0001104659-14-080781.txt : 20141114
0001104659-14-080781.hdr.sgml : 20141114
20141114101156
ACCESSION NUMBER: 0001104659-14-080781
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20140930
FILED AS OF DATE: 20141114
DATE AS OF CHANGE: 20141114
EFFECTIVENESS DATE: 20141114
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: 141221147
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
09-30-2014
09-30-2014
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
11-14-2014
0
79
1714804
false
INFORMATION TABLE
2
a14-24208_1informationtable.xml
INFORMATION TABLE
1347 Cap Corp
Unit 99/99/9999
68245V202
3535
350000
SH
SOLE
None
350000
0
0
Alere Inc
PERP PED CONV SE
01449J204
49
15000
PRN
SOLE
None
15000
0
0
AMAG Pharmaceuticals Inc
Note 2.500% 2/1
00163UAA4
12394
9250000
PRN
SOLE
None
9250000
0
0
Associated Banc Corp
*W EXP 11/21/201
045487113
6164
353833
SH
SOLE
None
353833
0
0
Auxilium Pharmaceuticals Inc
NOTE 1.500% 7/1
05334DAA5
2513
1900000
PRN
SOLE
None
1900000
0
0
Boulevard Acquisition Corp
COM
10157P104
4777
492480
SH
SOLE
None
492480
0
0
Boulevard Acquisition Corp
*W Exp 02/19/201
10157P112
2425
250000
SH
SOLE
None
250000
0
0
Cadence Design Systems Inc
NOTE 2.625% 6/0
127387AJ7
99931
43734000
PRN
SOLE
None
43734000
0
0
Cambridge Cap Acquisition Corp
COM
13215Q106
4631
475000
SH
SOLE
None
475000
0
0
Cambridge Cap Acquisition Corp
*W Exp 12/17/201
13215Q114
5606
575000
SH
SOLE
None
575000
0
0
Capital One Finl Corp
*W EXP 11/14/201
14040H139
40026
490400
SH
SOLE
None
490400
0
0
Capitol Acquisition Corp II
*W Exp 05/15/201
14056V113
3652
372297
SH
SOLE
None
372297
0
0
Cathay Gen Bancorp
*W Exp 12/05/201
149150112
5749
231534
SH
SOLE
None
231534
0
0
Cemex SAB de CV
NOTE 3.750% 3/1
151290BC6
129790
88100000
PRN
SOLE
None
88100000
0
0
Centrus Energy Corp
CL A
15643U104
1130
110700
SH
SOLE
None
110700
0
0
Chart Acquisition Corp
*W EXP 12/19/201
161151113
3968
400000
SH
SOLE
None
400000
0
0
Chesapeake Energy Corp
NOTE 2.750%11/1
165167BW6
22511
22219000
PRN
SOLE
None
22219000
0
0
Cobalt International Energy Inc
COM
19075F106
2720
200000
SH
Put
SOLE
None
200000
0
0
Cobalt Intl Energy Inc
NOTE 2 .625%12/0
19075FAA4
14716
17750000
PRN
SOLE
None
17750000
0
0
Comerica Inc
*W EXP 11/14/201
200340115
6537
131100
SH
SOLE
None
131100
0
0
Equinix Inc
NOTE 3.000%10/1
29444UAG1
12321
6400000
PRN
SOLE
None
6400000
0
0
Exelixis Inc
Note 4.250% 8/1
30161QAC8
4155
7170000
PRN
SOLE
None
7170000
0
0
Forest City Enterprises Inc
NOTE 5.000%10/1
345550AM9
25672
16221000
PRN
SOLE
None
16221000
0
0
Galena Biopharma Inc
COM
363256108
132
63945
SH
SOLE
None
63945
0
0
General Mtrs Co
COM
37045V100
43598
1365000
SH
Call
SOLE
None
1365000
0
0
Hartford Finl Svcs Group Inc
*W EXP 05/25/201
416515120
629
16882
SH
SOLE
None
16882
0
0
Hennessy Cap Acquisition Cor
Com
425886108
1944
198400
SH
SOLE
None
198400
0
0
Hennessy Cap Acquisition Cor
*W Exp 01/23/201
425886116
3920
400000
SH
SOLE
None
400000
0
0
Hewlett Packard Co
COM
428236103
10641
300000
SH
Put
SOLE
None
300000
0
0
Hologic Inc
FRNT 2.000%12/1
436440AB7
1990
1670000
PRN
SOLE
None
1670000
0
0
Iconix Brand Group Inc
Note 2.500% 6/0
451055AE7
7584
6000000
PRN
SOLE
None
6000000
0
0
InterDigital Inc
NOTE 2.500% 3/1
458660AB3
9781
9500000
PRN
SOLE
None
9500000
0
0
iShares Tr
China Lg-Cap ETF
464287184
22509
588000
SH
SOLE
None
588000
0
0
iShares Tr
China Lg-Cap ETF
464287184
53592
1400000
SH
Put
SOLE
None
1400000
0
0
JetBlue Airways Corp
DBCV 5.500%10/1
477143AE1
32058
13186000
PRN
SOLE
None
13186000
0
0
Microchip Technology Inc
SDCV 2.125%12/1
595017AB0
146831
79085000
