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Livermore
Livermore
ZHEN

Castle Creek Arbitrage, LLC

SEC CIK
0001326638
Latest filing
Jan 18, 2024

Holdings in Q1 2022

Holdings as of Mar 31, 2022, filed May 16, 2022. Long positions only; changes compare share counts with Q4 2021.

Institution overview
Positions
683
−12 vs. Q4 2021
Portfolio value
$1.98B
−$27.7M (−1.4%) vs. Q4 2021
Filed
May 16, 2022
SEC
Holdings of Castle Creek Arbitrage, LLC in Q1 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
Palo Alto Networks Inc697435AF2NOTE 0.375% 6/0–$109.7M5.5%–––
American Eagle Outfitters IN02553EAB2NOTE 3.750% 4/1–$64.1M3.2%–––
MIDDLEBY Corp596278AB7NOTE 1.000% 9/0–$59.0M3.0%–––
Mercadolibre Inc58733RAD4NOTE 2.000% 8/1–$33.5M1.7%–––
Square Inc852234AF0NOTE 0.125% 3/0–$32.7M1.6%–––
Snap Inc83304AAD8NOTE 0.250% 5/0–$32.1M1.6%–––
RVACRiverview Acquisition Corp.CLASS A COM2,489,998$24.4M1.2%00.0%UnchangedHistory
Envista Holdings Corp29415FAB0NOTE 2.375% 6/0–$23.7M1.2%–––
HWELHealthwell Acquisition Corp. ICLASS A COM2,350,000$22.7M1.1%−50,000−2.1%ReducedHistory
Lumentum Hldgs Inc55024UAB5NOTE 0.250% 3/1–$21.5M1.1%–New–
Social Capital Hedosopha HLDG8251L105SHS CL A2,117,367$21.4M1.1%00.0%Unchanged–
Palo Alto Networks Inc697435AD7NOTE 0.750% 7/0–$21.1M1.1%–––
E Merge Technology Acquisiti26873Y104COM CL A2,000,418$19.8M1.0%00.0%Unchanged–
Focus Impact BH3 Acquisition Co22677T201UNIT 10/04/20261,980,000$19.8M1.0%00.0%Unchanged–
AAGRAfrican Agriculture Holdings Inc.COM CL A1,949,445$19.2M1.0%00.0%UnchangedHistory
CXApp Inc.49714K109COM CL A1,878,208$18.9M1.0%00.0%Unchanged–
Integrated Rail and Res Acq45827R205UNIT 99/99/99991,880,000$18.9M1.0%00.0%Unchanged–
Snap Inc83304AAB2NOTE 0.750% 8/0–$17.5M0.9%–––
SCAQStratim Cloud Acquisition Corp.CLASS A COM1,745,967$17.0M0.9%00.0%UnchangedHistory
SEPASEP Acquisition Corp.CLASS A COM1,700,000$16.7M0.8%00.0%UnchangedHistory
PRPBCC Neuberger Principal Holdings IISHS CL A1,639,925$16.3M0.8%00.0%UnchangedHistory
Enterprise 4.0 Tec Acqstn CoG3137C122UNIT 10/14/20261,518,741$15.3M0.8%00.0%Unchanged–
Healthcare Services Acqu Cor42227K104COM CL A1,559,973$15.3M0.8%00.0%Unchanged–
Investcorp Europe AcquisitioG4923T121UNIT 12/15/20261,500,100$15.2M0.8%+200,000+15.4%Added–
Akamai Technologies Inc00971TAJ0NOTE 0.125% 5/0–$15.2M0.8%–––
African Gold Acquisition CorG0112R108SHS CL A1,489,356$14.6M0.7%00.0%Unchanged–
Cascadia Acquisition Corp.14739D100CLASS A COM1,485,000$14.5M0.7%00.0%Unchanged–
AEA-Bridges Impact Corp.G01046104SHS CL A1,406,908$13.9M0.7%00.0%Unchanged–
Tlgy Acquisition CorpG8656T117UNIT 99/99/99991,379,948$13.9M0.7%−406,950−22.8%Reduced–
Fortistar Sustainable Sol Co34962M106COM CL A1,346,878$13.2M0.7%00.0%Unchanged–
