CastleKnight Management LP

Q1 2024 13F-HR Holdings

Location
New York, NY
Holdings as of
3/31/2024
Date filed
5/15/2024
Form type
13F-HR
Num holdings
331
Total value ($000)
$1,676,126
Net value change ($000)
-219,386 (-11.6%)
New positions
35
Sold out positions
31
Turnover %
16.0%
Sector allocation + QoQ delta (equities-only)

Snapshot: Change Analysis

Compared to Q4 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)
CLS 16,524 NEW
FSLR 8,322 NEW
ZIM 7,554 NEW
DELL 6,895 121.6%
WDC 6,881 42.5%
CYH 6,640 27.1%
ATKR 5,673 NEW
DXPE 5,603 NEW
PBF 4,754 173.1%
PDD 4,594 341.3%
Top Reduces (Value $000, Stocks/ETFs)
SMCI -13,323 -97.1%
TH -8,836 -89.2%
STKL -5,057 -57.8%
SOUTHWESTERN ENERGY CO -4,714 -100.0%
FOUR -4,392 -89.4%
ABR -3,970 -100.0%
META -3,683 -22.0%
Playa Hotels & Resorts N.V. -3,521 -47.6%
AMZN -2,935 -29.8%
AMD -2,917 -49.8%
Instrument mix + QoQ Δ (ex-options)
Derivatives reported exposure ($000): 996,818 (59.5% 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