PRN
SOLE
None
79085000
0
0
Micron Technology Inc
Note 2.375% 5/0
595112AW3
119404
33366000
PRN
SOLE
None
33366000
0
0
Micron Technology Inc
Note 3.125% 5/0
595112AX1
110649
31615000
PRN
SOLE
None
31615000
0
0
Micron Technology Inc
Note 1.625% 2/1
595112AU7
81897
26126000
PRN
SOLE
None
26126000
0
0
Molina Healthcare Inc
DBCV 1.625% 8/1
60855RAD2
20538
20500000
PRN
SOLE
None
20500000
0
0
Molycorp Inc
COM
608753109
1023
859300
SH
Put
SOLE
None
859300
0
0
Molycorp Inc
NOTE 6.000% 9/0
608753AF6
5700
16254000
PRN
SOLE
None
16254000
0
0
Molycorp Inc
NOTE 5.500% 2/0
608753AH2
3846
10880000
PRN
SOLE
None
10880000
0
0
Nokia Corp
SPONSORED ADR
654902204
416
49130
SH
SOLE
None
49130
0
0
Omnicare Cap Tr II
PFD B TR 4.00%
68214Q200
147
191800
PRN
SOLE
None
191800
0
0
PDL BioPharma Inc
NOTE 3.750% 5/0
69329YAC8
17142
13446000
PRN
SOLE
None
13446000
0
0
PHH Corp
NOTE 6.000% 6/1
693320AQ6
14283
7496000
PRN
SOLE
None
7496000
0
0
ROI Acquisition Corp II
*W Exp 09/17/201
74966G119
3940
400000
SH
SOLE
None
400000
0
0
SanDisk Corp
NOTE 1.500% 8/1
80004CAD3
101990
52994000
PRN
SOLE
None
52994000
0
0
Sanofi
RIGHT 12/31/2020
80105N113
19
41549
SH
SOLE
None
41549
0
0
Seacor Holdings Inc
Note 2.500%12/1
811904AM3
6538
6065000
PRN
SOLE
None
6065000
0
0
SemGroup Corp
*W EXP 11/30/201
81663A113
34292
411816
SH
SOLE
None
411816
0
0
Ship Finance International
Note 3.250% 2/0
G81075AE6
30588
28402000
PRN
SOLE
None
28402000
0
0
Signature Bk New York NY
*W EXP 12/12/201
82669G112
633
5649
SH
SOLE
None
5649
0
0
Silver Eagle Acquisition Corp
Com
827694100
6461
650000
SH
SOLE
None
650000
0
0
Silver Eagle Acquisition Corp
*W Exp 07/26/202
827694118
10454
1051671
SH
SOLE
None
1051671
0
0
Solazyme Inc
Note 6.000% 2/0
83415TAB7
7650
6671000
PRN
SOLE
None
6671000
0
0
Solazyme Inc
Note 5.000% 10/0
83415TAC5
901
1000000
PRN
SOLE
None
1000000
0
0
SunPower Corp
DBCV 4.500% 3/1
867652AE9
18690
12300000
PRN
SOLE
None
12300000
0
0
SunTrust Bks Inc
*W EXP 12/31/201
867914129
2734
71900
SH
SOLE
None
71900
0
0
SunTrust Bks Inc
*W EXP 11/14/201
867914111
2947
77500
SH
SOLE
None
77500
0
0
Terrapin 3 Acquisition Corp
Unit 06/27/2019
88104P203
6030
600000
SH
SOLE
None
600000
0
0
TESARO Inc
Note 3.000%10/0
881569AA5
6269
6000000
PRN
SOLE
None
6000000
0
0
Tesla Mtrs Inc
COM
88160R101
12425
51200
SH
Put
SOLE
None
51200
0
0
Tesla Mtrs Inc
Note 1.500% 6/0
88160RAA9
47172
23377000
PRN
SOLE
None
23377000
0
0
Tesla Mtrs Inc
Note 0.250% 3/0
88160RAB7
31906
33500000
PRN
SOLE
None
33500000
0
0
Texas Capital Bancshares Inc
*W Exp 01/16/201
88224Q115
2319
40200
SH
SOLE
None
40200
0
0
Tyson Foods Inc
Unit 99/99/9999
902494301
10
20000
PRN
SOLE
None
20000
0
0
Continental Airls Inc
NOTE 4.500% 1/1
210795PU8
9297
3750000
PRN
SOLE
None
3750000
0
0
UAL Corp
NOTE 6.000%10/1
902549AJ3
10633
1972000
PRN
SOLE
None
1972000
0
0
United Therapeutics Corp
NOTE 1.000% 9/1
91307CAF9
106078
39384000
PRN
SOLE
None
39384000
0
0
Vipshop Hldgs Ltd
Note 1.500% 3/1
92763WAA1
1776
1500000
PRN
SOLE
None
1500000
0
0
Volcano Corp
NOTE 1.750%12/0
928645AB6
11419
13203000
PRN
SOLE
None
13203000
0
0
Walter Invt Mgmt Corp
NOTE 4.500%11/0
93317WAA0
14129
16931000
PRN
SOLE
None
16931000
0
0
Washington Fed Inc
*W EXP 11/14/201
938824117
319
15646
SH
SOLE
None
15646
0
0
WESCO Intl Inc
DBCV 6.000% 9/1
95082PAH8
79913
28704000
PRN
SOLE
None
28704000
0
0
Wintrust Finl Corp
*W EXP 12/19/201
97650W157
3482
77949
SH
SOLE
None
77949
0
0
WL Ross Hldg Corp
*W Exp 06/11/201
92939D112
2967
300000
SH
SOLE
None
300000
0
0
Zions Bancorporation
*W EXP 05/22/202
989701115
15597
536700
SH
SOLE
None
536700
0
0