Castle Creek Arbitrage, LLC
- SEC CIK
- 0001326638
- Latest filing
- Jan 18, 2024
Holdings in Q2 2022
Holdings as of Jun 30, 2022, filed Aug 15, 2022. Long positions only; changes compare share counts with Q1 2022.
- Positions
- 674
- −9 vs. Q1 2022
- Portfolio value
- $1.83B
- −$151.9M (−7.7%) vs. Q1 2022
| Security | Class | Shares | Value | % of portfolio | Share change | Action | History |
|---|---|---|---|---|---|---|---|
| Dick's Sporting Goods, Inc.253393AD4 | NOTE 3.250% 4/1 | – | $76.3M | 4.2% | – | New | – |
| Palo Alto Networks Inc697435AF2 | NOTE 0.375% 6/0 | – | $72.1M | 3.9% | – | – | – |
| MIDDLEBY Corp596278AB7 | NOTE 1.000% 9/0 | – | $58.7M | 3.2% | – | – | – |
| Lumentum Hldgs Inc55024UAB5 | NOTE 0.250% 3/1 | – | $54.2M | 3.0% | – | – | – |
| Akamai Technologies Inc00971TAJ0 | NOTE 0.125% 5/0 | – | $31.1M | 1.7% | – | – | – |
| Liberty Media Corp Del531229AF9 | NOTE 1.000% 1/3 | – | $24.5M | 1.3% | – | New | – |
| RVACRiverview Acquisition Corp. | CLASS A COM | 2,469,998 | $24.5M | 1.3% | −20,000−0.8% | Reduced | History |
| HWELHealthwell Acquisition Corp. I | CLASS A COM | 2,350,000 | $22.7M | 1.2% | 00.0% | Unchanged | History |
| Social Capital Hedosopha HLDG8251L105 | SHS CL A | 2,084,634 | $20.7M | 1.1% | −32,733−1.5% | Reduced | – |
| E Merge Technology Acquisiti26873Y104 | COM CL A | 2,000,418 | $20.0M | 1.1% | 00.0% | Unchanged | – |
| Focus Impact BH3 Acquisition Co22677T201 | UNIT 10/04/2026 | 1,980,000 | $19.6M | 1.1% | 00.0% | Unchanged | – |
| AAGRAfrican Agriculture Holdings Inc. | COM CL A | 1,949,445 | $19.3M | 1.1% | 00.0% | Unchanged | History |
| Snap Inc83304AAD8 | NOTE 0.250% 5/0 | – | $19.3M | 1.1% | – | – | – |
| Envista Holdings Corp29415FAB0 | NOTE 2.375% 6/0 | – | $19.1M | 1.0% | – | – | – |
| Integrated Rail and Res Acq45827R205 | UNIT 99/99/9999 | 1,880,000 | $18.9M | 1.0% | 00.0% | Unchanged | – |
| SCAQStratim Cloud Acquisition Corp. | CLASS A COM | 1,745,967 | $17.0M | 0.9% | 00.0% | Unchanged | History |
| SEPASEP Acquisition Corp. | CLASS A COM | 1,700,000 | $16.8M | 0.9% | 00.0% | Unchanged | History |
| PRPBCC Neuberger Principal Holdings II | SHS CL A | 1,639,925 | $16.4M | 0.9% | 00.0% | Unchanged | History |
| Healthcare Services Acqu Cor42227K104 | COM CL A | 1,559,973 | $15.3M | 0.8% | 00.0% | Unchanged | – |
| Enterprise 4.0 Tec Acqstn CoG3137C122 | UNIT 10/14/2026 | 1,518,741 | $15.2M | 0.8% | 00.0% | Unchanged | – |
| Investcorp Europe AcquisitioG4923T121 | UNIT 12/15/2026 | 1,500,100 | $15.0M | 0.8% | 00.0% | Unchanged | – |
| African Gold Acquisition CorG0112R108 | SHS CL A | 1,489,356 | $14.6M | 0.8% | 00.0% | Unchanged | – |
| Cascadia Acquisition Corp.14739D100 | CLASS A COM | 1,485,000 | $14.5M | 0.8% | 00.0% | Unchanged | – |
