CASTLE CREEK ARBITRAGE, LLC

Filed: 8/14/2023ACC: 0001214659-23-011279

📋 What this filing means

CASTLE CREEK ARBITRAGE, LLC filed this quarterly 13F‑HR report disclosing 385 equity positions with a total reported market value of $806.00M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

385

Positions

$806.00M

Total AUM (reported)

366.68M

Total Shares

Allocation by class

CLASS A ORD SHS$121.71M15.1%

CLASS A COM$67.03M8.3%

NOTE 1.000% 9/0$64.54M8.0%

NOTE 2.000% 8/1$61.58M7.6%

CL A ORD SHS$54.90M6.8%

CL A COM$50.74M6.3%

COM CL A$44.96M5.6%

Portfolio Concentration

Top 3$159.61M19.8%

4–10$135.09M16.8%

11–25$144.02M17.9%

Rest$367.28M45.6%

Top 3 weight

19.8%

Top 10 weight

36.6%

Voting Authority Distribution

Total shares with voting rights: 366.68M

Sole

Full voting authority

366.68M

% of voting shares100.0%

Shared

Joint voting authority

0.00

% of voting shares0.0%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole385

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings385

Rows:

MIDDLEBY CORP

SOLE

NOTE 1.000% 9/0

Shares51.85M

TypePRN

Market value$64.54M

8.01%

Sole

51.85M

Shared

0.00

None

0.00

MERCADOLIBRE INC

SOLE

NOTE 2.000% 8/1

Shares22.50M

TypePRN

Market value$61.58M

7.64%

Sole

22.50M

Shared

0.00

None

0.00

AKAMAI TECHNOLOGIES INC

SOLE

NOTE 0.125% 5/0

Shares31.30M

TypePRN

Market value$33.48M

4.15%

Sole

31.30M

Shared

0.00

None

0.00

LUMENTUM HLDGS INC

SOLE

NOTE 0.250% 3/1

Shares28.94M

TypePRN

Market value$30.89M

3.83%

Sole

28.94M

Shared

0.00

None

0.00

HEALTHWELL ACQUISITION CORP

SOLE

CLASS A COM

Shares2.39M

TypeSH

Market value$24.62M

3.05%

Sole

2.39M

Shared

0.00

None

0.00

MARRIOTT VACATIONS WORLDWIDE

SOLE

NOTE1/1

Shares19M

TypePRN

Market value$17.61M

2.18%

Sole

19M

Shared

0.00

None

0.00

BLACKLINE INC

SOLE

NOTE 0.125% 8/0

Shares16.55M

TypePRN

Market value$16.55M

2.05%

Sole

16.55M

Shared

0.00

None

0.00

CHURCHILL CAPITAL CORP VII

SOLE

COM CL A

Shares1.51M

TypeSH

Market value$15.59M

1.93%

Sole

1.51M

Shared

0.00

None

0.00

SNAP INC

SOLE

NOTE 0.250% 5/0

Shares16.05M

TypePRN

Market value$15.54M

1.93%

Sole

16.05M

Shared

0.00

None

0.00

INVESTCORP EUROPE ACQUISITIO

SOLE

CLASS A ORD SHS

Shares1.34M

TypeSH

Market value$14.30M

1.77%

Sole

1.34M

Shared

0.00

None

0.00

STRIDE INC

SOLE

NOTE 1.125% 9/0

Shares13.25M

TypePRN

Market value$12.72M

1.58%

Sole

13.25M

Shared

0.00

None

0.00

SPOTIFY USA INC

SOLE

NOTE3/1

Shares14M

TypePRN

Market value$11.93M

1.48%

Sole

14M

Shared

0.00

None

0.00

ANDRETTI ACQUISITION CORP

SOLE

CL A ORD SHS

Shares1.07M

TypeSH

Market value$11.34M

1.41%

Sole

1.07M

Shared

0.00

None

0.00

PATRIA LATIN AMRCN OPPRNTY A

SOLE

CLASS A ORD SHS

Shares1.05M

TypeSH

Market value$11.32M

1.40%

Sole

1.05M

Shared

0.00

None

0.00

REPLIGEN CORP

SOLE

NOTE 0.375% 7/1

Shares7.90M

TypePRN

Market value$10.39M

1.29%

Sole

7.90M

Shared

0.00

None

0.00

INTEGRA LIFESCIENCES HLDGS C

SOLE

NOTE 0.500% 8/1

Shares11.21M

TypePRN

Market value$10.26M

