CastleKnight Management LP

Q3 2023 13F-HR Holdings

Location
New York, NY
Holdings as of
9/30/2023
Date filed
11/14/2023
Form type
13F-HR
Num holdings
306
Total value ($000)
$1,523,884
Net value change ($000)
+571,590 (60.0%)
New positions
53
Sold out positions
61
Turnover %
25.0%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q2 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)
PENG 13,129 NEW
VRT 8,857 155.4%
AMD 8,014 657.4%
WDC 7,017 NEW
CF 6,902 NEW
SMCI 6,795 87.4%
CART 6,012 NEW
GNL 5,843 493.1%
SIMO 5,802 NEW
NVDA 5,784 152.8%
Top Reduces (Value $000, Stocks/ETFs)
SLG -8,852 -87.3%
Vertex Energy Inc. -7,778 -80.2%
Necessity Retail REIT, Inc. -6,605 -100.0%
VISN -5,558 -100.0%
IFF -3,990 -72.2%
Veritiv Corp -3,556 -23.3%
NEXTIER OILFIELD SOLUTIONS INC. -3,091 -100.0%
VNO -3,028 -100.0%
CONSOL ENERGY INC NEW -2,821 -100.0%
MPT -2,806 -74.0%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 937,413 (61.5% 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