Chief Compliance Officer

0001104659-13-063668.txt : 20130814 0001104659-13-063668.hdr.sgml : 20130814 20130814093537 ACCESSION NUMBER: 0001104659-13-063668 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130814 DATE AS OF CHANGE: 20130814 EFFECTIVENESS DATE: 20130814 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: 131035290 BUSINESS ADDRESS: STREET 1: 227 WEST MONROE STREET, SUITE 3550 CITY: CHICAGO STATE: IL ZIP: 60606 BUSINESS PHONE: 312.692.7564 MAIL ADDRESS: STREET 1: 227 WEST MONROE STREET, SUITE 3550 CITY: CHICAGO STATE: IL ZIP: 60606 FORMER COMPANY: FORMER CONFORMED NAME: Castle Creek Convertible Arbitrage, LLC DATE OF NAME CHANGE: 20050510 13F-HR 1 primary_doc.xml 13F-HR LIVE 0001326638 XXXXXXXX 06-30-2013 06-30-2013 false Castle Creek Arbitrage, LLC

227 West Monroe Street, Suite 3550 Chicago IL 60606

13F HOLDINGS REPORT 028-11853 N Constance Wick Chief Compliance Officer 312-692-7564 Constance Wick Chicago IL 08-14-2013 0 91 2204970 false INFORMATION TABLE 2 a13-18578_1informationtable.xml INFORMATION TABLE Affymetrix Inc COM 00826T108 222 50000 SH Put SOLE 50000 0 0 Affymetrix Inc Note 4.000% 7/0 00826TAH1 8308 8400000 PRN SOLE 8400000 0 0 Allegheny Technologies Inc NOTE 4.250% 6/0 01741RAD4 10711 10363000 PRN SOLE 10363000 0 0 Alliance Data Systems Corp COM 018581108 5431 30000 SH Put SOLE 30000 0 0 Alliance Data Systems Corp NOTE 4.750% 5/1 018581AC2 233018 61185000 PRN SOLE 61185000 0 0 Alliance Data Systems Corp NOTE 1.750% 8/0 018581AD0 63670 27900000 PRN SOLE 27900000 0 0 ArcelorMittal NOTE 5.000% 5/1 03938LAK0 2891 2826000 PRN SOLE 2826000 0 0 Archer-Daniels-Midland Co NOTE 0.875% 2/1 039483AW2 11608 11500000 PRN SOLE 11500000 0 0 Blue Wolf Mongolia Holdings *W Exp 07/20/201 G11962118 3450 345000 SH SOLE 345000 0 0 Cadence Design Systems Inc COM 127387108 7964 550000 SH Put SOLE 550000 0 0 Cadence Design Systems Inc NOTE 1.500%12/1 127387AF5 9260 9241000 PRN SOLE 9241000 0 0 Cadence Design Systems Inc NOTE 2.625% 6/0 127387AJ7 78325 40268000 PRN SOLE 40268000 0 0 Capitol Acquisition Corp II Unit 99/99/9999 14056V204 8285 820300 SH SOLE 820300 0 0 Cemex SAB de CV NOTE 4.875% 3/1 151290AV5 16205 14113000 PRN SOLE 14113000 0 0 Cemex SAB de CV NOTE 3.750% 3/1 151290BC6 79178 64100000 PRN SOLE 64100000 0 0 Chart Acquisition Corp *W EXP 12/19/201 161151113 4028 400000 SH SOLE 400000 0 0 Chemed Corp NOTE 1.875% 5/1 16359RAC7 2110 2000000 PRN SOLE 2000000 0 0 Chesapeake Energy Corp NOTE 2.750%11/1 165167BW6 11489 11500000 PRN SOLE 11500000 0 0 Comerica Inc *W EXP 11/14/201 200340115 769 19300 SH SOLE 19300 0 0 Dendreon Corp Note 4.750% 6/1 24823QAC1 1451 1950000 PRN SOLE 1950000 0 0 DR Horton Inc NOTE 2.000% 5/1 23331ABB4 20404 12252000 PRN SOLE 