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Livermore
Livermore
ZHEN

Castle Creek Arbitrage, LLC

SEC CIK
0001326638
Latest filing
Jan 18, 2024

Holdings in Q3 2023

Holdings as of Sep 30, 2023, filed Nov 14, 2023. Long positions only; changes compare share counts with Q2 2023.

Institution overview
Positions
266
−119 vs. Q2 2023
Portfolio value
$425.1M
−$380.9M (−47.3%) vs. Q2 2023
Filed
Nov 14, 2023
SEC
Holdings of Castle Creek Arbitrage, LLC in Q3 2023
SecurityClassSharesValue% of portfolioShare changeActionHistory
MIDDLEBY Corp596278AB7NOTE 1.000% 9/0–$49.7M11.7%–––
Akamai Technologies Inc00971TAJ0NOTE 0.125% 5/0–$26.4M6.2%–––
IVCBInvest Acquisition CorpCLASS A ORD SHS1,340,836$14.6M3.4%00.0%UnchangedHistory
Stride, Inc.86333MAA6NOTE 1.125% 9/0–$14.0M3.3%–––
Spotify USA Inc84921RAB6NOTE 3/1–$11.9M2.8%–––
Repligen Corp759916AB5NOTE 0.375% 7/1–$11.3M2.7%–––
Snap Inc83304AAD8NOTE 0.250% 5/0–$10.2M2.4%–––
L Catterton Asia AcquisitionG5346G125CLASS A ORD SHS925,939$9.86M2.3%+300,100+48.0%Added–
Rigel Resource Acq CorpG7573M106CL A ORD SHS903,085$9.83M2.3%+853,085+1,706.2%Added–
BridgeBio Pharma, Inc.10806XAB8NOTE 2.500% 3/1–$9.63M2.3%–New–
C5 Acquisition Corporation12530D105CL A COM817,138$8.96M2.1%00.0%Unchanged–
Investcorp India Acquistn CoG49219101CLASS A ORD SHS750,000$8.11M1.9%−62,761−7.7%Reduced–
HWELHealthwell Acquisition Corp. ICLASS A COM765,749$7.96M1.9%−1,629,235−68.0%ReducedHistory
Ares Acquisition CorporationG33032106COM CL A706,005$7.59M1.8%+6,005+0.9%Added–
Southport Acquisition Corp84465L105CL A COM700,000$7.39M1.7%00.0%Unchanged–
PRLHPearl Holdings Acquisition CorpCLASS A ORD SHS643,763$6.90M1.6%−2,576−0.4%ReducedHistory
TRISTristar Acquisition I Corp.CL A ORD SHS633,759$6.77M1.6%+613,909+3,092.7%AddedHistory
Chenghe Acquisition Co.G2086M107CLASS A ORD587,829$6.37M1.5%00.0%Unchanged–
SLAMSlam Corp.CL A SHS536,978$5.79M1.4%−100,000−15.7%ReducedHistory
Alpha Partners Tech Mergr CoG63290111CLASS A ORD SHS545,253$5.76M1.4%+416,074+322.1%Added–
SOARVolato Group, Inc.CL A COM535,435$5.75M1.4%−1010.0%ReducedHistory
RENEFCartesian Growth Corp IICLASS A ORD521,707$5.65M1.3%+521,707NewHistory
Power & Digital Infrastructu73919C100CLASS A COM530,056$5.62M1.3%00.0%Unchanged–
Spirit Airls Inc848577AA0NOTE 4.750% 5/1–$5.55M1.3%–––
TLGYTlgy Acquisition CorpCLASS A ORD SHS500,000$5.49M1.3%00.0%UnchangedHistory
LIVBLIV Capital Acquisition Corp. IICLASS A ORD SHS504,110$5.47M1.3%00.0%UnchangedHistory
NFNTInfinite Acquisition Corp.CL A ORD SHS490,324$5.28M1.2%−7,374−1.5%ReducedHistory
