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Livermore
Livermore
ZHEN

Castle Creek Arbitrage, LLC

SEC CIK
0001326638
Latest filing
Jan 18, 2024

Holdings in Q3 2022

Holdings as of Sep 30, 2022, filed Nov 14, 2022. Long positions only; changes compare share counts with Q2 2022.

Institution overview
Positions
690
+16 vs. Q2 2022
Portfolio value
$1.81B
−$24.4M (−1.3%) vs. Q2 2022
Filed
Nov 14, 2022
SEC
Holdings of Castle Creek Arbitrage, LLC in Q3 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
Dick's Sporting Goods, Inc.253393AD4NOTE 3.250% 4/1–$97.3M5.4%–––
Palo Alto Networks Inc697435AF2NOTE 0.375% 6/0–$77.9M4.3%–––
MIDDLEBY Corp596278AB7NOTE 1.000% 9/0–$59.4M3.3%–––
Lumentum Hldgs Inc55024UAB5NOTE 0.250% 3/1–$48.0M2.7%–––
HWELHealthwell Acquisition Corp. ICLASS A COM2,394,984$23.3M1.3%+44,984+1.9%AddedHistory
Social Capital Hedosopha HLDG8251L105SHS CL A2,084,634$20.8M1.2%00.0%Unchanged–
BHACFocus Impact BH3 Acquisition CoCLASS A COM1,980,000$19.7M1.1%+1,980,000NewHistory
AAGRAfrican Agriculture Holdings Inc.COM CL A1,949,445$19.5M1.1%00.0%UnchangedHistory
IRRXIntegrated Rail & Resources Acquisition CorpCL A COM1,880,000$18.9M1.0%+1,880,000NewHistory
Snap Inc83304AAD8NOTE 0.250% 5/0–$17.8M1.0%–––
SCAQStratim Cloud Acquisition Corp.CLASS A COM1,745,967$17.1M0.9%00.0%UnchangedHistory
SEPASEP Acquisition Corp.CLASS A COM1,700,000$16.9M0.9%00.0%UnchangedHistory
Akamai Technologies Inc00971TAJ0NOTE 0.125% 5/0–$16.6M0.9%–––
Envista Holdings Corp29415FAB0NOTE 2.375% 6/0–$16.5M0.9%–––
Blackline, Inc.09239BAB5NOTE 0.125% 8/0–$15.6M0.9%–New–
Healthcare Services Acqu Cor42227K104COM CL A1,559,973$15.5M0.9%00.0%Unchanged–
Enterprise 4.0 Tec Acqstn CoG3137C122UNIT 10/14/20261,518,741$15.4M0.9%00.0%Unchanged–
Investcorp Europe AcquisitioG4923T121UNIT 12/15/20261,500,100$15.2M0.8%00.0%Unchanged–
Mercadolibre Inc58733RAD4NOTE 2.000% 8/1–$14.9M0.8%–New–
African Gold Acquisition CorG0112R108SHS CL A1,489,356$14.7M0.8%00.0%Unchanged–
Snap Inc83304AAB2NOTE 0.750% 8/0–$14.7M0.8%–––
Cascadia Acquisition Corp.14739D100CLASS A COM1,485,000$14.6M0.8%00.0%Unchanged–
Tlgy Acquisition CorpG8656T117UNIT 99/99/99991,379,948$14.0M0.8%00.0%Unchanged–
Repligen Corp759916AB5NOTE 0.375% 7/1–$13.6M0.8%–New–
Fortistar Sustainable Sol Co34962M106COM CL A1,346,878$13.3M0.7%00.0%Unchanged–
CVIIChurchill Capital Corp VIICOM CL A1,297,074$12.8M0.7%+1,297,074NewHistory
Chain Bridge IG2061X102CLASS A ORD1,224,998$12.4M0.7%+1,224,998New–
FSNBFusion Acquisition Corp. IICOM CL A1,229,636$12.1M0.7%+808,511+192.0%AddedHistory
COVA Acquisition Corp.G2554Y104CL A SHS1,212,340$12.1M0.7%00.0%Unchanged–
Skydeck Acquisition Corp.G82220123CLASS A ORD SHS1,184,355$11.7M0.6%00.0%Unchanged–
Austerlitz Acquisition CorpG0633U101COM CL A1,153,196$11.3M0.6%+850,000+280.3%Added–
