Chief Compliance Officer

0001104659-16-139667.txt : 20160815 0001104659-16-139667.hdr.sgml : 20160815 20160815110818 ACCESSION NUMBER: 0001104659-16-139667 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 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: 161830812 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 06-30-2016 06-30-2016 false Castle Creek Arbitrage, LLC

227 West Monroe Street, Suite 3550 Chicago IL 60606

13F HOLDINGS REPORT 028-11853 N Courtney Fong Chief Compliance Officer 312-692-7564 Courtney Fong Chicago IL 08-12-2016 0 93 1213058 false INFORMATION TABLE 2 a16-16719_1informationtable.xml INFORMATION TABLE 1347 Capital Corp COM 68245V103 3241 350000 SH SOLE 0 350000 0 0 1347 Capital Corp RIGHT 07/21/2016 68245V111 89 341700 SH SOLE 0 341700 0 0 1347 Capital Corp *W EXP 07/15/202 68245V129 82 272749 SH SOLE 0 272749 0 0 Aegerion Pharmaceuticals Inc NOTE 2.000% 8/1 00767EAB8 855 1500000 PRN SOLE 0 1500000 0 0 AgroFresh Solutions Inc *W EXP 07/31/202 00856G117 134 158428 SH SOLE 0 158428 0 0 Alere Inc PERP PFD CONV SE 01449J204 49 15000 PRN SOLE 0 15000 0 0 AMAG Pharmaceuticals Inc NOTE 2.500% 2/1 00163UAA4 4122 3721000 PRN SOLE 0 3721000 0 0 Arowana Inc SHS G05011104 8777 872500 SH SOLE 0 872500 0 0 Arowana Inc RIGHT 01/01/2017 G05011120 123 700000 SH SOLE 0 700000 0 0 Arowana Inc *W EXP 04/29/202 G05011112 56 700000 SH SOLE 0 700000 0 0 Associated Banc-Corp *W EXP 11/21/201 045487113 543 338300 SH SOLE 0 338300 0 0 AT&T Inc COM 00206R102 3889 90000 SH Call SOLE 0 0 0 0 Atlantic Alliance Partnership Corp SHS G04897107 5178 500000 SH SOLE 0 500000 0 0 Barington/Hilco Acquisition Corp COM 06759V101 247 24740 SH SOLE 0 24740 0 0 Barington/Hilco Acquisition Corp UNIT 99/99/9999T 06759V200 2034 200000 SH SOLE 0 200000 0 0 Boulevard Acquisition Corp II UNIT 99/99/9999 10157Q201 5934 600000 SH SOLE 0 600000 0 0 CalAtlantic Group Inc NOTE 1.625% 5/1 783764AQ6 32901 25615000 PRN SOLE 0 25615000 0 0 Capitol Acquisition Corp III UNIT 99/99/9999 14055M205 5925 600000 SH SOLE 0 600000 0 0 Cathay General Bancorp *W EXP 12/05/201 149150112 1526 186818 SH SOLE 0 186818 0 0 Cathay General Bancorp *W EXP 12/05/201 149150112 754 92282 SH SOLE 0 92282 0 0 Cemex SAB de CV NOTE 3.750% 3/1 151290BC6 38040 36850000 PRN SOLE 0 36850000 0 0 Chevron Corp COM 166764100 4717 45000 SH Call SOLE 0 0 0 0 Ciena Corp DEBT 4.000%12/1 171779AK7 19776 15714000 PRN SOLE 0 15714000 0 0 Cobalt International Energy Inc NOTE 2.625%12/0 19075FAA4 6243 16644000 PRN SOLE 0 16644000 0 0 Colony Starwood Homes NOTE 3.000% 7/0 85571WAB5 6286 5694000 PRN SOLE 0 5694000 0 0 Colony Starwood Homes NOTE 4.500%10/1 85571WAD1 9922 9000000 PRN SOLE 0 9000000 0 0 