BHACFocus Impact BH3 Acquisition CoCLASS A COM499,373$5.25M1.2%−627−0.1%ReducedHistory
AEAEAltEnergy Acquisition CorpCOM CL A500,000$5.25M1.2%00.0%UnchangedHistory
LF Capital Acquisition Corp. II50202D102CLASS A COM479,350$5.21M1.2%00.0%Unchanged–
John Bean Technologies Corp477839AB0NOTE 0.250% 5/1–$4.97M1.2%–––
IRRXIntegrated Rail & Resources Acquisition CorpCL A COM450,000$4.90M1.2%−450,000−50.0%ReducedHistory
Guardant Health, Inc.40131MAB5NOTE 11/1–$4.85M1.1%–––
BMACBlack Mountain Acquisition Corp.CL A COM449,996$4.80M1.1%00.0%UnchangedHistory
BFACBattery Future Acquisition Corp.CL A ORD SHS441,561$4.79M1.1%−250,003−36.2%ReducedHistory
ROCLRoth CH Acquisition V Co.COM420,386$4.42M1.0%00.0%UnchangedHistory
Snap Inc83304AAB2NOTE 0.750% 8/0–$4.38M1.0%–––
Aurora Technology AcquisitioG06984119CLASS A ORD SHS400,000$4.34M1.0%00.0%Unchanged–
Chain Bridge IG2061X102CLASS A ORD400,000$4.30M1.0%00.0%Unchanged–
HHLAHH&L Acquisition Co.SHS CL A403,771$4.29M1.0%+403,771NewHistory
Kensington Capital AcquisitiG5251K103SHS CL A400,000$4.23M1.0%+400,000New–
SUACShoulderUP Technology Acquisition Corp.CL A COM400,000$4.21M1.0%00.0%UnchangedHistory
KnightSwan Acquisition Corp499103109CL A COM400,000$4.20M1.0%+400,000New–
MBACM3-Brigade Acquisition II Corp.COM CL A400,000$4.16M1.0%00.0%UnchangedHistory
Consilium Acquisitn Corp I LG2365L101CLASS A ORD SHS365,680$3.91M0.9%−4,320−1.2%Reduced–
Spree Acquisition Corp. 1 LtdG83745102CL A ORD SHS356,080$3.87M0.9%00.0%Unchanged–
Nabors Energy Transition Cor629567108CL A COM349,016$3.79M0.9%00.0%Unchanged–
CITECartica Acquisition CorpCLASS A ORD SHS350,000$3.77M0.9%00.0%UnchangedHistory
Bridgetown Holdings LtdG1355U113COM CL A347,705$3.60M0.8%−52,295−13.1%Reduced–
NFYSEnphys Acquisition Corp.CL A ORD SHS309,508$3.25M0.8%00.0%UnchangedHistory
PRPCCC Neuberger Principal Holdings IIISHS CL A287,030$3.13M0.7%−150,000−34.3%ReducedHistory
Zeo Energy Corp.G3R95N103SHS CL A280,000$3.12M0.7%00.0%Unchanged–
Sizzle Acquisition Corp.83014E109COMMON STOCK259,700$2.82M0.7%00.0%Unchanged–
Pono Cap Three IncG71704103ORD SHS CL A225,000$2.37M0.6%00.0%Unchanged–
Shopify Inc.82509LAA5NOTE 0.125%11/0–$2.23M0.5%–––
Generation Asia I AcquisitioG38258102CL A ORD SHS200,000$2.15M0.5%00.0%Unchanged–
ALORALSP Orchid Acquisition Corp ICLASS A ORD190,100$2.07M0.5%−100,000−34.5%ReducedHistory
CHAACatcha Investment CorpSHS CL A187,794$2.06M0.5%00.0%UnchangedHistory
Liberty Media Corp531229AQ5NOTE 2.250% 8/1–$1.96M0.5%–New–
