13F-HR filed by Castle Creek Arbitrage, LLC
Castle Creek Arbitrage, LLC filed this 13F-HR for the quarter ended 2015-09-30, filed 2015-11-16, with 91 holding rows worth $1,253,636,000.
- Accession
- 0001104659-15-079145
- Filer
- CIK 1326638
- Filed
- 2015-11-16
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2015
A holdings report, 93 entries on the cover page, a total value of $1,253,636,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,253,638,000 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 |
|---|---|---|---|---|---|---|
| VERISIGN INC | 92343EAD4 | CORPORATE OBLIG | 64,595,000 | $134,788,000 | thousands by filing date | principal |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 59,577,000 | $121,356,000 | thousands by filing date | principal |
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 70,171,000 | $116,109,000 | thousands by filing date | principal |
| JETBLUE AIRWAYS CORP | 477143AE1 | DBCV 5.500%10/1 | 15,426,000 | $89,572,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 63,850,000 | $66,376,000 | thousands by filing date | principal |
| SANDISK CORP | 80004CAD3 | CORPORATE OBLIG | 47,994,000 | $59,647,000 | thousands by filing date | principal |
| WESCO INTERNATIONAL INC | 95082PAH8 | CNV | 34,614,000 | $57,282,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 33,615,000 | $55,951,000 | thousands by filing date | principal |
| TRULIA INC | 897888AB9 | NOTE 2.750%12/1 | 28,025,000 | $37,419,000 | thousands by filing date | principal |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 20,721,000 | $33,369,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AU7 | COM | 20,042,000 | $29,719,000 | thousands by filing date | principal |
| TESARO INC | 881569AA5 | NOTE 3.00010/0 | 17,027,000 | $23,707,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 11,500,000 | $20,082,000 | thousands by filing date | principal |
| CHENIERE ENERGY INC | 16411RAG4 | NOTE 4.250% 3/1 | 27,500,000 | $17,255,000 | thousands by filing date | principal |
| Wells Fargo & Company | 949746101 | COM | 302,682 | $15,543,000 | thousands by filing date | |
| SHIP FINANCE INTERNATIONAL L | G81075AE6 | NOTE 3.250% 2/0 | 14,652,000 | $15,518,000 | thousands by filing date | principal |
| HOLOGIC INC 2.000 | 436440AB7 | FRNT 2.000%12/1 | 7,670,000 | $13,196,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 18,644,000 | $13,192,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 10,014,000 | $13,125,000 | thousands by filing date | principal |
| INTERDIGITAL INC | 458660AB3 | NOTE 2.500% 3/1 | 12,500,000 | $13,014,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 19,110,000 | $12,683,000 | thousands by filing date | principal |
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 9,790,000 | $12,356,000 | thousands by filing date | principal |
| PNC FINANCIAL SERVICES GROUP | 693475121 | CMN | 499,400 | $12,128,000 | thousands by filing date | |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 11,500,000 | $11,112,000 | thousands by filing date | principal |
| ICON 1.5 3/18 | 451055AF4 | Bond 30/360P2 U | 13,500,000 | $10,860,000 | thousands by filing date | principal |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 10,694,000 | $10,192,000 | thousands by filing date | principal |
| SUNE 2.75 1/21 | 86732YAD1 | Bond 30/360P2 U | 13,381,000 | $9,404,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AB6 | NOTE 2.500% 9/1 | 5,500,000 | $9,180,000 | thousands by filing date | principal |
