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Disclosery

Castle Creek Arbitrage, LLC

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13F filer, CIK 1326638, AVON, CO

Castle Creek Arbitrage, LLC reported $1,135,375,178 across 535 holdings for the quarter ended 2022-12-31, in a 13F-HR filed 2023-02-14. Its ten largest share positions make up 28.95% of the portfolio.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001214659-23-002415

Period
2022-12-31
Reported value
$1.14B
Holdings
535
Top 10 weight
28.95%
New
141
Sold out
296

Largest buys vs the previous quarter

SecurityShares changeApprox. value
ENTERPRISE 4.0 TEC ACQSTN COnew+1,518,740$15.6M
IVCBFnew+1,500,098$15.5M
TLGYFadded+1,379,946$14.2M
ANDRETTI ACQUISITION CORPnew+1,066,182$11M
GAMES & ESPORTS EXPRNC ACQ Cnew+900,000$9.27M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
SOCIAL CAPITAL HEDOSOPHA HLDexited-2,084,634-$20.8M
10X CAP VENTURE ACQSTN CORPexited-1,949,445-$19.5M
STRATIM CLOUD ACQUISITION COexited-1,745,967-$17.1M
SEP ACQUISITION CORPexited-1,700,000-$16.9M
HEALTHCARE SERVICES ACQU CORexited-1,559,973-$15.5M

Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.

Holdings, Q4 2022

Share positions as resolved from 13F-HR 0001214659-23-002415, largest first. % of portfolio is the value over $1,135,375,178, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
STWWFSEMANTIX, INC. WT EXP 08/03/27Quarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: 24,999 shares; 2022Q4: 24,999 shares 24,999$687<0.01%0Timeline
KERNEL GROUP HOLDINGS INCKERNEL GROUP HOLDINGS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 112,499 shares; 2022Q2: 112,499 shares; 2022Q3: 112,499 shares; 2022Q4: 112,499 shares 112,499$641<0.01%0
TZP STRATEGIES ACQUISTN CORPTZP STRATEGIES ACQUISTN CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 93,232 shares; 2022Q2: 93,232 shares; 2022Q3: 93,232 shares; 2022Q4: 93,232 shares 93,232$615<0.01%0
Constellation Acquisition C…Constellation Acquisition Corp IQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 23,333 shares; 2022Q2: 23,333 shares; 2022Q3: 23,333 shares; 2022Q4: 23,333 shares 23,333$586<0.01%0
CDIOWCARDIO DIAGNOSTICS HOLDGS INQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: not reported; 2022Q4: 11,710 shares 11,710$564<0.01%newTimeline
EPIPHANY TECHNOLOGY ACQUISITEPIPHANY TECHNOLOGY ACQUISITQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 241,738 shares; 2022Q2: 241,738 shares; 2022Q3: 241,738 shares; 2022Q4: 241,738 shares 241,738$556<0.01%0
AGILE GROWTH CORPAGILE GROWTH CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 53,375 shares; 2022Q2: 53,375 shares; 2022Q3: 53,375 shares; 2022Q4: 53,375 shares 53,375$539<0.01%0
EMBARK TECHNOLOGY INCEMBARK TECHNOLOGY INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 24,444 shares; 2022Q2: 24,444 shares; 2022Q3: 24,444 shares; 2022Q4: 24,444 shares 24,444$489<0.01%0
WTS/CHICKEN SOUP FOR THE SO…WTS/CHICKEN SOUP FOR THE SOUL 11.…Quarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: not reported; 2022Q2: not reported; 2022Q3: 27,627 shares; 2022Q4: 27,627 shares 27,627$456<0.01%0
DEEP LAKE CAPITAL ACQUSTN CODEEP LAKE CAPITAL ACQUSTN COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 129,074 shares; 2022Q2: 129,074 shares; 2022Q3: 129,074 shares; 2022Q4: 129,074 shares 129,074$439<0.01%0
VPC IMPACT ACQUISITION HLDGVPC IMPACT ACQUISITION HLDGQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 35,175 shares; 2022Q2: 35,175 shares; 2022Q3: 35,175 shares; 2022Q4: 35,175 shares 35,175$429<0.01%0
SWVLWSWVL HOLDINGS CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: not reported; 2022Q2: 20,805 shares; 2022Q3: 20,805 shares; 2022Q4: 20,805 shares 20,805$381<0.01%0Timeline
FTAC ATHENA ACQUISITION CORPFTAC ATHENA ACQUISITION CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 16,689 shares; 2022Q2: 16,689 shares; 2022Q3: 16,689 shares; 2022Q4: 16,689 shares 16,689$367<0.01%0
LAZARD GROWTH ACQUISITION COLAZARD GROWTH ACQUISITION COQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 59,999 shares; 2022Q2: 59,999 shares; 2022Q3: 59,999 shares; 2022Q4: 59,999 shares 59,999$360<0.01%0
FIRST RESERVE SUSTAINABLE GWFIRST RESERVE SUSTAINABLE GWQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 28,125 shares; 2022Q2: 28,125 shares; 2022Q3: 28,125 shares; 2022Q4: 28,125 shares 28,125$357<0.01%0
BROADMARK RLTY CAP INCBROADMARK RLTY CAP INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 91,312 shares; 2022Q2: 91,312 shares; 2022Q3: 91,312 shares; 2022Q4: 91,312 shares 91,312$192<0.01%0
MACONDRAY CAP ACQUISITN CORPMACONDRAY CAP ACQUISITN CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 260,833 shares; 2022Q2: 260,833 shares; 2022Q3: 260,833 shares; 2022Q4: 260,833 shares 260,833$78<0.01%0
PIONEER MERGER CORPPIONEER MERGER CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 66,666 shares; 2022Q2: 66,666 shares; 2022Q3: 66,666 shares; 2022Q4: 66,666 shares 66,666$33<0.01%0
POWERED BRANDSPOWERED BRANDSQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 33,433 shares; 2022Q2: 33,433 shares; 2022Q3: 33,433 shares; 2022Q4: 33,433 shares 33,433$10<0.01%0
KAIROS ACQUISITION CORPKAIROS ACQUISITION CORPQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2021Q1: restricted; 2021Q2: restricted; 2021Q3: restricted; 2021Q4: restricted; 2022Q1: 24,900 shares; 2022Q2: 24,900 shares; 2022Q3: 24,900 shares; 2022Q4: 24,900 shares 24,900$2<0.01%0