AEAEAltEnergy Acquisition CorpCOM CL A1,121,438$11.2M0.6%+1,121,438NewHistory
Trine II Acquisition Corp.G9059F100CL A ORD SHS1,100,000$11.0M0.6%+1,100,000New–
Sarissa Capital Acquisitn CoG7823W102CL A1,074,820$10.7M0.6%00.0%Unchanged–
Andretti Acquisition CorpG26735111UNIT 99/99/99991,066,184$10.7M0.6%00.0%Unchanged–
SUACShoulderUP Technology Acquisition Corp.CL A COM1,033,498$10.4M0.6%+1,033,498NewHistory
DTRT Health Acquisition Corp23344T103COM CL A1,000,000$10.2M0.6%+1,000,000New–
Athena Consumer Acq Corp04684M106CL A1,000,000$10.1M0.6%+1,000,000New–
Parabellum Acquisition Corp.69901P208UNIT 99/99/99991,000,400$9.91M0.5%00.0%Unchanged–
ALTIAlTi Global, Inc.CL A SHS999,999$9.91M0.5%00.0%UnchangedHistory
Colicity Inc194170106COM CL A1,000,065$9.83M0.5%00.0%Unchanged–
Endurance Acquisition Corp.G3041W107CL A ORD980,000$9.82M0.5%00.0%Unchanged–
Bright Lights Acquisition Co10920K101COM CL A982,344$9.73M0.5%00.0%Unchanged–
KSIKadem Sustainable Impact CorpCLASS A COM950,000$9.33M0.5%00.0%UnchangedHistory
Iconic Sports Acquisition Corp.G4712C107CL A ORD SHS910,256$9.23M0.5%+910,256New–
Games & Esports Exprnc Acq CG3731J101UNIT 12/01/2026900,000$9.14M0.5%00.0%Unchanged–
Golden Falcon Acquisition Co38102H109CL A917,332$9.13M0.5%00.0%Unchanged–
USCTRoth CH Acquisition Co.CLASS A ORD898,146$9.10M0.5%+898,146NewHistory
HHLAHH&L Acquisition Co.SHS CL A913,588$9.08M0.5%00.0%UnchangedHistory
Ftac Zeus Acquisition Cor30320F106CLASS A COM912,698$9.05M0.5%+912,698New–
Carney Technology Acqu Corp143636108CL A COMMON STK899,895$8.95M0.5%00.0%Unchanged–
Progress Acquisition Corp.74327P105COM CL A864,520$8.63M0.5%00.0%Unchanged–
MDH Acquisition Corp55283P106COM CL A864,106$8.51M0.5%00.0%Unchanged–
Gesher I Acquisition CorpG38537109CLASS A ORD849,652$8.50M0.5%00.0%Unchanged–
PGSSPegasus Digital Mobility Acquisition Corp.CL A ORD SHS846,852$8.49M0.5%+846,852NewHistory
C5 Acquisition Corporation12530D105CL A COM841,936$8.45M0.5%+841,936New–
Athlon Acquisition Corp04748A106COM CL A799,998$7.90M0.4%00.0%Unchanged–
GCT Semiconductor Holding, Inc.20607V106COM CL A785,000$7.87M0.4%+785,000New–
Macondray Cap Acquisitn CorpG5853A107CLASS A ORD SHS782,499$7.84M0.4%00.0%Unchanged–
Soar Technology Acquisn CorpG82472104UNIT 99/99/9999750,000$7.70M0.4%00.0%Unchanged–
IRAAIris Acquisition CorpCLASS A COM775,184$7.61M0.4%00.0%UnchangedHistory
Southport Acquisition Corp84465L204UNIT 99/99/9999739,377$7.43M0.4%00.0%Unchanged–
AEACAuthentic Equity Acquisition Corp.CL A SHS737,498$7.34M0.4%00.0%UnchangedHistory
Epiphany Technology Acquisit29429X109COM CL A728,652$7.20M0.4%00.0%Unchanged–
Lux Health Tech Acquisition55068A100COM CL A714,339$7.15M0.4%00.0%Unchanged–
Green Visor Fin Tec Acq CorpG4166K118UNIT 11/08/2026700,000$7.11M0.4%00.0%Unchanged–
