Chief Compliance Officer

0001104659-14-080781.txt : 20141114 0001104659-14-080781.hdr.sgml : 20141114 20141114101156 ACCESSION NUMBER: 0001104659-14-080781 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20140930 FILED AS OF DATE: 20141114 DATE AS OF CHANGE: 20141114 EFFECTIVENESS DATE: 20141114 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: 141221147 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 09-30-2014 09-30-2014 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 Constance Wick Chicago IL 11-14-2014 0 79 1714804 false INFORMATION TABLE 2 a14-24208_1informationtable.xml INFORMATION TABLE 1347 Cap Corp Unit 99/99/9999 68245V202 3535 350000 SH SOLE None 350000 0 0 Alere Inc PERP PED CONV SE 01449J204 49 15000 PRN SOLE None 15000 0 0 AMAG Pharmaceuticals Inc Note 2.500% 2/1 00163UAA4 12394 9250000 PRN SOLE None 9250000 0 0 Associated Banc Corp *W EXP 11/21/201 045487113 6164 353833 SH SOLE None 353833 0 0 Auxilium Pharmaceuticals Inc NOTE 1.500% 7/1 05334DAA5 2513 1900000 PRN SOLE None 1900000 0 0 Boulevard Acquisition Corp COM 10157P104 4777 492480 SH SOLE None 492480 0 0 Boulevard Acquisition Corp *W Exp 02/19/201 10157P112 2425 250000 SH SOLE None 250000 0 0 Cadence Design Systems Inc NOTE 2.625% 6/0 127387AJ7 99931 43734000 PRN SOLE None 43734000 0 0 Cambridge Cap Acquisition Corp COM 13215Q106 4631 475000 SH SOLE None 475000 0 0 Cambridge Cap Acquisition Corp *W Exp 12/17/201 13215Q114 5606 575000 SH SOLE None 575000 0 0 Capital One Finl Corp *W EXP 11/14/201 14040H139 40026 490400 SH SOLE None 490400 0 0 Capitol Acquisition Corp II *W Exp 05/15/201 14056V113 3652 372297 SH SOLE None 372297 0 0 Cathay Gen Bancorp *W Exp 12/05/201 149150112 5749 231534 SH SOLE None 231534 0 0 Cemex SAB de CV NOTE 3.750% 3/1 151290BC6 129790 88100000 PRN SOLE None 88100000 0 0 Centrus Energy Corp CL A 15643U104 1130 110700 SH SOLE None 110700 0 0 Chart Acquisition Corp *W EXP 12/19/201 161151113 3968 400000 SH SOLE None 400000 0 0 Chesapeake Energy Corp NOTE 2.750%11/1 165167BW6 22511 22219000 PRN SOLE None 22219000 0 0 Cobalt International Energy Inc COM 19075F106 2720 200000 SH Put SOLE None 200000 0 0 Cobalt Intl Energy Inc NOTE 2 .625%12/0 19075FAA4 14716 17750000 PRN SOLE None 17750000 0 0 Comerica Inc *W EXP 11/14/201 200340115 6537 131100 SH SOLE None 131100 0 0 Equinix Inc NOTE 3.000%10/1 29444UAG1 12321 6400000 PRN SOLE None 6400000 0 0 Exelixis Inc Note 4.250% 8/1 30161QAC8 4155 7170000 PRN SOLE None 7170000 0 0 Forest City Enterprises Inc NOTE 5.000%10/1 345550AM9 25672 16221000 PRN SOLE None 16221000 0 0 Galena Biopharma Inc COM 363256108 132 63945 SH SOLE None 63945 0 0 General Mtrs Co COM 37045V100 43598 1365000 SH Call SOLE None 1365000 0 0 Hartford Finl Svcs Group Inc *W EXP 05/25/201 416515120 629 16882 SH SOLE None 16882 0 0 Hennessy Cap Acquisition Cor Com 425886108 1944 198400 SH SOLE None 198400 0 0 Hennessy Cap Acquisition Cor *W Exp 01/23/201 425886116 3920 400000 SH SOLE None 400000 0 0 Hewlett Packard Co COM 428236103 10641 300000 SH Put SOLE None 300000 0 0 Hologic Inc FRNT 2.000%12/1 436440AB7 1990 1670000 PRN SOLE None 1670000 0 0 Iconix Brand Group Inc Note 2.500% 6/0 451055AE7 7584 6000000 PRN SOLE None 6000000 0 0 InterDigital Inc NOTE 2.500% 3/1 458660AB3 9781 9500000 PRN SOLE None 9500000 0 0 iShares Tr China Lg-Cap ETF 464287184 22509 588000 SH SOLE None 588000 0 0 iShares Tr China Lg-Cap ETF 464287184 53592 1400000 SH Put SOLE None 1400000 0 0 JetBlue Airways Corp DBCV 5.500%10/1 477143AE1 32058 13186000 PRN SOLE None 13186000 0 0 Microchip Technology Inc SDCV 2.125%12/1 