Principal amounts

Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).

SecurityTypeAmountValueChange
PALO ALTO NETWORKS INCPALO ALTO NETWORKS INC NOTE 0.375% 6/0principal46,000,000$68M0
MIDDLEBY CORPMIDDLEBY CORP NOTE 1.000% 9/0principal51,850,000$61.1M0
MERCADOLIBRE INCMERCADOLIBRE INC NOTE 2.000% 8/1principal22,500,000$45.7M+15,000,000
LUMENTUM HLDGS INCLUMENTUM HLDGS INC NOTE 0.250% 3/1principal35,936,000$37.9M-3,000,000
SNAP INCSNAP INC NOTE 0.250% 5/0principal21,047,000$19.1M+1,586,000
BLACKLINE INCBLACKLINE INC NOTE 0.125% 8/0principal16,555,000$18.5M+1,500,000
AKAMAI TECHNOLOGIES INCAKAMAI TECHNOLOGIES INC NOTE 0.125% 5/0principal16,300,000$17.2M0
ENVISTA HOLDINGS CORPORATIONENVISTA HOLDINGS CORPORATION BONDprincipal10,000,000$16.9M0
REPLIGEN CORPREPLIGEN CORP BONDprincipal7,897,000$12.5M0
STRIDE INCSTRIDE INC NOTE 1.125% 9/0principal8,250,000$7.38M+3,500,000
SPIRIT AIRLS INCSPIRIT AIRLS INC NOTE 4.750% 5/1principal3,272,000$5.73M0
MARRIOTT VACATION WORLDWMARRIOTT VACATION WORLDW NOTE 1/1principal4,000,000$3.91Mnew
MONGODB INCMONGODB INC NOTE 0.250% 1/1principal2,500,000$2.93M0
SILICON LABORATORIES INCSILICON LABORATORIES INC NOTE 0.625% 6/1principal1,500,000$1.88M0
GUARDANT HEALTH INCGUARDANT HEALTH INC NOTE 11/1principal2,000,000$1.26M0

Sold out in Q4 2022

Positions in the previous quarter's report that this quarter's report no longer lists.