| AEA-Bridges Impact Corp.G01046104 | SHS CL A | 1,406,908 | $14.0M | 0.8% | 00.0% | Unchanged | – |
| Tlgy Acquisition CorpG8656T117 | UNIT 99/99/9999 | 1,379,948 | $13.8M | 0.8% | 00.0% | Unchanged | – |
| Fortistar Sustainable Sol Co34962M106 | COM CL A | 1,346,878 | $13.2M | 0.7% | 00.0% | Unchanged | – |
| CBGGFChain Bridge I | UNIT 03/31/2026 | 1,225,000 | $12.2M | 0.7% | 00.0% | Unchanged | History |
| Nuburu, Inc.87403Q102 | COM CL A | 1,200,423 | $11.9M | 0.7% | 00.0% | Unchanged | – |
| COVA Acquisition Corp.G2554Y104 | CL A SHS | 1,212,340 | $11.9M | 0.7% | 00.0% | Unchanged | – |
| Skydeck Acquisition Corp.G82220123 | CLASS A ORD SHS | 1,184,355 | $11.5M | 0.6% | 00.0% | Unchanged | – |
| Trine II Acquisition Corp.G9059F126 | UNIT 99/99/9999 | 1,100,000 | $10.9M | 0.6% | 00.0% | Unchanged | – |
| FSTFAST Acquisition Corp. | COM CL A | 1,060,919 | $10.7M | 0.6% | 00.0% | Unchanged | History |
| Andretti Acquisition CorpG26735111 | UNIT 99/99/9999 | 1,066,184 | $10.7M | 0.6% | 00.0% | Unchanged | – |
| Sarissa Capital Acquisitn CoG7823W102 | CL A | 1,074,820 | $10.6M | 0.6% | 00.0% | Unchanged | – |
| DTRT Health Acquisition Corp23344T202 | UNIT 08/31/2029 | 1,000,000 | $10.1M | 0.6% | 00.0% | Unchanged | – |
| Athena Consumer Acq Corp04684M205 | UNIT 99/99/9999 | 1,000,000 | $10.1M | 0.6% | 00.0% | Unchanged | – |
| Global Synergy Acquisit CorpG3934J106 | CL A SHS | 999,998 | $9.94M | 0.5% | 00.0% | Unchanged | – |
| Parabellum Acquisition Corp.69901P208 | UNIT 99/99/9999 | 1,000,400 | $9.93M | 0.5% | 00.0% | Unchanged | – |
| ALTIAlTi Global, Inc. | CL A SHS | 999,999 | $9.83M | 0.5% | 00.0% | Unchanged | History |
| Colicity Inc194170106 | COM CL A | 1,000,065 | $9.81M | 0.5% | 00.0% | Unchanged | – |
| Endurance Acquisition Corp.G3041W107 | CL A ORD | 980,000 | $9.66M | 0.5% | 00.0% | Unchanged | – |
| Bright Lights Acquisition Co10920K101 | COM CL A | 982,344 | $9.66M | 0.5% | 00.0% | Unchanged | – |
| KSIKadem Sustainable Impact Corp | CLASS A COM | 950,000 | $9.26M | 0.5% | 00.0% | Unchanged | History |
| Iconic Sports Acquisition Corp.G4712C123 | UNIT 99/99/9999 | 910,258 | $9.17M | 0.5% | 00.0% | Unchanged | – |
| AEAEUAltEnergy Acquisition Corp | UNIT 10/29/2026 | 910,200 | $9.09M | 0.5% | 00.0% | Unchanged | History |
| Ftac Zeus Acquisition Cor30320F205 | UNIT 04/15/2026 | 912,700 | $9.09M | 0.5% | 00.0% | Unchanged | – |
| Golden Falcon Acquisition Co38102H109 | CL A | 917,332 | $9.04M | 0.5% | 00.0% | Unchanged | – |
| TKB Critical Technologies 1G88935104 | UNIT 10/20/2026 | 898,147 | $9.03M | 0.5% | 00.0% | Unchanged | – |
| Games & Esports Exprnc Acq CG3731J101 | UNIT 12/01/2026 | 900,000 | $8.99M | 0.5% | 00.0% | Unchanged | – |