1.27%

Sole

11.21M

Shared

0.00

None

0.00

INTEGRATED RAIL AND RES ACQ

SOLE

CL A COM

Shares900K

TypeSH

Market value$9.64M

1.20%

Sole

900K

Shared

0.00

None

0.00

FTAC ZEUS ACQUISITION COR

SOLE

CLASS A COM

Shares912.70K

TypeSH

Market value$9.51M

1.18%

Sole

912.70K

Shared

0.00

None

0.00

BLOOM ENERGY CORP

SOLE

NOTE 2.500% 8/1

Shares7.50M

TypePRN

Market value$9.12M

1.13%

Sole

7.50M

Shared

0.00

None

0.00

C5 ACQUISITION CORPORATION

SOLE

CL A COM

Shares817.14K

TypeSH

Market value$8.70M

1.08%

Sole

817.14K

Shared

0.00

None

0.00

INVESTCORP INDIA ACQUISTN CO

SOLE

CLASS A ORD SHS

Shares812.76K

TypeSH

Market value$8.70M

1.08%

Sole

812.76K

Shared

0.00

None

0.00

ACROPOLIS INFRASTRUCTURE ACQ

SOLE

CL A

Shares792.10K

TypeSH

Market value$8.04M

1.00%

Sole

792.10K

Shared

0.00

None

0.00

PEGASUS DIGITAL MOBILITY ACQ

SOLE

CL A ORD SHS

Shares713.85K

TypeSH

Market value$7.60M

0.94%

Sole

713.85K

Shared

0.00

None

0.00

ARES ACQUISITION CORPORATION

SOLE

COM CL A

Shares700K

TypeSH

Market value$7.39M

0.92%

Sole

700K

Shared

0.00

None

0.00

SOUTHPORT ACQUISITION CORP

SOLE

CL A COM

Shares700K

TypeSH

Market value$7.36M

0.91%

Sole

700K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
MIDDLEBY CORPSOLE	NOTE 1.000% 9/0	51.85M	PRN	$64.54M 8.01%	51.85M
MERCADOLIBRE INCSOLE	NOTE 2.000% 8/1	22.50M	PRN	$61.58M 7.64%	22.50M
AKAMAI TECHNOLOGIES INCSOLE	NOTE 0.125% 5/0	31.30M	PRN	$33.48M 4.15%	31.30M
LUMENTUM HLDGS INCSOLE	NOTE 0.250% 3/1	28.94M	PRN	$30.89M 3.83%	28.94M
HEALTHWELL ACQUISITION CORPSOLE	CLASS A COM	2.39M	SH	$24.62M 3.05%	2.39M
MARRIOTT VACATIONS WORLDWIDESOLE	NOTE1/1	19M	PRN	$17.61M 2.18%	19M
BLACKLINE INCSOLE	NOTE 0.125% 8/0	16.55M	PRN	$16.55M 2.05%	16.55M
CHURCHILL CAPITAL CORP VIISOLE	COM CL A	1.51M	SH	$15.59M 1.93%	1.51M
SNAP INCSOLE	NOTE 0.250% 5/0	16.05M	PRN	$15.54M 1.93%	16.05M
INVESTCORP EUROPE ACQUISITIOSOLE	CLASS A ORD SHS	1.34M	SH	$14.30M 1.77%	1.34M
STRIDE INCSOLE	NOTE 1.125% 9/0	13.25M	PRN	$12.72M 1.58%	13.25M
SPOTIFY USA INCSOLE	NOTE3/1	14M	PRN	$11.93M 1.48%	14M
ANDRETTI ACQUISITION CORPSOLE	CL A ORD SHS	1.07M	SH	$11.34M 1.41%	1.07M
PATRIA LATIN AMRCN OPPRNTY ASOLE	CLASS A ORD SHS	1.05M	SH	$11.32M 1.40%	1.05M
REPLIGEN CORPSOLE	NOTE 0.375% 7/1	7.90M	PRN	$10.39M 1.29%	7.90M
INTEGRA LIFESCIENCES HLDGS CSOLE	NOTE 0.500% 8/1	11.21M	PRN	$10.26M 1.27%	11.21M
INTEGRATED RAIL AND RES ACQSOLE	CL A COM	900K	SH	$9.64M 1.20%	900K
FTAC ZEUS ACQUISITION CORSOLE	CLASS A COM	912.70K	SH	$9.51M 1.18%	912.70K
BLOOM ENERGY CORPSOLE	NOTE 2.500% 8/1	7.50M	PRN	$9.12M 1.13%	7.50M
C5 ACQUISITION CORPORATIONSOLE	CL A COM	817.14K	SH	$8.70M 1.08%	817.14K
INVESTCORP INDIA ACQUISTN COSOLE	CLASS A ORD SHS	812.76K	SH	$8.70M 1.08%	812.76K
ACROPOLIS INFRASTRUCTURE ACQSOLE	CL A	792.10K	SH	$8.04M 1.00%	792.10K
PEGASUS DIGITAL MOBILITY ACQSOLE	CL A ORD SHS	713.85K	SH	$7.60M 0.94%	713.85K
ARES ACQUISITION CORPORATIONSOLE	COM CL A	700K	SH	$7.39M 0.92%	700K
SOUTHPORT ACQUISITION CORPSOLE	CL A COM	700K	SH	$7.36M 0.91%	700K

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