Genesis GRWT Tech Acqustn CoG3R23D102CLASS A ORD SHS699,200$7.08M0.4%+699,200New–
BCSABlockchain Coinvestors Acquisition Corp. ICLASS A ORD700,000$7.06M0.4%+700,000NewHistory
LCALandcadia Holdings IV, Inc.CLASS A COM715,048$7.02M0.4%00.0%UnchangedHistory
Blue Ocean Acquisition CorpG1330L113UNIT 12/02/2026693,505$6.97M0.4%00.0%Unchanged–
Empowerment & Inclusion Capi29248N100COM CL A699,998$6.91M0.4%00.0%Unchanged–
Talon 1 Acquisition CorpG86656108CLASS A ORD675,490$6.88M0.4%+675,490New–
Papaya Growth Opportunity Corp. I69882P201UNIT 12/31/2028685,700$6.88M0.4%00.0%Unchanged–
Perception Capital Corp IIG7007D128UNIT 10/25/2026656,590$6.68M0.4%00.0%Unchanged–
Bridgetown Holdings LtdG1355U113COM CL A653,361$6.56M0.4%00.0%Unchanged–
7GC & Co Holdings Inc81786A107COM CL A650,000$6.46M0.4%00.0%Unchanged–
Fold Holdings, Inc.29103K209UNIT 10/19/2028642,572$6.34M0.4%00.0%Unchanged–
Newcourt Acquisition CorpG6448C111UNIT 10/20/2026621,148$6.31M0.3%00.0%Unchanged–
BNAIBrand Engagement Network Inc.CLASS A ORD SHS631,158$6.24M0.3%+75,000+13.5%AddedHistory
L Catterton Asia AcquisitionG5346G125CLASS A ORD SHS627,528$6.22M0.3%00.0%Unchanged–
GRNDGrindr Inc.SHS CL A597,940$6.20M0.3%00.0%UnchangedHistory
Forum Merger IV Corp349875104CLASS A COM627,845$6.16M0.3%+627,845New–
Proof Acquisition Corp I74349W203UNIT 99/99/9999610,300$6.11M0.3%00.0%Unchanged–
Sustainable Develp Acqu I Co86934L103COM CL A613,238$6.03M0.3%00.0%Unchanged–
Lava Medtech Acquisition Cor519345201UNIT 10/21/2026600,000$6.03M0.3%00.0%Unchanged–
Eq Health Acquisition Corp26886A101COM CL A610,157$6.03M0.3%+310,159+103.4%Added–
Burtech Acquisition Corp123013203UNIT 12/10/2026600,599$5.99M0.3%00.0%Unchanged–
Prospector Capital CorpG7273A105CL A593,966$5.92M0.3%00.0%Unchanged–
Adit Edtech Acquisition Corp007024102COMMON STOCK574,998$5.69M0.3%00.0%Unchanged–
Spirit Airls Inc848577AA0NOTE 4.750% 5/1–$5.66M0.3%–––
Southland Holdings, Inc.52473Y104COM558,274$5.55M0.3%00.0%Unchanged–
CMCUFPiermont Valley Acquisition CorpUNIT 01/01/2026542,229$5.49M0.3%00.0%UnchangedHistory
Clarim Acquisition Corp18049C108COM CL A544,416$5.37M0.3%00.0%Unchanged–
Jack Creek Investment Corp.G4989X115CL A SHS520,236$5.18M0.3%00.0%Unchanged–
MLAIUMcLaren Technology Acquisition Corp.UNIT 11/01/2026510,955$5.15M0.3%00.0%UnchangedHistory
Sound Point Acquisition CorpG8274F127UNIT 02/25/2027500,000$5.11M0.3%00.0%Unchanged–
Rose Hill Acquisition CorpG7637J115UNIT 10/07/2026500,000$5.08M0.3%00.0%Unchanged–
Latamgrowth SpacG5380L113UNIT 01/20/2027500,000$5.06M0.3%00.0%Unchanged–
Recharge Acquisition Corp756229100COM CL A500,000$5.06M0.3%00.0%Unchanged–
Lead Edge Growth Oprtunts LTG54085108COM510,876$5.06M0.3%+250,000+95.8%Added–

Sold out since Q2 2022 (77)

Positions held at the end of Q2 2022 that are gone from this filing.

