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Livermore
Livermore
ZHEN

Castle Creek Arbitrage, LLC

SEC CIK
0001326638
Latest filing
Jan 18, 2024

Holdings in Q1 2023

Holdings as of Mar 31, 2023, filed May 15, 2023. Long positions only; changes compare share counts with Q4 2022.

Institution overview
Positions
462
−73 vs. Q4 2022
Portfolio value
$908.4M
−$227.0M (−20.0%) vs. Q4 2022
Filed
May 15, 2023
SEC
Holdings of Castle Creek Arbitrage, LLC in Q1 2023
SecurityClassSharesValue% of portfolioShare changeActionHistory
Mercadolibre Inc58733RAD4NOTE 2.000% 8/1–$68.1M7.5%–––
MIDDLEBY Corp596278AB7NOTE 1.000% 9/0–$64.5M7.1%–––
Akamai Technologies Inc00971TAJ0NOTE 0.125% 5/0–$31.6M3.5%–––
Lumentum Hldgs Inc55024UAB5NOTE 0.250% 3/1–$25.2M2.8%–––
HWELHealthwell Acquisition Corp. ICLASS A COM2,394,984$24.3M2.7%00.0%UnchangedHistory
Snap Inc83304AAD8NOTE 0.250% 5/0–$20.0M2.2%–––
Marriott Vacations Worldwide Corp57164YAD9NOTE 1/1–$18.5M2.0%–––
Blackline, Inc.09239BAB5NOTE 0.125% 8/0–$18.2M2.0%–––
ENTFEnterprise 4.0 Technology Acquisition CorpCLASS A ORD SHS1,518,740$15.8M1.7%00.0%UnchangedHistory
IVCBInvest Acquisition CorpCLASS A ORD SHS1,340,836$14.0M1.5%−159,262−10.6%ReducedHistory
CVIIChurchill Capital Corp VIICOM CL A1,323,334$13.4M1.5%+26,260+2.0%AddedHistory
Chain Bridge IG2061X102CLASS A ORD1,224,998$12.8M1.4%00.0%Unchanged–
Repligen Corp759916AB5NOTE 0.375% 7/1–$12.1M1.3%–––
Skydeck Acquisition Corp.G82220123CLASS A ORD SHS1,184,355$12.1M1.3%00.0%Unchanged–
AEAEAltEnergy Acquisition CorpCOM CL A1,121,438$11.6M1.3%00.0%UnchangedHistory
Trine II Acquisition Corp.G9059F100CL A ORD SHS1,100,000$11.5M1.3%00.0%Unchanged–
Andretti Acquisition CorpG26735103CL A ORD SHS1,066,182$11.2M1.2%00.0%Unchanged–
SUACShoulderUP Technology Acquisition Corp.CL A COM1,033,498$10.7M1.2%00.0%UnchangedHistory
Stride, Inc.86333MAA6NOTE 1.125% 9/0–$10.2M1.1%–––
Iconic Sports Acquisition Corp.G4712C107CL A ORD SHS910,256$9.56M1.1%00.0%Unchanged–
IRRXIntegrated Rail & Resources Acquisition CorpCL A COM900,000$9.49M1.0%−980,000−52.1%ReducedHistory
Ftac Zeus Acquisition Cor30320F106CLASS A COM912,698$9.37M1.0%00.0%Unchanged–
PGSSPegasus Digital Mobility Acquisition Corp.CL A ORD SHS846,852$8.84M1.0%00.0%UnchangedHistory
C5 Acquisition Corporation12530D105CL A COM817,138$8.53M0.9%−24,798−2.9%Reduced–
GCT Semiconductor Holding, Inc.20607V106COM CL A785,000$8.14M0.9%00.0%Unchanged–
Southport Acquisition Corp84465L105CL A COM739,376$7.69M0.8%00.0%Unchanged–
Green Visor Fin Tec Acq CorpG4166K100CLASS A ORD700,000$7.37M0.8%00.0%Unchanged–
