CASTLE CREEK ARBITRAGE, LLC

Filed: 2/14/2023ACC: 0001214659-23-002415

📋 What this filing means

CASTLE CREEK ARBITRAGE, LLC filed this quarterly 13F‑HR report disclosing 535 equity positions with a total reported market value of $1.14B. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

535

Positions

$1.14B

Total AUM (reported)

397.93M

Total Shares

Allocation by class

CLASS A ORD SHS$151.79M13.4%

CLASS A COM$140.64M12.4%

COM CL A$94.31M8.3%

CLASS A ORD$85.64M7.5%

CL A COM$84.12M7.4%

NOTE 0.375% 6/0$68.02M6.0%

NOTE 1.000% 9/0$61.05M5.4%

Portfolio Concentration

Top 3$174.73M15.4%

4–10$153.95M13.6%

11–25$187.73M16.5%

Rest$618.97M54.5%

Top 3 weight

15.4%

Top 10 weight

28.9%

Voting Authority Distribution

Total shares with voting rights: 397.93M

Sole

Full voting authority

397.93M

% of voting shares100.0%

Shared

Joint voting authority

0.00

% of voting shares0.0%

None

No voting authority

0.00

% of voting shares0.0%

Investment Discretion (by position count)

Sole535

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings535

Rows:

