Chief Compliance Officer

0001104659-14-010300.txt : 20140214 0001104659-14-010300.hdr.sgml : 20140214 20140214105846 ACCESSION NUMBER: 0001104659-14-010300 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20131231 FILED AS OF DATE: 20140214 DATE AS OF CHANGE: 20140214 EFFECTIVENESS DATE: 20140214 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: 14612359 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 12-31-2013 12-31-2013 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 02-13-2013 0 102 2279090 false INFORMATION TABLE 2 a14-5912_1informationtable.xml INFORMATION TABLE Allegheny Technologies Inc NOTE 4.250% 6/0 01741RAD4 14335 13863000 PRN SOLE 13863000 0 0 Alliance Data Systems Corp NOTE 4.750% 5/1 018581AC2 286717 51869000 PRN SOLE 51869000 0 0 AngloGold Ashanti Ltd SPONSORED ADR 035128206 293 25000 SH SOLE 25000 0 0 ArcelorMittal SA Luxembourg NOTE 5.000% 5/1 03938LAK0 2872 2826000 PRN SOLE 2826000 0 0 Ascent Cap Group Inc NOTE 4.0005 7/1 043632AA6 5918 5500000 PRN SOLE 5500000 0 0 Associated Banc Corp *W EXP 11/21/201 045487113 186 10696 SH SOLE 10696 0 0 Bank of America Corp *W EXP 10/28/201 060505153 14444 927700 SH SOLE 927700 0 0 Bank of America Corporation COM 060505104 864 55500 SH SOLE 55500 0 0 Barclays Bk PLC Ipath S&P500 VIX 06742E711 1438 33800 SH Put SOLE 33800 0 0 Cadence Design Systems Inc NOTE 2.625% 6/0 127387AJ7 62083 32968000 PRN SOLE 32968000 0 0 Capital One Financial Corp *W EXP 11/14/201 14040H139 575 7500 SH SOLE 7500 0 0 Capitol Acquisition Corp II *W EXP 05/15/201 14056V113 3581 372297 SH SOLE 372297 0 0 Cathay Gen Bancorp *W EXP 12/05/201 149150112 4544 170000 SH SOLE 170000 0 0 Cemex SAB de CV NOTE 3.750% 3/1 151290BC6 98085 72100000 PRN SOLE 72100000 0 0 Chart Acquisition Corp *W EXP 12/19/201 161151113 3970 400000 SH SOLE 400000 0 0 Chemed Corp New NOTE 1.875% 5/1 16359RAC7 2085 2000000 PRN SOLE 2000000 0 0 Chesapeake Energy Corp NOTE 2.750%11/1 165167BW6 20291 19250000 PRN SOLE 19250000 0 0 Dendreon Corp NOTE 2.875% 1/1 24823QAC1 3660 5700000 PRN SOLE 5700000 0 0 Eastman Kodak Co *W EXP 09/03/201 277461133 1410 40621 SH SOLE 40621 0 0 Eastman Kodak Co *W EXP 09/03/201 277461141 252 10179 SH SOLE 10179 0 0 Equinix Inc NOTE 3.000%10/1 29444UAG1 4614 2900000 PRN SOLE 2900000 0 0 Equinix Inc NOTE 4.750% 6/1 29444UAH9 95968 43852000 PRN SOLE 43852000 0 0 Exelixis Inc NOTE 4.250% 8/1 30161QAC8 6135 5000000 PRN SOLE 5000000 0 0 Forest City Enterprises Inc NOTE 5.000%10/1 345550AM9 27077 17471000 PRN SOLE 17471000 0 0 General Mtrs Co COM 37045V100 4520 110600 SH Call SOLE 110600 0 0 General Mtrs Co COM 37045V100 71273 1743900 SH Put SOLE 1743900 0 0 General Mtrs Co *W EXP 07/10/201 37045V126 86919 2126718 SH SOLE 2126718 0 0 General Mtrs Co *W EXP 07/10/201 37045V134 16715 408968 SH SOLE 408968 0 0 Golar LNG Ltd SHS G9456A100 