13F-HR filed by Castle Creek Arbitrage, LLC
Castle Creek Arbitrage, LLC filed this 13F-HR for the quarter ended 2013-06-30, filed 2013-08-14, with 91 holding rows worth $2,204,970,000.
- Accession
- 0001104659-13-063668
- Filer
- CIK 1326638
- Filed
- 2013-08-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2013
A holdings report, 91 entries on the cover page, a total value of $2,204,970,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,204,974,000 with VALUE read as thousands by filing date, 13F file number 028-11853. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ALLIANCE DATA SYSTEMS CORP CONV DTD 5/15/2010 4.75% 5/15/2014 | 018581AC2 | CONVERTIBLE | 61,185,000 | $233,018,000 | thousands by filing date | principal |
| TERADYNE INC | 880770AE2 | NOTE | 45,711,000 | $147,141,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 91,922,000 | $133,569,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAH9 | CNV | 41,852,000 | $95,009,000 | thousands by filing date | principal |
| WESCO INTERNATIONAL INC | 95082PAH8 | CNV | 38,571,000 | $94,850,000 | thousands by filing date | principal |
| PRICELINE COM INC | 741503AN6 | BOND | 31,586,000 | $86,303,000 | thousands by filing date | principal |
| SBA COMMUNICATIONS CORP | 78388JAM8 | CORPORATE OBLIG | 34,440,000 | $84,695,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 64,100,000 | $79,178,000 | thousands by filing date | principal |
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 55,595,000 | $78,342,000 | thousands by filing date | principal |
| CADENCE DESIGN SYSTEM INC | 127387AJ7 | NOTE | 40,268,000 | $78,325,000 | thousands by filing date | principal |
| ALLIANCE DATA SYSTEMS CORP | 018581AD0 | NOTE 1.750% 8/0 | 27,900,000 | $63,670,000 | thousands by filing date | principal |
| HERTZ GLOBAL HOLDINGS INC | 42805TAA3 | NOTE 5.250% 6/0 | 20,800,000 | $62,581,000 | thousands by filing date | principal |
| UNITED RENTALS INC | 911363AL3 | NOTE 4.000% | 13,000,000 | $58,466,000 | thousands by filing date | principal |
| OMNICARE INC | 681904AN8 | NOTE 3.750%12/1 | 30,679,000 | $56,930,000 | thousands by filing date | principal |
| LABORATORY CRP OF AMER HLDGS | 50540RAG7 | CNV | 35,994,000 | $48,365,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 267,400 | $42,896,000 | thousands by filing date | put |
| TRIUMPH GROUP INC NEW | 896818AB7 | CNV | 13,500,000 | $39,351,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AC3 | DBCV 4.750% 4/1 | 35,241,000 | $37,625,000 | thousands by filing date | principal |
| SALESFORCE COM INC | 79466LAB0 | BOND | 17,500,000 | $31,718,000 | thousands by filing date | principal |
| E M C CORP MASS | 268648AM4 | NOTE 1.750%12/0 | 18,140,000 | $26,786,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES INC | 345550AM9 | NOTE | 17,471,000 | $25,845,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 731,100 | $24,353,000 | thousands by filing date | put |
| UNITED THERAPEUTICS CORP DEL | 91307CAF9 | NOTE 1.000% 9/1 | 15,500,000 | $22,561,000 | thousands by filing date | principal |
| PDL BIOPHARMA INC | 69329YAC8 | CNV | 17,350,000 | $21,507,000 | thousands by filing date | principal |
| Hologic | 436440AA9 | CONV | 21,398,000 | $21,436,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AQ6 | NOTE 1.500% 8/0 | 13,500,000 | $20,748,000 | thousands by filing date | principal |