595017AB0 146831 79085000 PRN SOLE None 79085000 0 0 Micron Technology Inc Note 2.375% 5/0 595112AW3 119404 33366000 PRN SOLE None 33366000 0 0 Micron Technology Inc Note 3.125% 5/0 595112AX1 110649 31615000 PRN SOLE None 31615000 0 0 Micron Technology Inc Note 1.625% 2/1 595112AU7 81897 26126000 PRN SOLE None 26126000 0 0 Molina Healthcare Inc DBCV 1.625% 8/1 60855RAD2 20538 20500000 PRN SOLE None 20500000 0 0 Molycorp Inc COM 608753109 1023 859300 SH Put SOLE None 859300 0 0 Molycorp Inc NOTE 6.000% 9/0 608753AF6 5700 16254000 PRN SOLE None 16254000 0 0 Molycorp Inc NOTE 5.500% 2/0 608753AH2 3846 10880000 PRN SOLE None 10880000 0 0 Nokia Corp SPONSORED ADR 654902204 416 49130 SH SOLE None 49130 0 0 Omnicare Cap Tr II PFD B TR 4.00% 68214Q200 147 191800 PRN SOLE None 191800 0 0 PDL BioPharma Inc NOTE 3.750% 5/0 69329YAC8 17142 13446000 PRN SOLE None 13446000 0 0 PHH Corp NOTE 6.000% 6/1 693320AQ6 14283 7496000 PRN SOLE None 7496000 0 0 ROI Acquisition Corp II *W Exp 09/17/201 74966G119 3940 400000 SH SOLE None 400000 0 0 SanDisk Corp NOTE 1.500% 8/1 80004CAD3 101990 52994000 PRN SOLE None 52994000 0 0 Sanofi RIGHT 12/31/2020 80105N113 19 41549 SH SOLE None 41549 0 0 Seacor Holdings Inc Note 2.500%12/1 811904AM3 6538 6065000 PRN SOLE None 6065000 0 0 SemGroup Corp *W EXP 11/30/201 81663A113 34292 411816 SH SOLE None 411816 0 0 Ship Finance International Note 3.250% 2/0 G81075AE6 30588 28402000 PRN SOLE None 28402000 0 0 Signature Bk New York NY *W EXP 12/12/201 82669G112 633 5649 SH SOLE None 5649 0 0 Silver Eagle Acquisition Corp Com 827694100 6461 650000 SH SOLE None 650000 0 0 Silver Eagle Acquisition Corp *W Exp 07/26/202 827694118 10454 1051671 SH SOLE None 1051671 0 0 Solazyme Inc Note 6.000% 2/0 83415TAB7 7650 6671000 PRN SOLE None 6671000 0 0 Solazyme Inc Note 5.000% 10/0 83415TAC5 901 1000000 PRN SOLE None 1000000 0 0 SunPower Corp DBCV 4.500% 3/1 867652AE9 18690 12300000 PRN SOLE None 12300000 0 0 SunTrust Bks Inc *W EXP 12/31/201 867914129 2734 71900 SH SOLE None 71900 0 0 SunTrust Bks Inc *W EXP 11/14/201 867914111 2947 77500 SH SOLE None 77500 0 0 Terrapin 3 Acquisition Corp Unit 06/27/2019 88104P203 6030 600000 SH SOLE None 600000 0 0 TESARO Inc Note 3.000%10/0 881569AA5 6269 6000000 PRN SOLE None 6000000 0 0 Tesla Mtrs Inc COM 88160R101 12425 51200 SH Put SOLE None 51200 0 0 Tesla Mtrs Inc Note 1.500% 6/0 88160RAA9 47172 23377000 PRN SOLE None 23377000 0 0 Tesla Mtrs Inc Note 0.250% 3/0 88160RAB7 31906 33500000 PRN SOLE None 33500000 0 0 Texas Capital Bancshares Inc *W Exp 01/16/201 88224Q115 2319 40200 SH SOLE None 40200 0 0 Tyson Foods Inc Unit 99/99/9999 902494301 10 20000 PRN SOLE None 20000 0 0 Continental Airls Inc NOTE 4.500% 1/1 210795PU8 9297 3750000 PRN SOLE None 3750000 0 0 UAL Corp NOTE 6.000%10/1 902549AJ3 10633 1972000 PRN SOLE None 1972000 0 0 United Therapeutics Corp NOTE 1.000% 9/1 91307CAF9 106078 39384000 PRN SOLE None 39384000 0 0 Vipshop Hldgs Ltd Note 1.500% 3/1 92763WAA1 1776 1500000 PRN SOLE None 1500000 0 0 Volcano Corp NOTE 1.750%12/0 928645AB6 11419 13203000 PRN SOLE None 13203000 0 0 Walter Invt Mgmt Corp NOTE 4.500%11/0 93317WAA0 14129 16931000 PRN SOLE None 16931000 0 0 Washington Fed Inc *W EXP 11/14/201 938824117 319 15646 SH SOLE None 15646 0 0 WESCO Intl Inc DBCV 6.000% 9/1 95082PAH8 79913 28704000 PRN SOLE None 28704000 0 0 Wintrust Finl Corp *W EXP 12/19/201 97650W157 3482 77949 SH SOLE None 77949 0 0 WL Ross Hldg Corp *W Exp 06/11/201 92939D112 2967 300000 SH SOLE None 300000 0 0 Zions Bancorporation *W EXP 05/22/202 989701115 15597 536700 SH SOLE None 536700 0 0