CASTLE CREEK ARBITRAGE, LLC

Filed: 5/15/2023ACC: 0001214659-23-007180

📋 What this filing means

CASTLE CREEK ARBITRAGE, LLC filed this quarterly 13F‑HR report disclosing 462 equity positions with a total reported market value of $908.37M. This filing provides a transparent view of the manager's long equity holdings as of the quarter end.

462

Positions

$908.37M

Total AUM (reported)

355.97M

Total Shares

Allocation by class

CLASS A ORD SHS$146.82M16.2%

CLASS A COM$80.52M8.9%

CL A COM$70.81M7.8%

NOTE 2.000% 8/1$68.05M7.5%

NOTE 1.000% 9/0$64.54M7.1%

COM CL A$64.19M7.1%

CL A ORD SHS$62.73M6.9%

Portfolio Concentration

Top 3$164.16M18.1%

4–10$136.03M15.0%

11–25$159.66M17.6%

Rest$448.53M49.4%

Top 3 weight

18.1%

Top 10 weight

33.0%

Voting Authority Distribution

Total shares with voting rights: 355.97M

Sole

Full voting authority

355.97M

% 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)

Sole462

Shared0

Other0

Dominant voting typeSole · 100.0% of voting shares

Institutional Holdings462

Rows:

MERCADOLIBRE INC

SOLE

NOTE 2.000% 8/1

Shares22.50M

TypePRN

Market value$68.05M

7.49%

Sole

22.50M

Shared

0.00

None

0.00

MIDDLEBY CORP

SOLE

NOTE 1.000% 9/0

Shares51.85M

TypePRN

Market value$64.54M

7.11%

Sole

51.85M

Shared

0.00

None

0.00

AKAMAI TECHNOLOGIES INC

SOLE

NOTE 0.125% 5/0

Shares31.30M

TypePRN

Market value$31.56M

3.47%

Sole

31.30M

Shared

0.00

None

0.00

LUMENTUM HLDGS INC

SOLE

NOTE 0.250% 3/1

Shares23.94M

TypePRN

Market value$25.25M

2.78%

Sole

23.94M

Shared

0.00

None

0.00

HEALTHWELL ACQUISITION CORP

SOLE

CLASS A COM

Shares2.39M

TypeSH

Market value$24.30M

2.67%

Sole

2.39M

Shared

0.00

None

0.00

SNAP INC

SOLE

NOTE 0.250% 5/0

Shares21.05M

TypePRN

Market value$19.97M

2.20%

Sole

21.05M

Shared

0.00

None

0.00

MARRIOTT VACATIONS WORLDWIDE

SOLE

NOTE1/1

Shares19M

TypePRN

Market value$18.48M

2.03%

Sole

19M

Shared

0.00

None

0.00

BLACKLINE INC

SOLE

NOTE 0.125% 8/0

Shares16.55M

TypePRN

Market value$18.17M

2.00%

Sole

16.55M

Shared

0.00

None

0.00

ENTERPRISE 4.0 TEC ACQSTN CO

SOLE

CLASS A ORD SHS

Shares1.52M

TypeSH

Market value$15.84M

1.74%

Sole

1.52M

Shared

0.00

None

0.00

INVESTCORP EUROPE ACQUISITIO

SOLE

CLASS A ORD SHS

Shares1.34M

TypeSH

Market value$14.03M

1.54%

Sole

1.34M

Shared

0.00

None

0.00

CHURCHILL CAPITAL CORP VII

SOLE

COM CL A

Shares1.32M

TypeSH

Market value$13.41M

1.48%

Sole

1.32M

Shared

0.00

None

0.00

CHAIN BRIDGE I

SOLE

CLASS A ORD

Shares1.22M

TypeSH

Market value$12.79M

1.41%

Sole

1.22M

Shared

0.00

None

0.00

REPLIGEN CORP

SOLE

NOTE 0.375% 7/1

Shares7.90M

TypePRN

Market value$12.14M

1.34%

Sole

7.90M

Shared

0.00

None

0.00

SKYDECK ACQUISITION CORP

SOLE

CLASS A ORD SHS

Shares1.18M

TypeSH

Market value$12.12M

1.33%

Sole

1.18M

Shared

0.00

None

0.00

ALTENERGY ACQUISITION CORP

SOLE

COM CL A

Shares1.12M

TypeSH

Market value$11.63M

1.28%

Sole

1.12M

Shared

0.00

None

0.00

TRINE II ACQUISITION CORP

SOLE

CL A ORD SHS

Shares1.10M

TypeSH

