13F-HR filed by Castle Creek Arbitrage, LLC
Castle Creek Arbitrage, LLC filed this 13F-HR for the quarter ended 2014-09-30, filed 2014-11-14, with 79 holding rows worth $1,714,804,000.
- Accession
- 0001104659-14-080781
- Filer
- CIK 1326638
- Filed
- 2014-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2014
A holdings report, 79 entries on the cover page, a total value of $1,714,804,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,714,804,000 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 |
|---|---|---|---|---|---|---|
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 79,085,000 | $146,831,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 88,100,000 | $129,790,000 | thousands by filing date | principal |
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 33,366,000 | $119,404,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 31,615,000 | $110,649,000 | thousands by filing date | principal |
| UNITED THERAPEUTICS CORP DEL | 91307CAF9 | NOTE 1.000% 9/1 | 39,384,000 | $106,078,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 52,994,000 | $101,990,000 | thousands by filing date | principal |
| CADENCE DESIGN SYSTEM INC | 127387AJ7 | NOTE | 43,734,000 | $99,931,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AU7 | COM | 26,126,000 | $81,897,000 | thousands by filing date | principal |
| WESCO INTERNATIONAL INC | 95082PAH8 | CNV | 28,704,000 | $79,913,000 | thousands by filing date | principal |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 1,400,000 | $53,592,000 | thousands by filing date | put |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 23,377,000 | $47,172,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 1,365,000 | $43,598,000 | thousands by filing date | call |
| CAPITAL ONE FINL CORP | 14040H139 | W EXP 11/14/2018 | 490,400 | $40,026,000 | thousands by filing date | |
| SEMGROUP CORP | 81663A113 | WTS | 411,816 | $34,292,000 | thousands by filing date | |
| JETBLUE AIRWAYS CORP | 477143AE1 | DBCV 5.500%10/1 | 13,186,000 | $32,058,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 33,500,000 | $31,906,000 | thousands by filing date | principal |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 28,402,000 | $30,588,000 | thousands by filing date | principal |
| FOREST CITY ENTERPRISES INC | 345550AM9 | NOTE | 16,221,000 | $25,672,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167BW6 | NOTE 2.750%11/1 | 22,219,000 | $22,511,000 | thousands by filing date | principal |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 588,000 | $22,509,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAD2 | DBCV 1.625% 8/1 | 20,500,000 | $20,538,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AE9 | DBCV 4.500% 3/1 | 12,300,000 | $18,690,000 | thousands by filing date | principal |
| PDL BIOPHARMA INC | 69329YAC8 | CNV | 13,446,000 | $17,142,000 | thousands by filing date | principal |
| ZIONS BANCORPORATION | 989701115 | WARRANT | 536,700 | $15,597,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 17,750,000 | $14,716,000 | thousands by filing date | principal |
| PHH CORP | 693320AQ6 | CNV | 7,496,000 | $14,283,000 | thousands by filing date | principal |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 16,931,000 | $14,129,000 | thousands by filing date | principal |
| Tesla Motors, Inc | 88160R101 | COM | 51,200 | $12,425,000 | thousands by filing date | put |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 9,250,000 | $12,394,000 | thousands by filing date | principal |
| EQUINIX INC | 29444UAG1 | CNV | 6,400,000 | $12,321,000 | thousands by filing date | principal |
| VOLCANO CORP | 928645AB6 | CORPORATE OBLIG | 13,203,000 | $11,419,000 | thousands by filing date | principal |
| HEWLETT PACKARD CO | 428236103 | COM | 300,000 | $10,641,000 | thousands by filing date | put |
| UAL CORP | 902549AJ3 | NOTE 6.000%10/1 | 1,972,000 | $10,633,000 | thousands by filing date | principal |
| SILVER EAGLE ACQUISITION | 827694118 | W | 1,051,671 | $10,454,000 | thousands by filing date | |
| INTERDIGITAL INC | 458660AB3 | NOTE 2.500% 3/1 | 9,500,000 | $9,781,000 | thousands by filing date | principal |
| CONTINENTAL AIRLS INC | 210795PU8 | NOTE 4.500% 1/1 | 3,750,000 | $9,297,000 | thousands by filing date | principal |
