Castle Creek Arbitrage, LLC

CIK

1326638

Location

Chicago, IL

Portfolio Value

Micro $18,934,803

Diversification

Highly concentrated

Filing Date

Global Rank

#6,499 / 6,968 ▼ 279 · as of Sep 2023

Top Industry

Shell Companies 66.1%

3Y Alpha vs SPY

-54.8%

Period ended 2 years ago

Filed Nov 14, 2023 · 2y

15 quarters · since Mar 2020

Clone Performance

Sep 2023–Apr 2024 · vs SPY

Hypothetical growth of buying every stock this filer reported holding, rebalancing on each filing and indexed to the same start. Option positions cannot be bought this way and are left out.

Cloned portfolio

-21.2%

SPY

+13.2%

Annualised alpha

-54.8%

Max drawdown

−52.5%

Estimate. 13F holdings are quarter-lagged, so the clone rebalances about 45 days after each period end — when the filing becomes public — and it excludes option and short positions. Returns use comparable raw closes and exclude dividends. Captured split ratios restate closes onto one basis; only an unusable ratio can exclude earlier closes for that listing. It tracks 100% of reported value on average across 2 quarters.Castle Creek Arbitrage, LLC has stopped filing, so the simulation ends in Apr 2024 — where its last reported portfolio went stale — rather than trading that portfolio forward to today. Past performance does not predict future results.

Portfolio Concentration

86 tracked positions · as of Sep 30, 2023 · Δ vs Jun 30, 2023

Top Position

30.6%

+8.7 pts

Top 5

97.8%

+12.8 pts

Top 10

100.0%

+1.0 pts

HHI

2,811

Highly concentrated+1,156

Portfolio Trend

15 quarters · across all stocks

Sector Breakdown

As of Sep 30, 2023

Sector	% Portfolio	Value	Positions
Financial Services	66.4%	$12,574,632	7
Industrials	31.3%	$5,918,196	11
Utilities	1.4%	$258,649	1
Healthcare	0.6%	$104,251	7
Consumer Cyclical	0.4%	$79,075	3
Basic Materials	0.0%	$0	1
Communication Services	0.0%	$0	3
Real Estate	0.0%	$0	1
Technology	0.0%	$0	8
Unclassified	0.0%	$0	44

Last Quarter's Activity

Export CSV

Sep 30, 2023 vs Jun 30, 2023

Added To

Positions the filer increased

5 positions

Ticker	Company	Δ Shares	Shares	Value
—		+853,085	903,085	$0
—		+613,909	633,759	$0
PLMJF	Plum Acquisition Corp. III	+416,074	545,253	$5,757,871
—		+300,100	925,939	$0
—		+6,005	706,005	$0
No positions match the current search.

Trimmed

Positions the filer reduced

25 positions

Ticker	Company	Δ Shares	Shares	Value
—		−1,629,235	765,749	$0
—		−1,500,011	11,778	$0
RDZN	Roadzen Inc.	−484,000	16,000	$0
—		−450,000	450,000	$0
—		−250,003	441,561	$0
—		−150,000	287,030	$0
—		−100,000	190,100	$0
SLAMF	Slam Corp.	−100,000	536,978	$5,788,622
—		−80,000	150,866	$0
—		−62,761	750,000	$0
VELO	Velo3D, Inc.	−58,701	62,491	$0
—		−52,295	347,705	$0
—		−52,175	97,825	$0
ADSE	Ads-Tec Energy Public Ltd Co	−50,519	249,161	$0
CRGO	Freightos Ltd	−50,000	414,726	$0
DRTS	Alpha Tau Medical Ltd.	−35,704	94,384	$0
CXAI	CXApp Inc.	−30,000	389,020	$0
—		−28,312	157,071	$0
CDRO	Codere Online Luxembourg, S.A.	−24,437	398,204	$79,075
ALSAF	Alpha Star Acquisition Corp	−12,250	187,750	$968,760
—		−7,374	490,324	$0
—		−4,320	365,680	$0
—		−2,576	643,763	$0
—		−2,126	29,394	$0
MKTW	Marketwise, Inc.	−1,263	37,112	$59,379
No positions match the current search.

New Positions

Positions the filer opened this quarter

7 positions

Ticker	Company	Shares	Value
LILMF	Lilium N.V.	235,000	$167,625
TVGN	Tevogen Inc.	149,915	$0
—		403,771	$0
—		400,000	$0
RENEF	Cartesian Growth Corp II	521,707	$0
—		22,717	$0
—		400,000	$0
No positions match the current search.

Sold Out

Positions the filer fully exited

25 positions

Ticker	Company	Shares	Value
FLD	Fold Holdings, Inc.	924,498	$6,650,599
—		195,000	$2,024,100
—		140,000	$1,453,200
SPIR	Spire Global, Inc.	89,181	$45,928
—		300,400	$0
—		130,464	$0
—		482,000	$0
—		792,100	$0
—		455,293	$0
—		162,370	$0
—		1,066,182	$0
—		371,320	$0
—		575,000	$0
—		42,897	$0
—		98,221	$0
—		152,330	$0
—		165,262	$0
ISRLF	Israel Acquisitions Corp	50,000	$0
—		476,104	$0
—		423,450	$0
—		1,054,405	$0
—		693,504	$0
AMCI	AMC Robotics Corp	225,000	$0
—		200,000	$0
—		375,000	$0
No positions match the current search.

