CastleKnight Management LP

Q1 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2022
Date filed
5/16/2022
Form type
13F-HR
Num holdings
258
Total value ($000)
$701,020
Net value change ($000)
+216,174 (44.6%)
New positions
75
Sold out positions
20
Turnover %
19.9%
Sector allocation + QoQ delta (equities-only)
Prev filing: 2/14/2022 Next filing: 8/15/2022 SEC filing

Snapshot: Change Analysis

Compared to Q4 2021
Methodology: sector metrics are equities-only; instrument mix chart is ex-options; options exposure is shown separately. Why this matters.
Top Adds (Value $000, Stocks/ETFs)
Veritiv Corp 12,590 273.9%
TWTR 5,161 NEW
CYH 4,149 254.9%
LXU 3,559 93.0%
DK 3,550 150.9%
NFE 3,004 NEW
SVC 2,963 NEW
DIN 2,657 48.7%
TBT 2,332 36.3%
BLDR 2,220 NEW
Top Reduces (Value $000, Stocks/ETFs)
MOS -6,176 -53.8%
HOUS -4,661 -70.3%
QVCGA -2,935 -100.0%
BHC -2,331 -42.5%
BCC -2,164 -100.0%
NTR -1,931 -27.3%
SIG -1,699 -34.1%
CLG -1,600 -26.9%
MCK -1,467 -100.0%
META -1,462 -34.1%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 335,616 (47.9% of total reported value)
How this table is calculated: SEC VALUE ($000) is used as reported. For derivatives (PUT/CALL/WARRANT/RIGHT), SEC value represents reported underlying exposure, not premium cash paid/received. Column % is bucket-based: non-options share is calculated inside non-option total, options share is calculated inside options total. Details.
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Instrument:
Issuer Name Ticker Sector Industry Class History Value ($000) % Shares Shares Δ Shares Δ% Value Δ ($000) Value Δ% Principal Option Type