CastleKnight Management LP

Q2 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
6/30/2023
Date filed
8/14/2023
Form type
13F-HR
Num holdings
299
Total value ($000)
$952,294
Net value change ($000)
-15,265 (-1.6%)
New positions
62
Sold out positions
27
Turnover %
24.1%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q1 2023
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)
TH 13,401 NEW
META 10,520 235.2%
APLD 10,160 NEW
AMZN 7,897 241.1%
SMCI 7,777 NEW
SLG 6,122 152.3%
VRT 5,700 NEW
GOOGL 5,673 159.0%
ADV 4,737 184.0%
GOOD 4,659 NEW
Top Reduces (Value $000, Stocks/ETFs)
DK -6,318 -100.0%
NFE -4,478 -58.0%
IPI -4,206 -74.1%
DINO -4,003 -72.7%
Playa Hotels & Resorts N.V. -3,282 -34.7%
CONSOL ENERGY INC NEW -3,070 -52.1%
CVI -2,760 -100.0%
PACWEST BANCORP -2,673 -94.2%
PBF -2,278 -21.2%
LXU -2,049 -100.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 462,680 (48.6% 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