Skaana Management L.P.
SEC Form 13F institutional filer · CIK 0001860998
13F-HR · 9 reported holdings · 2026-03-31
Reported long-US-equity value
$0.05B
Top-10 concentration
100.0%
Skaana Management L.P. — $48M AUM allocation strategy
Skaana Management L.P. files SEC Form 13F and reports $48M of long US equity value across 9 reported holdings for 2026-03-31.
Its largest sector bet is Energy 41.0%, followed by Financials 28.4% and Materials 23.5%.
The top 10 holdings account for 100% of reported value — a conviction-weighted book concentrated in its best ideas. The sector and industry splits below are of the same reported value. Track quarter-over-quarter adds, trims, new positions and exits below — sourced from SEC 13F filings, public domain.
Skaana Management L.P. — latest SEC 13F insights
Reported long-US-equity value (13F AUM)
$48M
total across 9 reported holdings · 2026-03-31 · excludes shorts, cash, non-US
Top-10 concentration
100% of value
higher = narrower conviction; lower = spread / hedging
Biggest adds (shares)
+$ALB +138K sh · +$10.1M+$KKR +64.5K sh · +$2.43M+$OXY +22.9K sh · +$11.3M
Sector allocation (share of reported value)
each slice is a share of the reported long-US-equity value — smaller sectors and the rest of the book roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Industry allocation (share of reported value)
- Oil & Gas Exploration & Production41.0%—
- Specialty Chemicals23.5%—
- Diversified Banks21.7%—
- Asset Management & Custody Banks6.7%—
- Technology Hardware, Storage & Peripherals3.5%—
- Application Software2.7%—
- Aerospace & Defense0.5%—
- Internet Services & Infrastructure0.5%—
the finer GICS cut of the same book — same denominator — smaller industries roll into “Other holdings”
Qtr shift = share-point change vs the prior quarter's filing — first period tracked for this filer; the column fills in with the next quarterly refresh.
Top S&P 500 holdings
9 of 9 rows · sorted by Value ↓
| Ticker | Holding | Shares | Value | Δ QoQ | Weight |
|---|---|---|---|---|---|
| $OXY | Occidental Petroleum Corporation | 458K | $19.7M | +22.9K | 41.0% |
| $ALB | Albemarle Corporation | 158K | $11.3M | +138K | 23.5% |
| $BAC | Bank of America Corporation | 8.82K | $10.4M | — | 21.7% |
| $KKR | KKR & Co. Inc | 75.5K | $3M | +64.5K | 6.2% |
| $HPE | Hewlett Packard Enterprise Company | 26.4K | $1.7M | — | 3.5% |
| $ORCL | Oracle Corporation | 28.4K | $1.28M | — | 2.7% |
| $BA | Boeing Company | 3.53K | $226K | -26.2K | 0.5% |
| $AKAM | Akamai Technologies Inc | 1.93K | $221K | — | 0.5% |
| $APO | Apollo Global Management Inc | 3.36K | $195K | -37.8K | 0.4% |
SEC Form 13F data sets · public domain · 45-day filing lag · >$100M AUM managers · as reported
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How to read Δ QoQ — the five insight categories, and the caveats
The categories. Analysts, quants and retail traders look past total portfolio value to isolate actionable signals. Five categories matter.
Conviction & concentration shifts
New positions vs complete exits — a brand-new stock signals high conviction; a full liquidation suggests a broken thesis or tax-loss harvesting. Aggressive sizing — look at share count, not dollars: a 20% share increase during a drawdown is strong dip-buying. Concentration — a narrowing top-5/10 means conviction; spreading capital across more names means hedging.
Sector & macro allocation rotations
Aggregating Δ QoQ moves across sectors shows where smart money is leaning in or sneaking out — rotating out of growth into defensives or energy, for example. The fund's total long equity exposure quarter-over-quarter is a proxy for overall institutional risk appetite.
Crowding & smart-money consensus
When several managers initiate or expand the same stock in the same quarter, that is institutional consensus. Contrarian reads: top pickers buying hard into a beaten-down name the market is selling.
Derivative & option overlays
Reported call/put changes indicate whether managers are adding downside hedges or leveraging upside exposure. Note: a long increase may be half of a market-neutral pair trade.
Who reads this
| Retail "cloners" | High-conviction ideas to replicate ~45 days after quarter-end. |
| Corporate IR | Which funds bought or dumped the stock, before the next call. |
| Quant / algo traders | Cross-sectional factor inputs: flow, momentum, ownership. |
Four caveats before you trade on it
- 45-day lag — holdings are quarter-end; positions may already be closed.
- Long-only — 13Fs miss shorts, pair trades and cash.
- No non-US / fixed income — the picture is US equities plus options.
- Corporate actions — splits and spinoffs distort raw share deltas.
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