-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, EBJUqQ+uftlGYJoIrY2zg/ya6YhGATTYaJ+m+/Bs4rAbD4XtNUkgZwBDhZs8rRlT cn7D5NLXbLQzAIKYfqE5cg== 0001047469-08-012028.txt : 20081112 0001047469-08-012028.hdr.sgml : 20081111 20081112114836 ACCESSION NUMBER: 0001047469-08-012028 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20080930 FILED AS OF DATE: 20081112 DATE AS OF CHANGE: 20081112 EFFECTIVENESS DATE: 20081112 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Castle Creek Arbitrage, LLC CENTRAL INDEX KEY: 0001326638 IRS NUMBER: 201327775 STATE OF INCORPORATION: DE FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-11853 FILM NUMBER: 081179289 BUSINESS ADDRESS: STREET 1: 111 WEST JACKSON BLVD., SUITE 2000 CITY: CHICAGO STATE: IL ZIP: 60604 BUSINESS PHONE: 312.692.7550 MAIL ADDRESS: STREET 1: 111 WEST JACKSON BLVD., SUITE 2000 CITY: CHICAGO STATE: IL ZIP: 60604 FORMER COMPANY: FORMER CONFORMED NAME: Castle Creek Convertible Arbitrage, LLC DATE OF NAME CHANGE: 20050510 13F-HR 1 a2189059z13f-hr.txt 13F-HR UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, D.C. 20549 FORM 13F FORM 13F COVER PAGE Report for the Calendar Year or Quarter Ended: September 30, 2008 ----------------------- Check Here if Amendment / /; Amendment Number: --------- This Amendment (Check only one.): / / is a restatement. / / adds new holdings entries. Institutional Investment Manager Filing this Report: Name: Castle Creek Arbitrage, LLC ---------------------------------- Address: 111 West Jackson Blvd, 20th Floor ---------------------------------- Chicago, IL 60604 ---------------------------------- Form 13F File Number: 28-11853 --------------------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables, are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: William Shimanek ------------------------------- Title: Compliance Officer ------------------------------- Phone: 312 692 5011 ------------------------------- Signature, Place, and Date of Signing: William Shimanek Chicago, Illinois November 12, 2008 ------------------------------- ----------------- ----------------- [Signature] [City, State] [Date] Report Type (Check only one.): /X/ 13F HOLDINGS REPORT. (Check here if all holdings of this reporting manager are reported in this report.) / / 13F NOTICE. (Check here if no holdings reported are in this report, and all holdings are reported by other reporting manager(s).) / / 13F COMBINATION REPORT. (Check here if a portion of the holdings for this reporting manager are reported in this report and a portion are reported by other reporting manager(s).) List of Other Managers Reporting for this Manager: NONE [If there are no entries in this list, omit this section.] Form 13F File Number Name 28- --------------- ------------------------------------ [Repeat as necessary.] FORM 13F SUMMARY PAGE Report Summary: Number of Other Included Managers: 0 -------------------- Form 13F Information Table Entry Total: 144 -------------------- Form 13F Information