| TERRAVIA HLDGS INC | 83415TAB7 | NOTE 6.000% 2/0 | 6,671,000 | $7,650,000 | thousands by filing date | principal |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 6,000,000 | $7,584,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 811904AM3 | NOTE 2.500%12/1 | 6,065,000 | $6,538,000 | thousands by filing date | principal |
| COMERICA INC-CW18 | 200340115 | WTS | 131,100 | $6,537,000 | thousands by filing date | |
| SILVER EAGLE ACQUISITION | 827694100 | COM | 650,000 | $6,461,000 | thousands by filing date | |
| TESARO INC | 881569AA5 | NOTE 3.00010/0 | 6,000,000 | $6,269,000 | thousands by filing date | principal |
| ASSOCIATED BANC CORP | 045487113 | WTS | 353,833 | $6,164,000 | thousands by filing date | |
| TERRAPIN 3 ACQUISITION CORP | 88104P203 | UNIT 06/27/2019 | 600,000 | $6,030,000 | thousands by filing date | |
| CATHAY GEN BANCORP | 149150112 | *W EXP 12/05/201 | 231,534 | $5,749,000 | thousands by filing date | |
| MOLYCORP INC DEL | 608753AF6 | NOTE 6.000% 9/0 | 16,254,000 | $5,700,000 | thousands by filing date | principal |
| CAMBRIDGE CAP ACQUISITION CO | 13215Q114 | *W EXP 12/17/201 | 575,000 | $5,606,000 | thousands by filing date | |
| BOULEVARD ACQUI | 10157P104 | Common Stock | 492,480 | $4,777,000 | thousands by filing date | |
| CAMBRIDGE CAP ACQUISITION CO | 13215Q106 | COM | 475,000 | $4,631,000 | thousands by filing date | |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 7,170,000 | $4,155,000 | thousands by filing date | principal |
| CHART ACQUISITION CORP | 161151113 | *W EXP 12/19/201 | 400,000 | $3,968,000 | thousands by filing date | |
| ROI ACQUISITION CORP II | 74966G119 | *W EXP 09/17/201 | 400,000 | $3,940,000 | thousands by filing date | |
| HENNESSY CAPITAL ACQUIS-CW19 | 425886116 | W | 400,000 | $3,920,000 | thousands by filing date | |
| MOLYCORP INC DEL | 608753AH2 | BOND | 10,880,000 | $3,846,000 | thousands by filing date | principal |
| CAPITOL ACQUISITION CORP | 14056V113 | W | 372,297 | $3,652,000 | thousands by filing date | |
| 1347 CAP CORP | 68245V202 | UNIT 07/18/2016 | 350,000 | $3,535,000 | thousands by filing date | |
| WINTRUST FINANCIAL CORP | 97650W157 | *W EXP 12/19/201 | 77,949 | $3,482,000 | thousands by filing date | |
| WL ROSS HLDG CORP | 92939D112 | WARRANT | 300,000 | $2,967,000 | thousands by filing date | |
| SUNTRUST BKS INC | 867914111 | *W EXP 11/14/201 | 77,500 | $2,947,000 | thousands by filing date | |
| Call - STI $33.70 Exp 12/31/2018 | 867914129 | Warrants | 71,900 | $2,734,000 | thousands by filing date | |
| COBALT INTL ENERGY INC | 19075F106 | COM | 200,000 | $2,720,000 | thousands by filing date | put |
| AUXILIUM PHARMACEUTICALS INC | 05334DAA5 | NOTE 1.500% 7/1 | 1,900,000 | $2,513,000 | thousands by filing date | principal |
| BOULEVARD ACQUISITION CORP | 10157P112 | *W EXP 02/19/201 | 250,000 | $2,425,000 | thousands by filing date | |
| TEXAS CAPITAL BANCSHARES INC | 88224Q115 | WTS | 40,200 | $2,319,000 | thousands by filing date | |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 1,670,000 | $1,990,000 | thousands by filing date | principal |
| HENNESSY CAPITAL ACQUIS | 425886108 | COM | 198,400 | $1,944,000 | thousands by filing date | |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 1,500,000 | $1,776,000 | thousands by filing date | principal |
| CENTRUS ENERGY CORP | 15643U104 | CL A | 110,700 | $1,130,000 | thousands by filing date | |
| MOLYCORP INC DEL | 608753109 | COM | 859,300 | $1,023,000 | thousands by filing date | put |
| TVIA 5 10/1/19 | 83415TAC5 | Bond 30/360P2 U | 1,000,000 | $901,000 | thousands by filing date | principal |
| SIGNATURE BANK-CW18 | 82669G112 | Wt | 5,649 | $633,000 | thousands by filing date | |
| HARTFORD FINL SVCS GROUP INC | 416515120 | *W EXP 06/26/201 | 16,882 | $629,000 | thousands by filing date | |
| NOKIA CORP | 654902204 | SPONSORED ADR | 49,130 | $416,000 | thousands by filing date | |
| WASHINGTON FED INC | 938824117 | *W EXP 11/14/201 | 15,646 | $319,000 | thousands by filing date | |
| OMNICARE CAP TR II | 68214Q200 | PFD B TR 4.00% | 191,800 | $147,000 | thousands by filing date | principal |
| Galena Biopharma Inc | 363256108 | COM | 63,945 | $132,000 | thousands by filing date | |
| ALERE INC | 01449J204 | PERP PFD CONV SE | 15,000 | $49,000 | thousands by filing date | principal |
| SANOFI | 80105N113 | COMMON STOCK-FO | 41,549 | $19,000 | thousands by filing date | |
| TYSON FOODS | 902494301 | COM | 20,000 | $10,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001104659-14-080781 | this filing | 2014-11-14 | acceptance time not in the bulk data set |