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Livermore
Livermore
ZHEN

Castle Creek Arbitrage, LLC

SEC CIK
0001326638
Latest filing
Jan 18, 2024

Holdings in Q4 2022

Holdings as of Dec 31, 2022, filed Feb 14, 2023. Long positions only; changes compare share counts with Q3 2022.

Institution overview
Positions
535
−155 vs. Q3 2022
Portfolio value
$1.14B
−$672.2M (−37.2%) vs. Q3 2022
Filed
Feb 14, 2023
SEC
Holdings of Castle Creek Arbitrage, LLC in Q4 2022
SecurityClassSharesValue% of portfolioShare changeActionHistory
Palo Alto Networks Inc697435AF2NOTE 0.375% 6/0–$68.0M6.0%–––
MIDDLEBY Corp596278AB7NOTE 1.000% 9/0–$61.1M5.4%–––
Mercadolibre Inc58733RAD4NOTE 2.000% 8/1–$45.7M4.0%–––
Lumentum Hldgs Inc55024UAB5NOTE 0.250% 3/1–$37.9M3.3%–––
HWELHealthwell Acquisition Corp. ICLASS A COM2,394,984$23.7M2.1%00.0%UnchangedHistory
IRRXIntegrated Rail & Resources Acquisition CorpCL A COM1,880,000$19.2M1.7%00.0%UnchangedHistory
Snap Inc83304AAD8NOTE 0.250% 5/0–$19.1M1.7%–––
Blackline, Inc.09239BAB5NOTE 0.125% 8/0–$18.5M1.6%–––
TLGYTlgy Acquisition CorpCLASS A ORD SHS1,779,946$18.3M1.6%+1,379,946+345.0%AddedHistory
Akamai Technologies Inc00971TAJ0NOTE 0.125% 5/0–$17.2M1.5%–––
Envista Holdings Corp29415FAB0NOTE 2.375% 6/0–$16.9M1.5%–––
ENTFEnterprise 4.0 Technology Acquisition CorpCLASS A ORD SHS1,518,740$15.6M1.4%+1,518,740NewHistory
IVCBInvest Acquisition CorpCLASS A ORD SHS1,500,098$15.5M1.4%+1,500,098NewHistory
Cascadia Acquisition Corp.14739D100CLASS A COM1,485,000$14.9M1.3%00.0%Unchanged–
CVIIChurchill Capital Corp VIICOM CL A1,297,074$12.9M1.1%00.0%UnchangedHistory
Chain Bridge IG2061X102CLASS A ORD1,224,998$12.6M1.1%00.0%Unchanged–
Repligen Corp759916AB5NOTE 0.375% 7/1–$12.5M1.1%–––
Skydeck Acquisition Corp.G82220123CLASS A ORD SHS1,184,355$11.9M1.0%00.0%Unchanged–
FSNBFusion Acquisition Corp. IICOM CL A1,174,124$11.8M1.0%−55,512−4.5%ReducedHistory
AEAEAltEnergy Acquisition CorpCOM CL A1,121,438$11.4M1.0%00.0%UnchangedHistory
Trine II Acquisition Corp.G9059F100CL A ORD SHS1,100,000$11.3M1.0%00.0%Unchanged–
Andretti Acquisition CorpG26735103CL A ORD SHS1,066,182$11.0M1.0%+1,066,182New–
SUACShoulderUP Technology Acquisition Corp.CL A COM1,033,498$10.5M0.9%00.0%UnchangedHistory
KSIKadem Sustainable Impact CorpCLASS A COM950,000$9.53M0.8%00.0%UnchangedHistory
Iconic Sports Acquisition Corp.G4712C107CL A ORD SHS910,256$9.41M0.8%00.0%Unchanged–
Games & Esports Exprnc Acq CG3731J119CLASS A ORD SHS900,000$9.27M0.8%+900,000New–
USCTRoth CH Acquisition Co.CLASS A ORD898,146$9.25M0.8%00.0%UnchangedHistory
Ftac Zeus Acquisition Cor30320F106CLASS A COM912,698$9.19M0.8%00.0%Unchanged–
PGSSPegasus Digital Mobility Acquisition Corp.CL A ORD SHS846,852$8.71M0.8%00.0%UnchangedHistory
