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Livermore
Livermore
ZHEN

Castle Creek Arbitrage, LLC

SEC CIK
0001326638
Latest filing
Jan 18, 2024

Holdings in Q4 2021

Holdings as of Dec 31, 2021, filed Feb 14, 2022. Long positions only; changes compare share counts with Q3 2021.

Institution overview
Positions
695
+47 vs. Q3 2021
Portfolio value
$2.01B
+$239.8M (+13.5%) vs. Q3 2021
Filed
Feb 14, 2022
SEC
Holdings of Castle Creek Arbitrage, LLC in Q4 2021
SecurityClassSharesValue% of portfolioShare changeActionHistory
American Eagle Outfitters IN02553EAB2NOTE 3.750% 4/1–$92.6M4.6%–––
Square Inc852234AF0NOTE 0.125% 3/0–$63.8M3.2%–––
Mercadolibre Inc58733RAD4NOTE 2.000% 8/1–$53.1M2.6%–––
Snap Inc83304AAD8NOTE 0.250% 5/0–$46.7M2.3%–––
Palo Alto Networks Inc697435AF2NOTE 0.375% 6/0–$45.7M2.3%–––
Palo Alto Networks Inc697435AD7NOTE 0.750% 7/0–$29.4M1.5%–––
Burgundy Technology Acqu CorG1702T116CL A2,780,000$27.8M1.4%00.0%Unchanged–
RVACRiverview Acquisition Corp.CLASS A COM2,489,998$24.3M1.2%+2,489,998NewHistory
HWELHealthwell Acquisition Corp. ICLASS A COM2,400,000$23.3M1.2%+2,400,000NewHistory
Envista Holdings Corp29415FAB0NOTE 2.375% 6/0–$22.3M1.1%–––
Social Capital Hedosopha HLDG8251L105SHS CL A2,117,367$21.6M1.1%−56,470−2.6%Reduced–
Focus Impact BH3 Acquisition Co22677T201UNIT 10/04/20261,980,000$19.7M1.0%+1,980,000New–
E Merge Technology Acquisiti26873Y104COM CL A2,000,418$19.7M1.0%00.0%Unchanged–
AAGRAfrican Agriculture Holdings Inc.COM CL A1,949,445$19.1M0.9%+1,949,445NewHistory
MIDDLEBY Corp596278AB7NOTE 1.000% 9/0–$19.0M0.9%–New–
Integrated Rail and Res Acq45827R205UNIT 99/99/99991,880,000$18.9M0.9%+1,880,000New–
CXApp Inc.49714K109COM CL A1,878,208$18.8M0.9%00.0%Unchanged–
Tlgy Acquisition CorpG8656T117UNIT 99/99/99991,786,898$18.0M0.9%+1,786,898New–
SCAQStratim Cloud Acquisition Corp.CLASS A COM1,745,967$17.0M0.8%+1,745,967NewHistory
SEPASEP Acquisition Corp.CLASS A COM1,700,000$16.7M0.8%+1,700,000NewHistory
PRPBCC Neuberger Principal Holdings IISHS CL A1,639,925$16.2M0.8%+609,130+59.1%AddedHistory
Enterprise 4.0 Tec Acqstn CoG3137C122UNIT 10/14/20261,518,741$15.3M0.8%+1,518,741New–
Healthcare Services Acqu Cor42227K104COM CL A1,559,973$15.2M0.8%00.0%Unchanged–
Cascadia Acquisition Corp.14739D100CLASS A COM1,485,000$14.4M0.7%+1,485,000New–
African Gold Acquisition CorG0112R108SHS CL A1,489,356$14.4M0.7%00.0%Unchanged–
AEA-Bridges Impact Corp.G01046104SHS CL A1,406,908$14.0M0.7%−100,000−6.6%Reduced–
Akamai Technologies Inc00971TAJ0NOTE 0.125% 5/0–$13.1M0.7%–––
Investcorp Europe AcquisitioG4923T121UNIT 12/15/20261,300,100$13.1M0.7%+1,300,100New–
Fortistar Sustainable Sol Co34962M106COM CL A1,346,878$13.1M0.7%00.0%Unchanged–
CBGGFChain Bridge IUNIT 03/31/20261,225,000$12.3M0.6%+1,225,000NewHistory