Table Value Total: 740,103 -------------------- (thousands) List of Other Included Managers: NONE Provide a numbered list of the name(s) and Form 13F file number(s) of all institutional investment managers with respect to which this report is filed, other than the manager filing this report. [If there are no entries in this list, state "NONE" and omit the column headings and list entries.] No. Form 13F File Number Name 28- ------ ----------------- --------------------------------- [Repeat as necessary.] 09/30/08
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 - ------------------- -------------- --------- ------------ ----------------------------------- -------- ------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - --------------------------------------------------------------------------------------------------------------------------------- ASM INTL NV BOND 00207DAG7 2,522 2,500,000 PRN SOLE 2,500,000.00 ADVANCED TECHNOLOGY ACQU COR WARRANT 007556111 1,500 200,000 SH SOLE 200,000.00 ALLIANCE DATA SYSTEMS CORP COM 018581958 2,852 450 SH PUT SOLE 450.00 ALTERNATIVE ASSET MGMT ACQU COM 02149U101 1,007 111,900 SH SOLE 111,900.00 AMERICREDIT CORP BOND 03060RAR2 1,099 2,000,000 PRN SOLE 2,000,000.00 AMGEN INC BOND 031162AN0 42,245 46,000,000 PRN SOLE 46,000,000.00 ATHEROGENICS INC BOND 047439AD6 1,048 9,250,000 PRN SOLE 9,250,000.00 ATHEROGENICS INC BOND 047439AE4 915 8,250,000 PRN SOLE 8,250,000.00 BEST BUY INC COM 086516951 7,500 2,000 SH PUT SOLE 2,000.00 BLACKROCK INC BOND 09247XAB7 9,680 5,000,000 PRN SOLE 5,000,000.00 BOISE INC WARRANT 09746Y113 155 99,200 SH SOLE 99,200.00 CAPITALSOURCE INC BOND 14055XAE2 3,742 5,000,000 PRN SOLE 5,000,000.00 CARNIVAL CORP BOND 143658AS1 7,328 11,304,000 PRN SOLE 11,304,000.00 CHARLES RIV LABS INTL INC BOND 159864AB3 9,208 7,500,000 PRN SOLE 7,500,000.00 CHINA MED TECHNOLOGIES INC BOND 169483AC8 7,202 10,000,000 PRN SOLE 10,000,000.00 CHINA MED TECHNOLOGIES INC COM 169483104 729 22,375 SH SOLE 22,375.00 CHINA MED TECHNOLOGIES INC COM 169483954 977 300 SH PUT SOLE 300.00 CHIQUITA BRANDS INTL INC BOND 170032AT3 7,235 8,000,000 PRN SOLE 8,000,000.00 CISCO SYS INC COM 17275R952 3,558 1,577 SH PUT SOLE 1,577.00 COLUMBUS ACQUISITION CORP WARRANT 198851115 1,307 172,000 SH SOLE 172,000.00 LDK SOLAR CO LTD SPONSORED ADR 50183L107 1,325 44,128 SH SOLE 44,128.00 COMPUCREDIT CORP BOND 20478NAD2 1,447 5,250,000 PRN SOLE 5,250,000.00 CORE LABORATORIES LP BOND 21868FAB9 10,835 9,500,000 PRN SOLE 9,500,000.00 DST SYS INC DEL BOND 233326AB3 34,375 28,300,000 PRN SOLE 28,300,000.00 DST SYS INC DEL BOND 233326AD9 20,644 17,957,000 PRN SOLE 17,957,000.00 E M C CORP MASS BOND 268648AM4 7,283 7,500,000 PRN SOLE 7,500,000.00 ENZON PHARMACEUTICALS INC BOND 293904AE8 351 370,000 PRN SOLE 370,000.00 EXPEDIA INC DEL WARRANT 30212P121 4,349 287,809 SH SOLE 287,808.92 FINANCIAL FED CORP BOND 317492AF3 4,915 5,000,000 PRN SOLE 5,000,000.00 FISHER SCIENTIFIC INTL INC BOND 338032AW5 9,994 4,285,000 PRN SOLE 4,285,000.00 FORD