The largest 100 of 296. All 296

SecurityShares beforeValue beforeType
DICKS SPORTING GOODS INCDICKS SPORTING GOODS INC29,322,000$97.3Mprincipal
SOCIAL CAPITAL HEDOSOPHA HLDSOCIAL CAPITAL HEDOSOPHA HLD2,084,634$20.8Mshares
10X CAP VENTURE ACQSTN CORP10X CAP VENTURE ACQSTN CORP1,949,445$19.5Mshares
STRATIM CLOUD ACQUISITION COSTRATIM CLOUD ACQUISITION CO1,745,967$17.1Mshares
SEP ACQUISITION CORPSEP ACQUISITION CORP1,700,000$16.9Mshares
HEALTHCARE SERVICES ACQU CORHEALTHCARE SERVICES ACQU COR1,559,973$15.5Mshares
ENTERPRISE 4.0 TEC ACQSTN COENTERPRISE 4.0 TEC ACQSTN CO1,518,741$15.4Mshares
INVESTCORP EUROPE ACQUISITIOINVESTCORP EUROPE ACQUISITIO1,500,100$15.2Mshares
AFRICAN GOLD ACQUISITION CORAFRICAN GOLD ACQUISITION COR1,489,356$14.7Mshares
SNAP INCSNAP INC17,000,000$14.7Mprincipal
TLGY ACQUISITION CORPORATIONTLGY ACQUISITION CORPORATION1,379,948$14Mshares
FORTISTAR SUSTAINABLE SOL COFORTISTAR SUSTAINABLE SOL CO1,346,878$13.3Mshares
COVA ACQUISITION CORPCOVA ACQUISITION CORP1,212,340$12.1Mshares
AUSTERLITZ ACQUISITION CORPAUSTERLITZ ACQUISITION CORP1,153,196$11.3Mshares
SARISSA CAPITAL ACQUISITN COSARISSA CAPITAL ACQUISITN CO1,074,820$10.7Mshares
ANDRETTI ACQUISITION CORPANDRETTI ACQUISITION CORP1,066,184$10.7Mshares
DTRT HEALTH ACQUISITION CORPDTRT HEALTH ACQUISITION CORP1,000,000$10.2Mshares
PARABELLUM ACQUISITION CORPPARABELLUM ACQUISITION CORP1,000,400$9.91Mshares
CARTESIAN GROWTH CORPCARTESIAN GROWTH CORP999,999$9.91Mshares
COLICITY INCCOLICITY INC1,000,065$9.83Mshares
SATIXFY COMMUNICATIONS LTD …SATIXFY COMMUNICATIONS LTD ORD SHS980,000$9.82Mshares
BRIGHT LIGHTS ACQUISITION COBRIGHT LIGHTS ACQUISITION CO982,344$9.73Mshares
GAMES & ESPORTS EXPRNC ACQ CGAMES & ESPORTS EXPRNC ACQ C900,000$9.14Mshares
GOLDEN FALCON ACQUISITION COGOLDEN FALCON ACQUISITION CO917,332$9.13Mshares
PROGRESS ACQUISITION CORPPROGRESS ACQUISITION CORP864,520$8.63Mshares
MDH ACQUISITION CORPMDH ACQUISITION CORP864,106$8.51Mshares
ATHLON ACQUISITION CORPATHLON ACQUISITION CORP799,998$7.9Mshares
SOAR TECHNOLOGY ACQUISITIONSOAR TECHNOLOGY ACQUISITION750,000$7.7Mshares
IRIS ACQUISITION CORPIRIS ACQUISITION CORP775,184$7.61Mshares
SOUTHPORT ACQUISITION CORPSOUTHPORT ACQUISITION CORP739,377$7.43Mshares
EPIPHANY TECHNOLOGY ACQUISITEPIPHANY TECHNOLOGY ACQUISIT728,652$7.2Mshares
LUX HEALTH TECH ACQUISITIONLUX HEALTH TECH ACQUISITION714,339$7.15Mshares
GREEN VISOR FINANCIAL TECHNOGREEN VISOR FINANCIAL TECHNO700,000$7.11Mshares