Trepont Acquisition Corp IG9095M101SHS CL A1,202,037$12.0M0.6%00.0%Unchanged–
COVA Acquisition Corp.G2554Y104CL A SHS1,212,340$11.8M0.6%00.0%Unchanged–
Nuburu, Inc.87403Q102COM CL A1,200,423$11.8M0.6%00.0%Unchanged–
FirstMark Horizon Acquisition Corp.33765Y101CL A COM1,184,030$11.7M0.6%00.0%Unchanged–
Skydeck Acquisition Corp.G82220123CLASS A ORD SHS1,184,355$11.5M0.6%00.0%Unchanged–
Trine II Acquisition Corp.G9059F126UNIT 99/99/99991,100,000$11.1M0.6%+1,100,000New–
Tuscan Hldgs Corp II90070A103COM1,087,963$11.1M0.6%00.0%Unchanged–
Sarissa Capital Acquisitn CoG7823W102CL A1,074,820$10.5M0.5%00.0%Unchanged–
Athena Consumer Acq Corp04684M205UNIT 99/99/99991,000,000$10.2M0.5%+1,000,000New–
Parabellum Acquisition Corp.69901P208UNIT 99/99/99991,000,400$10.1M0.5%−212,100−17.5%Reduced–
DTRT Health Acquisition Corp23344T202UNIT 08/31/20291,000,000$10.1M0.5%00.0%Unchanged–
ALTIAlTi Global, Inc.CL A SHS999,999$9.88M0.5%00.0%UnchangedHistory
Global Synergy Acquisit CorpG3934J106CL A SHS999,998$9.84M0.5%00.0%Unchanged–
Colicity Inc194170106COM CL A1,000,065$9.75M0.5%00.0%Unchanged–
Bright Lights Acquisition Co10920K101COM CL A982,344$9.68M0.5%−25,000−2.5%Reduced–
Endurance Acquisition Corp.G3041W107CL A ORD980,000$9.54M0.5%+980,000New–
Iconic Sports Acquisition Corp.G4712C123UNIT 99/99/9999910,258$9.20M0.5%+910,258New–
KSIKadem Sustainable Impact CorpCLASS A COM950,000$9.20M0.5%00.0%UnchangedHistory
AEAEUAltEnergy Acquisition CorpUNIT 10/29/2026910,200$9.17M0.5%+910,200NewHistory
Ftac Zeus Acquisition Cor30320F205UNIT 04/15/2026912,700$9.13M0.5%+912,700New–
Games & Esports Exprnc Acq CG3731J101UNIT 12/01/2026900,000$9.09M0.5%+900,000New–
Golden Falcon Acquisition Co38102H109CL A917,332$8.96M0.4%00.0%Unchanged–
TKB Critical Technologies 1G88935104UNIT 10/20/2026898,147$8.93M0.4%+898,147New–
HHLAHH&L Acquisition Co.SHS CL A913,588$8.89M0.4%00.0%UnchangedHistory
Carney Technology Acqu Corp143636108CL A COMMON STK899,895$8.80M0.4%00.0%Unchanged–
PGSS.UPegasus Digital Mobility Acquisition Corp.UNIT 99/99/9999846,852$8.54M0.4%+846,852NewHistory
Gesher I Acquisition CorpG38537117UNIT 04/16/2028850,000$8.52M0.4%+850,000New–
MDH Acquisition Corp55283P106COM CL A864,106$8.47M0.4%00.0%Unchanged–
Progress Acquisition Corp.74327P105COM CL A864,520$8.43M0.4%00.0%Unchanged–
ShoulderUP Technology Acquisition Corp.82537G203UNIT 99/99/9999832,500$8.41M0.4%+832,500New–
Tuatara Capital Acquisitn CoG9118J101CL A SHS851,460$8.40M0.4%00.0%Unchanged–
Cohn Robbins Holdings CorpG23726105COM CL A849,996$8.36M0.4%00.0%Unchanged–
American Airls Group Inc02376RAF9NOTE 6.500% 7/0–$8.32M0.4%–––
Athlon Acquisition Corp04748A106COM CL A799,998$7.80M0.4%00.0%Unchanged–
Soar Technology Acquisn CorpG82472104UNIT 99/99/9999750,000$7.69M0.4%00.0%Unchanged–
