Chief Compliance Officer

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