Khosla Ventures Acquisition482504107CL A157,071$1.67M0.4%−28,312−15.3%Reduced–
Tevogen Inc.G8028L107CLASS A ORD149,915$1.62M0.4%+149,915New–
SDCL EDGE Acquisition CorpG79471101CL A ORD SHS151,294$1.60M0.4%00.0%Unchanged–
SVIISpring Valley Acquisition Corp. IICLASS A ORD140,000$1.50M0.4%00.0%UnchangedHistory
Cloudflare, Inc.18915MAC1NOTE 8/1–$1.28M0.3%–––
TGAATarget Global Acquisition I Corp.CLASS A ORD SHS107,000$1.16M0.3%00.0%UnchangedHistory
HCM Acquisition CorpG4365A101CLASS A ORD SHS103,832$1.14M0.3%−300,024−74.3%Reduced–
Nubia Brand International Co67022R103CLASS A COM97,972$1.06M0.2%00.0%Unchanged–
EACEdify Acquisition Corp.CL A97,825$1.06M0.2%−52,175−34.8%ReducedHistory
Cetus Cap Acquisition Corp15719Y105CLASS A COM100,000$1.05M0.2%00.0%Unchanged–
TRTLTortoiseEcofin Acquisition Corp. IIISHS CL A95,000$995.6K0.2%00.0%UnchangedHistory
Magnum Opus Acquisition LtdG5S70A104SHS CL A92,171$985.2K0.2%00.0%Unchanged–
ALSAFAlpha Star Acquisition CorpORDINARY SHARES87,750$963.1K0.2%−12,250−12.3%ReducedHistory
IonQ, Inc.46222L116*W EXP 99/99/999133,369$805.5K0.2%−90,000−40.3%Reduced–
Westrock Coffee Co96145W111*W EXP 08/29/202439,322$804.0K0.2%00.0%Unchanged–
Reservoir Media, Inc.76119X113*W EXP 08/26/202424,750$598.9K0.1%00.0%Unchanged–
Stardust Power Inc.G3934P102CL A SHS51,463$556.8K0.1%00.0%Unchanged–
Interprivate III Financial P46064R106COM CL A29,394$326.7K0.1%−2,126−6.7%Reduced–
PSQ Holdings, Inc.693691115Warrant210,136$288.9K0.1%+210,136New–
ReNew Energy Global plcG7500M120*W EXP 08/30/202344,866$265.3K0.1%00.0%Unchanged–
LiveWire Group, Inc.53838J113*W EXP 09/26/202753,454$252.5K0.1%00.0%Unchanged–
FICVFrontier Investment CorpCLASS22,934$239.7K0.1%00.0%UnchangedHistory
Integrated Rail and Res Acq45827R114*W EXP 99/99/999900,748$219.1K0.1%−32,052−3.4%Reduced–
The Lion Electric Company536221120*W EXP 12/16/202350,000$191.0K<0.1%00.0%Unchanged–
ADSEWAds-Tec Energy Public Ltd Co*W EXP 12/22/202249,161$183.1K<0.1%−50,519−16.9%ReducedHistory
Lilium N VN52586109CLASS A ORD SHS235,000$167.6K<0.1%+235,000New–
Southland Hldgs I 28 Wtfwarrants Exp 02/14/2884445C118ETF186,692$128.5K<0.1%00.0%Unchanged–
CVIIChurchill Capital Corp VIICOM CL A11,778$123.0K<0.1%−1,500,011−99.2%ReducedHistory
Ambipar Emergency ResponseG02532110*W EXP 99/99/999241,570$120.8K<0.1%00.0%Unchanged–
ASTLWAlgoma Steel Group Inc.*W EXP 10/19/20293,438$114.5K<0.1%00.0%UnchangedHistory
Healthwell Acquisition Corp42227R117*W EXP 08/05/202632,176$107.4K<0.1%−1000.0%Reduced–
KDKRWKodiak AI, Inc.*W EXP 99/99/999437,499$102.8K<0.1%+437,499NewHistory