CBGGFChain Bridge IUNIT 03/31/20261,225,000$12.3M0.6%00.0%UnchangedHistory
Trepont Acquisition Corp IG9095M101SHS CL A1,202,037$12.1M0.6%00.0%Unchanged–
COVA Acquisition Corp.G2554Y104CL A SHS1,212,340$11.9M0.6%00.0%Unchanged–
Nuburu, Inc.87403Q102COM CL A1,200,423$11.9M0.6%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%00.0%Unchanged–
MongoDB, Inc.60937PAD8NOTE 0.250% 1/1–$10.8M0.5%–New–
FSTFAST Acquisition Corp.COM CL A1,060,919$10.7M0.5%+1,060,919NewHistory
Andretti Acquisition CorpG26735111UNIT 99/99/99991,066,184$10.7M0.5%+1,066,184New–
Sarissa Capital Acquisitn CoG7823W102CL A1,074,820$10.6M0.5%00.0%Unchanged–
Athena Consumer Acq Corp04684M205UNIT 99/99/99991,000,000$10.1M0.5%00.0%Unchanged–
DTRT Health Acquisition Corp23344T202UNIT 08/31/20291,000,000$10.1M0.5%00.0%Unchanged–
Parabellum Acquisition Corp.69901P208UNIT 99/99/99991,000,400$9.96M0.5%00.0%Unchanged–
Global Synergy Acquisit CorpG3934J106CL A SHS999,998$9.94M0.5%00.0%Unchanged–
ALTIAlTi Global, Inc.CL A SHS999,999$9.86M0.5%00.0%UnchangedHistory
Colicity Inc194170106COM CL A1,000,065$9.77M0.5%00.0%Unchanged–
Bright Lights Acquisition Co10920K101COM CL A982,344$9.69M0.5%00.0%Unchanged–
Endurance Acquisition Corp.G3041W107CL A ORD980,000$9.64M0.5%00.0%Unchanged–
KSIKadem Sustainable Impact CorpCLASS A COM950,000$9.26M0.5%00.0%UnchangedHistory
Iconic Sports Acquisition Corp.G4712C123UNIT 99/99/9999910,258$9.17M0.5%00.0%Unchanged–
Ftac Zeus Acquisition Cor30320F205UNIT 04/15/2026912,700$9.13M0.5%00.0%Unchanged–
AEAEUAltEnergy Acquisition CorpUNIT 10/29/2026910,200$9.10M0.5%00.0%UnchangedHistory
Games & Esports Exprnc Acq CG3731J101UNIT 12/01/2026900,000$9.08M0.5%00.0%Unchanged–
TKB Critical Technologies 1G88935104UNIT 10/20/2026898,147$9.06M0.5%00.0%Unchanged–
Golden Falcon Acquisition Co38102H109CL A917,332$9.00M0.5%00.0%Unchanged–
HHLAHH&L Acquisition Co.SHS CL A913,588$8.94M0.5%00.0%UnchangedHistory
Carney Technology Acqu Corp143636108CL A COMMON STK899,895$8.84M0.4%00.0%Unchanged–
PGSS.UPegasus Digital Mobility Acquisition Corp.UNIT 99/99/9999846,852$8.55M0.4%00.0%UnchangedHistory
Progress Acquisition Corp.74327P105COM CL A864,520$8.50M0.4%00.0%Unchanged–
Cohn Robbins Holdings CorpG23726105COM CL A849,996$8.45M0.4%00.0%Unchanged–
MDH Acquisition Corp55283P106COM CL A864,106$8.44M0.4%00.0%Unchanged–
Gesher I Acquisition CorpG38537117UNIT 04/16/2028849,652$8.44M0.4%−3480.0%Reduced–
Tuatara Capital Acquisitn CoG9118J101CL A SHS851,460$8.41M0.4%00.0%Unchanged–
ShoulderUP Technology Acquisition Corp.82537G203UNIT 99/99/9999832,500$8.34M0.4%00.0%Unchanged–
Athlon Acquisition Corp04748A106COM CL A799,998$7.82M0.4%00.0%Unchanged–
Macondray Cap Acquisitn CorpG5853A107CLASS A ORD SHS782,499$7.74M0.4%00.0%Unchanged–