BOCNBlue Ocean Acquisition CorpCLASS A ORD SHS693,504$7.23M0.8%00.0%UnchangedHistory
Pontem CorporationG71707106SHS CL A667,186$6.89M0.8%+367,189+122.4%Added–
SLAMSlam Corp.CL A SHS636,978$6.58M0.7%+271,306+74.2%AddedHistory
FLDFold Holdings, Inc.COM CL A642,570$6.57M0.7%00.0%UnchangedHistory
SOARVolato Group, Inc.CL A COM610,298$6.34M0.7%00.0%UnchangedHistory
Lava Medtech Acquisition Cor519345102CLASS A COM600,000$6.25M0.7%00.0%Unchanged–
PNSTPinstripes Holdings, Inc.CL A COM600,300$6.24M0.7%00.0%UnchangedHistory
CURRCurrenc Group Inc.CL A ORD SHS582,724$6.18M0.7%+382,724+191.4%AddedHistory
Sound Point Acquisition CorpG8274F101CLASS A ORD SHS585,550$6.17M0.7%+85,550+17.1%Added–
Integra Lifesciences Hldgs C457985AM1NOTE 0.500% 8/1–$6.06M0.7%–New–
Games & Esports Exprnc Acq CG3731J119CLASS A ORD SHS550,000$5.78M0.6%−350,000−38.9%Reduced–
CMCAFPiermont Valley Acquisition CorpCLASS A ORD SHS542,226$5.67M0.6%00.0%UnchangedHistory
HCM Acquisition CorpG4365A101CLASS A ORD SHS529,928$5.53M0.6%+529,928New–
Talon 1 Acquisition CorpG86656108CLASS A ORD520,000$5.49M0.6%−155,490−23.0%Reduced–
Spirit Airls Inc848577AA0NOTE 4.750% 5/1–$5.44M0.6%–––
Orion Biotech Opportuntes CoG6780C109CLASS A ORD SHS530,000$5.42M0.6%+530,000New–
HSPOFHorizon Space Acquisition I Corp.ORDINARY SHARES523,680$5.35M0.6%+523,680NewHistory
LIVBLIV Capital Acquisition Corp. IICLASS A ORD SHS504,110$5.26M0.6%+125,000+33.0%AddedHistory
TLGYTlgy Acquisition CorpCLASS A ORD SHS500,000$5.24M0.6%−1,279,946−71.9%ReducedHistory
LATGChenghe Acquisition I Co.CLASS A ORD SHS500,000$5.24M0.6%00.0%UnchangedHistory
Roadzen Inc.G9320Z109CLASS A ORD500,000$5.22M0.6%00.0%Unchanged–
NFNTInfinite Acquisition Corp.CL A ORD SHS497,698$5.18M0.6%+497,698NewHistory
APXIAPx Acquisition Corp. ICLASS A ORD SHS491,070$5.17M0.6%+193,554+65.1%AddedHistory
VLATValor Latitude Acquisition Corp.CLASS A ORD SHS504,000$5.16M0.6%+504,000NewHistory
BHACFocus Impact BH3 Acquisition CoCLASS A COM500,000$5.14M0.6%00.0%UnchangedHistory
LF Capital Acquisition Corp. II50202D102CLASS A COM479,350$5.03M0.6%+129,350+37.0%Added–
GTACGlobal Technology Acquisition Corp. ICLASS A ORD474,464$4.96M0.5%+474,464NewHistory
KRNLKernel Group Holdings, Inc.CL A SHS476,104$4.92M0.5%+251,106+111.6%AddedHistory
Splunk Inc848637AC8NOTE 0.500% 9/1–$4.90M0.5%–New–
CIIG Capital Partners II, Inc.12561U109COM CL A461,784$4.80M0.5%00.0%Unchanged–
BMACBlack Mountain Acquisition Corp.CL A COM449,996$4.68M0.5%00.0%UnchangedHistory
7GC & Co Holdings Inc81786A107COM CL A450,000$4.63M0.5%00.0%Unchanged–