LANDCADIA HOLDINGS IV INCLANDCADIA HOLDINGS IV INC715,048$7.02Mshares
BLUE OCEAN ACQUISITION CORPBLUE OCEAN ACQUISITION CORP693,505$6.97Mshares
EMPOWERMENT & INCLUSION CAPIEMPOWERMENT & INCLUSION CAPI699,998$6.91Mshares
PAPAYA GRWT OPPORTUNITY CORPPAPAYA GRWT OPPORTUNITY CORP685,700$6.88Mshares
PERCEPTION CAPITAL CORP IIPERCEPTION CAPITAL CORP II656,590$6.68Mshares
BRIDGETOWN HOLDINGS LTDBRIDGETOWN HOLDINGS LTD653,361$6.56Mshares
FTAC EMERALD ACQUISITION CORFTAC EMERALD ACQUISITION COR642,572$6.34Mshares
NEWCOURT ACQUISITION CORPNEWCOURT ACQUISITION CORP621,148$6.31Mshares
TIGA ACQUISITION CORPTIGA ACQUISITION CORP597,940$6.2Mshares
PROOF ACQUISITION CORP IPROOF ACQUISITION CORP I610,300$6.11Mshares
LAVA MEDTECH ACQUISITION CORLAVA MEDTECH ACQUISITION COR600,000$6.03Mshares
EQ HEALTH ACQUISITION CORPEQ HEALTH ACQUISITION CORP610,157$6.03Mshares
BURTECH ACQUISITION CORPBURTECH ACQUISITION CORP600,599$5.99Mshares
PROSPECTOR CAPITAL CORPPROSPECTOR CAPITAL CORP593,966$5.92Mshares
ADIT EDTECH ACQUISITION CORPADIT EDTECH ACQUISITION CORP574,998$5.69Mshares
CAPITALWORKS EMNG MKTS ACQSTCAPITALWORKS EMNG MKTS ACQST542,229$5.49Mshares
CLARIM ACQUISITION CORPCLARIM ACQUISITION CORP544,416$5.37Mshares
JACK CREEK INVESTMENT CORPJACK CREEK INVESTMENT CORP520,236$5.18Mshares
MCLAREN TECHNOLOGY ACQ CORPMCLAREN TECHNOLOGY ACQ CORP510,955$5.15Mshares
SOUND POINT ACQUISITION CORPSOUND POINT ACQUISITION CORP500,000$5.11Mshares
ROSE HILL ACQUISITION CORPROSE HILL ACQUISITION CORP500,000$5.08Mshares
CHENGHE ACQUISITION I COCHENGHE ACQUISITION I CO500,000$5.06Mshares
RECHARGE ACQUISITION CORPRECHARGE ACQUISITION CORP500,000$5.06Mshares
10X CAPITAL VENTURE ACQ III10X CAPITAL VENTURE ACQ III500,000$5.04Mshares
ALSP ORCHID ACQUISITION CORPALSP ORCHID ACQUISITION CORP500,000$5.01Mshares
POPULATION HEALTH INVS CO INPOPULATION HEALTH INVS CO IN499,998$4.99Mshares
AUSTERLITZ ACQUISITION CORPAUSTERLITZ ACQUISITION CORP499,996$4.9Mshares
AF ACQUISITION CORPAF ACQUISITION CORP493,084$4.83Mshares
EVO ACQUISITION CORPEVO ACQUISITION CORP483,080$4.76Mshares
TEKKORP DIGITAL ACQUISITN COTEKKORP DIGITAL ACQUISITN CO475,014$4.76Mshares
MOUNTAIN & CO I ACQUISITN COMOUNTAIN & CO I ACQUISITN CO450,000$4.6Mshares
FIGURE ACQUISITION CORP I -AFIGURE ACQUISITION CORP I -A462,744$4.56Mshares
BITE ACQUISITION CORPBITE ACQUISITION CORP460,252$4.53Mshares
BLACK MOUNTAIN ACQ CORPBLACK MOUNTAIN ACQ CORP450,000$4.53Mshares
LEO HLDGS CORP IILEO HLDGS CORP II449,996$4.48Mshares