MTR CO DEL BOND 345370CF5 30,042 45,500,000 PRN SOLE 45,500,000.00 GENERAL MTRS CORP PREFERRED STOCK370442717 878 10,000 SH SOLE 10,000.00 GILEAD SCIENCES INC BOND 375558AG8 9,255 7,500,000 PRN SOLE 7,500,000.00 GLOBAL BRANDS ACQUISITION CO COM 378982102 1,415 153,846 SH SOLE 153,846.00 GLOBAL BRANDS ACQUISITION CO WARRANT 378982110 1,415 153,846 SH SOLE 153,846.00 GLOBAL CONSUMER ACQST CORP COM 378983100 270 30,000 SH SOLE 30,000.00 GLG PARTNERS INC WARRANT 37929X115 6,476 1,194,800 SH SOLE 1,194,800.00 GLOBAL CROSSING LTD BOND 37932JAA1 4,348 4,900,000 PRN SOLE 4,900,000.00 GRANITE CONSTR INC COM 387328957 358 100 SH PUT SOLE 100.00 GREAT ATLANTIC & PAC TEA INC COM 390064103 498 46,055 SH SOLE 46,055.00 GREAT ATLANTIC & PAC TEA INC BOND 390064AJ2 1,081 1,500,000 PRN SOLE 1,500,000.00 GREAT ATLANTIC & PAC TEA INC BOND 390064AK9 5,300 7,500,000 PRN SOLE 7,500,000.00 GREENBRIER COS INC BOND 393657AD3 1,509 2,300,000 PRN SOLE 2,300,000.00 GREY GLOBAL GROUP INC BOND 39787MAB4 7,368 7,161,000 PRN SOLE 7,161,000.00 HARTFORD FINL SVCS GROUP INC COM 416515954 1,959 478 SH PUT SOLE 478.00 HECKMANN CORP WARRANT 422680116 413 50,000 SH SOLE 50,000.00 HICKS ACQUISITION CO I INC WARRANT 429086127 1,790 200,000 SH SOLE 200,000.00 HICKS ACQUISITION CO I INC COM 429086309 918 102,564 SH SOLE 102,564.00 HIGHWOODS PPTYS INC COM 431284958 213 60 SH PUT SOLE 60.00 HOSPITALITY PPTYS TRUST BOND 44106MAK8 7,918 10,500,000 PRN SOLE 10,500,000.00 HUMAN GENOME SCIENCES INC BOND 444903AK4 3,581 5,000,000 PRN SOLE 5,000,000.00 ILLUMINA INC BOND 452327AB5 3,108 1,660,000 PRN SOLE 1,660,000.00 IMCLONE SYS INC BOND 45245WAF6 2,894 3,000,000 PRN SOLE 3,000,000.00 INCYTE CORP BOND 45337CAF9 19,130 22,160,000 PRN SOLE 22,160,000.00
09/30/08
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 - ------------------- -------------- --------- ------------ ----------------------------------- -------- ------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - --------------------------------------------------------------------------------------------------------------------------------- INFORMATION SERVICES GROUP I WARRANT 45675Y112 1,120 228,600 SH SOLE 228,600.00 INTER ATLANTIC FINANCIAL INC WARRANT 45890H118 583 80,000 SH SOLE 80,000.00 INVERNESS MED INNOVATIONS IN COM 46126P956 4,029 1,343 SH PUT SOLE 1,343.00 JAKKS PAC INC BOND 47012EAB2 2,833 2,000,000 PRN SOLE 2,000,000.00 JETBLUE AIRWAYS CORP BOND 477143AE1 2,479 2,000,000 PRN SOLE 2,000,000.00 KBL HEALTHCARE ACQUIS CORP I COM 48241N107 369 50,000 SH SOLE 50,000.00 K V PHARMACEUTICAL CO BOND 482740AC1 2,591 2,500,000 PRN SOLE 2,500,000.00 LABORATORY CORP AMER HLDGS BOND 50540RAG7 11,522 12,300,000 PRN SOLE 12,300,000.00 MAXTOR CORP BOND 577729AE6 4,500 5,000,000 PRN SOLE 5,000,000.00 MEDIA & ENTMT HOLDINGS INC COM 58439W108 577 76,923 SH SOLE 76,923.00 MEDIA & ENTMT HOLDINGS INC WARRANT 58439W116 577 76,923 SH SOLE 76,923.00 MEDTRONIC INC BOND 585055AL0 7,492 7,500,000 PRN SOLE 7,500,000.00 MENTOR CORP MINN BOND 587188AC7 