0001104659-17-032600.txt : 20170515
0001104659-17-032600.hdr.sgml : 20170515
20170515094000
ACCESSION NUMBER: 0001104659-17-032600
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170331
FILED AS OF DATE: 20170515
DATE AS OF CHANGE: 20170515
EFFECTIVENESS DATE: 20170515
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: 17841683
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
03-31-2017
03-31-2017
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
05-12-2017
0
63
1042053
false
INFORMATION TABLE
2
a17-13058_1informationtable.xml
INFORMATION TABLE
Apple Inc
COM
037833100
6163
42900
SH
Call
SOLE
0
0
0
0
Associated Banc-Corp
*W EXP 11/21/201
045487113
2020
379381
SH
SOLE
0
379381
0
0
Bank of America Corp
*W EXP 10/28/201
060505153
98
106100
SH
SOLE
0
106100
0
0
Barington/Hilco Acquisition Corp
RIGHT 02/13/2017
06759V119
47
133150
SH
SOLE
0
133150
0
0
Barington/Hilco Acquisition Corp
*W EXP 02/11/201
06759V127
32
188799
SH
SOLE
0
188799
0
0
Boulevard Acquisition Corp II
UNIT 99/99/9999
10157Q201
6264
600000
SH
SOLE
0
600000
0
0
CalAtlantic Group Inc
NOTE 1.625% 5/1
783764AQ6
30968
24615000
PRN
SOLE
0
24615000
0
0
Capitol Acquisition Corp III
COM
14055M106
3165
300000
SH
SOLE
0
300000
0
0
Capitol Acquisition Corp III
*W EXP 10/13/202
14055M114
555
300000
SH
SOLE
0
300000
0
0
Cemex SAB de CV
NOTE 3.750% 3/1
151290BC6
29044
24850000
PRN
SOLE
0
24850000
0
0
Ciena Corp
DEBT 4.000%12/1
171779AK7
21546
15714000
PRN
SOLE
0
15714000
0
0
Colony Starwood Homes
NOTE 3.000% 7/0
85571WAB5
6753
5694000
PRN
SOLE
0
5694000
0
0
Conyers Park Acquisition Corp
UNIT 99/99/99991
212894208
777
69221
SH
SOLE
0
69221
0
0
Cornerstone OnDemand Inc
NOTE 1.500% 7/0
21925YAB9
6134
6000000
PRN
SOLE
0
6000000
0
0
Ctrip.com International Ltd
NOTE 1.250%10/1
22943FAD2
14441
11000000
PRN
SOLE
0
11000000
0
0
Ctrip.com International Ltd
NOTE 1.000% 7/0
22943FAF7
5546
5000000
PRN
SOLE
0
5000000
0
0
Double Eagle Acquisition Corp
UNIT 99/99/9999
G28195108
5275
500000
SH
SOLE
0
500000
0
0
Easterly Acquisition Corp
COM
27616L102
6474
650000
SH
SOLE
0
650000
0
0
Easterly Acquisition Corp
*W EXP 07/29/202
27616L110
73
208501
SH
SOLE
0
208501
0
0
EnerNOC Inc
DBCV 2.250% 8/1
292764AB3
1835
2148000
PRN
SOLE
0
2148000
0
0
EnerNOC Inc
DBCV 2.250% 8/1
292764AB3
728
852000
PRN
SOLE
0
852000
0
0
Fluidigm Corp
NOTE 2.750% 2/0
34385PAA6
2716
4000000
PRN
SOLE
0
4000000
0
0
Global Partner Acquisition Corp
COM
37954X105
5988
600000
SH
SOLE
0
600000
0
0
Global Partner Acquisition Corp
*W EXP 07/01/202
37954X113
204
600000
SH
SOLE
0
600000
0
0
GP Investments Acquisition Corp
SHS
G40357124
5234
524990
SH
SOLE
0
524990
0
0
GP Investments Acquisition Corp
*W EXP 05/19/202
G40357108
131
262495
SH
SOLE
0
262495
0
0
Hornbeck Offshore Services Inc
COM
440543106
74
16739
SH
SOLE
0
16739
0
0
Illumina Inc
NOTE 6/1
452327AF6
11111
11000000
PRN
SOLE
0
