0001104659-14-038403.txt : 20140514
0001104659-14-038403.hdr.sgml : 20140514
20140514091705
ACCESSION NUMBER: 0001104659-14-038403
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140331
FILED AS OF DATE: 20140514
DATE AS OF CHANGE: 20140514
EFFECTIVENESS DATE: 20140514
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: 14839438
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
03-31-2014
03-31-2014
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
05-14-2013
0
95
1929682
false
INFORMATION TABLE
2
a14-12631_1informationtable.xml
INFORMATION TABLE
Allegheny Technologies Inc
NOTE 4.250% 6/0
01741RAD4
25104
24619000
PRN
SOLE
24619000
0
0
Alliance Data Systems Corp
NOTE 4.750% 5/1
018581AC2
276292
47885000
PRN
SOLE
47885000
0
0
AMAG Pharmaceuticals Inc
Note 2.500% 2/1
00163UAA4
6872
6750000
PRN
SOLE
6750000
0
0
ArcelorMittal SA Luxembourg
NOTE 5.000% 5/1
03938LAK0
2844
2826000
PRN
SOLE
2826000
0
0
Associated Banc-Corp
*W EXP 11/21/201
045487113
389
21544
SH
SOLE
21544
0
0
Bank of America Corp
COM
060505104
19236
1118360
SH
SOLE
1118360
0
0
Bank of America Corp
COM
060505104
17304
1006000
SH
Put
SOLE
1006000
0
0
Bank of America Corp
*W EXP 10/28/201
060505153
19326
1123600
SH
SOLE
1123600
0
0
Boulevard Acquisition Corp
UNIT 99/99/9999
10157P203
5025
500000
SH
SOLE
500000
0
0
Cadence Design System Inc
NOTE 2.625% 6/0
127387AJ7
68249
32968000
PRN
SOLE
32968000
0
0
Cambridge Cap Acquisition Co
UNIT 03/17/2014
13215Q205
4793
475000
SH
SOLE
475000
0
0
Capital One Finl Corp
*W EXP 11/14/201
14040H139
1142
14800
SH
SOLE
14800
0
0
Capitol Acquisition Corp II
*W EXP 05/15/201
14056V113
3667
372297
SH
SOLE
372297
0
0
Cathay Gen Bancorp
*W EXP 12/05/201
149150112
5720
227069
SH
SOLE
227069
0
0
Cemex SAB de CV
NOTE 3.750% 3/1
151290BC6
95376
66600000
PRN
SOLE
66600000
0
0
Chart Acquisition Corp
*W EXP 12/19/201
161151113
3976
400000
SH
SOLE
400000
0
0
Chemed Corp
NOTE 1.875% 5/1
16359RAC7
2244
2000000
PRN
SOLE
2000000
0
0
Chesapeake Energy Corp
NOTE 2.750%11/1
165167BW6
17968
17250000
PRN
SOLE
17250000
0
0
Cobalt International Energy Inc
NOTE 2.625%12/0
19075FAA4
3770
4000000
PRN
SOLE
4000000
0
0
Comerica Inc
*W EXP 11/14/201
200340115
4807
92800
SH
SOLE
92800
0
0
Dendreon Corp
NOTE 2.875% 1/1
24823QAC1
3421
4650000
PRN
SOLE
4650000
0
0
Eastman Kodak Co
*W EXP 09/03/201
277461133
1499
44895
SH
SOLE
44895
0
0
Eastman Kodak Co
*W EXP 09/03/201
277461141
271
8127
SH
SOLE
8127
0
0
Equinix Inc
NOTE 3.000%10/1
29444UAG1
2285
1400000
PRN
SOLE
1400000
0
0
Equinix Inc
NOTE 4.750% 6/1
29444UAH9
78956
34852000
PRN
SOLE
34852000
0
0
Exelixis Inc
NOTE 4.250% 8/1
30161QAC8
3510
3920000
PRN
SOLE
3920000
0
0
Forest City Enterprises Inc