Investcorp Europe AcquisitioG4923T113*W EXP 12/15/202420,418$101.3K<0.1%−250,000−37.3%Reduced–
Redwire Corp75776W111*W EXP 05/27/202202,479$89.1K<0.1%00.0%Unchanged–
Holley Inc.43538H111*W EXP 11/30/202123,136$83.3K<0.1%−20,000−14.0%Reduced–
CDROCodere Online Luxembourg, S.A.ORDINARY SHARES26,271$79.1K<0.1%−24,437−48.2%ReducedHistory
Mercury Ecom Acquisition Cor589381110*W EXP 07/27/202837,890$79.0K<0.1%−12,110−1.4%Reduced–
Landsea Homes Corp51509P111*W EXP 01/07/202417,331$76.2K<0.1%−8,400−2.0%Reduced–
GWHWWESS Tech, Inc.*W EXP 09/15/202412,019$74.0K<0.1%−1,100−0.3%ReducedHistory
Andretti Acquisition CorpG26735129*W EXP 99/99/999246,349$72.7K<0.1%−286,742−53.8%Reduced–
Horizon Space Acqustn I CorpG4619M125RIGHT 03/02/2024448,680$71.8K<0.1%00.0%Unchanged–

Sold out since Q2 2023 (135)

Positions held at the end of Q2 2023 that are gone from this filing.

The largest 100 of 135 by value last quarter.

Positions of Castle Creek Arbitrage, LLC sold out since Q2 2023
SecurityClassShares in Q2 2023Value in Q2 2023% of portfolio in Q2 2023History
Mercadolibre Inc58733RAD4NOTE 2.000% 8/1–$61.6M7.6%–
Lumentum Hldgs Inc55024UAB5NOTE 0.250% 3/1–$30.9M3.8%–
Marriott Vacations Worldwide Corp57164YAD9NOTE 1/1–$17.6M2.2%–
Blackline, Inc.09239BAB5NOTE 0.125% 8/0–$16.6M2.1%–
Andretti Acquisition CorpG26735103CL A ORD SHS1,066,182$11.3M1.4%–
Patria Latin Amrcn Opprnty AG69454109CLASS A ORD SHS1,054,405$11.3M1.4%–
Integra Lifesciences Hldgs C457985AM1NOTE 0.500% 8/1–$10.3M1.3%–
Ftac Zeus Acquisition Cor30320F106CLASS A COM912,698$9.51M1.2%–
Bloom Energy Corp093712AH0NOTE 2.500% 8/1–$9.12M1.1%–
Acropolis Infrastructure Acq005029103CL A792,100$8.04M1.0%–
PGSSPegasus Digital Mobility Acquisition Corp.CL A ORD SHS713,852$7.60M0.9%History
BOCNBlue Ocean Acquisition CorpCLASS A ORD SHS693,504$7.33M0.9%History
FLDFold Holdings, Inc.COM CL A642,570$6.65M0.8%History
CURRCurrenc Group Inc.CL A ORD SHS582,724$6.28M0.8%History
ENTFEnterprise 4.0 Technology Acquisition CorpCLASS A ORD SHS575,000$6.12M0.8%History
HSPOFHorizon Space Acquisition I Corp.ORDINARY SHARES523,680$5.44M0.7%History
Roadzen Inc.G9320Z109CLASS A ORD500,000$5.32M0.7%–
APXIAPx Acquisition Corp. ICLASS A ORD SHS491,070$5.27M0.7%History
LATGChenghe Acquisition I Co.CLASS A ORD SHS482,000$5.15M0.6%History
KRNLKernel Group Holdings, Inc.CL A SHS476,104$4.99M0.6%History
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%History
Mountain & Co I Acquisitn CoG6301J104CLASS A ORD423,450$4.61M0.6%–
EOCWElliott Opportunity II Corp.SHS CL A420,000$4.35M0.5%History