INSU ACQUISITION CORP IIIINSU ACQUISITION CORP III435,729$4.34Mshares
HORIZON ACQUISITION CORPORATHORIZON ACQUISITION CORPORAT418,420$4.18Mshares
NABORS ENERGY TRANSITION CORNABORS ENERGY TRANSITION COR410,900$4.16Mshares
SEMPER PARATUS ACQUISITION CSEMPER PARATUS ACQUISITION C400,000$4.06Mshares
INNOVATIVE INTL ACQUSITIN COINNOVATIVE INTL ACQUSITIN CO399,360$4.05Mshares
BULLPEN PARLAY ACQUISITION CBULLPEN PARLAY ACQUISITION C402,465$4.05Mshares
JACKSON ACQUISITION COJACKSON ACQUISITION CO405,005$4.05Mshares
MONUMENT CIRCLE ACQUISITN COMONUMENT CIRCLE ACQUISITN CO409,660$4.04Mshares
INTELLIGENT MEDI ACQSITN CORINTELLIGENT MEDI ACQSITN COR400,000$4.04Mshares
VAHANNA TECH EDGE ACQSTN I CVAHANNA TECH EDGE ACQSTN I C400,000$4.04Mshares
PHOENIX BIOTECH ACQUISITIONPHOENIX BIOTECH ACQUISITION400,000$4.04Mshares
BANYAN ACQUISITION CORPORATIBANYAN ACQUISITION CORPORATI400,000$4Mshares
MERCATO PARTNERS ACQUISITIONMERCATO PARTNERS ACQUISITION399,075$4Mshares
ZIMMER ENERGY TRANSITION ACQZIMMER ENERGY TRANSITION ACQ400,000$3.92Mshares
PROPERTY SOLUTIONS ACQUISIT…PROPERTY SOLUTIONS ACQUISITION UN…390,095$3.83Mshares
PRIMAVERA CAPITAL ACQUIST COPRIMAVERA CAPITAL ACQUIST CO370,274$3.68Mshares
HCM ACQUISITION COHCM ACQUISITION CO363,100$3.67Mshares
CIIG CAPITAL PARTNERS II INCCIIG CAPITAL PARTNERS II INC361,509$3.61Mshares
M3 BRIGADE ACQUISITION IIIM3 BRIGADE ACQUISITION III350,000$3.53Mshares
LF CAPITAL ACQUISITION CORPLF CAPITAL ACQUISITION CORP350,000$3.52Mshares
INDUSTRIAL TECH ACQSTNS II IINDUSTRIAL TECH ACQSTNS II I350,000$3.5Mshares
GALATA ACQUISITION CORPGALATA ACQUISITION CORP345,200$3.47Mshares
ARBOR RAPHA CAP BIOHLDS CORPARBOR RAPHA CAP BIOHLDS CORP342,517$3.46Mshares
26 Capital Acquisition Corp26 Capital Acquisition Corp349,998$3.45Mshares
CORNER GROWTH ACQUISITION COCORNER GROWTH ACQUISITION CO334,026$3.33Mshares
CLASS ACCELERATION CORPCLASS ACCELERATION CORP327,386$3.23Mshares
TISHMAN SPEYER INNOVATI-CL ATISHMAN SPEYER INNOVATI-CL A328,274$3.23Mshares
MISSION ADVANCEMENT CORPMISSION ADVANCEMENT CORP328,999$3.23Mshares
ROTH CH ACQUISITION V COROTH CH ACQUISITION V CO308,134$3.09Mshares
HUNT COMPANIES ACQUISITIOHUNT COMPANIES ACQUISITIO300,000$3.04Mshares
SANABY HEALTH ACQUISITION COSANABY HEALTH ACQUISITION CO300,000$3.04Mshares
CORNER GROWTH ACQUISITN CORPCORNER GROWTH ACQUISITN CORP300,000$3.04Mshares

How Q4 2022 was built

Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0001214659-23-002415 base2023-02-14acceptance time not in the bulk data set