Gesher I Acquisition CorpG38537109CLASS A ORD849,652$8.65M0.8%00.0%Unchanged–
C5 Acquisition Corporation12530D105CL A COM841,936$8.60M0.8%00.0%Unchanged–
GCT Semiconductor Holding, Inc.20607V106COM CL A785,000$8.00M0.7%00.0%Unchanged–
Macondray Cap Acquisitn CorpG5853A107CLASS A ORD SHS782,499$7.97M0.7%00.0%Unchanged–
Southport Acquisition Corp84465L105CL A COM739,376$7.53M0.7%+739,376New–
AEACAuthentic Equity Acquisition Corp.CL A SHS737,498$7.46M0.7%00.0%UnchangedHistory
Stride, Inc.86333MAA6NOTE 1.125% 9/0–$7.38M0.6%–––
Green Visor Fin Tec Acq CorpG4166K100CLASS A ORD700,000$7.26M0.6%+700,000New–
Genesis GRWT Tech Acqustn CoG3R23D102CLASS A ORD SHS699,200$7.24M0.6%00.0%Unchanged–
Carney Technology Acqu Corp143636108CL A COMMON STK700,000$7.17M0.6%−199,895−22.2%Reduced–
BCSABlockchain Coinvestors Acquisition Corp. ICLASS A ORD700,000$7.17M0.6%00.0%UnchangedHistory
BOCNBlue Ocean Acquisition CorpCLASS A ORD SHS693,504$7.12M0.6%+693,504NewHistory
Talon 1 Acquisition CorpG86656108CLASS A ORD675,490$7.00M0.6%00.0%Unchanged–
PPYAPapaya Growth Opportunity Corp. ICLASS A COM685,700$7.00M0.6%+685,700NewHistory
HHLAHH&L Acquisition Co.SHS CL A663,588$6.71M0.6%−250,000−27.4%ReducedHistory
FLDFold Holdings, Inc.COM CL A642,570$6.44M0.6%+642,570NewHistory
BNAIBrand Engagement Network Inc.CLASS A ORD SHS631,158$6.36M0.6%00.0%UnchangedHistory
L Catterton Asia AcquisitionG5346G125CLASS A ORD SHS627,528$6.34M0.6%00.0%Unchanged–
Forum Merger IV Corp349875104CLASS A COM627,845$6.30M0.6%00.0%Unchanged–
SOARVolato Group, Inc.CL A COM610,298$6.21M0.5%+610,298NewHistory
Sustainable Develp Acqu I Co86934L103COM CL A613,238$6.17M0.5%00.0%Unchanged–
PNSTPinstripes Holdings, Inc.CL A COM600,300$6.13M0.5%+400,000+199.7%AddedHistory
Lava Medtech Acquisition Cor519345102CLASS A COM600,000$6.11M0.5%+600,000New–
Spirit Airls Inc848577AA0NOTE 4.750% 5/1–$5.73M0.5%–––
Southland Holdings, Inc.52473Y104COM558,274$5.68M0.5%00.0%Unchanged–
CMCAFPiermont Valley Acquisition CorpCLASS A ORD SHS542,226$5.60M0.5%+542,226NewHistory
McLaren Technology Acq Corp58176U109CLASS A COM510,952$5.22M0.5%+510,952New–
Sound Point Acquisition CorpG8274F101CLASS A ORD SHS500,000$5.16M0.5%+500,000New–
Lead Edge Growth Oprtunts LTG54085108COM510,876$5.14M0.5%00.0%Unchanged–
LATGChenghe Acquisition I Co.CLASS A ORD SHS500,000$5.14M0.5%+500,000NewHistory
Roadzen Inc.G9320Z109CLASS A ORD500,000$5.12M0.5%+400,000+400.0%Added–
ALORALSP Orchid Acquisition Corp ICLASS A ORD500,000$5.12M0.5%+500,000NewHistory
SGIISeaport Global Acquisition II Corp.CLASS A COM500,000$5.09M0.4%00.0%UnchangedHistory
BHACFocus Impact BH3 Acquisition CoCLASS A COM500,000$5.00M0.4%−1,480,000−74.7%ReducedHistory
CIIG Capital Partners II, Inc.12561U109COM CL A461,784$4.70M0.4%+361,508+360.5%Added–