Iconic Sports Acquisition Corp.G4712C107CL A ORD SHS400,126$4.26M0.5%–
CMCAFPiermont Valley Acquisition CorpCLASS A ORD SHS400,000$4.22M0.5%History
SILVERspac Inc.G8136V104CLASS A ORD400,440$4.16M0.5%–
ALCUFAlchemy Investments Acquisition Corp 1UNIT 11/30/2027387,548$3.96M0.5%History
MPRAMercato Partners Acquisition CorpCLASS A COM375,530$3.95M0.5%History
GBBKGlobal Blockchain Acquisition Corp.COMMON STOCK375,000$3.92M0.5%History
ASCBFASPAC II Acquisition Corp.ORD SHS CL A363,603$3.83M0.5%History
Golden Star Acquisition CorpG4023C101USD ORD SHS371,320$3.78M0.5%–
M3-Brigade Acquisition III Corp.55407R103CL A COM349,998$3.66M0.5%–
LHCLeo Holdings Corp. IICOM CL A300,400$3.20M0.4%History
MITAColiseum Acquisition Corp.CLASS A ORD SHS300,852$3.14M0.4%History
DMYYdMY Squared Technology Group, Inc.CL A COM300,000$3.08M0.4%History
CFFSCF Acquisition Corp. VIICLASS A COM256,625$2.72M0.3%History
VMCAFValuence Merger Corp. ICLASS A ORD SHS250,000$2.68M0.3%History
Colombier Acquisition Corp19533H108CL A250,000$2.57M0.3%–
Kodiak AI, Inc.G33033104SHS CLASS A250,000$2.54M0.3%–
Accretion Acquisition Corp00438Y107COM240,000$2.49M0.3%–
AMCIAMC Robotics CorpORDINARY SHARES225,000$2.33M0.3%History
Athena Consumer Acq Corp04684M106CL A200,000$2.16M0.3%–
Forbion European Acqustn CorG3619H102CLASS A ORD SHS200,000$2.15M0.3%–
Waverley Capital Acquis CorpG06536109SHS CL A200,000$2.07M0.3%–
Newbury Street Acquisitn Cor65101L104COM195,000$2.02M0.3%–
ARYEARYA Sciences Acquisition Corp VCLASS A ORD SHS192,769$2.00M0.2%History
PEGRProject Energy Reimagined Acquisition Corp.CLASS A ORD187,084$1.94M0.2%History
Plutonian Acquisition Corp.72942P104COM186,381$1.94M0.2%–
UTA Acquisition CorpG9473A109CLASS A ORD SHS179,153$1.89M0.2%–
FNVTFinnovate Acquisition Corp.CLASS A ORD SHS178,044$1.89M0.2%History
Afternext Healthtech AcquisiG01109100SHS CL A178,865$1.85M0.2%–
MACAMoringa Acquisition CorpCL A SHS165,262$1.74M0.2%History
MARXMars Acquisition Corp.ORDINARY SHARES162,370$1.69M0.2%History
PFTAPerception Capital Corp. IIICLASS A ORD SHS152,330$1.58M0.2%History
SGIISeaport Global Acquisition II Corp.CLASS A COM149,297$1.55M0.2%History
Goal Acquisitions Corp38021H107COM140,000$1.45M0.2%–
Ap Acquisition CorpG04058106CL A ORD SHS130,464$1.40M0.2%–
Bukit Jalil GBL AcquisitionG1676M139UNIT 05/02/2029100,000$1.02M0.1%–
SCRMScreaming Eagle Acquisition Corp.CLASS A ORD SHS98,221$1.01M0.1%History
Freedom Acquisition I CorpG3663X110SHS CL A84,068$889.4K0.1%–
Corsair Partnering CorpG2540H108SHS CL A80,196$830.8K0.1%–
