Castle Creek Arbitrage, LLC
Follow13F filer, CIK 1326638, AVON, CO
Castle Creek Arbitrage, LLC reported $806,000,952 across 385 holdings for the quarter ended 2023-06-30, in a 13F-HR filed 2023-08-14. Its ten largest share positions make up 36.56% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001214659-23-011279
- Period
- 2023-06-30
- Reported value
- $806M
- Holdings
- 385
- Top 10 weight
- 36.56%
- New
- 26
- Sold out
- 103
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| Patria Latin American Oppor…added | +804,407 | $8.64M |
| ACROPOLIS INFRASTRUCTURE ACQnew | +792,100 | $8.04M |
| ARES ACQUISITION CORPORATIONnew | +700,000 | $7.39M |
| BATTERY FUTURE ACQUISITION Cnew | +691,564 | $7.33M |
| INVESTCORP AI ACQUISITION COadded | +562,761 | $6.02M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| SKYDECK ACQUISITION CORPexited | -1,184,355 | -$12.1M |
| TRINE II ACQUISITION CORPexited | -1,100,000 | -$11.5M |
| ENTERPRISE 4.0 TEC ACQSTN COreduced | -943,740 | -$10.1M |
| CHAIN BRIDGE Ireduced | -824,998 | -$8.67M |
| GCT SEMICONDUCTOR HLDG INC …exited | -785,000 | -$8.14M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Back to all 365 share positions
Principal amounts
Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| MIDDLEBY CORPMIDDLEBY CORP NOTE 1.000% 9/0 | principal | 51,850,000 | $64.5M | 0 |
| MERCADOLIBRE INCMERCADOLIBRE INC NOTE 2.000% 8/1 | principal | 22,500,000 | $61.6M | 0 |
| AKAMAI TECHNOLOGIES INCAKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0 | principal | 31,300,000 | $33.5M | 0 |
| LUMENTUM HLDGS INCLUMENTUM HLDGS INC NOTE 0.250% 3/1 | principal | 28,936,000 | $30.9M | +5,000,000 |
| MARRIOTT VACATION WORLDWMARRIOTT VACATION WORLDW NOTE 1/1 | principal | 19,000,000 | $17.6M | 0 |
| BLACKLINE INCBLACKLINE INC NOTE 0.125% 8/0 | principal | 16,555,000 | $16.6M | 0 |
| SNAP INCSNAP INC NOTE 0.250% 5/0 | principal | 16,047,000 | $15.5M | -5,000,000 |
| STRIDE INCSTRIDE INC NOTE 1.125% 9/0 | principal | 13,250,000 | $12.7M | +3,000,000 |
| SPOTIFY USA INCSPOTIFY USA INC NOTE 3/1 | principal | 14,000,000 | $11.9M | +10,000,000 |
| REPLIGEN CORPREPLIGEN CORP BOND | principal | 7,897,000 | $10.4M | 0 |
| INTEGRA LIFESCIENCES HLDGS CINTEGRA LIFESCIENCES HLDGS C NOTE 0.500% 8/1 | principal | 11,210,000 | $10.3M | +5,000,000 |
| BLOOM ENERGY CORPBLOOM ENERGY CORP COM CL A | principal | 7,500,000 | $9.12M | new |
| SPIRIT AIRLS INCSPIRIT AIRLS INC NOTE 4.750% 5/1 | principal | 3,272,000 | $5.54M | 0 |
| JBT MAREL CORPORATIONJBT MAREL CORPORATION NOTE 0.250% 5/1 | principal | 5,500,000 | $5.24M | +3,500,000 |
| MONGODB INCMONGODB INC NOTE 0.250% 1/1 | principal | 2,500,000 | $4.97M | 0 |
| SPLUNK INCSPLUNK INC NOTE 0.500% 9/1 | principal | 5,000,000 | $4.94M | 0 |
| SNAP INCSNAP INC NOTE 0.75% 08/01/2026 | principal | 5,000,000 | $4.62M | new |
| Shopify IncShopify Inc Convertible bond | principal | 2,500,000 | $2.28M | 0 |
