0001172661-19-001117.txt : 20190508
0001172661-19-001117.hdr.sgml : 20190508
20190508141517
ACCESSION NUMBER: 0001172661-19-001117
CONFORMED SUBMISSION TYPE: 13F-HR/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20190331
FILED AS OF DATE: 20190508
DATE AS OF CHANGE: 20190508
EFFECTIVENESS DATE: 20190508
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/A
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-11853
FILM NUMBER: 19806150
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/A
1
primary_doc.xml
13F-HR/A
LIVE
false
true
false
0001326638
XXXXXXXX
03-31-2019
03-31-2019
true
1
RESTATEMENT
false
Castle Creek Arbitrage, LLC
227 West Monroe Street, Suite 3550
Chicago
IL
60606
13F HOLDINGS REPORT
028-11853
N
Chris Perz
CFO/CCO
312-692-5075
/s/ Chris Perz
Chicago
IL
05-08-2019
0
84
340269
INFORMATION TABLE
2
infotable.xml
ACORDA THERAPEUTICS INC
NOTE 1.750% 6/1
00484MAA4
2048
2310000
PRN
SOLE
2310000
0
0
AMC ENTMT HLDGS INC
CL A COM
00165C104
257
17320
SH
SOLE
17320
0
0
AMCI ACQUISITION CORP
UNIT 01/07/2019
00165R200
1214
120000
SH
SOLE
120000
0
0
ARYA SCIENCES ACQUISITION CO
UNIT 10/04/2023
G3165V117
517
50000
SH
SOLE
50000
0
0
BLACK RIDGE ACQUISITION CORP
*W EXP 07/10/202
09216T115
130
433300
SH
SOLE
433300
0
0
BLACK RIDGE ACQUISITION CORP
RIGHT 07/10/2019
09216T123
152
433300
SH
SOLE
433300
0
0
BOXWOOD MERGER CORP
UNIT 11/26/2025
10319T200
3017
300000
SH
SOLE
300000
0
0
BROADCOM INC
COM
11135F101
6014
20000
SH
Put
SOLE
20000
0
0
CF FIN ACQUISITION CORP
UNIT 04/30/2025
12528N206
1938
190000
SH
SOLE
190000
0
0
CHURCHILL CAP CORP
*W EXP 09/11/202
17142R111
249
75000
SH
SOLE
75000
0
0
CLOVIS ONCOLOGY INC
NOTE 2.500% 9/1
189464AB6
5111
5500000
PRN
SOLE
5500000
0
0
CM SEVEN STAR ACQUISITION CO
*W EXP 08/21/202
G2345N110
18
103880
SH
SOLE
103880
0
0
CM SEVEN STAR ACQUISITION CO
RIGHT 08/21/2022
G2345N136
66
207761
SH
SOLE
207761
0
0
COLLIER CREEK HOLDINGS
UNIT 99/99/9999
G22707122
1238
120000
SH
SOLE
120000
0
0
COLONY STARWOOD HOMES
NOTE 3.500% 1/1
19625XAB8
2753
2402000
PRN
SOLE
2402000
0
0
CRESCENT ACQUISITION CORP
UNIT 99/99/9999
22564L204
997
100000
SH
SOLE
100000
0
0
CTRIP COM INTL LTD
NOTE 1.250% 9/1
22943FAM2
5074
5000000
PRN
SOLE
5000000
0
0
DD3 ACQUISITION CORP
UNIT 10/12/2023
G2692M129
1953
193000
SH
SOLE
193000
0
0
DERMIRA INC
NOTE 3.000% 5/1
24983LAB0
893
1006000
PRN
SOLE
1006000
0
0
DEXCOM INC
NOTE 0.750% 5/1
252131AF4
3362
2500000
PRN
SOLE
2500000
0
0
ELECTRONICS FOR IMAGING INC
NOTE 0.750% 9/0
286082AC6