12252000 0 0 EMC Corp Mass Note 1.750%12/0 268648AM4 26786 18140000 PRN SOLE 18140000 0 0 Equinix Inc NOTE 3.000%10/1 29444UAG1 9951 5900000 PRN SOLE 5900000 0 0 Equinix Inc NOTE 4.750% 6/1 29444UAH9 95009 41852000 PRN SOLE 41852000 0 0 Exelixis Inc Note 4.250% 8/1 30161QAC8 4841 5000000 PRN SOLE 5000000 0 0 Forest City Enterprises Inc NOTE 5.000%10/1 345550AM9 25845 17471000 PRN SOLE 17471000 0 0 General Mtrs Co COM 37045V100 4387 131692 SH SOLE 131692 0 0 General Mtrs Co COM 37045V100 24353 731100 SH Put SOLE 731100 0 0 General Mtrs Co *W EXP 07/10/201 37045V118 333 10000 SH SOLE 10000 0 0 General Mtrs Co *W EXP 07/10/201 37045V126 19653 590000 SH SOLE 590000 0 0 Golar LNG Ltd SHS G9456A100 1382 43326 SH SOLE 43326 0 0 Goldcorp Inc NOTE 2.000% 8/0 380956AB8 20732 20500000 PRN SOLE 20500000 0 0 Health Care REIT Inc NOTE 3.000%12/0 42217KAR7 15291 11585000 PRN SOLE 11585000 0 0 Hertz Global Holdings Inc NOTE 5.250% 6/0 42805TAA3 62581 20800000 PRN SOLE 20800000 0 0 HF2 Finl Mgmt Inc Cl A 40421A104 6771 669734 SH SOLE 669734 0 0 Hologic Inc FRNT 2.000%12/1 436440AA9 21436 21398000 PRN SOLE 21398000 0 0 Horsehead Holding Corp NOTE 3.800%7/0 440694AB3 3247 3000000 PRN SOLE 3000000 0 0 Hyde Park Acquisition Corp II COM 448640102 7611 735000 SH SOLE 735000 0 0 Infinity Cross Border Acquisition Corp SHS G4772R101 1564 199498 SH SOLE 199498 0 0 Infinity Cross Border Acquisition Corp *W Exp 07/25/201 G4772R119 3920 500000 SH SOLE 500000 0 0 JAKKS Pacific Inc NOTE 4.500%11/0 47012EAD8 7897 7750000 PRN SOLE 7750000 0 0 JetBlue Airways Corp DBCV 5.500%10/1 477143AD3 9723 6853000 PRN SOLE 6853000 0 0 JetBlue Airways Corp DBCV 5.500%10/1 477143AE1 20512 13186000 PRN SOLE 13186000 0 0 Laboratory Corp of America Holdings NOTE 9/1 50540RAG7 48365 35994000 PRN SOLE 35994000 0 0 Lucent Technologies Inc DBCV 2.875% 6/1 549463AG2 3883 4000000 PRN SOLE 4000000 0 0 Market Vectors ETF TR Gold Miner ETF 57060U100 3918 160000 SH Call SOLE 160000 0 0 Microchip Technology Inc COM 595017104 5588 150000 SH Put SOLE 150000 0 0 Microchip Technology Inc SDCV 2.125%12/1 595017AB0 133569 91922000 PRN SOLE 91922000 0 0 Micron Technology Inc NOTE 1.500% 8/O 595112AQ6 20748 13500000 PRN SOLE 13500000 0 0 Micron Technology Inc NOTE 1.875% 8/O 595112AR4 7778 5000000 PRN SOLE 5000000 0 0 Molson Coors Brewing Co NOTE 2.500% 7/3 60871RAA8 14860 14750000 PRN SOLE 14750000 0 0 Molycorp Inc COM 608753109 5578 899600 SH Put SOLE 899600 0 0 Molycorp Inc NOTE 3.250% 6/1 608753AA7 7885 11650000 PRN SOLE 11650000 0 0 Molycorp Inc NOTE 6.000% 9/0 608753AF6 18893 24754000 PRN SOLE 24754000 0 0 Molycorp Inc NOTE 5.500% 2/0 608753AH2 7528 7650000 PRN SOLE 7650000 0 0 Newmont Mining Corp NOTE 1.250% 7/1 651639AH9 6594 