| GOLDCORP INC NEW | 380956AB8 | NOTE 2.000% 8/0 | 20,500,000 | $20,732,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AE1 | DBCV 5.500%10/1 | 13,186,000 | $20,512,000 | thousands by filing date | principal |
| D.R. HORTON INC | 23331ABB4 | NOTE | 12,252,000 | $20,404,000 | thousands by filing date | principal |
| PHH CORP | 693320AQ6 | CNV | 11,250,000 | $20,250,000 | thousands by filing date | principal |
| GENERAL MTRS CO | 37045V126 | *W EXP 07/10/201 | 590,000 | $19,653,000 | thousands by filing date | |
| MOLYCORP INC DEL | 608753AF6 | NOTE 6.000% 9/0 | 24,754,000 | $18,893,000 | thousands by filing date | principal |
| SEMGROUP CORP | 81663A113 | WTS | 309,431 | $16,666,000 | thousands by filing date | |
| CEMEX SAB DE CV | 151290AV5 | NOTE | 14,113,000 | $16,205,000 | thousands by filing date | principal |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 14,000,000 | $15,773,000 | thousands by filing date | principal |
| HEALTH CARE REIT INC | 42217KAR7 | NOTE | 11,585,000 | $15,291,000 | thousands by filing date | principal |
| MOLSON COORS BREWING CO | 60871RAA8 | NOTE 2.500% 7/3 | 14,750,000 | $14,860,000 | thousands by filing date | principal |
| SEADRILL ORD | G7945E105 | COM | 334,300 | $13,619,000 | thousands by filing date | put |
| ARCHER DANIELS MIDLAND CO | 039483AW2 | NOTE 0.875% 2/1 | 11,500,000 | $11,608,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167BW6 | NOTE 2.750%11/1 | 11,500,000 | $11,489,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAD4 | NOTE | 10,363,000 | $10,711,000 | thousands by filing date | principal |
| UAL CORP | 902549AJ3 | NOTE 6.000%10/1 | 2,825,000 | $10,327,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAG1 | CNV | 5,900,000 | $9,951,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AD3 | DBCV 5.500%10/1 | 6,853,000 | $9,723,000 | thousands by filing date | principal |
| OMNICARE CAP TR II | 68214Q200 | PFD B TR 4.00% | 163,424 | $9,606,000 | thousands by filing date | principal |
| CADENCE DESIGN SYSTEM INC | 127387AF5 | NOTE 1.500%12/1 | 9,241,000 | $9,260,000 | thousands by filing date | principal |
| AFFYMETRIX INC | 00826TAH1 | NOTE 4.000% 7/0 | 8,400,000 | $8,308,000 | thousands by filing date | principal |
| CAPITOL ACQUISITION CORP II | 14056V204 | UNIT | 820,300 | $8,285,000 | thousands by filing date | |
| TERADYNE INC COM | 880770102 | Stock | 460,000 | $8,082,000 | thousands by filing date | put |
| CADENCE DESIGN SYSTEM INC COM | 127387108 | Stock | 550,000 | $7,964,000 | thousands by filing date | put |
| JAKKS PAC INC | 47012EAD8 | NOTE 4.500%11/0 | 7,750,000 | $7,897,000 | thousands by filing date | principal |
| MOLYCORP INC | 608753AA7 | CORPORATE OBLIG | 11,650,000 | $7,885,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AR4 | NOTE 1.875% 8/0 | 5,000,000 | $7,778,000 | thousands by filing date | principal |
| HYDE PK ACQUISITION CORP II | 448640102 | COMMON | 735,000 | $7,611,000 | thousands by filing date | |
| MOLYCORP INC DEL | 608753AH2 | BOND | 7,650,000 | $7,528,000 | thousands by filing date | principal |
| HF2 FINL MGMT INC | 40421A104 | CL A | 669,734 | $6,771,000 | thousands by filing date | |
| NEWMONT MINING CORP | 651639AH9 | NOTE | 6,500,000 | $6,594,000 | thousands by filing date | principal |
| PowerShares QQQ Trust Unit Ser | 73935A104 | COM | 87,100 | $6,208,000 | thousands by filing date | put |
| MICROCHIP TECHNOLOGY INC. COM | 595017104 | Stock | 150,000 | $5,588,000 | thousands by filing date | put |