NOTE 5.000%10/1
345550AM9
24652
16221000
PRN
SOLE
16221000
0
0
Galena Biopharma Inc
COM
363256108
160
63945
SH
SOLE
63945
0
0
General Mtrs Co
COM
37045V100
34183
993100
SH
SOLE
993100
0
0
General Mtrs Co
COM
37045V100
21605
627700
SH
Call
SOLE
627700
0
0
General Mtrs Co
COM
37045V100
35429
1029300
SH
Put
SOLE
1029300
0
0
Goldcorp Inc
NOTE 2.000% 8/0
380956AB8
10049
10000000
PRN
SOLE
10000000
0
0
Hartford Financial Services Group Inc
*W EXP 06/26/201
416515120
8472
240197
SH
SOLE
240197
0
0
Hennessy Cap Acquisition Corp
UNIT 99/99/9999
425886207
4024
400000
SH
SOLE
400000
0
0
Horsehead Holding Corp
NOTE 3.800% 7/0
440694AB3
1966
1500000
PRN
SOLE
1500000
0
0
Hyde Park Acquisition Corp II
COM
448640102
7703
735000
SH
SOLE
735000
0
0
Iconix Brand Group Inc
NOTE 2.500% 6/0
451055AE7
6120
4500000
PRN
SOLE
4500000
0
0
InterMune Inc
NOTE 2.500%12/1
45884XAF0
7204
2731000
PRN
SOLE
2731000
0
0
Janus Cap Group Inc
NOTE 3.250% 7/1
47102XAG0
5017
4984000
PRN
SOLE
4984000
0
0
JetBlue Airways Corp
DBCV 5.500%10/1
477143AE1
26642
13186000
PRN
SOLE
13186000
0
0
JetPay Corp
COM
477177109
153
62510
SH
SOLE
62510
0
0
Lincoln National Corp
*W EXP 07/10/201
534187117
3058
60352
SH
SOLE
60352
0
0
Live Nation Entertainment Inc
NOTE 2.875% 7/1
538034AB5
14680
14424000
PRN
SOLE
14424000
0
0
M&T Bank Corp
*W EXP 12/23/201
55261F112
849
7000
SH
SOLE
7000
0
0
MergeWorthRx Corp
COM
58952R106
2115
261750
SH
SOLE
261750
0
0
Microchip Technology Inc
SDCV 2.125%12/1
595017AB0
134655
72585000
PRN
SOLE
72585000
0
0
Micron Technology Inc
NOTE 1.875% 8/0
595112AR4
17606
7000000
PRN
SOLE
7000000
0
0
Micron Technology Inc
NOTE 2.375% 5/0
595112AW3
21573
8564000
PRN
SOLE
8564000
0
0
Micron Technology Inc
NOTE 3.125% 5/0
595112AX1
60577
24365000
PRN
SOLE
24365000
0
0
Molycorp Inc
COM
608753109
4030
859300
SH
Put
SOLE
859300
0
0
Molycorp Inc
NOTE 3.250% 6/1
608753AA7
8795
10985000
PRN
SOLE
10985000
0
0
Molycorp Inc
NOTE 6.000% 9/0
608753AF6
10522
13254000
PRN
SOLE
13254000
0
0
Molycorp Inc
NOTE 5.500% 2/0
608753AH2
7839
8880000
PRN
SOLE
8880000
0
0
Newmont Mining Corp
NOTE 1.250% 7/1
651639AH9
5014
5000000
PRN
SOLE
5000000
0
0
Nokia Corp
SPONSORED ADR
654902204
962
131130
SH
SOLE
131130
0
0
Omnicare Capital Trust II
PFD B TR 4.00%
68214Q200
14069
191800
PRN
SOLE
191800
0
0
PDL BioPharma Inc
NOTE 3.750% 5/0
69329YAC8
17400
12751000
PRN
SOLE
12751000
0
0
PHH Corp
NOTE 6.000% 6/1
693320AQ6
16207
7496000
PRN
SOLE
7496000
0
0
Priceline Com Inc
NOTE 1.250% 3/1
741503AN6
104656
26586000
PRN
SOLE
26586000
0
0
QUALCOMM Inc
COM
747525103
7886
100000
SH
Call
SOLE
100000
0
0
QUALCOMM Inc
COM
747525103
7886
100000
SH
Put
SOLE
100000
0
0
Quartet Merger Corp