Macondray Cap Acquisitn CorpG5853A107CLASS A ORD SHS782,499$7.69M0.4%+782,499New–
IRAAIris Acquisition CorpCLASS A COM775,184$7.58M0.4%00.0%UnchangedHistory
Southport Acquisition Corp84465L204UNIT 99/99/9999739,377$7.39M0.4%+739,377New–
AEACAuthentic Equity Acquisition Corp.CL A SHS737,498$7.19M0.4%00.0%UnchangedHistory
RH74967XAA1NOTE 6/1–$7.18M0.4%–––
Epiphany Technology Acquisit29429X109COM CL A728,652$7.11M0.4%00.0%Unchanged–
Green Visor Fin Tec Acq CorpG4166K118UNIT 11/08/2026700,000$7.09M0.4%+700,000New–
Blockchain Coinvstrs Acq CRPG11765123UNIT 09/01/2026700,000$7.08M0.4%+700,000New–
Genesis GRWT Tech Acqustn CoG3R23D110UNIT 99/99/9999699,200$7.03M0.3%+699,200New–
Lux Health Tech Acquisition55068A100COM CL A714,339$7.00M0.3%00.0%Unchanged–
MSPRMSP Recovery, Inc.COM CL A700,000$6.97M0.3%−156,151−18.2%ReducedHistory
LCALandcadia Holdings IV, Inc.CLASS A COM715,048$6.96M0.3%00.0%UnchangedHistory
Blue Ocean Acquisition CorpG1330L113UNIT 12/02/2026693,505$6.93M0.3%+693,505New–
TMPOTempo Automation Holdings, Inc.CL A688,810$6.86M0.3%00.0%UnchangedHistory
Empowerment & Inclusion Capi29248N100COM CL A699,998$6.82M0.3%00.0%Unchanged–
Talon 1 Acquisition CorpG86656124UNIT 11/02/2026675,490$6.82M0.3%+675,490New–
Tailwind Two Acquisition CorG86613109SHS CL A684,095$6.76M0.3%−25,000−3.5%Reduced–
Concord Acquisition Corp III20607V205UNIT 99/99/9999660,000$6.71M0.3%+660,000New–
Perception Capital Corp IIG7007D128UNIT 10/25/2026656,590$6.66M0.3%+656,590New–
Spirit Airls Inc848577AA0NOTE 4.750% 5/1–$6.44M0.3%–––
Fold Holdings, Inc.29103K209UNIT 10/19/2028642,572$6.41M0.3%+642,572New–
7GC & Co Holdings Inc81786A107COM CL A650,000$6.34M0.3%00.0%Unchanged–
Newcourt Acquisition CorpG6448C111UNIT 10/20/2026621,148$6.26M0.3%+621,148New–
Proof Acquisition Corp I74349W203UNIT 99/99/9999610,300$6.11M0.3%+610,300New–
L Catterton Asia AcquisitionG5346G125CLASS A ORD SHS627,528$6.10M0.3%00.0%Unchanged–
GRNDGrindr Inc.SHS CL A597,940$6.06M0.3%+251,418+72.6%AddedHistory
Lava Medtech Acquisition Cor519345201UNIT 10/21/2026600,000$6.05M0.3%+600,000New–
Merida Merger Corp I58953M106COM603,509$6.03M0.3%−49,231−7.5%Reduced–
Varonis Sys Inc922280AB8NOTE 1.250% 8/1–$6.01M0.3%–––
Burtech Acquisition Corp123013203UNIT 12/10/2026600,600$6.01M0.3%+600,600New–
Sustainable Develp Acqu I Co86934L103COM CL A613,238$5.96M0.3%00.0%Unchanged–
Lightjump Acquisition Corp53228M106COM591,720$5.83M0.3%00.0%Unchanged–
Prospector Capital CorpG7273A105CL A593,966$5.79M0.3%00.0%Unchanged–
Adit Edtech Acquisition Corp007024102COMMON STOCK574,998$5.69M0.3%00.0%Unchanged–
Jazz Investments I Ltd472145AF8NOTE 2.000% 6/1–$5.66M0.3%–––

Sold out since Q3 2021 (100)

Positions held at the end of Q3 2021 that are gone from this filing.

