Chief Compliance Officer

0001104659-15-009251.txt : 20150212 0001104659-15-009251.hdr.sgml : 20150212 20150212094257 ACCESSION NUMBER: 0001104659-15-009251 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20141231 FILED AS OF DATE: 20150212 DATE AS OF CHANGE: 20150212 EFFECTIVENESS DATE: 20150212 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: 15602591 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 12-31-2014 12-31-2014 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 /s/ Constance Wick Chicago IL 02-12-2015 0 84 2086508 false INFORMATION TABLE 2 a15-4066_1informationtable.xml INFORMATION TABLE 1347 Capital Corp Unit 99/99/9999 68245V202 3504 350000 SH SOLE N/A 350000 0 0 Alere Inc PERP PFD CONV SE 01449J204 47 15000 PRN SOLE N/A 15000 0 0 AMAG Pharmaceuticals Inc Note 2.500% 2/1 00163UAA4 15461 9250000 PRN SOLE N/A 9250000 0 0 Associated Banc-Corp *W EXP 11/21/201 045487113 6752 362433 SH SOLE N/A 362433 0 0 Auxilium Pharmaceuticals Inc NOTE 1.500% 7/1 05334DAA5 20145 13572000 PRN SOLE N/A 13572000 0 0 Blucora Inc Note 4.250% 4/0 095229AB6 5864 6200000 PRN SOLE N/A 6200000 0 0 Boulevard Acquisition Corp Com 10157P104 4752 492480 SH SOLE N/A 492480 0 0 Boulevard Acquisition Corp *W Exp 02/19/201 10157P112 2413 250000 SH SOLE N/A 250000 0 0 Cadence Design Systems Inc NOTE 2.625% 6/0 127387AJ7 109953 43734000 PRN SOLE N/A 43734000 0 0 Cambridge Cap Acquisition Corp Com 13215Q106 4655 475000 SH SOLE N/A 475000 0 0 Cambridge Cap Acquisition Corp *W Exp 12/17/201 13215Q114 5354 546345 SH SOLE N/A 546345 0 0 Capital One Finl Corp *W EXP 11/14/201 14040H139 64108 776600 SH SOLE N/A 776600 0 0 Capitol Acquisition Corp II *W Exp 05/15/201 14056V113 3678 372297 SH SOLE N/A 372297 0 0 Cathay Gen Bancorp *W Exp 12/05/201 149150112 6922 270500 SH SOLE N/A 270500 0 0 Cemex SAB de CV NOTE 3.250% 3/1 151290BB8 14525 12500000 PRN SOLE N/A 12500000 0 0 Cemex SAB de CV NOTE 3.750% 3/1 151290BC6 106330 88100000 PRN SOLE N/A 88100000 0 0 Centrus Energy Corp CL A 15643U104 476 110699 SH SOLE N/A 110699 0 0 Chart Acquisition Corp *W EXP 12/19/201 161151113 3840 400000 SH SOLE N/A 400000 0 0 Chesapeake Energy Corp Note 2.750%11/1 165167BW6 25322 25219000 PRN SOLE N/A 25219000 0 0 Cobalt International Energy Inc Note 2.625%12/0 19075FAA4 15460 25000000 PRN SOLE N/A 25000000 0 0 Comerica Inc *W EXP 11/14/201 200340115 3326 71000 SH SOLE N/A 71000 0 0 Continental Airls Inc NOTE 4.500% 1/1 210795PU8 13257 3750000 PRN SOLE N/A 3750000 0 0 Ctrip.com International Ltd Note 1.250%10/1 22943FAD2 