Knighthead Capital Management, LLC
CIK 0001512397
Annualised vol
7.354742%
Beta
0.08298
HHI
2469.170561
Top-10 weight
100.0%
VaR 95%
0.674064%
VaR 99%
1.330477%
Max drawdown
14.786147%
Matched value
19.709519%
Returns of reported holdings
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Position changes vs prior quarter
What the latest 13F shows bought and sold against the quarter before, by share count.
Holdings (latest quarter)
| Ticker | Change | Issuer | Class | CUSIP | Value ($) | Weight % | Shares |
|---|---|---|---|---|---|---|---|
| - | HERTZ GLOBAL HLDGS INC | COM NEW | 42806J700 | 411,903,915 | 34.99 | 1.81455469E8 | |
| - | STATE STREET SPDR S&P 500 ETF T | TR UNIT | 78462F103 | 373,385,000 | 31.72 | 500000.0 | |
| - | ISHARES TR | IBOXX HI YD ETF | 464288513 | 119,955,000 | 10.19 | 1500000.0 | |
| UP | REDUCED | WHEELS UP EXPERIENCE INC | COM CL A | 96328L304 | 115,788,881 | 9.84 | 1.290846E7 |
| ECHO | NEW | ECHOSTAR CORP | CL A | 278768106 | 48,212,500 | 4.1 | 475000.0 |
| ECHO | NEW | ECHOSTAR CORP | CL A | 278768106 | 38,062,500 | 3.23 | 375000.0 |
| SRAD | NEW | SPORTRADAR GROUP AG | CLASS A ORD SHS | H8088L103 | 29,940,000 | 2.54 | 2000000.0 |
| - | TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 16,495,172 | 1.4 | 445695.0 | |
| - | AZUL S A | SPONSORED ADS | 05501U601 | 15,954,955 | 1.36 | 1773734.0 | |
| - | TELEPHONE & DATA SYS INC | COM NEW | 879433829 | 7,418,000 | 0.63 | 200000.0 |
Quarterly portfolios
| Period | Filed | Value ($) | Positions | Vol % | Beta | Max DD % |
|---|---|---|---|---|---|---|
| 2026-06-30 | 2026-08-14 | 1,177,115,923 | 10 | 7.354742 | 0.08298 | 14.786147 |
| 2026-03-31 | 2026-05-15 | 1,519,737,868 | 6 | 5.259409 | 0.021578 | 16.404662 |
| 2025-12-31 | 2026-02-17 | 1,385,284,433 | 6 | 7.385355 | 0.037494 | 21.642103 |
| 2025-09-30 | 2025-11-14 | 2,558,180,812 | 8 | 11.144172 | 0.048479 | 32.058006 |
| 2025-03-31 | 2025-05-15 | 1,698,225,040 | 8 | 9.211089 | 0.039184 | 27.2263 |
| 2024-12-31 | 2025-02-14 | 2,102,351,655 | 9 | 12.152136 | 0.050905 | 34.695656 |