Positions of Castle Creek Arbitrage, LLC sold out since Q3 2021
SecurityClassShares in Q3 2021Value in Q3 2021% of portfolio in Q3 2021History
Cree Inc225447AD3NOTE 1.750% 5/0–$37.0M2.1%–
Chegg, Inc163092AD1NOTE 0.125% 3/1–$29.8M1.7%–
Zynga Inc98986TAB4NOTE 0.250% 6/0–$27.1M1.5%–
Riverview Acquisition Corp.769395203UNIT 07/29/20262,490,000$24.7M1.4%–
Healthwell Acquisition Corp42227R208UNIT 08/05/20282,400,000$23.7M1.3%–
10X Cap Venture Acqstn CorpG87076124UNIT 04/19/20281,980,000$19.7M1.1%–
Mercury Ecom Acquisition Cor589381201UNIT 07/27/20261,732,500$17.4M1.0%–
Stratim Cloud Acquisition Corp.86309R206UNIT 03/05/20261,745,969$17.3M1.0%–
Perficient Inc71375UAD3NOTE 1.250% 8/0–$17.0M1.0%–
Seven Oaks Acquisition Corp81787X106COM CL A1,650,000$16.4M0.9%–
CCAIUCascadia Acquisition Corp.UNIT 09/30/20281,485,000$14.6M0.8%History
Microchip Technology Inc595017AH7NOTE 2.250% 2/1–$12.0M0.7%–
Endurance Acquisition Corp.G3041W123UNIT 09/01/2026980,000$9.75M0.6%–
BridgeBio Pharma, Inc.10806XAB8NOTE 2.500% 3/1–$8.98M0.5%–
Trump Media & Technology Group Corp.25400Q204UNIT 06/30/2028813,247$8.23M0.5%–
ADTHAdTheorent Holding Company, Inc.COM CL A799,998$7.89M0.4%History
Macondray Cap Acquisitn CorpG5853A123UNIT 05/31/2028782,500$7.81M0.4%–
Spartacus Acquisition Corp84677L109CL A747,193$7.56M0.4%–
DDMXCodere Online U.S. Corp.COM CL A753,898$7.47M0.4%History
Roman DBDR Tech Acquisition77584N101COM CL A656,878$6.64M0.4%–
890 5th Ave Partners Inc28250A105COM CL A663,489$6.58M0.4%–
EUSGEuropean Sustainable Growth Acquisition Corp.CL A SHS617,876$6.12M0.3%History
Altimar Acquisition Corp IIG03709105SHS CL A610,092$6.01M0.3%–
NVTSNavitas Semiconductor CorpCOM CL A565,709$5.65M0.3%History
Seaport Global Acquisitn Cor812227106COM CL A450,000$4.53M0.3%–
KURIAlkuri Global Acquisition Corp.COM CL A399,996$3.99M0.2%History
GIGCAPITAL4 Inc37518G101COM399,996$3.94M0.2%–
P3 Health Partners Inc.34552Y106CL A372,885$3.68M0.2%–
Investindustrial Acquisition Corp.G4771L105SHS CL A356,410$3.54M0.2%–
Thimble Point Acquisition Co88408P107COM CL A349,998$3.47M0.2%–
Logistics Innovtn Technlgs C54141L209UNIT 06/10/2026350,000$3.47M0.2%–
Supernova Partners AcquistnG8T86C105SHS CL A347,972$3.39M0.2%–
Northern Genesis Acquisition66516U101COMMON STOCK309,354$3.07M0.2%–
EQRXEQRx, Inc.CLASS A COM200,000$1.98M0.1%History
CF Acquisition Corp VI12521J103COM CL A200,000$1.94M0.1%–
Hillman Solution431636117EQUITY WRT626,033$1.82M0.1%–
HZACHorizon Acquisition CorpCOM CL A180,480$1.80M0.1%History
SoFi Technologies, Inc.83406F110*W EXP 05/28/202266,134$1.66M0.1%–
PCTTWPureCycle Technologies, Inc.*W EXP 01/28/202322,839$1.66M0.1%History
DFPHStarling Oncology, Inc.COM CL A163,847$1.63M0.1%History
Isos Acquisition CorporationG4962C112SHARES CL A159,840$1.59M0.1%–
Power & Digital Infra Acq Co739190106COM CL A157,136$1.59M0.1%–
Marquee Raine Acquisition CoG58442107CL A SHS158,252$1.58M0.1%–
AMPSAltus Power, Inc.COM CL A150,000$1.49M0.1%History
Nuvasive Inc670704AJ4NOTE 0.375% 3/1–$1.46M0.1%–
Velo3D, Inc.92259N104COMMON STOCK133,491$1.12M0.1%–
VPC Impact Acquisition HLDNGG9441E118*W EXP 10/22/202602,030$969.0K0.1%–
VPC Impact Acqu Holdi III IN91835J108COM CL A93,100$923.0K0.1%–
GGPIGores Guggenheim, Inc.CLASS A COM90,000$918.0K0.1%History
Broadstone Acquisition CorpG1739V100SHS CL A80,482$800.0K<0.1%–
Hostess Brands, Inc.44109J114*W EXP 11/04/202237,089$725.0K<0.1%–
