13F-HR filed by Castle Creek Arbitrage, LLC
Castle Creek Arbitrage, LLC filed this 13F-HR for the quarter ended 2016-06-30, filed 2016-08-15, with 89 holding rows worth $1,213,058,000.
- Accession
- 0001104659-16-139667
- Filer
- CIK 1326638
- Filed
- 2016-08-15
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2016
A holdings report, 93 entries on the cover page, a total value of $1,213,058,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $1,213,059,000 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 | 114,695,000 | $289,502,000 | thousands by filing date | principal |
| TESLA MOTORS INC 1.500 | 88160RAA9 | NOTE 1.500% 6/0 | 82,630,000 | $140,293,000 | thousands by filing date | principal |
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 64,171,000 | $96,044,000 | thousands by filing date | principal |
| WESCO INTERNATIONAL INC | 95082PAH8 | CNV | 34,614,000 | $62,055,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 33,615,000 | $51,679,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 210,000 | $43,990,000 | thousands by filing date | put |
| TESARO INC | 881569AA5 | NOTE 3.00010/0 | 17,027,000 | $42,755,000 | thousands by filing date | principal |
| CEMEX SAB DE CV | 151290BC6 | NOTE 3.750% 3/1 | 36,850,000 | $38,040,000 | thousands by filing date | principal |
| Micron Technology,Inc. | 595112103 | COM | 2,648,700 | $36,446,000 | thousands by filing date | put |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 25,615,000 | $32,901,000 | thousands by filing date | principal |
| TRULIA INC | 897888AB9 | NOTE 2.750%12/1 | 16,800,000 | $26,351,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 15,714,000 | $19,776,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 16,500,000 | $18,360,000 | thousands by filing date | principal |
| NVDA 1 12/1/18 | 67066GAC8 | Bond 30/360P2 U | 6,000,000 | $13,997,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 17,110,000 | $13,730,000 | thousands by filing date | principal |
| INTEGRA LIFESCIENCES HLD | 457985AK5 | NOTE | 9,000,000 | $13,687,000 | thousands by filing date | principal |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 10,000,000 | $13,539,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 11,000,000 | $13,464,000 | thousands by filing date | principal |
| SWAY 4.5 10/17 | 85571WAD1 | Bond 30/360P2 U | 9,000,000 | $9,922,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC | 595017AB0 | SDCV 2.125%12/1 | 4,488,000 | $9,452,000 | thousands by filing date | principal |
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 8,290,000 | $9,100,000 | thousands by filing date | principal |
| GORES HLDGS INC | 382866200 | UNIT 99/99/9999 | 900,000 | $9,000,000 | thousands by filing date | |
| AROWANA INC | G05011104 | SHS | 872,500 | $8,777,000 | thousands by filing date | |
| PNC FINANCIAL SERVICES GROUP | 693475121 | CMN | 499,400 | $8,637,000 | thousands by filing date | |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 8,500,000 | $8,569,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 6,000,000 | $7,109,000 | thousands by filing date | principal |
| EXELIXIS INC | 30161QAC8 | NOTE 4.250% 8/1 | 4,670,000 | $6,943,000 | thousands by filing date | principal |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 6,000,000 | $6,606,000 | thousands by filing date | principal |
| Intel Corp | 458140100 | COM | 200,000 | $6,560,000 | thousands by filing date | put |
| EASTERLY ACQUISITION CORP | 27616L102 | COM | 650,000 | $6,360,000 | thousands by filing date | |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 5,694,000 | $6,286,000 | thousands by filing date | principal |
| COBALT INTL ENERGY INC | 19075FAA4 | NOTE 2.625%12/0 | 16,644,000 | $6,243,000 | thousands by filing date | principal |
| Boulevard Acquisition Corp II | 10157Q201 | CL A | 600,000 | $5,934,000 | thousands by filing date | |
| Terrapin 3 Acquisition Corporation | 88104P104 | Common | 595,000 | $5,926,000 | thousands by filing date | |
| CAPITOL ACQUISITION CORP III | 14055M205 | STOCK UNIT | 600,000 | $5,925,000 | thousands by filing date | |
| GLOBAL PARTNER A | 37954X204 | UNIT | 600,000 | $5,856,000 | thousands by filing date | |
| TRINA SOLAR LTD | 89628EAE4 | DEBT 4.000%10/1 | 6,750,000 | $5,744,000 | thousands by filing date | principal |
| TERRAVIA HLDGS INC | 83415TAB7 | NOTE 6.000% 2/0 | 9,455,000 | $5,504,000 | thousands by filing date | principal |
| QIHOO 360 TECHNOLOGY CO LTD | 74734MAE9 | NOTE 0.500% 8/1 | 5,500,000 | $5,425,000 | thousands by filing date | principal |
| ATLANTIC ALLIANCE PARTNER CO | G04897107 | SHS | 500,000 | $5,178,000 | thousands by filing date | |
| GP INVTS ACQUISITION COR | G40357124 | SHS | 524,990 | $5,092,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195108 | UNIT 99/99/9999 | 500,000 | $4,990,000 | thousands by filing date | |
