101CLASS A ORD SHS370,000$3.88M0.5%+250,000+208.3%Added–
ASCBFASPAC II Acquisition Corp.ORD SHS CL A363,603$3.83M0.5%+363,603NewHistory
Spree Acquisition Corp. 1 LtdG83745102CL A ORD SHS356,080$3.78M0.5%+121,232+51.6%Added–
Golden Star Acquisition CorpG4023C101USD ORD SHS371,320$3.78M0.5%+371,320New–
CITECartica Acquisition CorpCLASS A ORD SHS350,000$3.72M0.5%+149,800+74.8%AddedHistory
Nabors Energy Transition Cor629567108CL A COM349,016$3.71M0.5%−21,882−5.9%Reduced–
M3-Brigade Acquisition III Corp.55407R103CL A COM349,998$3.66M0.5%00.0%Unchanged–
NFYSEnphys Acquisition Corp.CL A ORD SHS309,508$3.21M0.4%00.0%UnchangedHistory
LHCLeo Holdings Corp. IICOM CL A300,400$3.20M0.4%00.0%UnchangedHistory
MITAColiseum Acquisition Corp.CLASS A ORD SHS300,852$3.14M0.4%+300,852NewHistory
DMYYdMY Squared Technology Group, Inc.CL A COM300,000$3.08M0.4%00.0%UnchangedHistory
ALORALSP Orchid Acquisition Corp ICLASS A ORD290,100$3.07M0.4%00.0%UnchangedHistory
Zeo Energy Corp.G3R95N103SHS CL A280,000$3.05M0.4%00.0%Unchanged–
Sizzle Acquisition Corp.83014E109COMMON STOCK259,700$2.77M0.3%00.0%Unchanged–
CFFSCF Acquisition Corp. VIICLASS A COM256,625$2.72M0.3%+106,625+71.1%AddedHistory
VMCAFValuence Merger Corp. ICLASS A ORD SHS250,000$2.68M0.3%+250,000NewHistory
Colombier Acquisition Corp19533H108CL A250,000$2.57M0.3%−50,000−16.7%Reduced–
Kodiak AI, Inc.G33033104SHS CLASS A250,000$2.54M0.3%+250,000New–
Accretion Acquisition Corp00438Y107COM240,000$2.49M0.3%−200,000−45.5%Reduced–
Pono Cap Three IncG71704103ORD SHS CL A225,000$2.34M0.3%+225,000New–
AMCIAMC Robotics CorpORDINARY SHARES225,000$2.33M0.3%00.0%UnchangedHistory
Shopify Inc.82509LAA5NOTE 0.125%11/0–$2.28M0.3%–––
Athena Consumer Acq Corp04684M106CL A200,000$2.16M0.3%00.0%Unchanged–
Forbion European Acqustn CorG3619H102CLASS A ORD SHS200,000$2.15M0.3%+200,000New–
Generation Asia I AcquisitioG38258102CL A ORD SHS200,000$2.10M0.3%+200,000New–
Waverley Capital Acquis CorpG06536109SHS CL A200,000$2.07M0.3%00.0%Unchanged–
Newbury Street Acquisitn Cor65101L104COM195,000$2.02M0.3%00.0%Unchanged–
ARYEARYA Sciences Acquisition Corp VCLASS A ORD SHS192,769$2.00M0.2%+42,769+28.5%AddedHistory
CHAACatcha Investment CorpSHS CL A187,794$1.97M0.2%00.0%UnchangedHistory
PEGRProject Energy Reimagined Acquisition Corp.CLASS A ORD187,084$1.94M0.2%+187,084NewHistory

Sold out since Q1 2023 (103)

Positions held at the end of Q1 2023 that are gone from this filing.

The largest 100 of 103 by value last quarter.