4188
4245000
PRN
SOLE
4245000
0
0
ESTRE AMBIENTAL INC
*W EXP 12/21/202
G3206V118
31
311850
SH
SOLE
311850
0
0
FALCON MINERALS CORP
*W EXP 07/21/202
30607B208
76
91380
SH
SOLE
91380
0
0
FINTECH ACQUISITION CORP III
UNIT 12/01/2023
31811A309
1223
120000
SH
SOLE
120000
0
0
FORUM MERGER II CORP
UNIT 09/30/2025
34986F202
1671
161500
SH
SOLE
161500
0
0
FREEPORT-MCMORAN INC
CL B
35671D857
1289
100000
SH
Call
SOLE
100000
0
0
GORDON POINTE ACQUISITION CO
*W EXP 07/30/202
382788115
108
358250
SH
SOLE
358250
0
0
GORDON POINTE ACQUISITION CO
COM CLASS A
382788107
1105
108250
SH
SOLE
108250
0
0
GORES METROPOULOS INC
UNIT 99/99/9999
382872208
255
25000
SH
SOLE
25000
0
0
GRAF INDL CORP
UNIT 12/31/2025
384278206
5796
573000
SH
SOLE
573000
0
0
HENNESSY CAP ACQUSTION CORP
UNIT 99/99/9999
42589C203
4032
400000
SH
SOLE
400000
0
0
HERBALIFE LTD
NOTE 2.000% 8/1
42703MAB9
19299
15500000
PRN
SOLE
15500000
0
0
HOSTESS BRANDS INC
*W EXP 11/04/202
44109J114
977
745489
SH
SOLE
745489
0
0
INTERCEPT PHARMACEUTICALS IN
NOTE 3.250% 7/0
45845PAA6
4467
4504000
PRN
SOLE
4504000
0
0
INTREXON CORP
NOTE 3.500% 7/0
46122TAA0
2364
4035000
PRN
SOLE
4035000
0
0
INVESCO MORTGAGE CAPITAL INC
COM
46131B100
237
15000
SH
Put
SOLE
15000
0
0
ISIS PHARMACEUTICALS INC DEL
NOTE 1.000%11/1
464337AJ3
14515
10734000
PRN
SOLE
10734000
0
0
KBR INC
COM
48242W106
955
50000
SH
Call
SOLE
50000
0
0
LEISURE ACQUISITION CORP
UNIT 99/99/9999
52539T206
1843
179762
SH
SOLE
179762
0
0
LF CAP ACQUISITION CORP
UNIT 06/19/2025
50200K207
2368
228346
SH
SOLE
228346
0
0
MEDICINES CO
NOTE 2.500% 1/1
584688AE5
2161
2157000
PRN
SOLE
2157000
0
0
MICROCHIP TECHNOLOGY INC
NOTE 1.625% 2/1
595017AD6
52055
31786000
PRN
SOLE
31786000
0
0
MICROCHIP TECHNOLOGY INC
NOTE 2.250% 2/1
595017AH7
5750
5201000
PRN
SOLE
5201000
0
0
MICRON TECHNOLOGY INC
COM
595112103
827
20000
SH
Put
SOLE
20000
0
0
MICRON TECHNOLOGY INC
NOTE 3.125% 5/0
595112AX1
43570
10512000
PRN
SOLE
10512000
0
0
MODERN MEDIA ACQUISITION
*W EXP 05/17/202
60765P111
53
171462
SH
SOLE
171462
0
0
MODERN MEDIA ACQUISITION
RIGHT 99/99/9999
60765P129
74
278831
SH
SOLE
278831
0
0
MONOCLE ACQUISITION CORP
UNIT 99/99/9999
609754205
2511
250000
SH
SOLE
250000
0
0
MUDRICK CAP ACQUISITION CORP
UNIT 02/01/2023
624745204
1659
156815
SH
SOLE
156815
0
0
NABORS INDS INC NEW
NOTE 0.750% 1/1
62957HAB1
2142
3000000
PRN
SOLE
3000000
0
0
NATIONAL ENERGY SERVICES REU
*W EXP 05/05/202
G6375R115
59
51819
SH
SOLE
51819
0
0
NOVAVAX INC
NOTE 3.750% 2/0
670002AB0
554
1514000
PRN