14392 14750000 PRN SOLE N/A 14750000 0 0 Exelixis Inc Note 4.250% 8/1 30161QAC8 4042 7170000 PRN SOLE N/A 7170000 0 0 Forest City Enterprises Inc NOTE 5.000%10/1 345550AM9 27294 16221000 PRN SOLE N/A 16221000 0 0 Galena Biopharma Inc COM 363256108 97 63945 SH SOLE N/A 63945 0 0 Hennessy Capital Acquisition Corp Com 425886108 1944 198400 SH SOLE N/A 198400 0 0 Hennessy Capital Acquisition Corp *W Exp 01/23/201 425886116 3920 400000 SH SOLE N/A 400000 0 0 Hologic Inc FRNT 2.000%12/1 436440AB7 5852 4670000 PRN SOLE N/A 4670000 0 0 Horsehead Hldg Corp COM 440694305 1583 100000 SH Put SOLE N/A 100000 0 0 Iconix Brand Group Inc Note 2.500% 6/0 451055AE7 18874 16000000 PRN SOLE N/A 16000000 0 0 Iconix Brand Group Inc Note 1.500% 3/1 451055AF4 16026 13500000 PRN SOLE N/A 13500000 0 0 InterDigital Inc Note 2.500% 3/1 458660AB3 17263 15500000 PRN SOLE N/A 15500000 0 0 iShares TR MSCI EMG MKT ETF 464287234 19645 500000 SH Call SOLE N/A 500000 0 0 JetBlue Airways Corp DBCV 5.500%10/1 477143AE1 47211 13186000 PRN SOLE N/A 13186000 0 0 JPMorgan Chase & Co *W EXP 10/28/201 46634E114 23949 382700 SH SOLE N/A 382700 0 0 Kinder Morgan Inc Del *W EXP 05/25/201 49456B119 99526 2352300 SH SOLE N/A 2352300 0 0 Lincoln Natl Corp Ind *W EXP 07/10/201 534187117 397 6886 SH SOLE N/A 6886 0 0 Microchip Technology Inc SDCV 2.125%12/1 595017AB0 120122 67268000 PRN SOLE N/A 67268000 0 0 Micron Technology Inc Note 1.625% 2/1 595112AU7 86797 27126000 PRN SOLE N/A 27126000 0 0 Micron Technology Inc Note 2.375% 5/0 595112AW3 213582 58627000 PRN SOLE N/A 58627000 0 0 Micron Technology Inc Note 3.125% 5/0 595112AX1 120021 33615000 PRN SOLE N/A 33615000 0 0 Molina Healthcare Inc DBCV 1.625% 8/1 60855RAD2 8904 8000000 PRN SOLE N/A 8000000 0 0 Molycorp Inc COM 608753109 756 859300 SH Put SOLE N/A 859300 0 0 Molycorp Inc NOTE 5.500% 2/0 608753AH2 4545 14680000 PRN SOLE N/A 14680000 0 0 Mylan Inc NOTE 3.750% 9/1 628530AJ6 42288 10000000 PRN SOLE N/A 10000000 0 0 Nokia Corp SPONSORED ADR 654902204 386 49130 SH SOLE N/A 49130 0 0 Omnicare Cap Tr II PFD B TR 4.00% 68214Q200 172 191800 PRN SOLE N/A 191800 0 0 PDL BioPharma Inc NOTE 3.750% 5/0 69329YAC8 17779 13446000 PRN SOLE N/A 13446000 0 0 PHH Corp NOTE 6.000% 6/1 693320AQ6 14826 7496000 PRN SOLE N/A 7496000 0 0 PNC Finl Svcs Group Inc *W EXP 12/31/201 693475121 14560 159600 SH SOLE N/A 159600 0 0 ROI Acquisition Corp II *W Exp 09/17/201 74966G119 3932 400000 SH SOLE N/A 400000 0 0 RTI Intl Metals Inc COM 74973W107 1240 49100 SH SOLE N/A 49100 0 0 SanDisk Corp NOTE 1.500% 