| GUARDANT HEALTH INCGUARDANT HEALTH INC NOTE 11/1 | principal | 2,000,000 | $1.44M | 0 |
| CLOUDFLARE INCCLOUDFLARE INC NOTE 8/1 | principal | 1,500,000 | $1.28M | new |
Sold out in Q2 2023
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| SKYDECK ACQUISITION CORPSKYDECK ACQUISITION CORP | 1,184,355 | $12.1M | shares |
| TRINE II ACQUISITION CORPTRINE II ACQUISITION CORP | 1,100,000 | $11.5M | shares |
| GCT SEMICONDUCTOR HLDG INC …GCT SEMICONDUCTOR HLDG INC COMMON… | 785,000 | $8.14M | shares |
| GREEN VISOR FIN TEC ACQ CORPGREEN VISOR FIN TEC ACQ CORP | 700,000 | $7.37M | shares |
| PONTEM CORPORATIONPONTEM CORPORATION | 667,186 | $6.89M | shares |
| LAVA MEDTECH ACQUISITION CORLAVA MEDTECH ACQUISITION COR | 600,000 | $6.25M | shares |
| PNSTQPINSTRIPES HOLDINGS, INC CL A | 600,300 | $6.24M | shares |
| SOUND POINT ACQUISITION CORPSOUND POINT ACQUISITION CORP | 585,550 | $6.17M | shares |
| GAMES & ESPORTS EXPRNC ACQ CGAMES & ESPORTS EXPRNC ACQ C | 550,000 | $5.78M | shares |
| TALON 1 ACQUISITION CORPTALON 1 ACQUISITION CORP | 520,000 | $5.49M | shares |
| ORION BIOTECH OPPORTUNTES COORION BIOTECH OPPORTUNTES CO | 530,000 | $5.42M | shares |
| VALOR LATITUDE ACQUISITN CORVALOR LATITUDE ACQUISITN COR | 504,000 | $5.16M | shares |
| GLOBAL TECHNOLGY ACQSTN CORPGLOBAL TECHNOLGY ACQSTN CORP | 474,464 | $4.96M | shares |
| CIIG CAPITAL PARTNERS II INCCIIG CAPITAL PARTNERS II INC | 461,784 | $4.8M | shares |
| 7GC & CO HOLDINGS INC7GC & CO HOLDINGS INC | 450,000 | $4.63M | shares |
| B RILEY PRIN 250 MERGER CORPB RILEY PRIN 250 MERGER CORP | 424,995 | $4.32M | shares |
| HH&L ACQUISITION COHH&L ACQUISITION CO | 417,889 | $4.32M | shares |
| BULLPEN PARLAY ACQUISITION CBULLPEN PARLAY ACQUISITION C | 402,464 | $4.19M | shares |
| SOCIAL CAP SUVRETTA HLDS CPSOCIAL CAP SUVRETTA HLDS CP | 410,062 | $4.19M | shares |
| LAMF GLOBAL VENTURES CORP ILAMF GLOBAL VENTURES CORP I | 400,000 | $4.18M | shares |
| JACKSON ACQUISITION COJACKSON ACQUISITION CO | 405,004 | $4.17M | shares |
| ZIMMER ENERGY TRANSITION ACQZIMMER ENERGY TRANSITION ACQ | 399,999 | $4.05M | shares |
| OAK WOODS ACQUISITION CORPOAK WOODS ACQUISITION CORP | 396,285 | $4.04M | shares |
| JUNIPER II CORPJUNIPER II CORP | 375,198 | $3.89M | shares |
| GALATA ACQUISITION CORPGALATA ACQUISITION CORP | 357,800 | $3.72M | shares |
| LOGISTICS INNOVTN TECHNLGS CLOGISTICS INNOVTN TECHNLGS C | 349,998 | $3.55M | shares |
| POWERUP ACQUISITION CORPPOWERUP ACQUISITION CORP | 320,007 | $3.36M | shares |
| ANTHEMIS DIGITAL ACQUISITIONANTHEMIS DIGITAL ACQUISITION | 300,000 | $3.13M | shares |
| SOCIAL CAP SUVRETTA HLDS CRPSOCIAL CAP SUVRETTA HLDS CRP | 305,025 | $3.12M | shares |
| GOGREEN INVESTMENTS CORPGOGREEN INVESTMENTS CORP | 269,000 | $2.84M | shares |
| JAWS JUGGERNAUT ACQUISITN COJAWS JUGGERNAUT ACQUISITN CO | 250,569 | $2.56M | shares |
| PLUM ACQUISITION CORP IPLUM ACQUISITION CORP I | 227,232 | $2.34M | shares |
| PONO CAP THREE INCPONO CAP THREE INC | 225,000 | $2.3M | shares |