RIGHT 99/99/9999
747717205
205
500000
SH
SOLE
500000
0
0
ROI Acquisition Corp II
COM
74966G101
2409
248400
SH
SOLE
248400
0
0
ROI Acquisition Corp II
*W EXP 09/17/201
74966G119
3880
400000
SH
SOLE
400000
0
0
Salesforce Com Inc
NOTE 0.750% 1/1
79466LAB0
39693
14881000
PRN
SOLE
14881000
0
0
Sanofi
RIGHT 12/31/2020
80105N113
13
41549
SH
SOLE
41549
0
0
SBA Communications Corp
NOTE 4.000%10/0
78388JAM8
57913
19382000
PRN
SOLE
19382000
0
0
SEACOR Holdings Inc
NOTE 2.500%12/1
811904AM3
9632
8065000
PRN
SOLE
8065000
0
0
SemGroup Corp
*W EXP 11/30/201
81663A113
30635
466423
SH
SOLE
466423
0
0
Ship Finance International
NOTE 3.250% 2/0
G81075AE6
37135
33402000
PRN
SOLE
33402000
0
0
Signature Bank/New York NY
*W EXP 12/12/201
82669G112
684
5449
SH
SOLE
5449
0
0
Silver Eagle Acquisition Corp
COM
827694100
4370
450000
SH
SOLE
450000
0
0
Silver Eagle Acquisition Corp
UNIT 99/99/9999
827694209
2070
200000
SH
SOLE
200000
0
0
Silver Eagle Acquisition Corp
*W EXP 07/26/202
827694118
8815
851671
SH
SOLE
851671
0
0
Solazyme Inc
NOTE 6.000% 2/0
83415TAB7
10226
6671000
PRN
SOLE
6671000
0
0
SunPower Corp
DBCV 4.750% 4/1
867652AC3
43443
35491000
PRN
SOLE
35491000
0
0
SunPower Corp
DBCV 4.500% 3/1
867652AE9
18650
12300000
PRN
SOLE
12300000
0
0
SunTrust Banks Inc
*W EXP 12/31/201
867914129
2785
70000
SH
SOLE
70000
0
0
SunTrust Banks Inc
*W EXP 11/14/201
867914111
3251
81700
SH
SOLE
81700
0
0
Tesla Motors Inc
COM
88160R101
855
4100
SH
Put
SOLE
4100
0
0
Tesla Motors Inc
NOTE 1.500% 6/0
88160RAA9
21592
12027000
PRN
SOLE
12027000
0
0
Tesla Motors Inc
NOTE 0.250% 3/0
88160RAB7
924
1000000
PRN
SOLE
1000000
0
0
Tesla Motors Inc
NOTE 1.250% 3/0
88160RAC5
7723
8500000
PRN
SOLE
8500000
0
0
Texas Capital Bancshares Inc
*W EXP 01/16/201
88224Q115
2504
38555
SH
SOLE
38555
0
0
TTM Technologies Inc
NOTE 1.750%12/1
87305RAD1
3329
3000000
PRN
SOLE
3000000
0
0
Under Armour Inc
CL A
904311107
2064
18000
SH
Put
SOLE
18000
0
0
UAL Corp
NOTE 6.000%10/1
902549AJ3
10160
1972000
PRN
SOLE
1972000
0
0
United Rentals Inc
NOTE 4.000%11/1
911363AL3
85164
10000000
PRN
SOLE
10000000
0
0
United States Stl Corp
NOTE 4.000% 5/1
912909AE8
14540
14399000
PRN
SOLE
14399000
0
0
United Therapeutics Corp
NOTE 1.000% 9/1
91307CAF9
61948
31200000
PRN
SOLE
31200000
0
0
Vipshop Holdings Ltd
NOTE 1.500% 3/1
92763WAA1
8647
8500000
PRN
SOLE
8500000
0
0
Walter Invt Mgmt Corp
NOTE 4.500%11/0
93317WAA0
5390
5700000
PRN
SOLE
5700000
0
0
WESCO International Inc
DBCV 6.000% 9/1
95082PAH8
85155
28704000
PRN
SOLE
28704000
0
0
Wintrust Finl Corp
*W EXP 12/19/201
97650W157
3791
77918
SH
SOLE
77918
0
0
Zions Bancorporation
*W EXP 05/22/202
989701115
12283
396480
SH
SOLE
396480
0
0