Comcast Corp CL A 20030N101 2934 45000 SH Call SOLE 0 0 0 0 ConAgra Foods Inc COM 205887102 2391 50000 SH Call SOLE 0 0 0 0 Ctrip.com International Ltd NOTE 1.250%10/1 22943FAD2 13464 11000000 PRN SOLE 0 11000000 0 0 Dick's Sporting Goods Inc COM 253393102 1127 25000 SH Call SOLE 0 0 0 0 Double Eagle Acquisition Corp UNIT 99/99/9999 G28195108 4990 500000 SH SOLE 0 500000 0 0 Easterly Acquisition Corp COM 27616L102 6360 650000 SH SOLE 0 650000 0 0 Easterly Acquisition Corp *W EXP 07/29/202 27616L110 218 325001 SH SOLE 0 325001 0 0 EnerNOC Inc DBCV 2.250% 8/1 292764AB3 2153 3000000 PRN SOLE 0 3000000 0 0 Exelixis Inc NOTE 4.250% 8/1 30161QAC8 6943 4670000 PRN SOLE 0 4670000 0 0 Fluidigm Corp NOTE 2.750% 2/0 34385PAA6 3642 6000000 PRN SOLE 0 6000000 0 0 Garnero Group Acquisition Co *W EXP 06/24/201 G5866L116 12 284000 SH SOLE 0 284000 0 0 Global Partner Acquisition Corp UNIT 07/01/2020 37954X204 5856 600000 SH SOLE 0 600000 0 0 Gores Holdings Inc UNIT 99/99/9999 382866200 9000 900000 SH SOLE 0 900000 0 0 GP Investments Acquisition Corp SHS G40357124 5092 524990 SH SOLE 0 524990 0 0 GP Investments Acquisition Corp *W EXP 05/19/202 G40357108 160 262495 SH SOLE 0 262495 0 0 Immunomedics Inc NOTE 4.750% 2/1 452907AK4 4545 6512000 PRN SOLE 0 6512000 0 0 Innoviva Inc NOTE 2.125% 1/1 88338TAB0 13730 17110000 PRN SOLE 0 17110000 0 0 Integra LifeSciences Holdings Corp NOTE 1.625%12/1 457985AK5 13687 9000000 PRN SOLE 0 9000000 0 0 Intel Corp COM 458140100 6560 200000 SH Put SOLE 0 0 0 0 Ionis Pharmaceuticals Inc NOTE 1.000%11/1 464337AJ3 3556 5000000 PRN SOLE 0 5000000 0 0 Kinder Morgan Inc/DE *W EXP 05/25/201 49456B119 99 5600000 SH SOLE 0 5600000 0 0 KLR Energy Acquisition Corp UNIT 12/31/2020 49877M207 4044 399000 SH SOLE 0 399000 0 0 Lincoln National Corp *W EXP 07/10/201 534187117 211 6886 SH SOLE 0 6886 0 0 Lindblad Expeditions Holdings Inc (OLD CLACW) *W EXP 07/08/202 535219117 434 218663 SH SOLE 0 218663 0 0 Lockheed Martin Corp COM 539830109 546 2200 SH Call SOLE 0 0 0 0 MasterCard Inc CL A 57636Q104 4403 50000 SH Call SOLE 0 0 0 0 Medicines Co/The NOTE 2.500% 1/1 584688AE5 7109 6000000 PRN SOLE 0 6000000 0 0 Mentor Graphics Corp SDCV 4.000% 4/0 587200AK2 9100 8290000 PRN SOLE 0 8290000 0 0 Microchip Technology Inc SDCV 2.125%12/1 595017AB0 9452 4488000 PRN SOLE 0 4488000 0 0 Microchip Technology Inc NOTE 1.625% 2/1 595017AD6 18360 16500000 PRN SOLE 0 16500000 0 0 Micron Technology Inc COM 595112103 22686 1648700 SH Put SOLE 0 0 0 0 Micron Technology Inc COM 595112103 6880 500000 SH Put SOLE 0 0 0 0 Micron Technology Inc COM 595112103 6880 500000 SH Put SOLE 0 0 0 0 Micron Technology Inc NOTE 2.375% 5/0 595112AW3 96044 64171000 PRN SOLE 0 64171000 0 