| SILICON LABORATORIES INCSILICON LABORATORIES INC | 1,500,000 | $2.25M | principal |
| ROC ENERGY ACQUISITION CORPROC ENERGY ACQUISITION CORP | 215,000 | $2.24M | shares |
| JAWS HURRICANE ACQUISITN CORJAWS HURRICANE ACQUISITN COR | 216,708 | $2.2M | shares |
| INTEGRATED WELLNESS ACQ CORPINTEGRATED WELLNESS ACQ CORP | 199,998 | $2.1M | shares |
| MOTIVE CAPITAL CORP IIMOTIVE CAPITAL CORP II | 199,995 | $2.09M | shares |
| SIGNAL HILL ACQUISITION CORPSIGNAL HILL ACQUISITION CORP | 200,000 | $2.08M | shares |
| QOMOLANGMA ACQUISITION CORPQOMOLANGMA ACQUISITION CORP | 180,000 | $1.85M | shares |
| BEARD ENERGY TRANSITION ACQBEARD ENERGY TRANSITION ACQ | 156,099 | $1.62M | shares |
| ST ENERGY TRANSITION I LTDST ENERGY TRANSITION I LTD | 130,568 | $1.36M | shares |
| VMG CONSUMER ACQUISITION CORVMG CONSUMER ACQUISITION COR | 125,196 | $1.29M | shares |
| PRIVETERRA ACQUISITION CORPPRIVETERRA ACQUISITION CORP | 105,807 | $1.07M | shares |
| FORTUNE RISE ACQUISITION CORFORTUNE RISE ACQUISITION COR | 99,900 | $1.06M | shares |
| SCULPTOR ACQUISITION CORP ISCULPTOR ACQUISITION CORP I | 100,000 | $1.04M | shares |
| 7 ACQUISITION CORPORATION7 ACQUISITION CORPORATION | 100,000 | $1.04M | shares |
| RICE ACQUISITION CORP IIRICE ACQUISITION CORP II | 76,822 | $786K | shares |
| LIBERTY RES ACQUISITION CORPLIBERTY RES ACQUISITION CORP | 71,434 | $750K | shares |
| FAT PROJECTS ACQUISITION CORFAT PROJECTS ACQUISITION COR | 60,083 | $628K | shares |
| TMT ACQUISITION CORPTMT ACQUISITION CORP | 60,000 | $612K | shares |
| DP CAP ACQUISITION CORP IDP CAP ACQUISITION CORP I | 50,000 | $522K | shares |
| CACTUS ACQUISITION CORP 1 LTCACTUS ACQUISITION CORP 1 LT | 49,998 | $522K | shares |
| KHOSLA VENTURES ACQUT CO IIIKHOSLA VENTURES ACQUT CO III | 50,000 | $508K | shares |
| ALVARIUM TIEDEMANN HLDNGS INALVARIUM TIEDEMANN HLDNGS IN | 225,478 | $264K | shares |
| Tcv Acquisition CorpTcv Acquisition Corp | 25,000 | $256K | shares |
| CRESCERA CAP ACQUISITION CORCRESCERA CAP ACQUISITION COR | 20,000 | $209K | shares |
| FOUR LEAF ACQUISITION CORPFOUR LEAF ACQUISITION CORP | 18,618 | $190K | shares |
| BANNER ACQUISITION CORPBANNER ACQUISITION CORP | 11,100 | $114K | shares |
| PROGRESS ACQUISITION CORPPROGRESS ACQUISITION CORP | 822,751 | $45.3K | shares |
| EVO ACQUISITION CORPEVO ACQUISITION CORP | 241,540 | $38.6K | shares |
| WHEELS UP EXPERIENCE INCWHEELS UP EXPERIENCE INC | 680,800 | $33.6K | shares |
| HORIZON ACQUISITION CORPORATHORIZON ACQUISITION CORPORAT | 66,422 | $31.2K | shares |
| GAMES & ESPORTS EXPRNC ACQ CGAMES & ESPORTS EXPRNC ACQ C | 450,000 | $30.5K | shares |
| GREEN VISOR FIN TEC ACQ CORPGREEN VISOR FIN TEC ACQ CORP | 350,000 | $29.8K | shares |
| ST ENERGY TRANSITION I LTDST ENERGY TRANSITION I LTD | 155,390 | $26.4K | shares |
| CIIG CAPITAL PARTNERS II INCCIIG CAPITAL PARTNERS II INC | 211,304 | $26.4K | shares |
| ALPHAVEST ACQUISITION CORPALPHAVEST ACQUISITION CORP | 224,977 | $24.8K | shares |