| PACE HLDGS CORP | G6865N129 | UNIT 99/99/9999 | 481,326 | $4,780,000 | thousands by filing date | |
| Chevron Corporation | 166764100 | COM | 45,000 | $4,717,000 | thousands by filing date | call |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 5,000,000 | $4,588,000 | thousands by filing date | principal |
| IMMUNOMEDICS INC | 452907AK4 | NOTE 4.750 2/1 | 6,512,000 | $4,545,000 | thousands by filing date | principal |
| MasterCard, Inc | 57636Q104 | COM | 50,000 | $4,403,000 | thousands by filing date | call |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 3,721,000 | $4,122,000 | thousands by filing date | principal |
| KLR ENERGY ACQUISITION CORP | 49877M207 | UNIT 12/31/2020 | 399,000 | $4,044,000 | thousands by filing date | |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 4,500,000 | $3,992,000 | thousands by filing date | principal |
| AT&T Inc | 00206R102 | COM | 90,000 | $3,889,000 | thousands by filing date | call |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 6,000,000 | $3,642,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 5,000,000 | $3,556,000 | thousands by filing date | principal |
| 1347 CAP CORP | 68245V103 | COM | 350,000 | $3,241,000 | thousands by filing date | |
| QUINPARIO ACQUISITION CORP 2 | 74874U101 | COM | 300,600 | $2,970,000 | thousands by filing date | |
| Comcast Corp | 20030N101 | COM | 45,000 | $2,934,000 | thousands by filing date | call |
| STEEL DYNAMICS INC COM | 858119100 | Stock | 100,000 | $2,450,000 | thousands by filing date | put |
| CONAGRA FOODS INC | 205887102 | COM | 50,000 | $2,391,000 | thousands by filing date | call |
| CATHAY GEN BANCORP | 149150112 | *W EXP 12/05/201 | 279,100 | $2,280,000 | thousands by filing date | |
| ENERNOC INC | 292764AB3 | DBCV 2.250% 8/1 | 3,000,000 | $2,153,000 | thousands by filing date | principal |
| PACIFIC SPL ACQUISITION CORP | G68588139 | UNIT 99/99/9999 | 200,000 | $2,070,000 | thousands by filing date | |
| Barington/Hilco Acquisition Corp. | 06759V200 | UNIT | 200,000 | $2,034,000 | thousands by filing date | |
| ZILLOW GROUP INC CL C CAP STK | 98954M200 | Stock | 50,000 | $1,814,000 | thousands by filing date | put |
| ZIONS BANCORPORATION | 989701115 | WARRANT | 747,948 | $1,631,000 | thousands by filing date | |
| TEXAS CAPITAL BANCSHARES INC | 88224Q115 | WTS | 40,700 | $1,304,000 | thousands by filing date | |
| DICKS SPORTING GOODS INC COM | 253393102 | Stock | 25,000 | $1,127,000 | thousands by filing date | call |
| AEGERION PHARMACEUTICALS INC | 00767EAB8 | NOTE 2.000 8/1 | 1,500,000 | $855,000 | thousands by filing date | principal |
| WASHINGTON FED INC | 938824117 | *W EXP 11/14/201 | 89,382 | $610,000 | thousands by filing date | |
| Lockheed Martin Corporation | 539830109 | COM | 2,200 | $546,000 | thousands by filing date | call |
| ASSOCIATED BANC CORP | 045487113 | WTS | 338,300 | $543,000 | thousands by filing date | |
| SIGNATURE BANK-CW18 | 82669G112 | Wt | 5,649 | $537,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972AAA1 | NOTE 2.750 6/1 | 585,000 | $535,000 | thousands by filing date | principal |
| LINDBLAD EXPEDITIONS HLDGS I | 535219117 | *W EXP 07/08/202 | 218,663 | $434,000 | thousands by filing date | |
| Call - STI $33.70 Exp 12/31/2018 | 867914129 | Warrants | 44,700 | $424,000 | thousands by filing date | |
| SUNE 2 10/01/18 | 86732YAC3 | Bond 30/360P2 U | 5,000,000 | $270,000 | thousands by filing date | principal |
| BARINGTON HILCO ACQUISITION | 06759V101 | COM | 24,740 | $247,000 | thousands by filing date | |
| SUNTRUST BKS INC | 867914111 | *W EXP 11/14/201 | 56,038 | $243,000 | thousands by filing date | |
| EASTERLY ACQUISITION CORP | 27616L110 | *W EXP 07/29/202 | 325,001 | $218,000 | thousands by filing date | |
| LINCOLN NATL CORP IND | 534187117 | *W EXP 07/10/201 | 6,886 | $211,000 | thousands by filing date | |
| GP INVTS ACQUISITION COR | G40357108 | *W EXP 05/19/202 | 262,495 | $160,000 | thousands by filing date | |
| TERRAPIN 3 ACQUISITION CORP | 88104P112 | *W EXP 06/27/201 | 845,000 | $158,000 | thousands by filing date | |
| AGROFRESH SOLUTIONS INC | 00856G117 | *W EXP 07/31/2 | 158,428 | $134,000 | thousands by filing date | |
| AROWANA INC | G05011120 | RIGHT 01/01/2017 | 700,000 | $123,000 | thousands by filing date | |
| KINDER MORGAN INC DEL | 49456B119 | *W EXP 05/25/201 | 5,600,000 | $99,000 | thousands by filing date | |
| 1347 CAP CORP | 68245V111 | RIGHT 07/21/2016 | 341,700 | $89,000 | thousands by filing date | |
| 1347 CAP CORP | 68245V129 | *W EXP 07/15/202 | 272,749 | $82,000 | thousands by filing date | |
| AROWANA INC | G05011112 | *W EXP 04/29/202 | 700,000 | $56,000 | 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 | $12,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001104659-16-139667 | this filing | 2016-08-15 | acceptance time not in the bulk data set |