Soar Technology Acquisn CorpG82472104UNIT 99/99/9999750,000$7.65M0.4%00.0%Unchanged–
IRAAIris Acquisition CorpCLASS A COM775,184$7.57M0.4%00.0%UnchangedHistory
Southport Acquisition Corp84465L204UNIT 99/99/9999739,377$7.42M0.4%00.0%Unchanged–
AEACAuthentic Equity Acquisition Corp.CL A SHS737,498$7.23M0.4%00.0%UnchangedHistory
C5 Acquisition Corporation12530D204UNIT 99/99/9999708,836$7.15M0.4%+708,836New–
Epiphany Technology Acquisit29429X109COM CL A728,652$7.15M0.4%00.0%Unchanged–
Green Visor Fin Tec Acq CorpG4166K118UNIT 11/08/2026700,000$7.08M0.4%00.0%Unchanged–
Blockchain Coinvstrs Acq CRPG11765123UNIT 09/01/2026700,000$7.07M0.4%00.0%Unchanged–
Lux Health Tech Acquisition55068A100COM CL A714,339$7.04M0.4%00.0%Unchanged–
LCALandcadia Holdings IV, Inc.CLASS A COM715,048$7.00M0.4%00.0%UnchangedHistory
Genesis GRWT Tech Acqustn CoG3R23D110UNIT 99/99/9999699,200$7.00M0.4%00.0%Unchanged–
Blue Ocean Acquisition CorpG1330L113UNIT 12/02/2026693,505$6.87M0.3%00.0%Unchanged–
Papaya Growth Opportunity Corp. I69882P201UNIT 12/31/2028685,700$6.86M0.3%+685,700New–
Empowerment & Inclusion Capi29248N100COM CL A699,998$6.86M0.3%00.0%Unchanged–
Talon 1 Acquisition CorpG86656124UNIT 11/02/2026675,490$6.85M0.3%00.0%Unchanged–
Concord Acquisition Corp III20607V205UNIT 99/99/9999660,000$6.66M0.3%00.0%Unchanged–
Perception Capital Corp IIG7007D128UNIT 10/25/2026656,590$6.57M0.3%00.0%Unchanged–
Spirit Airls Inc848577AA0NOTE 4.750% 5/1–$6.45M0.3%–––
Bridgetown Holdings LtdG1355U113COM CL A653,361$6.44M0.3%+121,281+22.8%Added–
Fold Holdings, Inc.29103K209UNIT 10/19/2028642,572$6.42M0.3%00.0%Unchanged–
7GC & Co Holdings Inc81786A107COM CL A650,000$6.37M0.3%00.0%Unchanged–
Newcourt Acquisition CorpG6448C111UNIT 10/20/2026621,148$6.26M0.3%00.0%Unchanged–
GRNDGrindr Inc.SHS CL A597,940$6.13M0.3%00.0%UnchangedHistory
L Catterton Asia AcquisitionG5346G125CLASS A ORD SHS627,528$6.12M0.3%00.0%Unchanged–
Proof Acquisition Corp I74349W203UNIT 99/99/9999610,300$6.09M0.3%00.0%Unchanged–
Jazz Investments I Ltd472145AF8NOTE 2.000% 6/1–$6.09M0.3%–––
Lava Medtech Acquisition Cor519345201UNIT 10/21/2026600,000$6.06M0.3%00.0%Unchanged–
Burtech Acquisition Corp123013203UNIT 12/10/2026600,600$6.01M0.3%00.0%Unchanged–
Sustainable Develp Acqu I Co86934L103COM CL A613,238$6.00M0.3%00.0%Unchanged–
Lightjump Acquisition Corp53228M106COM591,720$5.87M0.3%00.0%Unchanged–
Prospector Capital CorpG7273A105CL A593,966$5.83M0.3%00.0%Unchanged–
LFLYLeafly Holdings, Inc.COMMON STOCK560,000$5.69M0.3%+560,000NewHistory
Adit Edtech Acquisition Corp007024102COMMON STOCK574,998$5.68M0.3%00.0%Unchanged–
Legato Merger Corp II52473Y203UNIT 09/01/2026558,275$5.62M0.3%00.0%Unchanged–