ISRLFIsrael Acquisitions CorpCLASS A ORD50,000$520.3K0.1%History
ROSSBPGC Acquisition Corp.SHS CL A42,897$452.6K0.1%History
Colombier Acquisition Corp19533H116*W EXP 99/99/999303,673$233.1K<0.1%–
CRGOFreightos LtdORD SHS50,000$172.0K<0.1%History
ELIQElectriq Power Holdings, Inc.COM CL A15,527$164.2K<0.1%History
Cascadia Acquisition Corp.14739D100CLASS A COM14,400$158.4K<0.1%–
Berkshire Grey I084656115EQUITY WRT331,053$109.3K<0.1%–
Roivant Sciences Ltd.G76279119*W EXP 09/30/20239,144$97.1K<0.1%–
L Catterton Asia AcquisitionG5346G117*W EXP 03/08/202191,715$93.9K<0.1%–
GoGreen Investments CorpG9461B119*W EXP 05/31/20294,500$92.6K<0.1%–
Composecure Inc20459V113*W EXP 12/27/20279,500$87.5K<0.1%–
Landcadia Holdings IV, Inc.51477A112*W EXP 03/29/202414,874$68.1K<0.1%–
Archer Aviation Inc.03945R110*W EXP 09/16/20271,224$59.5K<0.1%–
BAERWBridger Aerospace Group Holdings, Inc.*W EXP 01/24/202260,118$59.0K<0.1%History
Cascadia Acquisition Corp.14739D118*W EXP 09/30/202542,500$56.7K<0.1%–
Golden Star Acquisition CorpG4023C119RIGHT 03/30/2025246,320$54.2K<0.1%–
Golden Falcon Acquisition Co38102H117*W EXP 11/04/202474,999$53.9K<0.1%–
SPIRSpire Global, Inc.COM CL A89,181$45.9K<0.1%History
Enterprise 4.0 Tec Acqstn CoG3137C114*W EXP 09/30/202759,370$41.8K<0.1%–
Global Blockchain Acqui Corp37961B112RIGHT 05/09/2027375,000$41.3K<0.1%–
Genesis GRWT Tech Acqustn CoG3R23D128*W EXP 99/99/999306,423$38.4K<0.1%–
Iconic Sports Acquisition Corp.G4712C115*W EXP 10/12/202455,128$35.9K<0.1%–
CBRGFChain Bridge I*W EXP 11/10/202612,499$32.5K<0.1%History
Allego N VN0796A118*W EXP 03/16/20298,771$29.0K<0.1%–
M3-Brigade Acquisition III Corp.55407R111*W EXP 07/31/20241,666$18.1K<0.1%–
Sunlight Financi86738J114EQUITY WRT848,016$18.0K<0.1%–
Compute Health Acquisitin Co204833115*W EXP 01/25/20235,028$17.1K<0.1%–
FLDDWFold Holdings, Inc.*W EXP 10/19/202281,928$16.9K<0.1%History
Corner Growth Acquisition Corp.G2425N113*W EXP 99/99/999111,342$14.1K<0.1%–
BRLSWBorealis Foods Inc.*W EXP 99/99/999250,000$13.9K<0.1%History
SHAZWSharonAI Holdings Inc.*W EXP 10/20/202449,073$12.6K<0.1%History
Mercato Partners Acquisition Corp58759A116*W EXP 99/99/999199,537$12.2K<0.1%–
Microvast Holdings, Inc.59516C114*W EXP 04/01/20254,704$11.7K<0.1%–
Byte Acquisition CorpG1R25Q113*W EXP 03/18/20268,619$11.5K<0.1%–
SBIGWSBIG Holdings, Inc.*W EXP 06/14/202425,730$11.1K<0.1%History
26 Capital Acquisition Corp.90138P118*W EXP 12/31/202174,999$10.8K<0.1%–
Galata Acquisition CorpG3R23A116*W EXP 99/99/999172,600$9.51K<0.1%–