1209 33326 SH SOLE 33326 0 0 Goldcorp Inc NOTE 2.000% 8/0 380956AB8 20583 20500000 PRN SOLE 20500000 0 0 Hartford Finl Svcs Group Inc *W EXP 06/26/201 416515120 8110 223860 SH SOLE 223860 0 0 Health Care REIT Inc NOTE 3.000%12/0 42217KAR7 3998 3585000 PRN SOLE 3585000 0 0 HF2 Finl Mgmt Inc CL A 40421A104 5090 500000 SH SOLE 500000 0 0 Hovnanian Enterprises Inc UNIT 99/99/9999 44248W208 781 24300 PRN SOLE 24300 0 0 Hyde Pk Acquisition Corp II COM 448640102 7718 735000 SH SOLE 735000 0 0 Infinity Cross Border Acquis *W EXP 07/25/201 G4772R119 3955 500000 SH SOLE 500000 0 0 iShares U.S. Real ES ETF 464287739 9462 150000 SH Call SOLE 150000 0 0 JAKKS Pacific Inc NOTE 4.500%11/0 47012EAD8 3215 3250000 PRN SOLE 3250000 0 0 Janus Capital Group Inc NOTE 3.250% 7/1 47102XAG0 3623 3484000 PRN SOLE 3484000 0 0 JetBlue Airways Corp DBCV 5.500%10/1 477143AE1 26378 13186000 PRN SOLE 13186000 0 0 JetPay Corp COM 477177109 147 71327 SH SOLE 71327 0 0 JinkoSolar Hldg Co Ltd NOTE 4.000% 5/1 47759TAA8 12846 12000000 PRN SOLE 12000000 0 0 Laboratory Corp Ame Hldgs NOTE 9/1 50540RAG7 10587 8642000 PRN SOLE 8642000 0 0 Lincoln National Corp *W EXP 07/10/201 534187117 1756 34011 SH SOLE 34011 0 0 Live Nation Entertainment Inc NOTE 2.875% 7/1 538034AB5 11386 11189000 PRN SOLE 11189000 0 0 M&T Bank Corp *W EXP 12/23/201 55261F112 1211 10400 SH SOLE 10400 0 0 Market Vectors ETF TR Gold Miner ETF 57060U100 3381 160000 SH Call SOLE 160000 0 0 MergeWorthRx Corp COM 58952R106 2683 330000 SH SOLE 330000 0 0 Microchip Technology Inc COM 595017104 8950 200000 SH Put SOLE 200000 0 0 Microchip Technology Inc SDCV 2.125%12/1 595017AB0 142437 81922000 PRN SOLE 81922000 0 0 Micron Technology Inc NOTE 1.875% 8/0 595112AR4 16119 7000000 PRN SOLE 7000000 0 0 Micron Technology Inc NOTE 3.125% 5/0 595112AX1 67235 29365000 PRN SOLE 29365000 0 0 Molycorp Inc COM 608753109 5997 1067100 SH Put SOLE 1067100 0 0 Molycorp Inc NOTE 3.250% 6/1 608753AA7 9261 12985000 PRN SOLE 12985000 0 0 Molycorp Inc NOTE 6.000% 9/0 608753AF6 11305 14254000 PRN SOLE 14254000 0 0 Molycorp Inc NOTE 5.500% 2/0 608753AH2 9988 10550000 PRN SOLE 10550000 0 0 Newmont Mining Corp NOTE 1.250% 7/1 651639AH9 14499 14500000 PRN SOLE 14500000 0 0 Nokia OYJ SPONSORED ADR 654902204 1720 212100 SH SOLE 212100 0 0 Omnicare Cap Tr II PFD B TR 4.00% 68214Q200 22208 299804 PRN SOLE 299804 0 0 Omnicare Inc NOTE 3.500% 2/1 681904AQ1 38500 37953000 PRN SOLE 37953000 0 0 PDL BioPharma Inc NOTE 3.750% 5/0 69329YAC8 23595 17350000 PRN SOLE 17350000 0 0 PDL BioPharma Inc NOTE 2.875% 2/1 69329YAE4 1544 1000000 PRN SOLE 1000000 0 0 PHH Corp NOTE 6.000% 6/1 693320AQ6 21230 10250000 PRN SOLE 10250000 0 0 Priceline com Inc NOTE 1.250% 3/1 741503AN6 121151 31586000 PRN SOLE 31586000 0 0 Quartet Merger Corp UNIT 99/99/9999T 747717304 5040 500000 SH SOLE 500000 0 0 ROI