Positions of Castle Creek Arbitrage, LLC sold out since Q2 2022
SecurityClassShares in Q2 2022Value in Q2 2022% of portfolio in Q2 2022History
Liberty Media Corp Del531229AF9NOTE 1.000% 1/3–$24.5M1.3%–
RVACRiverview Acquisition Corp.CLASS A COM2,469,998$24.5M1.3%History
E Merge Technology Acquisiti26873Y104COM CL A2,000,418$20.0M1.1%–
Focus Impact BH3 Acquisition Co22677T201UNIT 10/04/20261,980,000$19.6M1.1%–
Integrated Rail and Res Acq45827R205UNIT 99/99/99991,880,000$18.9M1.0%–
PRPBCC Neuberger Principal Holdings IISHS CL A1,639,925$16.4M0.9%History
AEA-Bridges Impact Corp.G01046104SHS CL A1,406,908$14.0M0.8%–
CBGGFChain Bridge IUNIT 03/31/20261,225,000$12.2M0.7%History
Nuburu, Inc.87403Q102COM CL A1,200,423$11.9M0.7%–
Trine II Acquisition Corp.G9059F126UNIT 99/99/99991,100,000$10.9M0.6%–
FSTFAST Acquisition Corp.COM CL A1,060,919$10.7M0.6%History
DTRT Health Acquisition Corp23344T202UNIT 08/31/20291,000,000$10.1M0.6%–
Athena Consumer Acq Corp04684M205UNIT 99/99/99991,000,000$10.1M0.6%–
Global Synergy Acquisit CorpG3934J106CL A SHS999,998$9.94M0.5%–
Iconic Sports Acquisition Corp.G4712C123UNIT 99/99/9999910,258$9.17M0.5%–
AEAEUAltEnergy Acquisition CorpUNIT 10/29/2026910,200$9.09M0.5%History
Ftac Zeus Acquisition Cor30320F205UNIT 04/15/2026912,700$9.09M0.5%–
TKB Critical Technologies 1G88935104UNIT 10/20/2026898,147$9.03M0.5%–
PGSS.UPegasus Digital Mobility Acquisition Corp.UNIT 99/99/9999846,852$8.65M0.5%History
Cohn Robbins Holdings CorpG23726105COM CL A849,996$8.45M0.5%–
ShoulderUP Technology Acquisition Corp.82537G203UNIT 99/99/9999832,500$8.28M0.5%–
Genesis GRWT Tech Acqustn CoG3R23D110UNIT 99/99/9999699,200$7.05M0.4%–
Blockchain Coinvstrs Acq CRPG11765123UNIT 09/01/2026700,000$6.99M0.4%–
C5 Acquisition Corporation12530D204UNIT 99/99/9999688,836$6.88M0.4%–
Talon 1 Acquisition CorpG86656124UNIT 11/02/2026675,490$6.82M0.4%–
Concord Acquisition Corp III20607V205UNIT 99/99/9999660,000$6.63M0.4%–
Lightjump Acquisition Corp53228M106COM591,720$5.91M0.3%–
Seaport Global Acquisition I81221H204UNIT 11/17/2026500,000$4.98M0.3%–
LFLYLeafly Holdings, Inc.COMMON STOCK465,289$4.80M0.3%History
B Riley Principal 150 Merger05601V103COM CL A458,542$4.57M0.2%–
Software Acquisitn Grp Inc I83407J202UNIT 03/01/2028400,000$4.02M0.2%–
Lionheart III Corp536262207UNIT 11/03/2026400,000$4.01M0.2%–
Ackrell Spac Partners I Co00461L303UNIT 99/99/9999340,109$3.50M0.2%–
ZFOXZeroFox Holdings, Inc.SHS CL A338,306$3.41M0.2%History
RH74967XAA1NOTE 6/1–$3.16M0.2%–
Founder SpacG3661E122UNIT 07/15/2028277,008$2.81M0.2%–
PMVCPMV Consumer Acquisition Corp.COM275,000$2.73M0.1%History
Eventbrite, Inc.29975EAB5NOTE 5.000%12/0–$2.30M0.1%–