| HHLAHH&L Acquisition Co. | SHS CL A | 913,588 | $8.97M | 0.5% | 00.0% | Unchanged | History |
| Carney Technology Acqu Corp143636108 | CL A COMMON STK | 899,895 | $8.86M | 0.5% | 00.0% | Unchanged | – |
| PGSS.UPegasus Digital Mobility Acquisition Corp. | UNIT 99/99/9999 | 846,852 | $8.65M | 0.5% | 00.0% | Unchanged | History |
| Snap Inc83304AAB2 | NOTE 0.750% 8/0 | – | $8.63M | 0.5% | – | – | – |
| Progress Acquisition Corp.74327P105 | COM CL A | 864,520 | $8.54M | 0.5% | 00.0% | Unchanged | – |
| MDH Acquisition Corp55283P106 | COM CL A | 864,106 | $8.48M | 0.5% | 00.0% | Unchanged | – |
| Cohn Robbins Holdings CorpG23726105 | COM CL A | 849,996 | $8.45M | 0.5% | 00.0% | Unchanged | – |
| Gesher I Acquisition CorpG38537109 | CLASS A ORD | 849,652 | $8.37M | 0.5% | +849,652 | New | – |
| ShoulderUP Technology Acquisition Corp.82537G203 | UNIT 99/99/9999 | 832,500 | $8.28M | 0.5% | 00.0% | Unchanged | – |
| Athlon Acquisition Corp04748A106 | COM CL A | 799,998 | $7.86M | 0.4% | 00.0% | Unchanged | – |
| Macondray Cap Acquisitn CorpG5853A107 | CLASS A ORD SHS | 782,499 | $7.79M | 0.4% | 00.0% | Unchanged | – |
| Soar Technology Acquisn CorpG82472104 | UNIT 99/99/9999 | 750,000 | $7.62M | 0.4% | 00.0% | Unchanged | – |
| IRAAIris Acquisition Corp | CLASS A COM | 775,184 | $7.59M | 0.4% | 00.0% | Unchanged | History |
| Southport Acquisition Corp84465L204 | UNIT 99/99/9999 | 739,377 | $7.49M | 0.4% | 00.0% | Unchanged | – |
| AEACAuthentic Equity Acquisition Corp. | CL A SHS | 737,498 | $7.26M | 0.4% | 00.0% | Unchanged | History |
| Epiphany Technology Acquisit29429X109 | COM CL A | 728,652 | $7.16M | 0.4% | 00.0% | Unchanged | – |
| Lux Health Tech Acquisition55068A100 | COM CL A | 714,339 | $7.07M | 0.4% | 00.0% | Unchanged | – |
| Genesis GRWT Tech Acqustn CoG3R23D110 | UNIT 99/99/9999 | 699,200 | $7.05M | 0.4% | 00.0% | Unchanged | – |
| Green Visor Fin Tec Acq CorpG4166K118 | UNIT 11/08/2026 | 700,000 | $7.04M | 0.4% | 00.0% | Unchanged | – |
| LCALandcadia Holdings IV, Inc. | CLASS A COM | 715,048 | $6.99M | 0.4% | 00.0% | Unchanged | History |
| Blockchain Coinvstrs Acq CRPG11765123 | UNIT 09/01/2026 | 700,000 | $6.99M | 0.4% | 00.0% | Unchanged | – |
| Blue Ocean Acquisition CorpG1330L113 | UNIT 12/02/2026 | 693,505 | $6.89M | 0.4% | 00.0% | Unchanged | – |
| Empowerment & Inclusion Capi29248N100 | COM CL A | 699,998 | $6.89M | 0.4% | 00.0% | Unchanged | – |
| C5 Acquisition Corporation12530D204 | UNIT 99/99/9999 | 688,836 | $6.88M | 0.4% | −20,000−2.8% | Reduced | – |
| Papaya Growth Opportunity Corp. I69882P201 | UNIT 12/31/2028 | 685,700 | $6.85M | 0.4% | 00.0% | Unchanged | – |
| Talon 1 Acquisition CorpG86656124 | UNIT 11/02/2026 | 675,490 | $6.82M | 0.4% | 00.0% | Unchanged | – |