Bowx Acquisition Corp103085114*W EXP 08/03/202342,196$705.0K<0.1%–
Seven Oaks Acquisition Corp81787X114*W EXP 12/22/202825,000$656.0K<0.1%–
Legato Merger Corp.52473X114*W EXP 12/31/202241,538$604.0K<0.1%–
23ANDME Holding Co90138Q116*W EXP 06/16/202308,373$566.0K<0.1%–
Astra Space, Inc.04634X111EQUITY WRT237,335$564.0K<0.1%–
Spartacus Acquisition Corp84677L117*W EXP 10/31/202340,516$541.0K<0.1%–
Rice Acquisition Corp IIG75529118UNIT 99/99/999950,000$515.0K<0.1%–
Far Peak Acquisition CorpG3312L103SHS CL A50,011$498.0K<0.1%–
Dmy Technology Group Inc IV23344K102COM CL A50,000$496.0K<0.1%–
European Sustainable GrowthG3194F117*W EXP 01/21/202395,660$495.0K<0.1%–
SES AI CorpG4R87P114COM CL A49,998$495.0K<0.1%–
Seaport Global Acquisitn Cor812227114*W EXP 12/15/202580,300$491.0K<0.1%–
Proterra Inc74374T117*W EXP 09/22/202186,445$487.0K<0.1%–
Ushg Acquisition Corp91748P100COM CL A49,995$484.0K<0.1%–
890 5th Ave Partners Inc28250A113*W EXP 01/12/202403,341$478.0K<0.1%–
DD3 Acquisition Corp II23318M118*W EXP 12/10/202371,933$441.0K<0.1%–
Athena Technology Acquisi Co04687A117*W EXP 03/31/202303,477$413.0K<0.1%–
Mcap Acquisition Corp55282T117*W EXP 03/02/202352,093$380.0K<0.1%–
Live Oak Acquisition Corp II53804W114*W EXP 12/07/202194,344$369.0K<0.1%–
Alkuri Global Acquisition Corp.66981N111*W EXP 02/09/202213,461$302.0K<0.1%–
AppHarvest, Inc.03783T111*W EXP 01/30/202205,323$280.0K<0.1%–
GWHWWESS Tech, Inc.*W EXP 09/15/202223,417$277.0K<0.1%History
Investindustrial Acquisition Corp.G4771L113*W EXP 10/30/202181,324$234.0K<0.1%–
Ion Acquisition Corp 2 LtdG49393104SHS CL A19,984$198.0K<0.1%–
Broadstone Acquisition CorpG1739V126*W EXP 09/15/202175,235$188.0K<0.1%–
Altimar Acquisition Corp IIG03709121*W EXP 02/09/202152,523$160.0K<0.1%–
Isis Pharmaceuticals Inc Del464337AJ3NOTE 1.000%11/1–$150.0K<0.1%–
Marquee Raine Acquisition CoG58442123*W EXP 12/01/202111,376$149.0K<0.1%–
GIGCAPITAL4 Inc37518G119*W EXP 02/08/202133,332$137.0K<0.1%–
Roman DBDR Tech Acquisition77584N119*W EXP 10/31/20280,000$129.0K<0.1%–
Switchback II CorpG8633T107*W EXP 01/07/20291,113$126.0K<0.1%–
Northern Genesis Acquisition66516U119*W EXP 01/15/202103,118$110.0K<0.1%–
Foresight Acquisition Corp34552Y114*W EXP 01/29/202124,295$109.0K<0.1%–
Thimble Point Acquisition Co88408P115*W EXP 02/04/202116,666$107.0K<0.1%–
Malacca Straits Acquisition Co LtdG5859B117COM CL A10,084$100.0K<0.1%–
AURAurora Innovation, Inc.CLASS A ORD SHS10,000$99.0K<0.1%History
Palladyne AI Corp.80359A106COM12,768$99.0K<0.1%–
SVF Investment Corp.G8601L102CL A SHS10,000$98.0K<0.1%–
CM Life Sciences III Inc125841114*W EXP 04/30/20240,000$80.0K<0.1%–
Dmy Technology Group Inc III233278118*W EXP 99/99/99921,441$74.0K<0.1%–
Isos Acquisition CorporationG4962C104*W EXP 03/01/20253,880$72.0K<0.1%–
Supernova Partners AcquistnG8T86C121*W EXP 99/99/99986,993$70.0K<0.1%–
Cbre Acquisition Hldgs Inc12510J114*W EXP 99/99/99937,500$62.0K<0.1%–
Sports Entertainment Acqu Co84918M114*W EXP 10/30/20224,999$59.0K<0.1%–
Montes Archimedes Acquisitio612657114*W EXP 99/99/99939,144$58.0K<0.1%–
SLGCWSomaLogic, Inc.*W EXP 03/01/20216,798$54.0K<0.1%History
DFP Healthcare Acquisitns Co23343Q118*W EXP 03/31/20222,000$31.0K<0.1%–
Marlin Technology Corp.G58411110*W EXP 01/12/20230,793$25.0K<0.1%–
Dmy Technology Group Inc IV23344K110*W EXP 03/04/20210,000$19.0K<0.1%–