Chief Compliance Officer

0001104659-15-059339.txt : 20150813 0001104659-15-059339.hdr.sgml : 20150813 20150813092327 ACCESSION NUMBER: 0001104659-15-059339 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20150630 FILED AS OF DATE: 20150813 DATE AS OF CHANGE: 20150813 EFFECTIVENESS DATE: 20150813 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: 151048940 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 06-30-2015 06-30-2015 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 08-13-2015 0 89 1692408 false INFORMATION TABLE 2 a15-17357_1informationtable.xml INFORMATION TABLE 1347 Cap Corp UNIT 07/18/2016 68245V202 3605 350000 SH SOLE N/A 350000 0 0 Alere Inc PERP PFD CONV SE 01449J204 53 15000 PRN SOLE N/A 15000 0 0 AMAG Pharmaceuticals Inc NOTE 2.500% 2/1 00163UAA4 53587 20721000 PRN SOLE N/A 20721000 0 0 Arowana Inc UNIT 99/99/9999 G05011138 7091 700000 SH SOLE N/A 700000 0 0 Associated Banc Corp *W EXP 11/21/201 045487113 6884 339600 SH SOLE N/A 339600 0 0 Atlantic Alliance Partner Co SHS G04897107 5090 500000 SH SOLE N/A 500000 0 0 Barington Hilco Acquisition COM 06759V101 241 24740 SH SOLE N/A 24740 0 0 Barington Hilco Acquisition UNIT 99/99/9999T 06759V200 2012 200000 SH SOLE N/A 200000 0 0 BlackBerry Ltd COM 09228F103 654 80000 SH Call SOLE N/A 80000 0 0 Blucora Inc NOTE 4.250% 4/0 095229AB6 6162 6200000 PRN SOLE N/A 6200000 0 0 Boulevard 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NY *W EXP 12/12/201 82669G112 827 5649 SH SOLE N/A 5649 0 0 Solazyme Inc NOTE 6.000% 2/0 83415TAB7 6008 9455000 PRN SOLE N/A 9455000 0 0 Solazyme Inc NOTE 5.000%10/0 83415TAC5 2147 3685000 PRN SOLE N/A 3685000 0 0 SPDR Gold Tr GOLD SHS 78463V107 5057 45000 SH Call SOLE N/A 45000 0 0 Starwood Ppty Tr Inc NOTE 3.750%10/1 85571BAC9 8574 8500000 PRN SOLE N/A 8500000 0 0 SunEdison Inc NOTE 2.000%10/0 86732YAC3 9423 4500000 PRN SOLE N/A 4500000 0 0 SunEdison Inc NOTE 2.750% 1/0 86732YAD1 28365 13381000 PRN SOLE N/A 13381000 0 0 SunTrust Bks Inc COM 867914103 472 10968 SH SOLE N/A 10968 0 0 SunTrust Bks Inc *W EXP 11/14/201 867914111 2542 59100 SH SOLE N/A 59100 0 0 SunTrust Bks Inc *W EXP 12/31/201 867914129 1970 45800 SH SOLE N/A 45800 0 0 Terrapin 3 Acquisition Corp *W EXP 06/27/201 88104P112 2538 250000 SH SOLE N/A 250000 0 0 Terrapin 3 Acquisition Corp UNIT 06/27/2019 88104P203 6105 595000 SH SOLE N/A 595000 0 0 TESARO Inc NOTE 3.000%10/0 881569AA5 31209 17027000 PRN SOLE N/A 17027000 0 0 Tesla Motors Inc NOTE 1.500% 6/0 88160RAA9 129945 59577000 PRN SOLE N/A 59577000 0 0 Tesla Motors Inc NOTE 0.250% 3/0 88160RAB7 26165 26500000 PRN SOLE N/A 26500000 0 0 Texas Capital Bancshares Inc *W EXP 01/16/201 88224Q115 2533 40700 SH SOLE N/A 40700 0 0 Theravance Inc NOTE 2.125% 1/1 88338TAB0 18046 19110000 PRN SOLE N/A 19110000 0 0 Titan International Inc COM 88830M102 188 17500 SH SOLE N/A 17500 0 0 Titan International Inc COM 88830M102 2685 250000 SH Put SOLE N/A 250000 0 0 Trina Solar Ltd DBCV 3.500% 6/1 89628EAC8 2549 2500000 PRN SOLE N/A 2500000 0 0 Trulia Inc NOTE 2.750%12/1 897888AB9 31392 24500000 PRN SOLE N/A 24500000 0 0 TTM Technologies Inc COM 87305R109 1489 149000 SH SOLE N/A 149000 0 0 United States Stl Corp NOTE 2.750% 4/0 912909AH1 7195 6500000 PRN SOLE N/A 6500000 0 0 VeriSign Inc SDCV 3.250% 8/1 92343EAD4 119136 64595000 PRN SOLE N/A 64595000 0 0 Walter Invt Mgmt Corp NOTE 4.500%11/0 93317WAA0 6131 7431000 PRN SOLE N/A 7431000 0 0 Washington Fed Inc *W EXP 11/14/201 938824117 2087 89382 SH SOLE N/A 89382 0 0 Wells Fargo & Co *W EXP 10/28/201 949746119 26056 463300 SH SOLE N/A 463300 0 0 WESCO Intl Inc DBCV 6.000% 9/1 95082PAH8 83810 34614000 PRN SOLE N/A 34614000 0 0 WL Ross Holding Corp *W EXP 06/11/201 92939D112 4164 400000 SH SOLE N/A 400000 0 0 Zions Bancorporation *W EXP 05/22/202 989701115 24856 783250 SH SOLE N/A 783250 0 0