Castle Creek Arbitrage, LLC
CIK
1326638
Location
Chicago, IL
Portfolio Value
Micro
$18,246,953
Diversification
Highly concentrated
Filing Date
Global Rank
#6,274
/ 6,900
▼ 161
· as of Sep 2023
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
Jul 2023–Jul 2026 · vs SPYHypothetical growth of cloning every reported 13F position and rebalancing on each filing, indexed to the same start.
Cloned portfolio
+22.7%
SPY
+76.5%
Annualised alpha
-13.8%
Max drawdown
−19.8%
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
6 positions · as of Sep 30, 2023 · Δ vs Jun 30, 2023Top Position
31.7%
+4.3 pts
Top 5
99.6%
+5.4 pts
Top 10
100.0%
0.0 pts
HHI
2,935
Highly concentrated+770
Portfolio Trend
14 quarters · across all stocks
Sector Breakdown
As of Sep 30, 2023| Sector | % Portfolio | Value |
|---|---|---|
| Financial Services | 98.6% | $18,000,253 |
| Industrials | 0.9% | $167,625 |
| Consumer Cyclical | 0.4% | $79,075 |
Last Quarter's Activity
Export CSVAdded 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. | |||||
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. | ||||
6 positions ·
$18,246,953 total
· as of Sep 30, 2023
| Ticker | Company | Type | Shares | Value (USD) | % of Portfolio | History |
|---|---|---|---|---|---|---|
| SLAMF |
Slam Corp.
Financial Services
|
Reduced | 536,978 | $5,788,622 | 31.72% | |
| PLMJF |
Plum Acquisition Corp. III
Financial Services
|
Added | 545,253 | $5,757,871 | 31.56% | |
| TLGYF |
Tlgy Acquisition Corp
Financial Services
|
Held | 500,000 | $5,485,000 | 30.06% | |
| ALSAF |
Alpha Star Acquisition Corp
Financial Services
|
Reduced | 87,750 | $968,760 | 5.31% | |
| LILMF |
Lilium N.V.
Industrials
|
NEW | 235,000 | $167,625 | 0.92% | |
| CDRO |
Codere Online Luxembourg, S.A.
Consumer Cyclical
|
Reduced | 26,271 | $79,075 | 0.43% |