CastleKnight Management LP

Q2 2022 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2022
Date filed
8/15/2022
Form type
13F-HR
Num holdings
248
Total value ($000)
$605,098
Net value change ($000)
-95,922 (-13.7%)
New positions
39
Sold out positions
39
Turnover %
21.5%
Sector allocation + QoQ delta (equities-only)
Prev filing: 5/16/2022 Next filing: 11/14/2022 SEC filing

Snapshot: Change Analysis

Compared to Q1 2022
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)
VST 4,832 NEW
PBF 4,014 129.4%
CEG 3,490 310.2%
Party City Holdco Inc. 3,328 108.6%
Six Flags Entertainment Corp/OLD 2,901 148.5%
NFE 2,797 93.1%
HNRG 2,721 83.1%
MOS 2,405 45.4%
BLCO 2,176 NEW
CYH 2,062 35.7%
Top Reduces (Value $000, Stocks/ETFs)
CF -10,522 -89.2%
Veritiv Corp -10,337 -60.1%
TWTR -5,161 -100.0%
BXC -4,701 -100.0%
CLG -4,345 -100.0%
X -3,997 -100.0%
LC -3,636 -68.1%
LXU -2,592 -35.1%
IPI -2,481 -23.5%
BLDR -2,220 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 281,944 (46.6% 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