13F-HR filed by Castle Creek Arbitrage, LLC
Castle Creek Arbitrage, LLC filed this 13F-HR for the quarter ended 2017-06-30, filed 2017-08-03, with 50 holding rows worth $931,676,000.
- Accession
- 0001104659-17-049324
- Filer
- CIK 1326638
- Filed
- 2017-08-03
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2017
A holdings report, 50 entries on the cover page, a total value of $931,676,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $931,674,000 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 | $312,523,000 | thousands by filing date | principal |
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 58,077,000 | $181,157,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 33,615,000 | $102,375,000 | thousands by filing date | principal |
| TESARO INC | 881569AA5 | NOTE 3.00010/0 | 18,027,000 | $72,827,000 | thousands by filing date | principal |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 23,500,000 | $35,246,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP | 530715AN1 | DEB 3.500% 1/1 | 41,328,000 | $22,521,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 15,714,000 | $22,243,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 17,110,000 | $15,621,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAD2 | NOTE 1.250%10/1 | 11,000,000 | $15,557,000 | thousands by filing date | principal |
| TESLA INC | 88160RAB7 | NOTE 0.250 3/0 | 10,743,000 | $12,299,000 | thousands by filing date | principal |
| AKAMAI TECHNOLOGIES INC | 00971TAG6 | DBCV 2/1 | 12,500,000 | $12,249,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 11,000,000 | $11,168,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 9,500,000 | $10,994,000 | thousands by filing date | principal |
| IMMUNOMEDICS INC | 452907AK4 | NOTE 4.750 2/1 | 5,512,000 | $10,097,000 | thousands by filing date | principal |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 8,500,000 | $8,548,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 7,115,000 | $8,434,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 6,000,000 | $7,823,000 | thousands by filing date | principal |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 5,694,000 | $6,759,000 | thousands by filing date | principal |
| EASTERLY ACQUISITION CORP | 27616L102 | COM | 650,000 | $6,516,000 | thousands by filing date | |
| WEBMD HEALTH CORP | 94770VAF9 | NOTE 2.500% 1/3 | 6,000,000 | $6,202,000 | thousands by filing date | principal |
| Boulevard Acquisition Corp II | 10157Q102 | CL A | 600,000 | $6,006,000 | thousands by filing date | |
| GLOBAL PARTNER ACQUISITION C | 37954X105 | COM | 600,000 | $5,970,000 | thousands by filing date | |
| ZIONS BANCORPORATION | 989701115 | WARRANT | 446,299 | $5,632,000 | thousands by filing date | |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 4,000,000 | $5,361,000 | thousands by filing date | principal |
| DOUBLE EAGLE ACQUISITION COR | G28195108 | UNIT 99/99/9999 | 500,000 | $5,260,000 | thousands by filing date | |
| ACORDA THERAPEUTICS INC | 00484MAA4 | NOTE 1.750% 6/1 | 6,000,000 | $5,153,000 | thousands by filing date | principal |
| LANDCADIA HLDGS INC | 51476W206 | UNIT 12/31/2021T | 400,000 | $4,232,000 | thousands by filing date | |
| ASSOCIATED BANC CORP | 045487113 | WTS | 380,181 | $2,222,000 | thousands by filing date | |
| SAFEGUARD SCIENTIFICS INC | 786449AK4 | BOND | 2,021,000 | $2,048,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 1,500,000 | $1,417,000 | thousands by filing date | principal |
| STANDARD BIOTOOLS INC | 34385PAA6 | NOTE 2.750% 2/0 | 2,000,000 | $1,239,000 | thousands by filing date | principal |
| SABAN CAP ACQUISITION CORP | 78516C205 | UNIT 99/99/9999 | 100,000 | $1,073,000 | thousands by filing date | |
| SUNTRUST BKS INC | 867914111 | *W EXP 11/14/201 | 56,038 | $781,000 | thousands by filing date | |
| ISHARES TR | 464287184 | CHINA LG-CAP ETF | 17,000 | $675,000 | thousands by filing date | |
| RENEWABLE ENERGY GROUP INC | 75972AAA1 | NOTE 2.750 6/1 | 585,000 | $648,000 | thousands by filing date | principal |
| SIGNATURE BANK-CW18 | 82669G112 | Wt | 5,649 | $640,000 | thousands by filing date | |
| VERINT SYS INC | 92343X100 | COM | 14,138 | $575,000 | thousands by filing date | |
| NABORS INDUSTRIES LTD | G6359F103 | SHS | 49,700 | $405,000 | thousands by filing date | |
| BOULEVARD ACQUISITION | 10157Q110 | *W EXP 09/25/202 | 300,000 | $210,000 | thousands by filing date | |
| GP INVTS ACQUISITION COR | G40357108 | *W EXP 05/19/202 | 262,395 | $182,000 | thousands by filing date | |
| EASTERLY ACQUISITION CORP | 27616L110 | *W EXP 07/29/202 | 208,501 | $172,000 | thousands by filing date | |
| VERSO CORP | 92531L207 | CL A | 26,092 | $122,000 | thousands by filing date | |
| Global Partner Acquisition Corp | 37954X113 | *W EXP 07/01/202 | 600,000 | $120,000 | thousands by filing date | |
| PACIFIC SPL ACQUISITION CORP | G68588113 | RIGHT 03/15/2017 | 151,300 | $90,000 | thousands by filing date | |
| BANK OF AMERICA CORP | 060505153 | CMN | 106,100 | $82,000 | thousands by filing date | |
| CONYERS PK ACQUISITION | 212894117 | *W EXP 07/20/202 | 20,000 | $52,000 | thousands by filing date | |
| HORNBECK OFFSHORE SVCS INC N | 440543106 | COM | 16,739 | $47,000 | thousands by filing date | |
| BARINGTON HILCO ACQUISITION | 06759V119 | RIGHT 08/11/2017 | 126,146 | $46,000 | thousands by filing date | |
| ALERE INC | 01449J204 | PERP PFD CONV SE | 7,450 | $29,000 | thousands by filing date | principal |
| BARINGTON HILCO ACQUISITION | 06759V127 | *W EXP 02/11/202 | 176,689 | $26,000 | thousands by filing date |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001104659-17-049324 | this filing | 2017-08-03 | acceptance time not in the bulk data set |