Positions of Castle Creek Arbitrage, LLC sold out since Q1 2023
SecurityClassShares in Q1 2023Value in Q1 2023% of portfolio in Q1 2023History
Skydeck Acquisition Corp.G82220123CLASS A ORD SHS1,184,355$12.1M1.3%–
Trine II Acquisition Corp.G9059F100CL A ORD SHS1,100,000$11.5M1.3%–
GCT Semiconductor Holding, Inc.20607V106COM CL A785,000$8.14M0.9%–
Green Visor Fin Tec Acq CorpG4166K100CLASS A ORD700,000$7.37M0.8%–
Pontem CorporationG71707106SHS CL A667,186$6.89M0.8%–
Lava Medtech Acquisition Cor519345102CLASS A COM600,000$6.25M0.7%–
PNSTPinstripes Holdings, Inc.CL A COM600,300$6.24M0.7%History
Sound Point Acquisition CorpG8274F101CLASS A ORD SHS585,550$6.17M0.7%–
Games & Esports Exprnc Acq CG3731J119CLASS A ORD SHS550,000$5.78M0.6%–
Talon 1 Acquisition CorpG86656108CLASS A ORD520,000$5.49M0.6%–
Orion Biotech Opportuntes CoG6780C109CLASS A ORD SHS530,000$5.42M0.6%–
VLATValor Latitude Acquisition Corp.CLASS A ORD SHS504,000$5.16M0.6%History
GTACGlobal Technology Acquisition Corp. ICLASS A ORD474,464$4.96M0.5%History
CIIG Capital Partners II, Inc.12561U109COM CL A461,784$4.80M0.5%–
7GC & Co Holdings Inc81786A107COM CL A450,000$4.63M0.5%–
B Riley Prin 250 Merger Corp05602L104CLASS A COM424,995$4.32M0.5%–
HHLAHH&L Acquisition Co.SHS CL A417,889$4.32M0.5%History
Bullpen Parlay Acquisition CG1792A100CLASS A ORD SHS402,464$4.19M0.5%–
DNADSocial Capital Suvretta Holdings Corp. IVCLASS A ORD SHS410,062$4.19M0.5%History
LGVCLAMF Global Ventures Corp. ICLASS A ORD400,000$4.18M0.5%History
Jackson Acquisition Co46653C106COM CL A405,004$4.17M0.5%–
Zimmer Energy Transition Acq989570106COM CL A399,999$4.05M0.4%–
Oak Woods Acquisition Corp67190B203UNIT 03/23/2028396,285$4.04M0.4%–
Juniper II Corp48203N103CL A COM375,198$3.89M0.4%–
Galata Acquisition CorpG3R23A108SHS CL A357,800$3.72M0.4%–
Logistics Innovtn Technlgs C54141L100CLASS A COM349,998$3.55M0.4%–
ASBPAspire-Lakewood Holdings, Inc.CLASS A ORDI SHS320,007$3.36M0.4%History
Anthemis Digital AcquisitionG03959106CLASS A ORD300,000$3.13M0.3%–
DNABSocial Capital Suvretta Holdings Corp. IICLASS A ORD SHS305,025$3.12M0.3%History
GoGreen Investments CorpG9461B101ORD SHS CL A269,000$2.84M0.3%–
Jaws Juggernaut Acquisitn CoG50735102CLASS A ORD SHS250,569$2.56M0.3%–
Veea Inc.G7134L126CLASS A ORD SHS227,232$2.34M0.3%–
Pono Cap Three IncG71704129UNIT 01/11/2028225,000$2.30M0.3%–
Silicon Laboratories Inc.826919AD4NOTE 0.625% 6/1–$2.25M0.2%–
Roc Energy Acquisition Corp77118V108COMMON STOCK215,000$2.24M0.2%–
HCNEJaws Hurricane Acquisition CorpCLASS A COM216,708$2.20M0.2%History
WELIntegrated Wellness Acquisition CorpORD SHS CL A199,998$2.10M0.2%History
MTVCMotive Capital Corp IICL A ORD199,995$2.09M0.2%History
Signal Hill Acquisition Corp82664R105CLASS A COM200,000$2.08M0.2%–
QOMOQomolangma Acquisition Corp.COM180,000$1.85M0.2%History
Beard Energy Transition Acq07402Q101CL A COM156,099$1.62M0.2%–
St Energy Transition I LtdG8465L107CL A ORD SHS130,568$1.36M0.1%–
VMG Consumer Acquisition Cor91842V102CLASS A COM125,196$1.29M0.1%–
AEONAEON Biopharma, Inc.CL A105,807$1.07M0.1%History
FRLAFortune Rise Acquisition CorpCL A99,900$1.06M0.1%History
7 Acquisition CorpG80694105SHS CL A100,000$1.04M0.1%–
Sculptor Acquisition Corp IG7T983103CL A COM100,000$1.04M0.1%–
Rice Acquisition Corp IIG75529100SHS CL A76,822$786.3K0.1%–
LIBYLiberty Resources Acquisition Corp.CLASS A COM71,434$750.4K0.1%History
FATPFat Projects Acquisition CorpCLASS A ORD SHS60,083$627.9K0.1%History