Sold out since Q4 2021 (62)

Positions held at the end of Q4 2021 that are gone from this filing.

Positions of Castle Creek Arbitrage, LLC sold out since Q4 2021
SecurityClassShares in Q4 2021Value in Q4 2021% of portfolio in Q4 2021History
Burgundy Technology Acqu CorG1702T116CL A2,780,000$27.8M1.4%–
FirstMark Horizon Acquisition Corp.33765Y101CL A COM1,184,030$11.7M0.6%–
Tuscan Hldgs Corp II90070A103COM1,087,963$11.1M0.6%–
American Airls Group Inc02376RAF9NOTE 6.500% 7/0–$8.32M0.4%–
MSPRMSP Recovery, Inc.COM CL A700,000$6.97M0.3%History
TMPOTempo Automation Holdings, Inc.CL A688,810$6.86M0.3%History
Tailwind Two Acquisition CorG86613109SHS CL A684,095$6.76M0.3%–
Merida Merger Corp I58953M106COM603,509$6.03M0.3%–
Varonis Sys Inc922280AB8NOTE 1.250% 8/1–$6.01M0.3%–
Ecp Environmental GW Opt Cor26829T100COM CL A556,896$5.49M0.3%–
Motive Capital CorpG6293A103SHS CL A550,000$5.41M0.3%–
Healthcare Capital Corp42228C101COM CL A549,998$5.40M0.3%–
Viacomcbs Inc92556H305PFD80,000$3.99M0.2%–
Juniper II Corp48203N202UNIT 99/99/9999375,200$3.83M0.2%–
NRGVEnergy Vault Holdings, Inc.COM CL A349,998$3.46M0.2%History
Poema Global Holdings CorpG7154B107CL A SHS329,502$3.25M0.2%–
Q2 Hldgs Inc74736LAF6NOTE 0.125%11/1–$2.77M0.1%–
CF Acquisition Corp VIII12520C208UNIT 03/31/2028250,000$2.52M0.1%–
Capstar SPL Purp Acquisition14070Y101COM CL A199,998$1.99M0.1%–
Environmental Impact Acqu Co29408N106COM CL A200,000$1.98M0.1%–
Spartan Acquisition Corp. III84677R106COM CL A199,996$1.97M0.1%–
Citic Capital Acquisition CoG21513109COM CL A194,000$1.94M0.1%–
Sea Ltd81141RAF7NOTE 2.375%12/0–$1.79M0.1%–
Yellowstone Acquisition Co98566K105COM CL A149,998$1.52M0.1%–
SONDSonder Holdings Inc.CL A113,676$1.13M0.1%History
Brilliant Acquisition CorpG1643W103UNIT 12/31/2020100,944$1.04M0.1%–
CF Acquisition Corp V12520R106CL A99,999$970.0K<0.1%–
Decarbonization Plus Acqu II242794105COM CL A97,212$969.0K<0.1%–
Rocket Lab USA, Inc.773122114*W EXP 07/30/202244,790$876.0K<0.1%–
Navitas Semiconductor Corp63942X114*W EXP 10/19/202139,197$870.0K<0.1%–
Avista Pub Acquisition CorpG07247110UNIT 04/06/202675,000$758.0K<0.1%–
Roth CH Acquisition III Co77867Q102COM54,800$544.0K<0.1%–
SCVX CorpG79448208COM51,590$515.0K<0.1%–
Queens Gambit Growth CapitalG7315C101CL A SHS48,798$483.0K<0.1%–
Better World Acquisition Cor08772B104COM39,553$402.0K<0.1%–
Burgundy Technology Acqu CorG1702T124*W EXP 08/31/202704,936$398.0K<0.1%–
WM Technology, Inc.92971A117*W EXP 06/16/202282,923$372.0K<0.1%–
Power & Digital Infra Acq Co739190114*W EXP 02/12/20296,483$318.0K<0.1%–
Triterras IncG9103H110*W EXP 11/10/202913,347$298.0K<0.1%–
Thayer Ventures Acqu Corp88332T118*W EXP 01/01/203223,550$216.0K<0.1%–
Spartan Acquisition Corp. III84677R114*W EXP 02/04/202150,747$215.0K<0.1%–
Motive Capital CorpG6293A111*W EXP 12/31/202200,000$204.0K<0.1%–
Tailwind Two Acquisition CorG86613125*W EXP 03/09/202236,365$187.0K<0.1%–
Merida Merger Corp I58953M114*W EXP 11/07/202150,000$159.0K<0.1%–
Novus Capital Corporation II67012W112*W EXP 02/02/202116,666$146.0K<0.1%–
Healthcare Capital Corp42228C119*W EXP 12/31/202273,216$133.0K<0.1%–
CF Acquisition Corp VI12521J111*W EXP 02/18/20249,940$128.0K<0.1%–
Environmental Impact Acqu Co29408N114*W EXP 09/30/202100,000$119.0K<0.1%–
Firstmark Horizon Acquisitio33765Y119*W EXP 09/26/202106,410$106.0K<0.1%–
Ecp Environmental GW Opt Cor26829T118*W EXP 03/01/202149,196$105.0K<0.1%–
Capstar SPL Purp Acquisition14070Y119*W EXP 99/99/999141,423$89.0K<0.1%–
SCVX CorpG79448117*W EXP 01/24/202215,000$73.0K<0.1%–
Yellowstone Acquisition Co98566K113*W EXP 10/21/20274,999$62.0K<0.1%–
Decarbonization Plus Acqu II242794113*W EXP 01/19/20232,404$51.0K<0.1%–
VPC Impact Acqu Holdi III IN91835J116*W EXP 09/03/20246,477$49.0K<0.1%–
Rockley Photonics Holdings LG7614L117*W EXP 08/11/20225,099$31.0K<0.1%–
RMG Acquisition Corp IIIG76088122*W EXP 02/08/20234,999$28.0K<0.1%–
Aeva Technologies, Inc.00835Q111*W EXP 03/12/20211,953$23.0K<0.1%–
Sports Ventures Acquisin CorG8372A129*W EXP 11/30/20233,332$20.0K<0.1%–
Gores Metropoulos II Inc382873115*W EXP 01/31/20210,344$19.0K<0.1%–
CF Acquisition Corp V12520R114*W EXP 01/25/20233,333$18.0K<0.1%–
SOC Telemed, Inc.78472F119*W EXP 11/30/20224,700$3.00K<0.1%–