Accretion Acquisition Corp00438Y107COM440,000$4.54M0.5%00.0%Unchanged–
Mountain & Co I Acquisitn CoG6301J104CLASS A ORD423,450$4.54M0.5%−26,550−5.9%Reduced–
PRPCCC Neuberger Principal Holdings IIISHS CL A437,030$4.51M0.5%+362,035+482.7%AddedHistory
B Riley Prin 250 Merger Corp05602L104CLASS A COM424,995$4.32M0.5%00.0%Unchanged–
HHLAHH&L Acquisition Co.SHS CL A417,889$4.32M0.5%−245,699−37.0%ReducedHistory
EOCWElliott Opportunity II Corp.SHS CL A420,000$4.30M0.5%+420,000NewHistory
Bullpen Parlay Acquisition CG1792A100CLASS A ORD SHS402,464$4.19M0.5%00.0%Unchanged–
DNADSocial Capital Suvretta Holdings Corp. IVCLASS A ORD SHS410,062$4.19M0.5%+410,062NewHistory
LGVCLAMF Global Ventures Corp. ICLASS A ORD400,000$4.18M0.5%+200,000+100.0%AddedHistory
Jackson Acquisition Co46653C106COM CL A405,004$4.17M0.5%00.0%Unchanged–
Aurora Technology AcquisitioG06984119CLASS A ORD SHS400,000$4.15M0.5%+400,000New–
Zimmer Energy Transition Acq989570106COM CL A399,999$4.05M0.4%00.0%Unchanged–
Oak Woods Acquisition Corp67190B203UNIT 03/23/2028396,285$4.04M0.4%+396,285New–
MBACM3-Brigade Acquisition II Corp.COM CL A400,000$3.97M0.4%+150,001+60.0%AddedHistory
MPRAMercato Partners Acquisition CorpCLASS A COM375,530$3.92M0.4%−23,544−5.9%ReducedHistory
Juniper II Corp48203N103CL A COM375,198$3.89M0.4%00.0%Unchanged–
Nabors Energy Transition Cor629567108CL A COM370,898$3.89M0.4%−40,000−9.7%Reduced–
GBBKGlobal Blockchain Acquisition Corp.COMMON STOCK375,000$3.85M0.4%00.0%UnchangedHistory
Galata Acquisition CorpG3R23A108SHS CL A357,800$3.72M0.4%00.0%Unchanged–
Khosla Ventures Acquisition482504107CL A361,392$3.66M0.4%00.0%Unchanged–
PRLHPearl Holdings Acquisition CorpCLASS A ORD SHS350,000$3.65M0.4%+350,000NewHistory
M3-Brigade Acquisition III Corp.55407R103CL A COM349,998$3.62M0.4%00.0%Unchanged–
Logistics Innovtn Technlgs C54141L100CLASS A COM349,998$3.55M0.4%00.0%Unchanged–
ASBPAspire-Lakewood Holdings, Inc.CLASS A ORDI SHS320,007$3.36M0.4%+300,000+1,499.5%AddedHistory
Spotify USA Inc84921RAB6NOTE 3/1–$3.36M0.4%–New–
MongoDB, Inc.60937PAD8NOTE 0.250% 1/1–$3.24M0.4%–––
ROCLRoth CH Acquisition V Co.COM308,132$3.18M0.3%00.0%UnchangedHistory
NFYSEnphys Acquisition Corp.CL A ORD SHS309,508$3.16M0.3%00.0%UnchangedHistory
Anthemis Digital AcquisitionG03959106CLASS A ORD300,000$3.13M0.3%00.0%Unchanged–
LHCLeo Holdings Corp. IICOM CL A300,400$3.13M0.3%+300,400NewHistory
DNABSocial Capital Suvretta Holdings Corp. IICLASS A ORD SHS305,025$3.12M0.3%+305,025NewHistory