Acquisition Corp II UNIT 99/99/9999 74966G200 4008 400000 SH SOLE 400000 0 0 Salesforce.com Inc NOTE 0.750% 1/1 79466LAB0 51681 20000000 PRN SOLE 20000000 0 0 Sanofi RIGHT 12/31/2020 80105N113 128 377070 SH SOLE 377070 0 0 SBA Communications Corp NOTE 4.000%10/0 78388JAM8 63742 21535000 PRN SOLE 21535000 0 0 SEACOR Holdings Inc NOTE 2.500%12/1 811904AM3 12070 9825000 PRN SOLE 9825000 0 0 Seadrill Ltd SHS G7945E105 13733 334300 SH Put SOLE 334300 0 0 Select Sector SPDR TR SBI TNT-UTILS 81369Y886 11391 300000 SH Call SOLE 300000 0 0 SemGroup Corp *W EXP 11/30/201 81663A113 30011 460079 SH SOLE 460079 0 0 Ship Finance International Ltd COM G81075106 2457 150000 SH Put SOLE 150000 0 0 Ship Finance International Ltd NOTE 3.250% 2/0 G81075AE6 40304 38500000 PRN SOLE 38500000 0 0 Silver Eagle Acquisition Corp COM 827694100 4356 450000 SH SOLE 450000 0 0 Silver Eagle Acquisition Corp *W EXP 07/26/202 827694118 8516 851575 SH SOLE 851575 0 0 Silver Eagle Acquisition Corp Unit 99/99/9999 827694209 2000 200000 SH SOLE 200000 0 0 SunPower Corp COM 867652406 31968 1072400 SH Put SOLE 1072400 0 0 SunPower Corp DBCV 4.750% 4/1 867652AC3 42089 35241000 PRN SOLE 35241000 0 0 SunPower Corp DBCV 4.500% 3/1 867652AE9 17264 12300000 PRN SOLE 12300000 0 0 SunTrust Bks Inc *W EXP 11/14/201 867914111 3210 87200 SH SOLE 87200 0 0 SunTrust Bks Inc *W EXP 12/31/201 867914129 4093 111200 SH SOLE 111200 0 0 Teradyne Inc COM 880770102 8105 460000 SH Put SOLE 460000 0 0 Teradyne Inc NOTE 4.500% 3/1 880770AE2 124590 38682000 PRN SOLE 38682000 0 0 Tesla Motors Inc COM 88160R101 888 5900 SH Put SOLE 5900 0 0 Tesla Motors Inc NOTE 1.500% 6/0 88160RAA9 15956 11500000 PRN SOLE 11500000 0 0 Texas Capital Bancshares Inc *W EXP 01/16/201 88224Q115 286 4600 SH SOLE 4600 0 0 UAL Corp NOTE 6.000%10/1 902549AJ3 12367 2825000 PRN SOLE 2825000 0 0 Unisys Corp COM NEW 909214306 896 26700 SH Call SOLE 26700 0 0 Unisys Corp PFD SER A 6.25% 909214405 999 11193 PRN SOLE 11193 0 0 United Rentals Inc NOTE 4.000%11/1 911363AL3 70081 10000000 PRN SOLE 10000000 0 0 United States Stl Corp NOTE 4.000% 5/1 912909AE8 15380 14399000 PRN SOLE 14399000 0 0 United Therapeutics Corp NOTE 1.000% 9/1 91307CAF9 49114 20700000 PRN SOLE 20700000 0 0 USEC Inc NOTE 3.000%10/0 90333EAC2 7506 22650000 PRN SOLE 22650000 0 0 Walter Inv Mgmt Corp NOTE 4.500%11/0 93317WAA0 10031 10043000 PRN SOLE 10043000 0 0 Washington Fed Inc *W EXP 11/14/201 938824117 203 8700 SH SOLE 8700 0 0 WESCO International Inc DBCV 6.000% 9/1 95082PAH8 102325 31574000 PRN SOLE 31574000 0 0 WESCO INTL Inc COM 95082P105 8196 90000 SH Put SOLE 90000 0 0 Wintrust Finl Corp *W EXP 12/19/201 97650W157 329 7128 SH SOLE 7128 0 0 Zions Bancorporation *W EXP 05/22/202 989701115 7163 239070 SH SOLE 239070 0 0 Zions Bancorporation *W EXP 11/14/201 989701131 1932 64500 SH SOLE 64500 0 0