11000000
0
0
Immunomedics Inc
NOTE 4.750% 2/1
452907AK4
7743
5512000
PRN
SOLE
0
5512000
0
0
Innoviva Inc
NOTE 2.125% 1/1
88338TAB0
16286
17110000
PRN
SOLE
0
17110000
0
0
Ironwood Pharmaceuticals Inc
DBCV 2.250% 6/1
46333XAD0
11227
9000000
PRN
SOLE
0
9000000
0
0
Kinder Morgan Inc/DE
*W EXP 05/25/201
49456B119
14
5600000
SH
SOLE
0
5600000
0
0
KLR Energy Acquisition Corp
CL A
49877M108
4061
393490
SH
SOLE
0
393490
0
0
KLR Energy Acquisition Corp
*W EXP 09/16/202
49877M116
465
399000
SH
SOLE
0
399000
0
0
Landcadia Holdings Inc
UNIT 12/31/2021T
51476W206
4266
400000
SH
SOLE
0
400000
0
0
Liberty Interactive LLC
DEB 3.500% 1/1
530715AN1
24820
45828000
PRN
SOLE
0
45828000
0
0
Medicines Co/The
NOTE 2.500% 1/1
584688AE5
9477
6000000
PRN
SOLE
0
6000000
0
0
Mentor Graphics Corp
SDCV 4.000% 4/0
587200AK2
39633
21040000
PRN
SOLE
0
21040000
0
0
Microchip Technology Inc
SDCV 2.125%12/1
595017AB0
7488
2408000
PRN
SOLE
0
2408000
0
0
Microchip Technology Inc
NOTE 1.625% 2/1
595017AD6
33740
23500000
PRN
SOLE
0
23500000
0
0
Micron Technology Inc
NOTE 2.375% 5/0
595112AW3
175279
58077000
PRN
SOLE
0
58077000
0
0
Micron Technology Inc
NOTE 3.125% 5/0
595112AX1
99332
33615000
PRN
SOLE
0
33615000
0
0
Pacific Special Acquisition Corp
UNIT 99/99/9999
G68588139
2203
199400
SH
SOLE
0
199400
0
0
PowerShares Senior Loan Portfolio
SENIOR LN PORT
73936Q769
233
10000
SH
SOLE
0
10000
0
0
Regeneron Pharmaceuticals Inc
COM
75886F107
2015
5200
SH
SOLE
0
5200
0
0
Regeneron Pharmaceuticals Inc
COM
75886F107
7750
20000
SH
Put
SOLE
0
0
0
0
Renewable Energy Group Inc
MTNF 2.750% 6/1
75972AAA1
590
585000
PRN
SOLE
0
585000
0
0
Saban Capital Acquisition Corp
UNIT 99/99/9999
78516C205
1057
100000
SH
SOLE
0
100000
0
0
Safeguard Scientifics Inc
DBCV 5.250% 5/1
786449AK4
2777
2721000
PRN
SOLE
0
2721000
0
0
Signature Bank/New York NY
*W EXP 12/12/201
82669G112
673
5649
SH
SOLE
0
5649
0
0
Starwood Property Trust Inc
NOTE 3.750%10/1
85571BAC9
8638
8500000
PRN
SOLE
0
8500000
0
0
SunTrust Banks Inc
*W EXP 11/14/201
867914111
753
56038
SH
SOLE
0
56038
0
0
TESARO Inc
NOTE 3.000%10/0
881569AA5
79944
18027000
PRN
SOLE
0
18027000
0
0
Tesla Motors Inc
NOTE 0.250% 3/0
88160RAB7
4498
4500000
PRN
SOLE
0
4500000
0
0
Twitter Inc
NOTE 0.250% 9/1
90184LAB8
1411
1500000
PRN
SOLE
0
1500000
0
0
Verint Systems Inc
COM
92343X100
1164
26838
SH
SOLE
0
26838
0
0
VeriSign Inc
SDCV 3.250% 8/1
92343EAD4
292946
114695000
PRN
SOLE
0
114695000
0
0
Verso Corp
CL A
92531L207
157
26092
SH
SOLE
0
26092
0
0
Weatherford International PLC
ORD SHS
G48833100
1904
286385
SH
SOLE
0
286385
0
0
WebMD Health Corp
NOTE 2.500% 1/3
94770VAF9
6118
6000000
PRN
SOLE
0
6000000
0
0
Workday Inc
NOTE 0.750% 7/1
98138HAC5
12302
10754000
PRN
SOLE
0
10754000
0
0
Yahoo! Inc
NOTE 12/0
984332AF3
2593
2500000
PRN
SOLE
0
2500000
0
0
Zions Bancorporation
*W EXP 05/22/202
989701115
5101
446299
SH
SOLE
0
446299
0
0