SOLE
1514000
0
0
PURE ACQUISITION CORP
UNIT 04/13/2023
74621Q205
2893
273456
SH
SOLE
273456
0
0
RADIUS HEALTH INC
NOTE 3.000% 9/0
750469AA6
5187
6208000
PRN
SOLE
6208000
0
0
REALPAGE INC
NOTE 1.500%11/1
75606NAB5
5454
3537000
PRN
SOLE
3537000
0
0
RENEWABLE ENERGY GROUP INC
NOTE 4.000% 6/1
75972AAC7
2487
1175000
PRN
SOLE
1175000
0
0
RESTORATION HARDWARE HLDGS I
DBCV 7/1
761283AC4
5490
5012000
PRN
SOLE
5012000
0
0
RESTORATION HARDWARE HLDGS I
NOTE 6/1
761283AD2
2161
2150000
PRN
SOLE
2150000
0
0
RMG ACQUISITION CORP
UNIT 99/99/9999
749641205
501
50000
SH
SOLE
50000
0
0
ROSEHILL RES INC
*W EXP 09/16/202
777385113
58
150271
SH
SOLE
150271
0
0
SCHULTZE SPL PURP ACQUISITIO
UNIT 12/31/2023
80821R208
5888
585000
SH
SOLE
585000
0
0
SKECHERS U S A INC
CL A
830566105
3361
100000
SH
Put
SOLE
100000
0
0
SKECHERS U S A INC
CL A
830566105
1681
50000
SH
Call
SOLE
50000
0
0
STARS GROUP INC
COM
85570W100
315
18000
SH
SOLE
18000
0
0
TESLA INC
NOTE 1.250% 3/0
88160RAC5
2358
2291000
PRN
SOLE
2291000
0
0
TESLA INC
NOTE 2.375% 3/1
88160RAD3
1570
1432000
PRN
SOLE
1432000
0
0
THERAVANCE BIOPHARMA INC
NOTE 3.250%11/0
88339KAA0
5015
5149000
PRN
SOLE
5149000
0
0
THERAVANCE INC
NOTE 2.125% 1/1
88338TAB0
3645
3583000
PRN
SOLE
3583000
0
0
THUNDER BRIDGE ACQUISITION L
*W EXP 01/01/202
G8857R126
71
100670
SH
SOLE
100670
0
0
TIBERIUS ACQUISITION CORP
UNIT 02/28/2021
88633A206
1494
143200
SH
SOLE
143200
0
0
TKK SYMPHONY ACQUISITION COR
UNIT 08/15/2023
G88950111
4881
475000
SH
SOLE
475000
0
0
TORTOISE ACQUISITION CORP
UNIT 03/04/2024
89154L209
500
50000
SH
SOLE
50000
0
0
TRINE ACQUISITION CORP
UNIT 03/31/2021
89628U207
501
50000
SH
SOLE
50000
0
0
TRINITY MERGER CORP
*W EXP 05/11/202
89653L114
126
381641
SH
SOLE
381641
0
0
TRINITY MERGER CORP
COM CL A
89653L106
2495
244141
SH
SOLE
244141
0
0
TUSCAN HOLDINGS CORP
UNIT 99/99/9999
90069K203
10358
995000
SH
SOLE
995000
0
0
TWELVE SEAS INVESTMENT COMPA
UNIT 06/21/2023
G9145A123
1774
169470
SH
SOLE
169470
0
0
TWITTER INC
NOTE 0.250% 9/1
90184LAB8
890
904000
PRN
SOLE
904000
0
0
U S WELL SVCS INC
*W EXP 03/15/202
91274U119
186
184370
SH
SOLE
184370
0
0
VANTAGE ENERGY ACQUISITION
*W EXP 04/12/202
92211L113
17
74864
SH
SOLE
74864
0
0
VECTOIQ ACQUISITION CORP
UNIT 05/11/2023
92243N202
3334
319050
SH
SOLE
319050
0
0
WEATHERFORD INTL LTD
NOTE 5.875% 7/0
947075AH0
808
1000000
PRN
SOLE
1000000
0
0
WORKDAY INC
NOTE 1.500% 7/1
98138HAD3
46892
19800000
PRN
SOLE
19800000
0
0
XILINX INC
COM
983919101
2663
21000
SH
Put
SOLE
21000
0
0