PALO ALTO NETWORKS INC

SOLE

NOTE 0.375% 6/0

Shares46M

TypePRN

Market value$68.02M

5.99%

Sole

46M

Shared

0.00

None

0.00

MIDDLEBY CORP

SOLE

NOTE 1.000% 9/0

Shares51.85M

TypePRN

Market value$61.05M

5.38%

Sole

51.85M

Shared

0.00

None

0.00

MERCADOLIBRE INC

SOLE

NOTE 2.000% 8/1

Shares22.50M

TypePRN

Market value$45.65M

4.02%

Sole

22.50M

Shared

0.00

None

0.00

LUMENTUM HLDGS INC

SOLE

NOTE 0.250% 3/1

Shares35.94M

TypePRN

Market value$37.92M

3.34%

Sole

35.94M

Shared

0.00

None

0.00

HEALTHWELL ACQUISITION CORP

SOLE

CLASS A COM

Shares2.39M

TypeSH

Market value$23.73M

2.09%

Sole

2.39M

Shared

0.00

None

0.00

INTEGRATED RAIL AND RES ACQ

SOLE

CL A COM

Shares1.88M

TypeSH

Market value$19.22M

1.69%

Sole

1.88M

Shared

0.00

None

0.00

SNAP INC

SOLE

NOTE 0.250% 5/0

Shares21.05M

TypePRN

Market value$19.12M

1.68%

Sole

21.05M

Shared

0.00

None

0.00

BLACKLINE INC

SOLE

NOTE 0.125% 8/0

Shares16.55M

TypePRN

Market value$18.46M

1.63%

Sole

16.55M

Shared

0.00

None

0.00

TLGY ACQUISITION CORPORATION

SOLE

CLASS A ORD SHS

Shares1.78M

TypeSH

Market value$18.26M

1.61%

Sole

1.78M

Shared

0.00

None

0.00

AKAMAI TECHNOLOGIES INC

SOLE

NOTE 0.125% 5/0

Shares16.30M

TypePRN

Market value$17.21M

1.52%

Sole

16.30M

Shared

0.00

None

0.00

ENVISTA HOLDINGS CORPORATION

SOLE

NOTE 2.375% 6/0

Shares10M

TypePRN

Market value$16.86M

1.49%

Sole

10M

Shared

0.00

None

0.00

ENTERPRISE 4.0 TEC ACQSTN CO

SOLE

CLASS A ORD SHS

Shares1.52M

TypeSH

Market value$15.61M

1.37%

Sole

1.52M

Shared

0.00

None

0.00

INVESTCORP EUROPE ACQUISITIO

SOLE

CLASS A ORD SHS

Shares1.50M

TypeSH

Market value$15.45M

1.36%

Sole

1.50M

Shared

0.00

None

0.00

CASCADIA ACQUISITION CORP

SOLE

CLASS A COM

Shares1.49M

TypeSH

Market value$14.88M

1.31%

Sole

1.49M

Shared

0.00

None

0.00

CHURCHILL CAPITAL CORP VII

SOLE

COM CL A

Shares1.30M

TypeSH

Market value$12.93M

1.14%

Sole

1.30M

Shared

0.00

None

0.00

CHAIN BRIDGE I

SOLE

CLASS A ORD

Shares1.22M

TypeSH

Market value$12.59M

1.11%

Sole

1.22M

Shared

0.00

None

0.00

REPLIGEN CORP

SOLE

NOTE 0.375% 7/1

Shares7.90M

TypePRN

Market value$12.52M

1.10%

Sole

7.90M

Shared

0.00

None

0.00

SKYDECK ACQUISITION CORP

SOLE

CLASS A ORD SHS

Shares1.18M

TypeSH

Market value$11.90M

1.05%

Sole

1.18M

Shared

0.00

None

0.00

FUSION ACQUISITION CORP II

SOLE

COM CL A

Shares1.17M

TypeSH

Market value$11.78M

1.04%

Sole

1.17M

Shared

0.00

None

0.00

ALTENERGY ACQUISITION CORP

SOLE

COM CL A

Shares1.12M

TypeSH

Market value$11.41M

1.00%

Sole

1.12M

Shared

0.00

None

0.00

TRINE II ACQUISITION CORP

SOLE

CL A ORD SHS

Shares1.10M

TypeSH

Market value$11.31M

1.00%

Sole

1.10M

Shared

0.00

None

0.00

ANDRETTI ACQUISITION CORP

SOLE

CL A ORD SHS

Shares1.07M

TypeSH

Market value$11.01M

0.97%

Sole

1.07M

Shared

0.00

None

0.00

SHOULDERUP TECHNOLOGY ACQUIS

SOLE

CL A COM

Shares1.03M

TypeSH

Market value$10.54M

0.93%

Sole

1.03M

Shared

0.00

None

0.00

KADEM SUSTAINABLE IMPACT COR

SOLE

CLASS A COM

Shares950K

TypeSH

Market value$9.53M

0.84%

Sole

950K

Shared

0.00

None

0.00

ICONIC SPORTS ACQUISITION CO

SOLE

CL A ORD SHS

Shares910.26K

TypeSH

Market value$9.41M

0.83%

Sole

910.26K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
PALO ALTO NETWORKS INCSOLE	NOTE 0.375% 6/0	46M	PRN	$68.02M 5.99%	46M
MIDDLEBY CORPSOLE	NOTE 1.000% 9/0	51.85M	PRN	$61.05M 5.38%	51.85M
MERCADOLIBRE INCSOLE	NOTE 2.000% 8/1	22.50M	PRN	$45.65M 4.02%	22.50M
LUMENTUM HLDGS INCSOLE	NOTE 0.250% 3/1	35.94M	PRN	$37.92M 3.34%	35.94M
HEALTHWELL ACQUISITION CORPSOLE	CLASS A COM	2.39M	SH	$23.73M 2.09%	2.39M
INTEGRATED RAIL AND RES ACQSOLE	CL A COM	1.88M	SH	$19.22M 1.69%	1.88M
SNAP INCSOLE	NOTE 0.250% 5/0	21.05M	PRN	$19.12M 1.68%	21.05M
BLACKLINE INCSOLE	NOTE 0.125% 8/0	16.55M	PRN	$18.46M 1.63%	16.55M
TLGY ACQUISITION CORPORATIONSOLE	CLASS A ORD SHS	1.78M	SH	$18.26M 1.61%	1.78M
AKAMAI TECHNOLOGIES INCSOLE	NOTE 0.125% 5/0	16.30M	PRN	$17.21M 1.52%	16.30M
ENVISTA HOLDINGS CORPORATIONSOLE	NOTE 2.375% 6/0	10M	PRN	$16.86M 1.49%	10M
ENTERPRISE 4.0 TEC ACQSTN COSOLE	CLASS A ORD SHS	1.52M	SH	$15.61M 1.37%	1.52M
INVESTCORP EUROPE ACQUISITIOSOLE	CLASS A ORD SHS	1.50M	SH	$15.45M 1.36%	1.50M
CASCADIA ACQUISITION CORPSOLE	CLASS A COM	1.49M	SH	$14.88M 1.31%	1.49M
CHURCHILL CAPITAL CORP VIISOLE	COM CL A	1.30M	SH	$12.93M 1.14%	1.30M
CHAIN BRIDGE ISOLE	CLASS A ORD	1.22M	SH	$12.59M 1.11%	1.22M
REPLIGEN CORPSOLE	NOTE 0.375% 7/1	7.90M	PRN	$12.52M 1.10%	7.90M
SKYDECK ACQUISITION CORPSOLE	CLASS A ORD SHS	1.18M	SH	$11.90M 1.05%	1.18M
FUSION ACQUISITION CORP IISOLE	COM CL A	1.17M	SH	$11.78M 1.04%	1.17M
ALTENERGY ACQUISITION CORPSOLE	COM CL A	1.12M	SH	$11.41M 1.00%	1.12M
TRINE II ACQUISITION CORPSOLE	CL A ORD SHS	1.10M	SH	$11.31M 1.00%	1.10M
ANDRETTI ACQUISITION CORPSOLE	CL A ORD SHS	1.07M	SH	$11.01M 0.97%	1.07M
SHOULDERUP TECHNOLOGY ACQUISSOLE	CL A COM	1.03M	SH	$10.54M 0.93%	1.03M
KADEM SUSTAINABLE IMPACT CORSOLE	CLASS A COM	950K	SH	$9.53M 0.84%	950K
ICONIC SPORTS ACQUISITION COSOLE	CL A ORD SHS	910.26K	SH	$9.41M 0.83%	910.26K

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