| TALON 1 ACQUISITION CORPTALON 1 ACQUISITION CORP | 337,745 | $23.7K | shares |
| ZIMMER ENERGY TRANSITION ACQZIMMER ENERGY TRANSITION ACQ | 133,333 | $22.9K | shares |
| LAVA MEDTECH ACQUISITION CORLAVA MEDTECH ACQUISITION COR | 300,000 | $22.5K | shares |
| PONTEM CORPORATIONPONTEM CORPORATION | 132,770 | $22.3K | shares |
| ARES ACQUISITION CORPORATIONARES ACQUISITION CORPORATION | 25,000 | $22K | shares |
| SOUND POINT ACQUISITION CORPSOUND POINT ACQUISITION CORP | 250,000 | $18.8K | shares |
| RICE ACQUISITION CORP IIRICE ACQUISITION CORP II | 12,499 | $18.3K | shares |
| UNITED HOMES GROUP INCUNITED HOMES GROUP INC | 59,674 | $15.9K | shares |
| SKYDECK ACQUISITION CORPSKYDECK ACQUISITION CORP | 444,785 | $14.5K | shares |
| TRINE II ACQUISITION CORPTRINE II ACQUISITION CORP | 550,000 | $13.8K | shares |
| VMG CONSUMER ACQUISITION CORVMG CONSUMER ACQUISITION COR | 574,598 | $13.6K | shares |
| SENIOR CONNECT ACQUISITN CORSENIOR CONNECT ACQUISITN COR | 342,223 | $13.4K | shares |
| LOGISTICS INNOVTN TECHNLGS CLOGISTICS INNOVTN TECHNLGS C | 116,666 | $12.8K | shares |
| MONEYLION INCMONEYLION INC | 20,000 | $11.4K | shares |
| CSLM Acquisition CorpCSLM Acquisition Corp | 120,000 | $10.6K | shares |
| MOTIVE CAPITAL CORP IIMOTIVE CAPITAL CORP II | 66,665 | $9.9K | shares |
| B RILEY PRIN 250 MERGER CORPB RILEY PRIN 250 MERGER CORP | 141,665 | $9.39K | shares |
| NATIONAL ENERGY SERVICES REUNATIONAL ENERGY SERVICES REU | 47,519 | $9.38K | shares |
| AIRSPANNETWORKSHOLDINGSINAIRSPANNETWORKSHOLDINGSIN | 200,000 | $9.38K | shares |
| INTELLIGENT MEDI ACQSITN CORINTELLIGENT MEDI ACQSITN COR | 200,000 | $9.2K | shares |
| ROC ENERGY ACQUISITION CORPROC ENERGY ACQUISITION CORP | 20,000 | $6.75K | shares |
| BULLPEN PARLAY ACQUISITION CBULLPEN PARLAY ACQUISITION C | 201,232 | $6.54K | shares |
| SIGNAL HILL ACQUISITION CORPSIGNAL HILL ACQUISITION CORP | 100,000 | $5.98K | shares |
| ANTHEMIS DIGITAL ACQUISITIONANTHEMIS DIGITAL ACQUISITION | 150,000 | $5.33K | shares |
| SCULPTOR ACQUISITION CORP ISCULPTOR ACQUISITION CORP I | 50,000 | $4.71K | shares |
| OCSAWOCULIS HOLDING AG | 10,681 | $4.4K | shares |
| 7 ACQUISITION CORPORATION7 ACQUISITION CORPORATION | 50,000 | $4K | shares |
| FOREST ROAD ACQUISITION CORFOREST ROAD ACQUISITION COR | 20,000 | $3.97K | shares |
| JAWS JUGGERNAUT ACQUISITN COJAWS JUGGERNAUT ACQUISITN CO | 24,999 | $3.75K | shares |
| FORUM MERGER IV CORPFORUM MERGER IV CORP | 20,424 | $2.55K | shares |
| SITIO ROYALTIES CORPSITIO ROYALTIES CORP | 91,380 | $2.47K | shares |
| FOXO TECHNOLOGIES INCFOXO TECHNOLOGIES INC | 63,399 | $2.45K | shares |
| PEAR THERAPEUTICS INCPEAR THERAPEUTICS INC | 59,486 | $1.28K | shares |
| TIO TECH ATIO TECH A | 303,156 | $1.27K | shares |
| OWLET INCOWLET INC | 24,066 | $756 | shares |
How Q2 2023 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0001214659-23-011279 | base | 2023-08-14 | acceptance time not in the bulk data set |