DMYYdMY Squared Technology Group, Inc.CL A COM300,000$3.08M0.3%00.0%UnchangedHistory
Colombier Acquisition Corp19533H108CL A300,000$3.04M0.3%00.0%Unchanged–
ALORALSP Orchid Acquisition Corp ICLASS A ORD290,100$2.99M0.3%−209,900−42.0%ReducedHistory
Zeo Energy Corp.G3R95N103SHS CL A280,000$2.94M0.3%+280,000New–
L Catterton Asia AcquisitionG5346G125CLASS A ORD SHS286,908$2.93M0.3%−340,620−54.3%Reduced–
GoGreen Investments CorpG9461B101ORD SHS CL A269,000$2.84M0.3%00.0%Unchanged–
Sizzle Acquisition Corp.83014E109COMMON STOCK259,700$2.72M0.3%+259,700New–
Patria Latin Amrcn Opprnty AG69454109CLASS A ORD SHS249,998$2.63M0.3%+249,998New–
Investcorp India Acquistn CoG49219101CLASS A ORD SHS250,000$2.63M0.3%+250,000New–
CFIVCF Acquisition Corp. IVCOM CL A249,993$2.58M0.3%00.0%UnchangedHistory

Sold out since Q4 2022 (171)

Positions held at the end of Q4 2022 that are gone from this filing.

The largest 100 of 171 by value last quarter.

Positions of Castle Creek Arbitrage, LLC sold out since Q4 2022
SecurityClassShares in Q4 2022Value in Q4 2022% of portfolio in Q4 2022History
Palo Alto Networks Inc697435AF2NOTE 0.375% 6/0–$68.0M6.0%–
Envista Holdings Corp29415FAB0NOTE 2.375% 6/0–$16.9M1.5%–
FSNBFusion Acquisition Corp. IICOM CL A1,174,124$11.8M1.0%History
KSIKadem Sustainable Impact CorpCLASS A COM950,000$9.53M0.8%History
USCTRoth CH Acquisition Co.CLASS A ORD898,146$9.25M0.8%History
Gesher I Acquisition CorpG38537109CLASS A ORD849,652$8.65M0.8%–
Macondray Cap Acquisitn CorpG5853A107CLASS A ORD SHS782,499$7.97M0.7%–
AEACAuthentic Equity Acquisition Corp.CL A SHS737,498$7.46M0.7%History
Genesis GRWT Tech Acqustn CoG3R23D102CLASS A ORD SHS699,200$7.24M0.6%–
Carney Technology Acqu Corp143636108CL A COMMON STK700,000$7.17M0.6%–
BCSABlockchain Coinvestors Acquisition Corp. ICLASS A ORD700,000$7.17M0.6%History
PPYAPapaya Growth Opportunity Corp. ICLASS A COM685,700$7.00M0.6%History
BNAIBrand Engagement Network Inc.CLASS A ORD SHS631,158$6.36M0.6%History
Forum Merger IV Corp349875104CLASS A COM627,845$6.30M0.6%–
Sustainable Develp Acqu I Co86934L103COM CL A613,238$6.17M0.5%–
Southland Holdings, Inc.52473Y104COM558,274$5.68M0.5%–
McLaren Technology Acq Corp58176U109CLASS A COM510,952$5.22M0.5%–
Lead Edge Growth Oprtunts LTG54085108COM510,876$5.14M0.5%–
HSPUFHorizon Space Acquisition I Corp.UNIT 03/02/2029448,680$4.53M0.4%History
Tailwind Internatnal Acq CorG8662F101COM CL A448,212$4.52M0.4%–
Tevogen Inc.G8028L107CLASS A ORD400,000$4.13M0.4%–
Innovative Intl Acqusitin CoG4809M109CLASS A ORD399,358$4.11M0.4%–