Mountain & Co I Acquisitn CoG6301J104CLASS A ORD450,000$4.67M0.4%+450,000New–
BMACBlack Mountain Acquisition Corp.CL A COM449,996$4.59M0.4%+449,996NewHistory
7GC & Co Holdings Inc81786A107COM CL A450,000$4.55M0.4%−200,000−30.8%Reduced–
HSPUFHorizon Space Acquisition I Corp.UNIT 03/02/2029448,680$4.53M0.4%+448,680NewHistory
Tailwind Internatnal Acq CorG8662F101COM CL A448,212$4.52M0.4%00.0%Unchanged–
Accretion Acquisition Corp00438Y107COM440,000$4.44M0.4%00.0%Unchanged–
Goal Acquisitions Corp38021H107COM425,000$4.27M0.4%00.0%Unchanged–
B Riley Prin 250 Merger Corp05602L104CLASS A COM424,995$4.23M0.4%00.0%Unchanged–
Nabors Energy Transition Cor629567108CL A COM410,898$4.22M0.4%+410,898New–
Tevogen Inc.G8028L107CLASS A ORD400,000$4.13M0.4%+400,000New–
Bullpen Parlay Acquisition CG1792A100CLASS A ORD SHS402,464$4.12M0.4%+402,464New–
Innovative Intl Acqusitin CoG4809M109CLASS A ORD399,358$4.11M0.4%+399,358New–
IQMDIntelligent Medicine Acquisition Corp.CLASS A COM400,000$4.11M0.4%+400,000NewHistory
Jackson Acquisition Co46653C106COM CL A405,004$4.09M0.4%+405,004New–
MPRAMercato Partners Acquisition CorpCLASS A COM399,074$4.08M0.4%+399,074NewHistory
Lionheart III Corp536262108CLASS A COM400,000$4.08M0.4%00.0%Unchanged–
Industrial Tech Acqstns II I45635R108CLASS A COM400,000$4.07M0.4%+350,000+700.0%Added–
Burtech Acquisition Corp123013104CLASS A COM400,599$4.07M0.4%+400,599New–
Churchill Capital Corp V17144T107COM CL A404,996$4.03M0.4%00.0%Unchanged–
Zimmer Energy Transition Acq989570106COM CL A399,999$3.98M0.4%+399,999New–
Marriott Vacations Worldwide Corp57164YAD9NOTE 1/1–$3.91M0.3%–New–
Newbury Street Acquisitn Cor65101L104COM390,000$3.90M0.3%00.0%Unchanged–
LIVBLIV Capital Acquisition Corp. IICLASS A ORD SHS379,110$3.89M0.3%00.0%UnchangedHistory
Juniper II Corp48203N103CL A COM375,198$3.81M0.3%00.0%Unchanged–
GBBKGlobal Blockchain Acquisition Corp.COMMON STOCK375,000$3.78M0.3%00.0%UnchangedHistory
SLAMSlam Corp.CL A SHS365,672$3.69M0.3%00.0%UnchangedHistory
Galata Acquisition CorpG3R23A108SHS CL A357,800$3.65M0.3%+345,200+2,739.7%Added–
Ares Acquisition CorporationG33032106COM CL A360,995$3.64M0.3%00.0%Unchanged–
Khosla Ventures Acquisition482504107CL A361,392$3.60M0.3%00.0%Unchanged–
MACAMoringa Acquisition CorpCL A SHS357,518$3.60M0.3%00.0%UnchangedHistory
LF Capital Acquisition Corp. II50202D102CLASS A COM350,000$3.59M0.3%+350,000New–
World Quantum Growth AcquisiG5596W119UNIT 99/99/9999356,900$3.56M0.3%00.0%Unchanged–
M3-Brigade Acquisition III Corp.55407R103CL A COM349,998$3.55M0.3%+349,998New–
Logistics Innovtn Technlgs C54141L100CLASS A COM349,998$3.48M0.3%00.0%Unchanged–
CHAACatcha Investment CorpSHS CL A338,475$3.41M0.3%00.0%UnchangedHistory
Live Oak Mobility Acquisi Co538126103COM CL A327,350$3.29M0.3%00.0%Unchanged–