0 Micron Technology Inc NOTE 3.125% 5/0 595112AX1 51679 33615000 PRN SOLE 0 33615000 0 0 Molina Healthcare Inc NOTE 1.125% 1/1 60855RAC4 13539 10000000 PRN SOLE 0 10000000 0 0 NVIDIA Corp NOTE 1.000%12/0 67066GAC8 13997 6000000 PRN SOLE 0 6000000 0 0 Pace Holdings Corp UNIT 99/99/9999 G6865N129 4780 481326 SH SOLE 0 481326 0 0 Pacific Special Acquisition Corp UNIT 99/99/9999 G68588139 2070 200000 SH SOLE 0 200000 0 0 PNC Financial Services Group Inc/The *W EXP 12/31/201 693475121 8637 499400 SH SOLE 0 499400 0 0 Qihoo 360 Technology Co Ltd NOTE 0.500% 8/1 74734MAE9 5425 5500000 PRN SOLE 0 5500000 0 0 Quinpario Acquisition Corp 2 COM 74874U101 2970 300600 SH SOLE 0 300600 0 0 Renewable Energy Group Inc MTNF 2.750% 6/1 75972AAA1 535 585000 PRN SOLE 0 585000 0 0 Signature Bank/New York NY *W EXP 12/12/201 82669G112 537 5649 SH SOLE 0 5649 0 0 SPDR S&P500 ETF Trust TR UNIT 78462F103 35611 170000 SH Put SOLE 0 0 0 0 SPDR S&P500 ETF Trust TR UNIT 78462F103 8379 40000 SH Put SOLE 0 0 0 0 Starwood Property Trust Inc NOTE 3.750%10/1 85571BAC9 8569 8500000 PRN SOLE 0 8500000 0 0 Steel Dynamics Inc COM 858119100 2450 100000 SH Put SOLE 0 0 0 0 SunEdison Inc NOTE 2.000%10/0 86732YAC3 270 5000000 PRN SOLE 0 5000000 0 0 SunTrust Banks Inc *W EXP 12/31/201 867914129 424 44700 SH SOLE 0 44700 0 0 SunTrust Banks Inc *W EXP 11/14/201 867914111 243 56038 SH SOLE 0 56038 0 0 Terrapin 3 Acquisition Corp COM CL A 88104P104 5926 595000 SH SOLE 0 595000 0 0 Terrapin 3 Acquisition Corp *W EXP 06/27/201 88104P112 158 845000 SH SOLE 0 845000 0 0 TerraVia Holdings Inc (OLD SOLAZYME) NOTE 6.000% 2/0 83415TAB7 5504 9455000 PRN SOLE 0 9455000 0 0 TESARO Inc NOTE 3.000%10/0 881569AA5 42755 17027000 PRN SOLE 0 17027000 0 0 Tesla Motors Inc NOTE 1.500% 6/0 88160RAA9 140293 82630000 PRN SOLE 0 82630000 0 0 Tesla Motors Inc NOTE 0.250% 3/0 88160RAB7 3992 4500000 PRN SOLE 0 4500000 0 0 Texas Capital Bancshares Inc *W EXP 01/16/201 88224Q115 1304 40700 SH SOLE 0 40700 0 0 Trina Solar Ltd NOTE 4.000%10/1 89628EAE4 5744 6750000 PRN SOLE 0 6750000 0 0 Trulia Inc NOTE 2.750%12/1 897888AB9 26351 16800000 PRN SOLE 0 16800000 0 0 VeriSign Inc SDCV 3.250% 8/1 92343EAD4 289502 114695000 PRN SOLE 0 114695000 0 0 Washington Federal Inc *W EXP 11/14/201 938824117 610 89382 SH SOLE 0 89382 0 0 WebMD Health Corp NOTE 2.500% 1/3 94770VAF9 6606 6000000 PRN SOLE 0 6000000 0 0 WESCO International Inc DBCV 6.000% 9/1 95082PAH8 62055 34614000 PRN SOLE 0 34614000 0 0 Wright Medical Group Inc NOTE 2.000% 2/1 98235TAE7 4588 5000000 PRN SOLE 0 5000000 0 0 Zillow Group Inc CL C CAP STK 98954M200 1814 50000 SH Put SOLE 0 0 0 0 Zions Bancorporation *W EXP 05/22/202 989701115 1631 747948 SH SOLE 0 747948 0 0