IQMDIntelligent Medicine Acquisition Corp.CLASS A COM400,000$4.11M0.4%History
Lionheart III Corp536262108CLASS A COM400,000$4.08M0.4%–
Industrial Tech Acqstns II I45635R108CLASS A COM400,000$4.07M0.4%–
Burtech Acquisition Corp123013104CLASS A COM400,599$4.07M0.4%–
Churchill Capital Corp V17144T107COM CL A404,996$4.03M0.4%–
Ares Acquisition CorporationG33032106COM CL A360,995$3.64M0.3%–
World Quantum Growth AcquisiG5596W119UNIT 99/99/9999356,900$3.56M0.3%–
Live Oak Mobility Acquisi Co538126103COM CL A327,350$3.29M0.3%–
TETEFTechnology & Telecommunication Acquisition CorpCLASS A ORD SHS300,000$3.09M0.3%History
North Atlantic Acquisitn CorG66139109CL A SHS304,794$3.08M0.3%–
Lazard Growth Acquisition CoG54035103SHS299,995$3.03M0.3%–
Arctos Northstar Acquis CorpG0477L100SHS CL A299,992$3.03M0.3%–
Rocket Internet GRWT Oprt CoG7613T103SHS CL A294,432$2.97M0.3%–
Airship AI Holdings, Inc.G1R25Q105CLASS A ORD SHS293,558$2.96M0.3%–
Envoy Medical, Inc.03737A101COM CL A293,880$2.94M0.3%–
TZP Strategies Acquistn CorpG91595101CL A SHS279,696$2.82M0.2%–
FZTFAST Acquisition Corp. IICL A276,796$2.77M0.2%History
Ftac Parnassus Acquisitn Cor30319B108CLASS A COM274,996$2.76M0.2%–
Deep Lake Capital Acqustn CoG27029100CL A SHS258,148$2.60M0.2%–
Peridot Acquisition Corp. IIG7008B105SHS CL A257,425$2.60M0.2%–
Patria Latin Amrcn Opprnty AG69454125UNIT 04/22/2026250,000$2.58M0.2%–
Borealis Foods Inc.G6859L105SHS CL A250,000$2.58M0.2%–
Investcorp India Acquistn CoG49219119UNIT 06/01/2028250,000$2.58M0.2%–
Ibere PharmaceuticalsG46843101SHS CL A253,446$2.56M0.2%–
UHGUnited Homes Group, Inc.CL A251,496$2.53M0.2%History
LVRALevere Holdings Corp.CLASS A ORD SHS249,996$2.52M0.2%History
Alphavest Acquisition CorpG0283A124UNIT 06/19/2024225,000$2.27M0.2%–
Thrive Acquisition CorporatiG7158C127UNIT 10/31/2028200,000$2.07M0.2%–
Motive Capital Corp IIG6293R122UNIT 99/99/9999200,000$2.07M0.2%–
ONYXOnyx Acquisition Co. ISHS CL A200,000$2.06M0.2%History
Direct Selling Acquisitin Co25460L103CL A COM200,000$2.06M0.2%–
Integrated Wellness Acquisition CorpG4828B126UNIT 99/99/9999200,000$2.05M0.2%–
Signal Hill Acquisition Corp82664R204UNIT 02/10/2027200,000$2.04M0.2%–
Parabellum Acquisition Corp.69901P109COM CL A200,000$2.04M0.2%–
Pioneer Merger Corp.G7S24C103CL A SHS199,998$2.03M0.2%–
Esm Acquisition CorporationG3195H104SHS CL A199,995$2.02M0.2%–
Agile Growth Corp.G01202103CLASS A ORD199,911$2.02M0.2%–
TRCATwin Ridge Capital Acquisition Corp.SHS CL A199,998$2.02M0.2%History
Digital Transformatn Opt Cor25401K107CLASS A COM200,000$2.01M0.2%–