TMT Acquisition Corp.G89229101UNIT 03/27/202860,000$612.0K0.1%–
DP Cap Acquisition Corp IG2R05B100CLASS A ORD50,000$522.5K0.1%–
Cactus Acquisition Corp. 1 LtdG1745A108CLASS A ORD49,998$521.7K0.1%–
Khosla Ventures Acqut Co III482506102COM CL A50,000$507.5K0.1%–
Alvarium Tiedman02237A116EQUITY WRT225,478$263.8K<0.1%–
TCVATCV Acquisition Corp.CL A SHS25,000$256.0K<0.1%History
CRECCrescera Capital Acquisition Corp.CLASS A ORD SHS20,000$209.1K<0.1%History
Four Leaf Acquisition Corp35088F206UNIT 03/15/202818,618$190.5K<0.1%–
Banner Acquisition Corp.06654K101CLASS A COM11,100$113.7K<0.1%–
Progress Acquisition Corp.74327P113*W EXP 11/11/202822,751$45.3K<0.1%–
Evo Acquisition Corp30052G116*W EXP 01/04/202241,540$38.6K<0.1%–
Wheels Up Experi96328L114EQUITY WRT680,800$33.6K<0.1%–
Horizon Acquisition CorporatG46044114*W EXP 10/19/20266,422$31.2K<0.1%–
Games & Esports Exprnc Acq CG3731J127*W EXP 12/01/202450,000$30.5K<0.1%–
Green Visor Fin Tec Acq CorpG4166K126*W EXP 10/27/202350,000$29.8K<0.1%–
St Energy Transition I LtdG8465L115*W EXP 12/02/202155,390$26.4K<0.1%–
CIIG Capital Partners II, Inc.12561U117*W EXP 02/28/202211,304$26.4K<0.1%–
Alphavest Acquisition CorpG0283A116RIGHT 06/19/2024224,977$24.8K<0.1%–
Talon 1 Acquisition CorpG86656116*W EXP 07/30/202337,745$23.7K<0.1%–
Zimmer Energy Transition Acq989570114*W EXP 06/16/202133,333$22.9K<0.1%–
Lava Medtech Acquisition Cor519345110*W EXP 10/21/202300,000$22.5K<0.1%–
Pontem CorporationG71707122*W EXP 01/05/202132,770$22.3K<0.1%–
Ares Acquisition CorporationG33032122*W EXP 99/99/99925,000$22.0K<0.1%–
Sound Point Acquisition CorpG8274F119*W EXP 02/25/202250,000$18.8K<0.1%–
Rice Acquisition Corp IIG75529126*W EXP 99/99/99912,499$18.3K<0.1%–
United Homes Group, Inc.91060H116*W EXP 01/28/20259,674$15.9K<0.1%–
Skydeck Acquisition Corp.G82220115*W EXP 05/13/202444,785$14.5K<0.1%–
Trine II Acquisition Corp.G9059F118*W EXP 99/99/999550,000$13.8K<0.1%–
VMG Consumer Acquisition Cor91842V110*W EXP 11/03/202574,598$13.6K<0.1%–
Senior Connect Acquisitn Cor81723H116*W EXP 12/31/202342,223$13.4K<0.1%–
Logistics Innovtn Technlgs C54141L118*W EXP 06/15/202116,666$12.8K<0.1%–
MLMoneylion Inc.CL A20,000$11.4K<0.1%History
Consilium Acquisitn Corp I LG2365L127RIGHT 07/01/2023120,000$10.6K<0.1%–
Motive Capital Corp IIG6293R114*W EXP 99/99/99966,665$9.90K<0.1%–
B Riley Prin 250 Merger Corp05602L112*W EXP 04/01/202141,665$9.39K<0.1%–
National Energy Services ReuG6375R115*W EXP 05/05/20247,519$9.38K<0.1%–
Airspan Networks Holdings IN00951K112*W EXP 11/01/202200,000$9.38K<0.1%–
Intelligent Medi Acqsitn Cor45828D114*W EXP 99/99/999200,000$9.20K<0.1%–
Roc Energy Acquisition Corp77118V116RIGHT 11/30/202820,000$6.75K<0.1%–
Bullpen Parlay Acquisition CG1792A118*W EXP 12/03/202201,232$6.54K<0.1%–
Signal Hill Acquisition Corp82664R113*W EXP 02/10/202100,000$5.98K<0.1%–
Anthemis Digital AcquisitionG03959114*W EXP 99/99/999150,000$5.33K<0.1%–
Sculptor Acquisition Corp IG7T983111*W EXP 99/99/99950,000$4.71K<0.1%–
OCSAWOculis Holding AG*W EXP 03/06/20210,681$4.40K<0.1%History
7 Acquisition CorpG80694113*W EXP 11/05/20250,000$4.00K<0.1%–
Forest Road Acquisition Cor34619V111*W EXP 01/15/20220,000$3.97K<0.1%–
Jaws Juggernaut Acquisitn CoG50735110*W EXP 06/17/20224,999$3.75K<0.1%–
Forum Merger IV Corp349875112*W EXP 03/15/20220,424$2.55K<0.1%–
Sitio Royalties Corp.82983N116*W EXP 08/23/20291,380$2.47K<0.1%–
FOXOWFoxo Technologies Inc.*W EXP 08/01/20263,399$2.45K<0.1%History