| Spirit Airls Inc848577AA0 | NOTE 4.750% 5/1 | – | $6.70M | 0.4% | – | – | – |
| Concord Acquisition Corp III20607V205 | UNIT 99/99/9999 | 660,000 | $6.63M | 0.4% | 00.0% | Unchanged | – |
| Perception Capital Corp IIG7007D128 | UNIT 10/25/2026 | 656,590 | $6.59M | 0.4% | 00.0% | Unchanged | – |
| Bridgetown Holdings LtdG1355U113 | COM CL A | 653,361 | $6.48M | 0.4% | 00.0% | Unchanged | – |
| 7GC & Co Holdings Inc81786A107 | COM CL A | 650,000 | $6.40M | 0.3% | 00.0% | Unchanged | – |
| Fold Holdings, Inc.29103K209 | UNIT 10/19/2028 | 642,572 | $6.33M | 0.3% | 00.0% | Unchanged | – |
| Newcourt Acquisition CorpG6448C111 | UNIT 10/20/2026 | 621,148 | $6.24M | 0.3% | 00.0% | Unchanged | – |
| L Catterton Asia AcquisitionG5346G125 | CLASS A ORD SHS | 627,528 | $6.16M | 0.3% | 00.0% | Unchanged | – |
| GRNDGrindr Inc. | SHS CL A | 597,940 | $6.13M | 0.3% | 00.0% | Unchanged | History |
| Proof Acquisition Corp I74349W203 | UNIT 99/99/9999 | 610,300 | $6.05M | 0.3% | 00.0% | Unchanged | – |
| Burtech Acquisition Corp123013203 | UNIT 12/10/2026 | 600,599 | $6.04M | 0.3% | −10.0% | Reduced | – |
| Sustainable Develp Acqu I Co86934L103 | COM CL A | 613,238 | $6.03M | 0.3% | 00.0% | Unchanged | – |
| Lava Medtech Acquisition Cor519345201 | UNIT 10/21/2026 | 600,000 | $6.01M | 0.3% | 00.0% | Unchanged | – |
| Lightjump Acquisition Corp53228M106 | COM | 591,720 | $5.91M | 0.3% | 00.0% | Unchanged | – |
| Prospector Capital CorpG7273A105 | CL A | 593,966 | $5.85M | 0.3% | 00.0% | Unchanged | – |
| Adit Edtech Acquisition Corp007024102 | COMMON STOCK | 574,998 | $5.66M | 0.3% | 00.0% | Unchanged | – |
| Southland Holdings, Inc.52473Y104 | COM | 558,274 | $5.54M | 0.3% | +558,274 | New | – |
| BNAIBrand Engagement Network Inc. | CLASS A ORD SHS | 556,158 | $5.45M | 0.3% | 00.0% | Unchanged | History |
| CMCUFPiermont Valley Acquisition Corp | UNIT 01/01/2026 | 542,229 | $5.43M | 0.3% | 00.0% | Unchanged | History |
| Clarim Acquisition Corp18049C108 | COM CL A | 544,416 | $5.35M | 0.3% | 00.0% | Unchanged | – |
| Jack Creek Investment Corp.G4989X115 | CL A SHS | 520,236 | $5.11M | 0.3% | 00.0% | Unchanged | – |
| MLAIUMcLaren Technology Acquisition Corp. | UNIT 11/01/2026 | 510,955 | $5.11M | 0.3% | 00.0% | Unchanged | History |
| Sound Point Acquisition CorpG8274F127 | UNIT 02/25/2027 | 500,000 | $5.04M | 0.3% | 00.0% | Unchanged | – |
| 10X Capital Venture Acq IIIG87077122 | UNIT 99/99/9999 | 500,000 | $5.02M | 0.3% | 00.0% | Unchanged | – |
| Latamgrowth SpacG5380L113 | UNIT 01/20/2027 | 500,000 | $5.01M | 0.3% | 00.0% | Unchanged | – |
Sold out since Q1 2022 (33)
Positions held at the end of Q1 2022 that are gone from this filing.
