CASTLE CREEK ARBITRAGE, LLC

Filed: 11/14/2023ACC: 0001214659-23-015116

📋 What this filing means

CASTLE CREEK ARBITRAGE, LLC filed this quarterly 13F‑HR report disclosing 266 equity positions with a total reported market value of $425.11M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

266

Positions

$425.11M

Total AUM (reported)

213.78M

Total Shares

Allocation by class

CLASS A ORD SHS$70.91M16.7%

NOTE 1.000% 9/0$49.73M11.7%

CL A COM$44.01M10.4%

CL A ORD SHS$37.54M8.8%

NOTE 0.125% 5/0$26.37M6.2%

CLASS A COM$26.14M6.1%

CLASS A ORD$21.52M5.1%

Portfolio Concentration

Top 3$90.69M21.3%

4–10$76.73M18.1%

11–25$99.66M23.4%

Rest$158.03M37.2%

Top 3 weight

21.3%

Top 10 weight

39.4%

Voting Authority Distribution

Total shares with voting rights: 213.78M

Sole

Full voting authority

213.78M

% 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)

Sole266

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings266

Rows:

MIDDLEBY CORP

SOLE

NOTE 1.000% 9/0

Shares44.35M

TypePRN

Market value$49.73M

11.70%

Sole

44.35M

Shared

0.00

None

0.00

AKAMAI TECHNOLOGIES INC

SOLE

NOTE 0.125% 5/0

Shares22.30M

TypePRN

Market value$26.37M

6.20%

Sole

22.30M

Shared

0.00

None

0.00

INVESTCORP EUROPE ACQUISITIO

SOLE

CLASS A ORD SHS

Shares1.34M

TypeSH

Market value$14.59M

3.43%

Sole

1.34M

Shared

0.00

None

0.00

STRIDE INC

SOLE

NOTE 1.125% 9/0

Shares13.25M

TypePRN

Market value$13.97M

3.29%

Sole

13.25M

Shared

0.00

None

0.00

SPOTIFY USA INC

SOLE

NOTE3/1

Shares14M

TypePRN

Market value$11.93M

2.81%

Sole

14M

Shared

0.00

None

0.00

REPLIGEN CORP

SOLE

NOTE 0.375% 7/1

Shares7.90M

TypePRN

Market value$11.30M

2.66%

Sole

7.90M

Shared

0.00

None

0.00

SNAP INC

SOLE

NOTE 0.250% 5/0

Shares11.05M

TypePRN

Market value$10.20M

2.40%

Sole

11.05M

Shared

0.00

None

0.00

L CATTERTON ASIA ACQUISITION

SOLE

CLASS A ORD SHS

Shares925.94K

TypeSH

Market value$9.86M

2.32%

Sole

925.94K

Shared

0.00

None

0.00

RIGEL RESOURCE ACQ CORP

SOLE

CL A ORD SHS

Shares903.09K

TypeSH

Market value$9.83M

2.31%

Sole

903.09K

Shared

0.00

None

0.00

BRIDGEBIO PHARMA INC

SOLE

NOTE 2.500% 3/1

Shares10M

TypePRN

Market value$9.63M

2.27%

Sole

10M

Shared

0.00

None

0.00

C5 ACQUISITION CORPORATION

SOLE

CL A COM

Shares817.14K

TypeSH

Market value$8.96M

2.11%

Sole

817.14K

Shared

0.00

None

0.00

INVESTCORP INDIA ACQUISTN CO

SOLE

CLASS A ORD SHS

Shares750K

TypeSH

Market value$8.11M

1.91%

Sole

750K

Shared

0.00

None

0.00

HEALTHWELL ACQUISITION CORP

SOLE

CLASS A COM

Shares765.75K

TypeSH

Market value$7.96M

1.87%

Sole

765.75K

Shared

0.00

None

0.00

ARES ACQUISITION CORPORATION

SOLE

COM CL A

Shares706K

TypeSH

Market value$7.59M

1.79%

Sole

706K

Shared

0.00

None

0.00

SOUTHPORT ACQUISITION CORP

SOLE

CL A COM

Shares700K

TypeSH

Market value$7.39M

1.74%

Sole

700K

Shared

0.00

None

0.00

PEARL HOLDINGS ACQUISITN COR

SOLE

CLASS A ORD SHS

Shares643.76K

TypeSH

Market value$6.90M

1.62%

Sole

643.76K

Shared

