Castle Creek Arbitrage, LLC

CIK

1326638

Location

Chicago, IL

Portfolio Value

Micro $17,278,193

Diversification

Highly concentrated

Filing Date

Global Rank

#6,288 / 6,895 ▼ 147

Top Industry

Shell Companies 98.6%

3Y Alpha vs SPY

-13.1%

Period ended 2 years ago

Filed Nov 14, 2023 · 2y

14 quarters · since Mar 2020

Clone Performance

Jun 2023–Jun 2026 · vs SPY

Hypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.

Cloned portfolio

+25.1%

SPY

+76.3%

Annualised alpha

-13.1%

Max drawdown

−24.6%

Estimate. 13F holdings are quarter-lagged and long-only, so the clone rebalances about 45 days after each period end — when the filing becomes public — and excludes options and short positions. Past performance does not predict future results.

Portfolio Concentration

5 positions · as of Sep 30, 2023 · Δ vs Jun 30, 2023

Top Position

33.5%

+4.8 pts

Top 5

100.0%

+1.5 pts

Top 10

100.0%

0.0 pts

HHI

3,242

Highly concentrated+896

Portfolio Trend

14 quarters · across all stocks

Sector Breakdown

As of Sep 30, 2023

Sector	% Portfolio	Value	Positions
Financial Services	98.6%	$17,031,493	3
Industrials	1.0%	$167,625	1
Consumer Cyclical	0.5%	$79,075	1

Last Quarter's Activity

Export CSV

Sep 30, 2023 vs Jun 30, 2023

Added To

Positions the filer increased

1 positions

Ticker	Company	Δ Shares	Shares	Value	Open
PLMJF	Plum Acquisition Corp. III	+416,074	545,253	$5,757,871
No positions match the current search.

Trimmed

Positions the filer reduced

2 positions

Ticker	Company	Δ Shares	Shares	Value
SLAMF	Slam Corp.	−100,000	536,978	$5,788,622
CDRO	Codere Online Luxembourg, S.A.	−24,437	26,271	$79,075
No positions match the current search.

New Positions

Positions the filer opened this quarter

1 positions

Ticker	Company	Shares	Value	Open
LILMF	Lilium N.V.	235,000	$167,625
No positions match the current search.

Sold Out

Positions the filer fully exited

4 positions

Ticker	Company	Shares	Value
FLD	Fold Holdings, Inc.	642,570	$6,650,599
DMYY	dMY Squared Technology Group, Inc.	300,000	$3,081,300
CRGO	Freightos Ltd	50,000	$172,000
CURR	Currenc Group Inc.	582,724	$0
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

5 positions · $17,278,193 total · as of Sep 30, 2023

All sectors Consumer Cyclical Financial Services Industrials

Ticker	Company	Type	Shares	Δ Shares	Value (USD)	% Δ Value	% of Portfolio
SLAMF	Slam Corp. Financial Services	Reduced	536,978	-100,000	$5,788,622	−14.5%	33.50%
PLMJF	Plum Acquisition Corp. III Financial Services	Added	545,253	+416,074	$5,757,871	+329.8%	33.32%
TLGYF	Tlgy Acquisition Corp Financial Services	Held	500,000	0	$5,485,000	+2.0%	31.75%
LILMF	Lilium N.V. Industrials	NEW	235,000	NEW	$167,625	NEW	0.97%
CDRO	Codere Online Luxembourg, S.A. Consumer Cyclical	Reduced	26,271	-24,437	$79,075	−56.7%	0.46%