Sold out since Q3 2022 (296)

Positions held at the end of Q3 2022 that are gone from this filing.

The largest 100 of 296 by value last quarter.

Positions of Castle Creek Arbitrage, LLC sold out since Q3 2022
SecurityClassShares in Q3 2022Value in Q3 2022% of portfolio in Q3 2022History
Dick's Sporting Goods, Inc.253393AD4NOTE 3.250% 4/1–$97.3M5.4%–
Social Capital Hedosopha HLDG8251L105SHS CL A2,084,634$20.8M1.2%–
AAGRAfrican Agriculture Holdings Inc.COM CL A1,949,445$19.5M1.1%History
SCAQStratim Cloud Acquisition Corp.CLASS A COM1,745,967$17.1M0.9%History
SEPASEP Acquisition Corp.CLASS A COM1,700,000$16.9M0.9%History
Healthcare Services Acqu Cor42227K104COM CL A1,559,973$15.5M0.9%–
Enterprise 4.0 Tec Acqstn CoG3137C122UNIT 10/14/20261,518,741$15.4M0.9%–
Investcorp Europe AcquisitioG4923T121UNIT 12/15/20261,500,100$15.2M0.8%–
African Gold Acquisition CorG0112R108SHS CL A1,489,356$14.7M0.8%–
Snap Inc83304AAB2NOTE 0.750% 8/0–$14.7M0.8%–
Tlgy Acquisition CorpG8656T117UNIT 99/99/99991,379,948$14.0M0.8%–
Fortistar Sustainable Sol Co34962M106COM CL A1,346,878$13.3M0.7%–
COVA Acquisition Corp.G2554Y104CL A SHS1,212,340$12.1M0.7%–
Austerlitz Acquisition CorpG0633U101COM CL A1,153,196$11.3M0.6%–
Sarissa Capital Acquisitn CoG7823W102CL A1,074,820$10.7M0.6%–
Andretti Acquisition CorpG26735111UNIT 99/99/99991,066,184$10.7M0.6%–
DTRT Health Acquisition Corp23344T103COM CL A1,000,000$10.2M0.6%–
Parabellum Acquisition Corp.69901P208UNIT 99/99/99991,000,400$9.91M0.5%–
ALTIAlTi Global, Inc.CL A SHS999,999$9.91M0.5%History
Colicity Inc194170106COM CL A1,000,065$9.83M0.5%–
Endurance Acquisition Corp.G3041W107CL A ORD980,000$9.82M0.5%–
Bright Lights Acquisition Co10920K101COM CL A982,344$9.73M0.5%–
Games & Esports Exprnc Acq CG3731J101UNIT 12/01/2026900,000$9.14M0.5%–
Golden Falcon Acquisition Co38102H109CL A917,332$9.13M0.5%–
Progress Acquisition Corp.74327P105COM CL A864,520$8.63M0.5%–
MDH Acquisition Corp55283P106COM CL A864,106$8.51M0.5%–
Athlon Acquisition Corp04748A106COM CL A799,998$7.90M0.4%–
Soar Technology Acquisn CorpG82472104UNIT 99/99/9999750,000$7.70M0.4%–
IRAAIris Acquisition CorpCLASS A COM775,184$7.61M0.4%History
Southport Acquisition Corp84465L204UNIT 99/99/9999739,377$7.43M0.4%–
Epiphany Technology Acquisit29429X109COM CL A728,652$7.20M0.4%–
Lux Health Tech Acquisition55068A100COM CL A714,339$7.15M0.4%–
Green Visor Fin Tec Acq CorpG4166K118UNIT 11/08/2026700,000$7.11M0.4%–
LCALandcadia Holdings IV, Inc.CLASS A COM715,048$7.02M0.4%History
Blue Ocean Acquisition CorpG1330L113UNIT 12/02/2026693,505$6.97M0.4%–
Empowerment & Inclusion Capi29248N100COM CL A699,998$6.91M0.4%–
Papaya Growth Opportunity Corp. I69882P201UNIT 12/31/2028685,700$6.88M0.4%–
Perception Capital Corp IIG7007D128UNIT 10/25/2026656,590$6.68M0.4%–
Bridgetown Holdings LtdG1355U113COM CL A653,361$6.56M0.4%–
Fold Holdings, Inc.29103K209UNIT 10/19/2028642,572$6.34M0.4%–
Newcourt Acquisition CorpG6448C111UNIT 10/20/2026621,148$6.31M0.3%–
GRNDGrindr Inc.SHS CL A597,940$6.20M0.3%History
Proof Acquisition Corp I74349W203UNIT 99/99/9999610,300$6.11M0.3%–
Lava Medtech Acquisition Cor519345201UNIT 10/21/2026600,000$6.03M0.3%–
Eq Health Acquisition Corp26886A101COM CL A610,157$6.03M0.3%–
Burtech Acquisition Corp123013203UNIT 12/10/2026600,599$5.99M0.3%–
Prospector Capital CorpG7273A105CL A593,966$5.92M0.3%–
Adit Edtech Acquisition Corp007024102COMMON STOCK574,998$5.69M0.3%–
CMCUFPiermont Valley Acquisition CorpUNIT 01/01/2026542,229$5.49M0.3%History