| Security | Class | Shares in Q1 2022 | Value in Q1 2022 | % of portfolio in Q1 2022 | History |
|---|---|---|---|---|---|
| American Eagle Outfitters IN02553EAB2 | NOTE 3.750% 4/1 | – | $64.1M | 3.2% | – |
| Mercadolibre Inc58733RAD4 | NOTE 2.000% 8/1 | – | $33.5M | 1.7% | – |
| Square Inc852234AF0 | NOTE 0.125% 3/0 | – | $32.7M | 1.6% | – |
| Palo Alto Networks Inc697435AD7 | NOTE 0.750% 7/0 | – | $21.1M | 1.1% | – |
| CXApp Inc.49714K109 | COM CL A | 1,878,208 | $18.9M | 1.0% | – |
| Trepont Acquisition Corp IG9095M101 | SHS CL A | 1,202,037 | $12.1M | 0.6% | – |
| Gesher I Acquisition CorpG38537117 | UNIT 04/16/2028 | 849,652 | $8.44M | 0.4% | – |
| Tuatara Capital Acquisitn CoG9118J101 | CL A SHS | 851,460 | $8.41M | 0.4% | – |
| Jazz Investments I Ltd472145AF8 | NOTE 2.000% 6/1 | – | $6.09M | 0.3% | – |
| Legato Merger Corp II52473Y203 | UNIT 09/01/2026 | 558,275 | $5.62M | 0.3% | – |
| ALTUAltitude Acquisition Corp. | COM CL A | 404,903 | $4.03M | 0.2% | History |
| Corner Growth Acquisitn CorpG2426E112 | UNIT 05/27/2026 | 300,000 | $2.98M | 0.2% | – |
| Archimedes Tech Spac Partnr039562202 | UNIT 03/10/2026 | 280,744 | $2.83M | 0.1% | – |
| Foxo Technologies Inc.24803C102 | COM CLS A | 226,798 | $2.25M | 0.1% | – |
| BRC Inc.05601U113 | *W EXP 02/09/202 | 381,613 | $1.72M | 0.1% | – |
| Global Gas Corp265334102 | COM CL A | 150,000 | $1.49M | 0.1% | – |
| EJFAEJF Acquisition Corp. | CL A SHS | 99,996 | $987.0K | <0.1% | History |
| Mana Cap Acquisition Corp56168P203 | UNIT 11/22/2026 | 50,000 | $506.0K | <0.1% | – |
| Oaktree Acquisition Corp IIG6715X103 | CL A SHS | 49,996 | $497.0K | <0.1% | – |
| CIFRCipher Digital Inc. | COM | 121,761 | $443.0K | <0.1% | History |
| SEATWVivid Seats Inc. | *W EXP 10/18/202 | 130,293 | $410.0K | <0.1% | History |
| Forge Global Holdings, Inc.34629L111 | *W EXP 03/29/202 | 170,700 | $283.0K | <0.1% | – |
| Lionheart Acquisition Corp I53625R112 | *W EXP 02/14/202 | 548,374 | $248.0K | <0.1% | – |
| Poema Global Holdings CorpG7154B115 | *W EXP 01/08/202 | 126,242 | $169.0K | <0.1% | – |
| Babylon Hldgs LtdG07031118 | *W EXP 10/21/202 | 213,461 | $114.0K | <0.1% | – |
| Trepont Acquisition Corp IG9095M127 | *W EXP 11/24/202 | 699,998 | $96.0K | <0.1% | – |
| EJF Acquisition Corp.G2955B125 | *W EXP 03/10/202 | 75,832 | $71.0K | <0.1% | – |
| Falcon Minerals Corp30607B208 | *W EXP 07/21/202 | 91,380 | $33.0K | <0.1% | – |
| Electric Last Mile Solutns I28489L112 | *W EXP 08/24/202 | 124,544 | $25.0K | <0.1% | – |
| SPWRWSunPower Inc. | *W EXP 99/99/999 | 37,499 | $15.0K | <0.1% | History |
| Queens Gambit Growth CapitalG7315C119 | *W EXP 01/19/202 | 20,805 | $14.0K | <0.1% | – |
| Oaktree Acquisition Corp IIG6715X111 | *W EXP 09/15/202 | 12,499 | $8.00K | <0.1% | – |
| Brilliant Acquisition CorpG1643W137 | RIGHT 99/99/9999 | 38,726 | $7.00K | <0.1% | – |