6500000 PRN SOLE 6500000 0 0 Omnicare Capital Trust II PFD B TR 4.00% 68214Q200 9606 163424 PRN SOLE 163424 0 0 Omnicare Inc NOTE 3.750%12/1 681904AN8 56930 30679000 PRN SOLE 30679000 0 0 Owens Corning *W EXP 10/31/201 690742127 5218 133518 SH SOLE 133518 0 0 PDL BioPharma Inc NOTE 3.750% 5/0 69329YAC8 21507 17350000 PRN SOLE 17350000 0 0 PDL BioPharma Inc NOTE 2.875% 2/1 69329YAE4 1376 1000000 PRN SOLE 1000000 0 0 PHH Corp NOTE 6.000% 6/1 693320AQ6 20250 11250000 PRN SOLE 11250000 0 0 PNC Finl Svcs Group Inc *W EXP 12/31/201 693475121 3347 45900 SH SOLE 45900 0 0 Powershares QQQ Trust UNIT SER I 73935A104 6208 87100 SH Put SOLE 87100 0 0 Priceline com Inc Note 1.250% 3/1 741503AN6 86303 31586000 PRN SOLE 31586000 0 0 Salesforce.com Inc NOTE 0.750% 1/1 79466LAB0 31718 17500000 PRN SOLE 17500000 0 0 SBA Communications Corp NOTE 4.000%10/0 78388JAM8 84695 34440000 PRN SOLE 34440000 0 0 Seadrill Ltd SHS G7945E105 13619 334300 SH Put SOLE 334300 0 0 SemGroup Corp *W EXP 11/30/201 81663A113 16666 309431 SH SOLE 309431 0 0 SPDR S&P 500 ETF Tr TR UNIT 78462F103 42896 267400 SH Put SOLE 267400 0 0 SunPower Corp DBCV 4.750% 4/1 867652AC3 37625 35241000 PRN SOLE 35241000 0 0 SunPower Corp DBCV 4.500% 3/1 867652AE9 5282 4500000 PRN SOLE 4500000 0 0 SunTrust Banks Inc *W EXP 12/31/201 867914129 230 7300 SH SOLE 7300 0 0 Teradyne Inc COM 880770102 8082 460000 SH Put SOLE 460000 0 0 Teradyne Inc NOTE 4.500% 3/1 880770AE2 147141 45711000 PRN SOLE 45711000 0 0 Tesla Mtrs Inc Note 1.500% 6/0 88160RAA9 15773 14000000 PRN SOLE 14000000 0 0 Thompson Creek Metals Co Inc UNIT 99/99/9999 884768300 186 11400 PRN SOLE 11400 0 0 Triumph Group Inc NOTE 2.625%10/0 896818AB7 39351 13500000 PRN SOLE 13500000 0 0 UAL Corp Note 6.000%10/1 902549AJ3 10327 2825000 PRN SOLE 2825000 0 0 United Rentals Inc NOTE 4.000%11/1 911363AL3 58466 13000000 PRN SOLE 13000000 0 0 United States Stl Corp NOTE 4.000% 5/1 912909AE8 4613 4500000 PRN SOLE 4500000 0 0 United Therapeutics Corp NOTE 1.000% 9/1 91307CAF9 22561 15500000 PRN SOLE 15500000 0 0 Universal Business Pmt Sol A COM 913384103 214 71327 SH SOLE 71327 0 0 USEC Inc NOTE 3.000%10/0 90333EAC2 5402 25650000 PRN SOLE 25650000 0 0 VeriSign Inc SDCV 3.250% 8/1 92343EAD4 78342 55595000 PRN SOLE 55595000 0 0 Vertex Pharmaceuticals Inc COM 92532F100 4804 60000 SH Put SOLE 60000 0 0 Walter Invt Mgmt Corp NOTE 4.500%11/O 93317WAA0 5302 5275000 PRN SOLE 5275000 0 0 WESCO International Inc COM 95082P105 4078 60000 SH Put SOLE 60000 0 0 WESCO International Inc DBCV 6.000% 9/1 95082PAH8 94850 38571000 PRN SOLE 38571000 0 0 Zions Bancorporation *W EXP 05/22/202 989701115 3760 130007 SH SOLE 130007 0 0 Zions Bancorporation *W EXP 11/14/201 989701131 457 15802 SH SOLE 15802 0 0