| MOLYCORP INC DEL | 608753109 | COM | 899,600 | $5,578,000 | thousands by filing date | put |
| BREAD FINANCIAL HOLDINGS INC | 018581108 | COM | 30,000 | $5,431,000 | thousands by filing date | put |
| USEC INC | 90333EAC2 | NOTE 3.000%10/0 | 25,650,000 | $5,402,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 5,275,000 | $5,302,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AE9 | DBCV 4.500% 3/1 | 4,500,000 | $5,282,000 | thousands by filing date | principal |
| OWENS CORNING WARRANT | 690742127 | COMMON | 133,518 | $5,218,000 | thousands by filing date | |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 5,000,000 | $4,841,000 | thousands by filing date | principal |
| Vertex Pharmaceuticals Incorporated | 92532F100 | COM | 60,000 | $4,804,000 | thousands by filing date | put |
| US STEEL CORP | 912909AE8 | NOTE | 4,500,000 | $4,613,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 131,692 | $4,387,000 | thousands by filing date | |
| WESCO INTL INC COM | 95082P105 | Stock | 60,000 | $4,078,000 | thousands by filing date | put |
| CHART ACQUISITION CORP | 161151113 | *W EXP 12/19/201 | 400,000 | $4,028,000 | thousands by filing date | |
| INFINITY CROSS BORDER ACQUIS | G4772R119 | *W EXP 07/25/201 | 500,000 | $3,920,000 | thousands by filing date | |
| Vaneck Vectors Gold Miners ETF | 57060u100 | COM | 160,000 | $3,918,000 | thousands by filing date | call |
| LUCENT TECHNOLOGIES INC | 549463AG2 | BOND | 4,000,000 | $3,883,000 | thousands by filing date | principal |
| ZIONS BANCORPORATION | 989701115 | WARRANT | 130,007 | $3,760,000 | thousands by filing date | |
| BLUE WOLF MONGOLIA HOLDINGS | G11962118 | *W EXP 07/20/201 | 345,000 | $3,450,000 | thousands by filing date | |
| PNC FINANCIAL SERVICES GROUP | 693475121 | CMN | 45,900 | $3,347,000 | thousands by filing date | |
| HORSEHEAD HLDG CORP | 440694AB3 | NOTE 3.800% 7/0 | 3,000,000 | $3,247,000 | thousands by filing date | principal |
| ARCELORMITTAL SA LUXEMBOURG | 03938LAK0 | NOTE 5.000% 5/1 | 2,826,000 | $2,891,000 | thousands by filing date | principal |
| CHEMED CORP NEW 1.875 | 16359RAC7 | NOTE | 2,000,000 | $2,110,000 | thousands by filing date | principal |
| INFINITY CROSS BORDER ACQUIS | G4772R101 | SHS | 199,498 | $1,564,000 | thousands by filing date | |
| DENDREON CORP | 24823QAC1 | CORPORATE OBLIG | 1,950,000 | $1,451,000 | thousands by filing date | principal |
| GOLAR LNG LTD | G9456A100 | SHS | 43,326 | $1,382,000 | thousands by filing date | |
| PDL BIOPHARMA INC | 69329YAE4 | CNV | 1,000,000 | $1,376,000 | thousands by filing date | principal |
| COMERICA INC-CW18 | 200340115 | WTS | 19,300 | $769,000 | thousands by filing date | |
| Call - ZION $36.27 Exp 11/14/2018 | 989701131 | Warrants | 15,802 | $457,000 | thousands by filing date | |
| GENERAL MTRS CO | 37045V118 | *W EXP 07/10/201 | 10,000 | $333,000 | thousands by filing date | |
| Call - STI $33.70 Exp 12/31/2018 | 867914129 | Warrants | 7,300 | $230,000 | thousands by filing date | |
| AFFYMETRIX INC | 00826T108 | COM | 50,000 | $222,000 | thousands by filing date | put |
| UNIVERSAL BUSINESS PMT SOL A | 913384103 | COM | 71,327 | $214,000 | thousands by filing date | |
| THOMPSON CREEK METALS CO INC | 884768300 | UNIT 99/99/9999 | 11,400 | $186,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001104659-13-063668 | this filing | 2013-08-14 | acceptance time not in the bulk data set |