Market value$11.51M

1.27%

Sole

1.10M

Shared

0.00

None

0.00

ANDRETTI ACQUISITION CORP

SOLE

CL A ORD SHS

Shares1.07M

TypeSH

Market value$11.21M

1.23%

Sole

1.07M

Shared

0.00

None

0.00

SHOULDERUP TECHNOLOGY ACQUIS

SOLE

CL A COM

Shares1.03M

TypeSH

Market value$10.72M

1.18%

Sole

1.03M

Shared

0.00

None

0.00

STRIDE INC

SOLE

NOTE 1.125% 9/0

Shares10.25M

TypePRN

Market value$10.20M

1.12%

Sole

10.25M

Shared

0.00

None

0.00

ICONIC SPORTS ACQUISITION CO

SOLE

CL A ORD SHS

Shares910.26K

TypeSH

Market value$9.56M

1.05%

Sole

910.26K

Shared

0.00

None

0.00

INTEGRATED RAIL AND RES ACQ

SOLE

CL A COM

Shares900K

TypeSH

Market value$9.49M

1.04%

Sole

900K

Shared

0.00

None

0.00

FTAC ZEUS ACQUISITION COR

SOLE

CLASS A COM

Shares912.70K

TypeSH

Market value$9.37M

1.03%

Sole

912.70K

Shared

0.00

None

0.00

PEGASUS DIGITAL MOBILITY ACQ

SOLE

CL A ORD SHS

Shares846.85K

TypeSH

Market value$8.84M

0.97%

Sole

846.85K

Shared

0.00

None

0.00

C5 ACQUISITION CORPORATION

SOLE

CL A COM

Shares817.14K

TypeSH

Market value$8.53M

0.94%

Sole

817.14K

Shared

0.00

None

0.00

CONCORD ACQUISITION CORP III

SOLE

COM CL A

Shares785K

TypeSH

Market value$8.14M

0.90%

Sole

785K

Shared

0.00

None

0.00

Issuer	Class	Shares	Type	Value / Portfolio %	Voting — Sole
MERCADOLIBRE INCSOLE	NOTE 2.000% 8/1	22.50M	PRN	$68.05M 7.49%	22.50M
MIDDLEBY CORPSOLE	NOTE 1.000% 9/0	51.85M	PRN	$64.54M 7.11%	51.85M
AKAMAI TECHNOLOGIES INCSOLE	NOTE 0.125% 5/0	31.30M	PRN	$31.56M 3.47%	31.30M
LUMENTUM HLDGS INCSOLE	NOTE 0.250% 3/1	23.94M	PRN	$25.25M 2.78%	23.94M
HEALTHWELL ACQUISITION CORPSOLE	CLASS A COM	2.39M	SH	$24.30M 2.67%	2.39M
SNAP INCSOLE	NOTE 0.250% 5/0	21.05M	PRN	$19.97M 2.20%	21.05M
MARRIOTT VACATIONS WORLDWIDESOLE	NOTE1/1	19M	PRN	$18.48M 2.03%	19M
BLACKLINE INCSOLE	NOTE 0.125% 8/0	16.55M	PRN	$18.17M 2.00%	16.55M
ENTERPRISE 4.0 TEC ACQSTN COSOLE	CLASS A ORD SHS	1.52M	SH	$15.84M 1.74%	1.52M
INVESTCORP EUROPE ACQUISITIOSOLE	CLASS A ORD SHS	1.34M	SH	$14.03M 1.54%	1.34M
CHURCHILL CAPITAL CORP VIISOLE	COM CL A	1.32M	SH	$13.41M 1.48%	1.32M
CHAIN BRIDGE ISOLE	CLASS A ORD	1.22M	SH	$12.79M 1.41%	1.22M
REPLIGEN CORPSOLE	NOTE 0.375% 7/1	7.90M	PRN	$12.14M 1.34%	7.90M
SKYDECK ACQUISITION CORPSOLE	CLASS A ORD SHS	1.18M	SH	$12.12M 1.33%	1.18M
ALTENERGY ACQUISITION CORPSOLE	COM CL A	1.12M	SH	$11.63M 1.28%	1.12M
TRINE II ACQUISITION CORPSOLE	CL A ORD SHS	1.10M	SH	$11.51M 1.27%	1.10M
ANDRETTI ACQUISITION CORPSOLE	CL A ORD SHS	1.07M	SH	$11.21M 1.23%	1.07M
SHOULDERUP TECHNOLOGY ACQUISSOLE	CL A COM	1.03M	SH	$10.72M 1.18%	1.03M
STRIDE INCSOLE	NOTE 1.125% 9/0	10.25M	PRN	$10.20M 1.12%	10.25M
ICONIC SPORTS ACQUISITION COSOLE	CL A ORD SHS	910.26K	SH	$9.56M 1.05%	910.26K
INTEGRATED RAIL AND RES ACQSOLE	CL A COM	900K	SH	$9.49M 1.04%	900K
FTAC ZEUS ACQUISITION CORSOLE	CLASS A COM	912.70K	SH	$9.37M 1.03%	912.70K
PEGASUS DIGITAL MOBILITY ACQSOLE	CL A ORD SHS	846.85K	SH	$8.84M 0.97%	846.85K
C5 ACQUISITION CORPORATIONSOLE	CL A COM	817.14K	SH	$8.53M 0.94%	817.14K
CONCORD ACQUISITION CORP IIISOLE	COM CL A	785K	SH	$8.14M 0.90%	785K

Page 1 of 19

…