| SUNE 2 10/01/18 | 86732YAC3 | Bond 30/360P2 U | 12,000,000 | $9,137,000 | thousands by filing date | principal |
| GORES HLDGS INC | 382866200 | UNIT 99/99/9999 | 900,000 | $9,081,000 | thousands by filing date | |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 8,500,000 | $8,464,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 6,000,000 | $8,267,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 4,488,000 | $7,869,000 | thousands by filing date | principal |
| JUNIPER NETWORKS INC | 48203R104 | COM | 300,000 | $7,713,000 | thousands by filing date | put |
| Micron Technology,Inc. | 595112103 | COM | 500,000 | $7,490,000 | thousands by filing date | put |
| AROWANA INC | G05011138 | UNIT 99/99/9999 | 700,000 | $7,105,000 | thousands by filing date | |
| EASTERLY ACQUISITION CORP | 27616L201 | UNIT 07/29/2020 | 650,000 | $6,565,000 | thousands by filing date | |
| BARCLAYS IPTH SRS B S&P SHRT TRM ETN | 06742E711 | IPATH S&P500 VIX | 250,000 | $6,408,000 | thousands by filing date | put |
| Amazon.com, Inc | 023135106 | COM | 12,500 | $6,399,000 | thousands by filing date | put |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 6,500,000 | $6,158,000 | thousands by filing date | principal |
| TERRAPIN 3 ACQUISITION CORP | 88104P203 | UNIT 06/27/2019 | 595,000 | $6,069,000 | thousands by filing date | |
| GLOBAL PARTNER A | 37954X204 | UNIT | 600,000 | $6,000,000 | thousands by filing date | |
| Boulevard Acquisition Corp II | 10157Q201 | CL A | 600,000 | $5,982,000 | thousands by filing date | |
| BCOR 4.25 4/19 | 095229AB6 | Bond 30/360P2 U | 6,200,000 | $5,912,000 | thousands by filing date | principal |
| TERRAVIA HLDGS INC | 83415TAB7 | NOTE 6.000% 2/0 | 9,455,000 | $5,700,000 | thousands by filing date | principal |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 4,670,000 | $5,607,000 | thousands by filing date | principal |
| GP INVTS ACQUISITION COR | G40357116 | UNIT 99/99/9999 | 514,990 | $5,098,000 | thousands by filing date | |
| ATLANTIC ALLIANCE PARTNER CO | G04897107 | SHS | 500,000 | $5,075,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195108 | UNIT 99/99/9999 | 500,000 | $5,070,000 | thousands by filing date | |
| PACE HLDGS CORP | G6865N129 | UNIT 99/99/9999 | 481,326 | $4,910,000 | thousands by filing date | |
| ENERNOC INC | 292764AB3 | DBCV 2.250% 8/1 | 7,000,000 | $4,867,000 | thousands by filing date | principal |
| DU PONT E I DE NEMOURS & CO | 263534109 | COM | 100,000 | $4,820,000 | thousands by filing date | put |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAE9 | NOTE 0.500% 8/1 | 5,500,000 | $4,817,000 | thousands by filing date | principal |
| SPDR GOLD TR | 78463V107 | GOLD SHS | 45,000 | $4,809,000 | thousands by filing date | call |
| CAMBRIDGE CAP ACQUISITION CO | 13215Q106 | COM | 475,000 | $4,736,000 | thousands by filing date | |
| WALTER INVESTMENT MANAGEMENT | 93317WAA0 | CNV | 5,431,000 | $3,970,000 | thousands by filing date | principal |
| SEACOR HOLDINGS INC | 81170YAB5 | NOTE 3.000%11/1 | 4,500,000 | $3,622,000 | thousands by filing date | principal |
| 1347 CAP CORP | 68245V202 | UNIT 07/18/2016 | 350,000 | $3,603,000 | thousands by filing date | |
| MGIC INVESTMENT CORP | 552848AE3 | CORPORATE OBLIG | 2,500,000 | $3,595,000 | thousands by filing date | principal |