0.00

None

0.00

TRISTAR ACQUISITION I CORP

SOLE

CL A ORD SHS

Shares633.76K

TypeSH

Market value$6.77M

1.59%

Sole

633.76K

Shared

0.00

None

0.00

CHENGHE ACQUISITION CO

SOLE

CLASS A ORD

Shares587.83K

TypeSH

Market value$6.37M

1.50%

Sole

587.83K

Shared

0.00

None

0.00

SLAM CORP

SOLE

CL A SHS

Shares536.98K

TypeSH

Market value$5.79M

1.36%

Sole

536.98K

Shared

0.00

None

0.00

ALPHA PARTNERS TECH MERGR CO

SOLE

CLASS A ORD SHS

Shares545.25K

TypeSH

Market value$5.76M

1.35%

Sole

545.25K

Shared

0.00

None

0.00

PROOF ACQUISITION CORP I

SOLE

CL A COM

Shares535.43K

TypeSH

Market value$5.75M

1.35%

Sole

535.43K

Shared

0.00

None

0.00

CARTESIAN GROWTH CORP II

SOLE

CLASS A ORD

Shares521.71K

TypeSH

Market value$5.65M

1.33%

Sole

521.71K

Shared

0.00

None

0.00

POWER & DIGITAL INFRASTRUCTU

SOLE

CLASS A COM

Shares530.06K

TypeSH

Market value$5.62M

1.32%

Sole

530.06K

Shared

0.00

None

0.00

SPIRIT AIRLS INC

SOLE

NOTE 4.750% 5/1

Shares3.27M

TypePRN

Market value$5.55M

1.31%

Sole

3.27M

Shared

0.00

None

0.00

TLGY ACQUISITION CORPORATION

SOLE

CLASS A ORD SHS

Shares500K

TypeSH

Market value$5.49M

1.29%

Sole

500K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
MIDDLEBY CORPSOLE	NOTE 1.000% 9/0	44.35M	PRN	$49.73M 11.70%	44.35M
AKAMAI TECHNOLOGIES INCSOLE	NOTE 0.125% 5/0	22.30M	PRN	$26.37M 6.20%	22.30M
INVESTCORP EUROPE ACQUISITIOSOLE	CLASS A ORD SHS	1.34M	SH	$14.59M 3.43%	1.34M
STRIDE INCSOLE	NOTE 1.125% 9/0	13.25M	PRN	$13.97M 3.29%	13.25M
SPOTIFY USA INCSOLE	NOTE3/1	14M	PRN	$11.93M 2.81%	14M
REPLIGEN CORPSOLE	NOTE 0.375% 7/1	7.90M	PRN	$11.30M 2.66%	7.90M
SNAP INCSOLE	NOTE 0.250% 5/0	11.05M	PRN	$10.20M 2.40%	11.05M
L CATTERTON ASIA ACQUISITIONSOLE	CLASS A ORD SHS	925.94K	SH	$9.86M 2.32%	925.94K
RIGEL RESOURCE ACQ CORPSOLE	CL A ORD SHS	903.09K	SH	$9.83M 2.31%	903.09K
BRIDGEBIO PHARMA INCSOLE	NOTE 2.500% 3/1	10M	PRN	$9.63M 2.27%	10M
C5 ACQUISITION CORPORATIONSOLE	CL A COM	817.14K	SH	$8.96M 2.11%	817.14K
INVESTCORP INDIA ACQUISTN COSOLE	CLASS A ORD SHS	750K	SH	$8.11M 1.91%	750K
HEALTHWELL ACQUISITION CORPSOLE	CLASS A COM	765.75K	SH	$7.96M 1.87%	765.75K
ARES ACQUISITION CORPORATIONSOLE	COM CL A	706K	SH	$7.59M 1.79%	706K
SOUTHPORT ACQUISITION CORPSOLE	CL A COM	700K	SH	$7.39M 1.74%	700K
PEARL HOLDINGS ACQUISITN CORSOLE	CLASS A ORD SHS	643.76K	SH	$6.90M 1.62%	643.76K
TRISTAR ACQUISITION I CORPSOLE	CL A ORD SHS	633.76K	SH	$6.77M 1.59%	633.76K
CHENGHE ACQUISITION COSOLE	CLASS A ORD	587.83K	SH	$6.37M 1.50%	587.83K
SLAM CORPSOLE	CL A SHS	536.98K	SH	$5.79M 1.36%	536.98K
ALPHA PARTNERS TECH MERGR COSOLE	CLASS A ORD SHS	545.25K	SH	$5.76M 1.35%	545.25K
PROOF ACQUISITION CORP ISOLE	CL A COM	535.43K	SH	$5.75M 1.35%	535.43K
CARTESIAN GROWTH CORP IISOLE	CLASS A ORD	521.71K	SH	$5.65M 1.33%	521.71K
POWER & DIGITAL INFRASTRUCTUSOLE	CLASS A COM	530.06K	SH	$5.62M 1.32%	530.06K
SPIRIT AIRLS INCSOLE	NOTE 4.750% 5/1	3.27M	PRN	$5.55M 1.31%	3.27M
TLGY ACQUISITION CORPORATIONSOLE	CLASS A ORD SHS	500K	SH	$5.49M 1.29%	500K

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