Clarim Acquisition Corp18049C108COM CL A544,416$5.37M0.3%–
Jack Creek Investment Corp.G4989X115CL A SHS520,236$5.18M0.3%–
MLAIUMcLaren Technology Acquisition Corp.UNIT 11/01/2026510,955$5.15M0.3%History
Sound Point Acquisition CorpG8274F127UNIT 02/25/2027500,000$5.11M0.3%–
Rose Hill Acquisition CorpG7637J115UNIT 10/07/2026500,000$5.08M0.3%–
Latamgrowth SpacG5380L113UNIT 01/20/2027500,000$5.06M0.3%–
Recharge Acquisition Corp756229100COM CL A500,000$5.06M0.3%–
10X Capital Venture Acq IIIG87077122UNIT 99/99/9999500,000$5.04M0.3%–
Alsp Orchid Acquisition CorpG0231L115UNIT 11/30/2028500,000$5.01M0.3%–
PHICPopulation Health Investment Co., Inc.SHS CL A499,998$4.99M0.3%History
Austerlitz Acquisition CorpG0633D109SHS CL A499,996$4.90M0.3%–
Af Acquisition Corp001040104CLASS A COM493,084$4.83M0.3%–
Evo Acquisition Corp30052G108COM CL A483,080$4.76M0.3%–
TEKKTekkorp Digital Acquisition Corp.CL A475,014$4.76M0.3%History
Mountain & Co I Acquisitn CoG6301J120UNIT 11/04/2026450,000$4.60M0.3%–
Figure Acquisition Corp. I302438106COM CL A462,744$4.56M0.3%–
Bite Acquisition Corp.09175K105COMMON STOCK460,252$4.53M0.3%–
Black Mountain Acq Corp09216A207UNIT 99/99/9999450,000$4.53M0.3%–
LHCLeo Holdings Corp. IICOM CL A449,996$4.48M0.2%History
Insu Acquisition Corp III457817104COM CL A435,729$4.34M0.2%–
HZONHorizon Acquisition Corp IISHS CL A418,420$4.18M0.2%History
NETC.UNabors Energy Transition Corp.UNIT 99/99/9999410,900$4.16M0.2%History
Tevogen Inc.G8028L123UNIT 11/04/2026400,000$4.06M0.2%–
Innovative Intl Acqusitin CoG4809M117UNIT 10/26/2026399,360$4.05M0.2%–
Bullpen Parlay Acquisition CG1792A126UNIT 12/03/2026402,465$4.05M0.2%–
Jackson Acquisition Co46653C205UNIT 99/99/9999405,005$4.05M0.2%–
Monument Circle Acquisitn Co61531M101COM CL A409,660$4.04M0.2%–
Intelligent Medi Acqsitn Cor45828D205UNIT 11/05/2026400,000$4.04M0.2%–
Vahanna Tech Edge Acqstn I CG9320Z125UNIT 11/22/2026400,000$4.04M0.2%–
Phoenix Biotech Acquisition71902K204UNIT 99/99/9999400,000$4.04M0.2%–
Banyan Acquisition Corporati06690B206UNIT 09/30/2028400,000$4.00M0.2%–
Mercato Partners Acquisition Corp58759A207UNIT 10/29/2026399,075$4.00M0.2%–
ZTAQUZimmer Energy Transition Acquisition Corp.UNIT 06/16/2026400,000$3.92M0.2%History
Property Solutions Acquisiti74350A207UNIT 03/01/2026390,095$3.83M0.2%–
Primavera Capital Acquist CoG7255E109SHS CL A370,274$3.68M0.2%–
HCM Acquisition CorpG4365A119UNIT 01/20/2027363,100$3.67M0.2%–
CIIG Capital Partners II, Inc.12561U208UNIT 02/28/2028361,509$3.61M0.2%–
M3-Brigade Acquisition III Corp.55407R202UNIT 99/99/9999350,000$3.53M0.2%–
LF Capital Acquisition Corp. II50202D201UNIT 05/15/2028350,000$3.52M0.2%–
Industrial Tech Acqstns II I45635R207UNIT 03/31/2028350,000$3.50M0.2%–
Galata Acquisition CorpG3R23A124UNIT 99/99/9999345,200$3.47M0.2%–
Arbor Rapha Cap Biohlds Corp03881F203UNIT 10/31/2028342,517$3.46M0.2%–
ADER26 Capital Acquisition Corp.COM CL A349,998$3.45M0.2%History
COOLCorner Growth Acquisition Corp.CL A SHS334,026$3.33M0.2%History
Class Acceleration Corp18274B106COM327,386$3.23M0.2%–
Tishman Speyer Innovation Co88825H100COM CL A328,274$3.23M0.2%–
Mission Advancement Corp60501L101CL A328,999$3.23M0.2%–
ROCLURoth CH Acquisition V Co.UNIT 12/10/2026308,134$3.09M0.2%History
Hunt Companies AcquisitioG46482116UNIT 99/99/9999300,000$3.04M0.2%–
Sanaby Health Acquisition Co79956P102CL A COM300,000$3.04M0.2%–
Corner Growth Acquisition Corp. 2G2426E104CLASS A ORD SHS300,000$3.04M0.2%–