Plutonian Acquisition Corp.72942P203UNIT 10/26/2027186,381$1.88M0.2%–
Blueriver Acquisition CorpG1261Q107SHS CL A174,996$1.77M0.2%–
RMG Acquisition Corp IIIG76088106CL A SHS174,995$1.76M0.2%–
New Vista Acquisition CorpG6529L105CL A SHS164,124$1.66M0.1%–
CF Acquisition Corp. VII12521H206UNIT 03/16/2028150,000$1.52M0.1%–
AOGOArogo Capital Acquisition Corp.CLASS A COM150,000$1.52M0.1%History
HERAFTAC Hera Acquisition Corp.CLASS A ORD SHS150,000$1.51M0.1%History
Spring Valley Acquistn CorpG83752124UNIT 10/12/2027140,000$1.45M0.1%–
VPC Impact Acquisition HldgG9460L126CLASS A ORD140,700$1.42M0.1%–
St Energy Transition I LtdG8465L123UNIT 99/99/9999130,571$1.34M0.1%–
Ap Acquisition CorpG04058122UNIT 99/99/9999125,000$1.29M0.1%–
Apeiron Capital Invest Corp03752A101CL A COM125,300$1.29M0.1%–
Infinite Acquisition Corp.G48028115UNIT 99/99/9999125,000$1.27M0.1%–
Counter Press Acquisition CorpG2542B109UNIT 02/07/2027125,000$1.27M0.1%–
VMG Consumer Acquisition Cor91842V201UNIT 11/08/2026125,199$1.27M0.1%–
Consilium Acquisitn Corp I LG2365L135UNIT 01/12/2027120,000$1.22M0.1%–
SDCL EDGE Acquisition CorpG79471119UNIT 99/99/9999121,296$1.22M0.1%–
First Reserve Sustainable GW336169107CLASS A COM112,500$1.13M0.1%–
JWSMFJaws Mustang Acquisition CorpSHS CL A111,064$1.12M0.1%History
dMY Technology Group, Inc. VI233247105CL A COM109,428$1.10M0.1%–
Pathfinder Acquisition CorpG04119106CL A105,595$1.06M0.1%–
Ascendant Digital Acq Corp IG05157105CL A COM100,000$1.03M0.1%–
7 Acquisition CorpG80694121UNIT 11/05/2026100,000$1.03M0.1%–
Sculptor Acquisition Corp IG7T983129UNIT 99/99/9999100,000$1.03M0.1%–
Chenghe Acquisition Co.G2086M115UNIT 04/22/2027100,000$1.03M0.1%–
Powered BrandsG7209M108CL A99,999$1.01M0.1%–
ATAQAltimar Acquisition Corp. IIISHS CL A100,000$1.01M0.1%History
Forest Road Acquisition Cor34619V103CL A100,000$1.00M0.1%–
Marlin Technology Corp.G58411102CL A SHS92,379$934.4K0.1%–
Power & Digital Infrastructu73919C209UNIT 12/09/202686,053$866.6K0.1%–
Forum Merger IV Corp349875203UNIT 03/15/202881,700$819.9K0.1%–
LDH Growth Corp IG54094100CLASS A ORD SHS81,095$816.6K0.1%–
Corsair Partnering CorpG2540H124UNIT 99/99/999980,200$792.4K0.1%–
CSTAFConstellation Acquisition Corp ISHS CL A69,999$707.7K0.1%History
MSDAMSD Acquisition Corp.CLASS A ORD SHS69,764$703.9K0.1%History
FTAAFTAC Athena Acquisition Corp.CL A SHS66,756$674.2K0.1%History
Ermenegildo Zegna N.V.N30577113*W EXP 12/17/202239,594$530.7K<0.1%–
Rigel Resource Acq CorpG7573M122UNIT 99/99/999950,000$516.0K<0.1%–
DP Cap Acquisition Corp IG2R05B118UNIT 11/08/202650,000$511.5K<0.1%–