Infint Acquisition CorpG47862118UNIT 99/99/9999200,000$2.01M0.1%–
Go Acquisition Corp362019101COM199,998$2.00M0.1%–
Warrior Technologies Acqui C936273101COM CL A200,000$1.99M0.1%–
North Mountain Merger Corp661204107COM CL A200,000$1.98M0.1%–
IG Acquisition Corp.449534106COM CL A200,000$1.98M0.1%–
Riverview Acquisition Corp.769395112*W EXP 99/99/9991,194,999$1.16M0.1%–
ALSUFAlpha Star Acquisition CorpUNIT 12/13/2026100,000$1.01M0.1%History
Energem CorpG30449113UNIT 11/15/2026100,000$1.01M0.1%–
Silver Crest Acquisition CorG81355102CL A SHS100,000$985.0K0.1%–
Liberty Res Acquisition Corp53118A204UNIT 10/31/202871,434$718.0K<0.1%–
XBP Global Holdings, Inc.12520C109CLASS A COM69,911$707.0K<0.1%–
Equity Distr Acquisition Cor29465E205UNIT 99/99/999951,137$509.0K<0.1%–
Digital Health Acquisition C253893200UNIT 11/02/202650,000$505.0K<0.1%–
Alpha Capital Acquisition CoG0316P130CL A ORD SHS49,998$494.0K<0.1%–
Healthwell Acquisition Corp42227R208UNIT 08/05/202844,984$443.0K<0.1%–
Atlantic Ave Acquisition Cor04906P101COM CL A34,998$347.0K<0.1%–
Marketwise, Inc.57064P115EQUITY WRT805,776$274.0K<0.1%–
AEA-Bridges Impact Corp.G01046112*W EXP 09/19/202753,454$271.0K<0.1%–
CC Neuberger Prin Hldgs IIG3166T111*W EXP 07/29/202430,734$187.0K<0.1%–
E Merge Technology Acquisiti26873Y112*W EXP 07/30/202701,733$91.0K<0.1%–
B Riley Principal 150 Merger05601V111*W EXP 03/01/202191,666$67.0K<0.1%–
L&F Acquisition CorpG53702117*W EXP 05/23/202424,230$66.0K<0.1%–
Altus Power, Inc.02217A110*W EXP 99/99/99937,500$50.0K<0.1%–
North Mountain Merger Corp661204115*W EXP 09/16/202194,123$48.0K<0.1%–
Global Synergy Acquisit CorpG3934J122*W EXP 99/99/999499,999$31.0K<0.1%–
REE Automotive Ltd.M8287R111*W EXP 07/22/20286,311$16.0K<0.1%–
Redbox Entertainment Inc-a75724T111Warrant / Rights27,627$15.0K<0.1%–
Ackrell Spac Partners I Co00461L113*W EXP 12/01/202142,121$14.0K<0.1%–
Social Capital Hedosopha HLDG82514111*W EXP 09/26/20230,000$14.0K<0.1%–
Delwinds Ins Acquisition Cor24803C110*W EXP 08/01/20263,399$13.0K<0.1%–
Mudrick Capital Acqu Corp II62477L115*W EXP 09/10/20240,000$12.0K<0.1%–
Vy Global GrowthG9444H118*W EXP 01/30/20339,999$9.00K<0.1%–
Silver Crest Acquisition CorG81355128*W EXP 12/15/20250,000$7.00K<0.1%–
Alpha Capital Acquisition CoG0316P122*W EXP 02/16/20224,999$6.00K<0.1%–
Warrior Technologies Acqui C936273119*W EXP 03/31/202100,000$5.00K<0.1%–
Crucible Acquisition Corp22877P116*W EXP 12/26/20233,332$3.00K<0.1%–
Social Leverage Acquisn Corp83363K110*W EXP 02/17/20218,749$3.00K<0.1%–
Enjoy Technology29335V114EQUITY WRT103,668$1.00K<0.1%–
Go Acquisition Corp362019119*W EXP 08/31/20266,666$00.0%–