2,504 2,500,000 PRN SOLE 2,500,000.00 MENTOR GRAPHICS CORP COM 587200106 1,040 91,600 SH SOLE 91,600.00 MICROCHIP TECHNOLOGY INC COM 595017954 589 200 SH PUT SOLE 200.00 MIRANT CORP NEW WARRANT 60467R118 2,873 157,100 SH SOLE 157,100.00 NCI BUILDING SYS INC BOND 628852AG0 20,617 21,121,000 PRN SOLE 21,121,000.00 NTR ACQUISITION CO COM 629415100 965 100,000 SH SOLE 100,000.00 NABORS INDS INC BOND 629568AP1 7,217 8,000,000 PRN SOLE 8,000,000.00 NASH FINCH CO COM 631158952 431 100 SH PUT SOLE 100.00 NASH FINCH CO BOND 631158AD4 2,951 6,462,000 PRN SOLE 6,462,000.00 NATIONAL CITY CORP BOND 635405AW3 1,116 2,445,000 PRN SOLE 2,445,000.00 NATIONAL RETAIL PROPERTIES I BOND 637417AA4 10,291 10,000,000 PRN SOLE 10,000,000.00 NATIONAL RETAIL PROPERTIES I BOND 637417AC0 5,587 5,500,000 PRN SOLE 5,500,000.00 NEKTAR THERAPEUTICS BOND 640268AH1 2,164 4,000,000 PRN SOLE 4,000,000.00 NORTH AMERN PALLADIUM LTD WARRANT 656912110 374 176,400 SH SOLE 176,400.00 OMNICOM GROUP INC BOND 681919AK2 4,873 5,000,000 PRN SOLE 5,000,000.00 PROLOGIS BOND 743410AS1 5,335 7,500,000 PRN SOLE 7,500,000.00 PROSPECT ACQUISITION CORP COM 74347T103 933 102,564 SH SOLE 102,564.00 PROSPECT ACQUISITION CORP WARRANT 74347T111 933 102,564 SH SOLE 102,564.00 QUALCOMM INC COM 747525103 249 5,800 SH SOLE 5,800.00 QUALCOMM INC COM 747525953 4,460 1,038 SH PUT SOLE 1,038.00 QWEST COMMUNICATIONS INTL IN BOND 749121BY4 12,972 15,000,000 PRN SOLE 15,000,000.00 RAYTHEON CO WARRANT 755111119 15,951 298,100 SH SOLE 298,100.00 RECKSON OPER PARTNERSHIP L P BOND 75621LAJ3 11,893 14,000,000 PRN SOLE 14,000,000.00 RED HAT INC BOND 756577AB8 19,344 19,800,000 PRN SOLE 19,800,000.00 SBA COMMUNICATIONS CORP BOND 78388JAJ5 2,249 2,500,000 PRN SOLE 2,500,000.00 SPDR GOLD TRUST COM 78463V907 5,955 700 SH CALL SOLE 700.00 SP ACQUISITION HOLDINGS INC COM 78470A104 255 27,692 SH SOLE 27,692.00 SP ACQUISITION HOLDINGS INC WARRANT 78470A112 255 27,692 SH SOLE 27,692.00 ST JUDE MED INC BOND 790849AD5 21,903 21,930,000 PRN SOLE 21,930,000.00 SAPPHIRE INDUSTRIALS CORP COM 80306T109 1,609 178,990 SH SOLE 178,990.00 SAPPHIRE INDUSTRIALS CORP WARRANT 80306T117 922 102,564 SH SOLE 102,564.00 SCHEIN HENRY INC BOND 806407AB8 11,234 9,072,000 PRN SOLE 9,072,000.00 SCHLUMBERGER LTD BOND 806857AD0 48,810 25,000,000 PRN SOLE 25,000,000.00 SECURE AMER ACQUISITION CORP WARRANT 81372L111 266 36,000 SH SOLE 36,000.00 SEPRACOR INC BOND 817315AU8 4,161 4,781,000 PRN SOLE 4,781,000.00 SEPRACOR INC BOND 817315AW4 10,787 12,000,000 PRN SOLE 12,000,000.00 SONOSITE INC BOND 83568GAA2 3,342 3,250,000 PRN SOLE 3,250,000.00 SPORTS PPTYS ACQUISITION COR WARRANT 84920F115 319 35,897 SH SOLE 35,897.00 STONELEIGH PARTNERS ACQUS CO WARRANT 861923126 1,028 136,150 SH SOLE 136,150.00 SUPERVALU INC BOND 868536AP8 2,374 7,500,000 PRN SOLE 7,500,000.00 SYBASE INC BOND 871130AB6 7,617 6,000,000 PRN SOLE 6,000,000.00 SYMANTEC CORP BOND 871503AD0 29,854 27,000,000 PRN SOLE 27,000,000.00
09/30/08
Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 - ------------------- -------------- --------- ------------ ----------------------------------- -------- ------------------------- VALUE SHRS OR SH/ PUT/ INVESTMENT OTHER VOTING AUTHORITY NAME OF ISSUER TITLE OF CLASS CUSIP (X$1000) PRN AMT PRN CALL DISCRETION MANAGERS SOLE SHARED NONE - --------------------------------------------------------------------------------------------------------------------------------- TJX COS INC NEW BOND 872540AL3 6,110 6,054,000 PRN SOLE 6,054,000.00 TTM TECHNOLOGIES INC BOND 87305RAC3 2,560 3,000,000 PRN SOLE 3,000,000.00 THERAVANCE INC BOND 88338TAA2 2,439 3,500,000 PRN SOLE 3,500,000.00 THORNBURG MTG INC COM 885218957 1,525 5,000 SH PUT SOLE 5,000.00 THORATEC CORP BOND 885175AB5 2,829 3,500,000 PRN SOLE 3,500,000.00 TRANSFORMA ACQUISITION GROUP WARRANT 89366E118 393 50,000 SH SOLE 50,000.00 TRANSOCEAN SEDCO FOREX INC BOND 893830AU3 21,346 22,750,000 PRN SOLE 22,750,000.00 TRANSOCEAN SEDCO FOREX INC BOND 893830AV1 229 250,000 PRN SOLE 250,000.00 TRANSOCEAN SEDCO FOREX INC BOND 893830AW9 229 250,000 PRN SOLE 250,000.00 TRIAN ACQUISITION I CORP COM 89582E108 272 30,769 SH SOLE 30,769.00 TRIPLECROWN ACQUISITION CORP COM 89677G109 354 40,049 SH SOLE 40,049.00 TRIPLECROWN ACQUISITION CORP WARRANT 89677G117 354 40,049 SH SOLE 40,049.00 UAL CORP BOND 902549AH7 2,193 5,000,000 PRN SOLE 5,000,000.00 USEC INC BOND 90333EAC2 635 1,000,000 PRN SOLE 1,000,000.00 UNITED REFINING ENERGY CORP COM 911360105 931 102,564 SH SOLE 102,564.00 UNITED RENTALS NORTH AMER IN BOND 911365AH7 10,030 11,720,000 PRN SOLE 11,720,000.00 UNITEDHEALTH GROUP INC COM 91324P902 2,539 1,000 SH CALL SOLE 1,000.00 VERISIGN INC COM 92343E952 261 100 SH PUT SOLE 100.00 VERISIGN INC BOND 92343EAD4 11,402 12,500,000 PRN SOLE 12,500,000.00 VICTORY ACQUISITION CORP COM 92644D100 755 79,492 SH SOLE 79,492.00 VICTORY ACQUISITION CORP WARRANT 92644D118 73 7,692 SH SOLE 7,692.00 VORNADO RLTY TRUST BOND 929042AC3 2,401 3,000,000 PRN SOLE 3,000,000.00 WMS INDS INC BOND 929297AE9 3,532 1,500,000 PRN SOLE 1,500,000.00 SPORTS PPTYS ACQUISITION COR COM 84920F107 319 35,897 SH SOLE 35,897.00 WESCO INTL INC COM 95082P955 805 250 SH PUT SOLE 250.00 WRIGHT MED GROUP INC BOND 98235TAA5 1,052 1,000,000 PRN SOLE 1,000,000.00 XILINX INC COM 983919951 516 220 SH PUT SOLE 220.00 XILINX INC BOND 983919AD3 8,356 10,000,000 PRN SOLE 10,000,000.00 ASIA SPECIAL SIT ACQST CORP COM G0538M105 1,503 167,900 SH SOLE 167,900.00 NORTH ASIA INVESTMENT CORP COM G66202105 1,298 150,000 SH SOLE 150,000.00 OVERTURE ACQUISITION CORP COM G6830P100 146 16,100 SH SOLE 16,100.00 CHARDAN 2008 CHINA ACQST COR COM G8977T101 680 100,000 SH SOLE 100,000.00 CHARDAN 2008 CHINA ACQST COR WARRANT G8977T119 680 100,000 SH SOLE 100,000.00 NAVIOS MARITIME ACQUIS CORP COM Y62159101 1,758 200,000 SH SOLE 200,000.00 NAVIOS MARITIME ACQUIS CORP WARRANT Y62159119 1,758 200,000 SH SOLE 200,000.00 NAVIOS MARITIME HOLDINGS INC WARRANT Y62196111 1,102 215,600 SH SOLE 215,600.00
-----END PRIVACY-ENHANCED MESSAGE-----