8/I 80004CAD3 144141 74994000 PRN SOLE N/A 74994000 0 0 SEACOR Holdings Inc Note 2.500%12/1 811904AM3 6403 6065000 PRN SOLE N/A 6065000 0 0 Ship Finance International Ltd Note 3.250% 2/0 G81075AE6 27277 28402000 PRN SOLE N/A 28402000 0 0 Signature Bk New York NY *W EXP 12/12/201 82669G112 712 5649 SH SOLE N/A 5649 0 0 Solazyme Inc Note 6.000% 2/0 83415TAB7 3776 6671000 PRN SOLE N/A 6671000 0 0 Solazyme Inc Note 5.000%10/0 83415TAC5 2919 6435000 PRN SOLE N/A 6435000 0 0 Starwood Ppty Tr Inc Note 3.750%10/1 85571BAC9 8640 8500000 PRN SOLE N/A 8500000 0 0 SunPower Corp DBCV 4.500% 3/1 867652AE9 14443 12300000 PRN SOLE N/A 12300000 0 0 SunTrust Banks Inc *W EXP 11/14/201 867914111 2508 59865 SH SOLE N/A 59865 0 0 SunTrust Banks Inc *W EXP 12/31/201 867914129 1948 46500 SH SOLE N/A 46500 0 0 Terrapin 3 Acquisition Corp *W Exp 06/27/201 88104P112 2425 250000 SH SOLE N/A 250000 0 0 Terrapin 3 Acquisition Corp Unit 06/27/2019 88104P203 5950 595000 SH SOLE N/A 595000 0 0 TESARO Inc Note 3.000%10/0 881569AA5 21372 17027000 PRN SOLE N/A 17027000 0 0 Tesla Motors Inc COM 88160R101 11387 51200 SH Put SOLE N/A 51200 0 0 Tesla Motors Inc Note 1.500% 6/0 88160RAA9 78589 42377000 PRN SOLE N/A 42377000 0 0 Tesla Motors Inc Note 0.250% 3/0 88160RAB7 31070 33500000 PRN SOLE N/A 33500000 0 0 Texas Capital Bancshares Inc *W Exp 01/16/201 88224Q115 2211 40700 SH SOLE N/A 40700 0 0 Theravance Inc NOTE 2.125% 1/1 88338TAB0 12605 16110000 PRN SOLE N/A 16110000 0 0 Trulia Inc Note 2.750%12/1 897888AB9 39133 27000000 PRN SOLE N/A 27000000 0 0 Tyson Foods Inc Unit 99/99/9999 902494301 10 20000 PRN SOLE N/A 20000 0 0 United States Stl Corp Note 2.750% 4/0 912909AH1 20567 16500000 PRN SOLE N/A 16500000 0 0 United Therapeutics Corp NOTE 1.000% 9/I 91307CAF9 106758 39384000 PRN SOLE N/A 39384000 0 0 Vipshop Holdings Ltd Note 1.500% 3/1 92763WAA1 1792 1500000 PRN SOLE N/A 1500000 0 0 Volcano Corp Note 1.750%12/0 928645AB6 12855 12953000 PRN SOLE N/A 12953000 0 0 Walter Invt Mgmt Corp NOTE 4.500%11/0 93317WAA0 12848 16931000 PRN SOLE N/A 16931000 0 0 Washington Fed Inc *W EXP 11/14/201 938824117 1980 89382 SH SOLE N/A 89382 0 0 Wells Fargo & Co *W EXP 10/28/201 949746119 1124 20500 SH SOLE N/A 20500 0 0 WESCO Intl Inc DBCV 6.000% 9/1 95082PAH8 93183 34614000 PRN SOLE N/A 34614000 0 0 Wintrust Finl Corp *W EXP 12/19/201 97650W157 3682 78749 SH SOLE N/A 78749 0 0 WL Ross Hldg Corp *W Exp 06/11/201 92939D112 4104 400000 SH SOLE N/A 400000 0 0 Zions Bancorporation *W EXP 05/22/202 989701115 22027 772600 SH SOLE N/A 772600 0 0