Portfolio Positions

Compact Export CSV View 13F filing

86 tracked positions · $18,934,803 total · filing declares 266 positions · $425,112,151 · as of Sep 30, 2023

All sectors Basic Materials Communication Services Consumer Cyclical Financial Services Healthcare Industrials Real Estate Technology Utilities

Showing 1–50 of 86 positions by value · page 1 of 2

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%	30.57%
PLMJF	Plum Acquisition Corp. III Financial Services	Added	545,253	+416,074	$5,757,871	+329.8%	30.41%
SOAR	Volato Group, Inc. Industrials	Reduced	985,183	-101	$5,750,571	+1.6%	30.37%
ALSAF	Alpha Star Acquisition Corp Financial Services	Reduced	187,750	-12,250	$968,760	−9.7%	5.12%
RNW	ReNew Energy Global plc Utilities	Held	344,866	0	$258,649	−6.2%	1.37%
LILMF	Lilium N.V. Industrials	NEW	235,000	NEW	$167,625	NEW	0.89%
OABI	OmniAb, Inc. Healthcare	Held	20,087	0	$104,251	+563.3%	0.55%
CDRO	Codere Online Luxembourg, S.A. Consumer Cyclical	Reduced	398,204	-24,437	$79,075	−56.7%	0.42%
MKTW	Marketwise, Inc. Financial Services	Reduced	37,112	-1,263	$59,379	−22.6%	0.31%
OPAD	Offerpad Solutions Inc. Real Estate	Held	542,937	0	$0	—	0.00%
		Added	903,085	+853,085	$0	—	0.00%
		Added	633,759	+613,909	$0	—	0.00%
		Held	100,000	0	$0	—	0.00%
		Reduced	157,071	-28,312	$0	—	0.00%
ADSE	Ads-Tec Energy Public Ltd Co Industrials	Reduced	249,161	-50,519	$0	—	0.00%
CYCU	Cycurion, Inc. Technology	Held	250,000	0	$0	—	0.00%
		Held	356,080	0	$0	—	0.00%
BZFD	BuzzFeed, Inc. Communication Services	Held	296,587	0	$0	—	0.00%
SWVL	Swvl Holdings Corp Industrials	Held	20,805	0	$0	—	0.00%
		Added	706,005	+6,005	$0	—	0.00%
CRGO	Freightos Ltd Technology	Reduced	414,726	-50,000	$0	−100.0%	0.00%
		Reduced	765,749	-1,629,235	$0	—	0.00%
		NEW	22,717	NEW	$0	NEW	0.00%
PIII	P3 Health Partners Inc. Healthcare	Held	72,700	0	$0	—	0.00%
ASTL	Algoma Steel Group Inc. Basic Materials	Held	93,438	0	$0	—	0.00%
STI	Solidion Technology Inc. Industrials	Held	97,972	0	$0	—	0.00%
		Reduced	29,394	-2,126	$0	—	0.00%
		Held	504,110	0	$0	—	0.00%
ZEO	Zeo Energy Corp. Technology	Held	280,000	0	$0	—	0.00%
		Reduced	490,324	-7,374	$0	—	0.00%
PDYN	Palladyne AI Corp. Technology	Held	948,762	0	$0	—	0.00%
		Held	449,996	0	$0	—	0.00%
		Held	500,000	0	$0	−100.0%	0.00%
ECX	ECARX Holdings Inc. Consumer Cyclical	Held	592,175	0	$0	—	0.00%
		Reduced	441,561	-250,003	$0	—	0.00%
		Held	200,000	0	$0	—	0.00%
		Reduced	150,866	-80,000	$0	—	0.00%
		Reduced	190,100	-100,000	$0	—	0.00%
RENEF	Cartesian Growth Corp II Financial Services	NEW	521,707	NEW	$0	NEW	0.00%
		Held	420,386	0	$0	—	0.00%
		Held	107,000	0	$0	—	0.00%
VELO	Velo3D, Inc. Technology	Reduced	62,491	-58,701	$0	—	0.00%
		Reduced	499,373	-627	$0	—	0.00%
		NEW	403,771	NEW	$0	NEW	0.00%
SMX	SMX (Security Matters) Public Ltd Co Industrials	Held	200,000	0	$0	—	0.00%
		Held	400,000	0	$0	—	0.00%
		Held	975,896	0	$0	—	0.00%
		Reduced	365,680	-4,320	$0	—	0.00%
		Held	200,000	0	$0	—	0.00%
AIRJW	AirJoule Technologies Corp. Industrials	Held	530,056	0	$0	—	0.00%

Covers the securities this platform tracks: U.S.-listed common stock and the put/call positions reported on it. A 13F can also report security types outside that coverage — preferred shares, bonds, warrants, untracked share classes — so the filing's own declared total can exceed the figures above. The source filing is linked at the top of this table.