0001104659-17-049324.txt : 20170803
0001104659-17-049324.hdr.sgml : 20170803
20170803163234
ACCESSION NUMBER: 0001104659-17-049324
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170803
DATE AS OF CHANGE: 20170803
EFFECTIVENESS DATE: 20170803
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: 171005439
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
06-30-2017
06-30-2017
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
08-02-2017
0
50
931676
false
INFORMATION TABLE
2
a17-18878_1informationtable.xml
INFORMATION TABLE
Acorda Therapeutics Inc
NOTE 1.750% 6/1
00484MAA4
5153
6000000
PRN
SOLE
0
6000000
0
0
Akamai Technologies Inc
DBCV 2/1
00971TAG6
12249
12500000
PRN
SOLE
0
12500000
0
0
Alere Inc
PERP PFD CONV SE
01449J204
29
7450
PRN
SOLE
0
7450
0
0
Associated Banc-Corp
*W EXP 11/21/201
045487113
2222
380181
SH
SOLE
0
380181
0
0
Bank of America Corp
*W EXP 10/28/201
060505153
82
106100
SH
SOLE
0
106100
0
0
Barington/Hilco Acquisition Corp
RIGHT 02/13/2017
06759V119
46
126146
SH
SOLE
0
126146
0
0
Barington/Hilco Acquisition Corp
*W EXP 02/11/201
06759V127
26
176689
SH
SOLE
0
176689
0
0
Boulevard Acquisition Corp II
CL A
10157Q102
6006
600000
SH
SOLE
0
600000
0
0
Boulevard Acquisition Corp II
*W EXP 09/25/202
10157Q110
210
300000
SH
SOLE
0
300000
0
0
CalAtlantic Group Inc
NOTE 1.625% 5/1
783764AQ6
8434
7115000
PRN
SOLE
0
7115000
0
0
Ciena Corp
DEBT 4.000%12/1
171779AK7
22243
15714000
PRN
SOLE
0
15714000
0
0
Conyers Park Acquisition Corp
*W EXP 07/20/202
212894117
52
20000
SH
SOLE
0
20000
0
0
Ctrip.com International Ltd
NOTE 1.250%10/1
22943FAD2
15557
11000000
PRN
SOLE
0
11000000
0
0
Double Eagle Acquisition Corp
UNIT 99/99/9999
G28195108
5260
500000
SH
SOLE
0
500000
0
0
Easterly Acquisition Corp
COM
27616L102
6516
650000
SH
SOLE
0
650000
0
0
Easterly Acquisition Corp
*W EXP 07/29/202
27616L110
172
208501
SH
SOLE
0
208501
0
0
Fluidigm Corp
NOTE 2.750% 2/0
34385PAA6
1239
2000000
PRN
SOLE
0
2000000
0
0
Global Partner Acquisition Corp
COM
37954X105
5970
600000
SH
SOLE
0
600000
0
0
Global Partner Acquisition Corp
*W EXP 07/01/202
37954X113
120
600000
SH
SOLE
0
600000
0
0
GP Investments Acquisition Corp
*W EXP 05/19/202
G40357108
182
262395
SH
SOLE
0
262395
0
0
Hornbeck Offshore Services Inc
COM
440543106
47
16739
SH
SOLE
0
16739
0
0
Illumina Inc
NOTE 6/1
452327AF6
11168
11000000
PRN
SOLE
0
11000000
0
0
Immunomedics Inc
NOTE 4.750% 2/1
452907AK4
10097
5512000
PRN
SOLE
0
5512000
0
0
Innoviva Inc
NOTE 2.125% 1/1
88338TAB0
15621
17110000
PRN
SOLE
0
17110000
0
0
Ironwood Pharmaceuticals Inc
DBCV 2.250% 6/1
46333XAD0
5361
4000000
PRN
SOLE
0
4000000
0
0
iShares China Large-Cap ETF
CHINA LG-CAP ETF
464287184
675
17000
SH
SOLE
0
17000
0
0
Landcadia Holdings Inc
UNIT 12/31/2021T
51476W206
4232
400000
SH
SOLE
0
400000
0
0
Liberty Interactive LLC
DEB 3.500% 1/1
530715AN1
22521
41328000
PRN
SOLE
0
41328000
0
0
Medicines Co/The
NOTE 2.500% 1/1
584688AE5
7823
6000000
PRN
SOLE
0
6000000
0
0
Microchip Technology Inc
NOTE 1.625% 2/1
595017AD6
35246
23500000
PRN
SOLE
0
23500000
0
0
Micron Technology Inc
NOTE 2.375% 5/0
595112AW3
181157
58077000
PRN
SOLE
0
58077000
0
0
Micron Technology Inc
NOTE 3.125% 5/0
595112AX1
102375
33615000
PRN
SOLE
0
33615000
0
0
Nabors Industries Ltd
SHS
G6359F103
405
49700
SH
SOLE
0
49700
0
0
Pacific Special Acquisition Corp
RIGHT 03/15/2017
G68588113
90
151300
SH
SOLE
0
151300
0
0
Renewable Energy Group Inc
MTNF 2.750% 6/1
75972AAA1
648
585000
PRN
SOLE
0
585000
0
0
Saban Capital Acquisition Corp
UNIT 99/99/9999
78516C205
1073
100000
SH
SOLE
0
100000
0
0
Safeguard Scientifics Inc
DBCV 5.250% 5/1
786449AK4
2048
2021000
PRN
SOLE
0
2021000
0
0
Signature Bank/New York NY
*W EXP 12/12/201
82669G112
640
5649
SH
SOLE
0
5649
0
0
Starwood Property Trust Inc
NOTE 3.750%10/1
85571BAC9
8548
8500000
PRN
SOLE
0
8500000
0
0
Starwood Waypoint Homes
NOTE 3.000% 7/0
85571WAB5
6759
5694000
PRN
SOLE
0
5694000
0
0
SunTrust Banks Inc
*W EXP 11/14/201
867914111
781
56038
SH
SOLE
0
56038
0
0
TESARO Inc
NOTE 3.000%10/0
881569AA5
72827
18027000
PRN
SOLE
0
18027000
0
0
Tesla Inc
NOTE 1.250% 3/0
88160RAC5
10994
9500000
PRN
SOLE
0
9500000
0
0
Tesla Motors Inc
NOTE 0.250% 3/0
88160RAB7
12299
10743000
PRN
SOLE
0
10743000
0
0
Twitter Inc
NOTE 0.250% 9/1
90184LAB8
1417
1500000
PRN
SOLE
0
1500000
0
0
Verint Systems Inc
COM
92343X100
575
14138
SH
SOLE
0
14138
0
0
VeriSign Inc
SDCV 3.250% 8/1
92343EAD4
312523
114695000
PRN
SOLE
0
114695000
0
0
Verso Corp
CL A
92531L207
122
26092
SH
SOLE
0
26092
0
0
WebMD Health Corp
NOTE 2.500% 1/3
94770VAF9
6202
6000000
PRN
SOLE
0
6000000
0
0
Zions Bancorporation
*W EXP 05/22/202
989701115
5632
446299
SH
SOLE
0
446299
0
0