| HERBALIFE LTD | 42703MAB9 | NOTE 2.000% 8/1 | 3,600,000 | $3,183,000 | thousands by filing date | principal |
| AEGERION PHARMACEUTICALS INC | 00767EAB8 | NOTE 2.000 8/1 | 4,000,000 | $3,037,000 | thousands by filing date | principal |
| QUINPARIO ACQUISITION CORP 2 | 74874U101 | COM | 300,600 | $2,967,000 | thousands by filing date | |
| CATHAY GEN BANCORP | 149150112 | *W EXP 12/05/201 | 279,000 | $2,791,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701115 | WARRANT | 782,750 | $2,775,000 | thousands by filing date | |
| TSL 3.5 06/19 | 89628EAC8 | Bond30E/360P2 U | 2,500,000 | $2,221,000 | thousands by filing date | principal |
| TVIA 5 10/1/19 | 83415TAC5 | Bond 30/360P2 U | 3,685,000 | $2,082,000 | thousands by filing date | principal |
| Barington/Hilco Acquisition Corp. | 06759V200 | UNIT | 200,000 | $2,035,000 | thousands by filing date | |
| RAYONIER INC COM | 754907103 | REIT | 88,000 | $1,943,000 | thousands by filing date | call |
| TEXAS CAPITAL BANCSHARES INC | 88224Q115 | WTS | 40,700 | $1,537,000 | thousands by filing date | |
| YAHOO INC | 984332106 | COM | 50,000 | $1,446,000 | thousands by filing date | call |
| PEPCO HOLDINGS INC | 713291102 | COM | 50,000 | $1,211,000 | thousands by filing date | call |
| COMERICA INC-CW18 | 200340115 | WTS | 82,200 | $1,044,000 | thousands by filing date | |
| ASSOCIATED BANC CORP | 045487113 | WTS | 339,600 | $752,000 | thousands by filing date | |
| TITAN INTERNATIONAL INC | 88830M102 | COMMON STOCK | 100,000 | $661,000 | thousands by filing date | put |
| TITAN INTERNATIONAL INC | 88830M102 | COMMON STOCK | 95,000 | $628,000 | thousands by filing date | |
| SIGNATURE BANK-CW18 | 82669G112 | Wt | 5,649 | $608,000 | thousands by filing date | |
| WASHINGTON FED INC | 938824117 | *W EXP 11/14/201 | 89,382 | $485,000 | thousands by filing date | |
| SUNTRUST BANKS INC | 867914103 | COM | 10,968 | $419,000 | thousands by filing date | |
| LINDBLAD EXPEDITIONS HLDGS I | 535219117 | *W EXP 07/08/202 | 218,663 | $388,000 | thousands by filing date | |
| Call - STI $33.70 Exp 12/31/2018 | 867914129 | Warrants | 45,800 | $387,000 | thousands by filing date | |
| WL ROSS HLDG CORP | 92939D112 | WARRANT | 470,000 | $364,000 | thousands by filing date | |
| AGROFRESH SOLUTIONS INC | 00856G117 | *W EXP 07/31/2 | 158,428 | $309,000 | thousands by filing date | |
| LINCOLN NATL CORP IND | 534187117 | *W EXP 07/10/201 | 6,886 | $271,000 | thousands by filing date | |
| COMERICAINC | 200340107 | COM | 6,099 | $251,000 | thousands by filing date | |
| BARINGTON HILCO ACQUISITION | 06759V101 | COM | 24,740 | $243,000 | thousands by filing date | |
| SUNTRUST BKS INC | 867914111 | *W EXP 11/14/201 | 59,100 | $200,000 | thousands by filing date | |
| TERRAPIN 3 ACQUISITION CORP | 88104P112 | *W EXP 06/27/201 | 250,000 | $122,000 | thousands by filing date | |
| ROI ACQUISITION CORP II | 74966G119 | *W EXP 09/17/201 | 313,600 | $114,000 | thousands by filing date | |
| ALERE INC | 01449J204 | PERP PFD CONV SE | 15,000 | $49,000 | thousands by filing date | principal |
| GARNERO GROUP ACQUISITION CO | G5866L116 | *W EXP 06/24/201 | 284,000 | $34,000 | thousands by filing date | |
| CAMBRIDGE CAP ACQUISITION CO | 13215Q114 | *W EXP 12/17/201 | 110,950 | $28,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001104659-15-079145 | this filing | 2015-11-16 | acceptance time not in the bulk data set |