PA

Pacific Alternative Asset Management Company, LLC

Diversified strategyHigh-turnover traderMomentum follower

Total reported value

$913.2M

Reporting period: 2017-09-30 · Number of holdings: 112

PACIFIC ALTERNATIVE ASSET MANAGEMENT COMPANY, LLC disclosed 112 holdings in its latest 13F filing for the period ending 2017-09-30, with total reported value of $913.2M and a quarterly turnover rate of 105.6%.

Personality snowflake

Concentration
21.98
Portfolio Stability
100
Momentum/Contrarian
100
Sector conviction
59.87
Diversification
100
Sizing Uniformity
78.69

Recent moves

  • Trim NXPI

    +23.4%　$21.3M

  • Trim TWXCHF

    +52.1%　$30.4M

  • Trim 2362120D

    -11.8%　-$2.5M

  • Trim SPY

    +74.6%　$30.2M

  • Trim BAP

    -32.4%　-$2.8M

  • Trim NXST

    +54.6%　$10.5M

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

Showing top 100 holdings (of 112 total)

#TickerIssuerAsset SubclassWeightWeight ChangeShares Change4Q Trend
1NXPINXP Semiconductors N.V.Stock-Tech10.82%-9.00%+23.41%
2XLESs Energy Select SectorETF-Other9.74%+9.74%NEW
3GLDSpdr Gold SharesETF-Commodities9.51%+9.51%NEW
4TWXCHFTime Warner INCStock-Other9.36%-4.73%+52.08%
5SPYSs Spdr S&p 500 ETF Trust-usETF-Large Cap & Growth7.36%-2.11%+74.64%
6TLTIshares 20+ Year Treasury BdETF-Gov Bonds5.88%+5.88%NEW
7MDYState Street Spdr S&p MidcapETF-Other4.01%+4.01%NEW
8NXSTNexstar Media Group INCStock-Comm Services3.03%-1.37%+54.59%
9VGKVanguard Ftse Europe ETFETF-Other2.67%+2.67%NEW
10IWMIshares Russell 2000 ETFETF-Small Cap2.64%-1.29%+49.31%
11KRESs Spdr S&p Regional BankETF-Other2.60%+2.60%NEW
12EEMIshares Msci Emerging MarketETF-Emerging Markets1.89%+1.89%NEW
13XRTSs Spdr S&p Retail ETFETF-Other1.79%+1.79%NEW
142362120DSinclair Broadcast Group LLCStock-Other1.68%-2.88%-11.82%
15FEZState Street Spdr Euro StoxxETF-Other1.57%+1.57%NEW
16EWZIshares Msci Brazil ETFETF-Other1.09%+0.40%+202.11%
17DELLDell Technologies Inc.Stock-Tech1.03%—-35.32%
18BAPCredicorp Ltd.Stock-Financials1.03%-2.08%-32.38%
19✓ Avianca Hldgs SAStock-Other0.85%-0.29%+46.33%
20XLFSs Financial Select SectorETF-Other0.83%+0.83%NEW
21✓ Stock-Other0.83%+0.05%+119.18%
22LAURLaureate Education INCStock-Other0.74%+0.74%NEW
23DIASs Spdr Dow Jones Indus AvgETF-Large Cap & Growth0.70%+0.70%NEW
24BANCBanc Of California INCStock-Other0.58%—+18.94%
25FPHFive Point Holdings Llc-cl AStock-Other0.54%—+7.25%
26KMTKennametal INCStock-Other0.54%+0.54%NEW
27APDAir Products & Chemicals INCStock-Materials0.54%-0.02%+111.03%
28RSX1USDVaneck Vectors Russia ETFETF-Other0.53%+0.53%NEW
29BBX1EURBluegreen Vacations HoldingStock-Other0.53%+0.53%NEW
30UNVREURUnivar Solutions INCStock-Other0.49%+0.16%+256.05%
31TMUST-mobile US INCStock-Comm Services0.49%—+24.88%
32JNJJohnson & JohnsonStock-Healthcare0.47%+0.47%NEW
33RTN1USDRaytheon CompanyStock-Other0.47%+0.19%+246.27%
34ETNEaton Corporation plcStock-Industrials0.47%+0.29%+514.53%
35DEDeere & CoStock-Industrials0.47%+0.47%NEW
36AGCOAgco CORPStock-Industrials0.47%+0.29%+464.78%
37CMICummins INCStock-Industrials0.46%+0.46%NEW
38VCVisteon CORPStock-Other0.40%—-40.82%
39✓ Barclays Bk PLCStock-Other0.39%+0.39%NEW
40ADNTAdient plcStock-Other0.38%+0.11%+154.41%
41MTORMeritor INCStock-Other0.37%—+29.28%
42GDI1EURGardner Denver Holdings INCStock-Other0.37%+0.20%+305.95%
43IINUSDIntricon CORPStock-Other0.37%—-5.57%
44✓ Enel Americas S AStock-Other0.37%+0.37%NEW
45HUNHuntsman CORPStock-Materials0.36%+0.09%+191.37%
46WMWaste Management INCStock-Industrials0.36%+0.36%NEW
47HXLHexcel CORPStock-Industrials0.35%—+111.13%
48HONHoneywell International INCStock-Industrials0.34%—+106.77%
49DANDana INCStock-Other0.33%+0.33%NEW
50CATCaterpillar INCStock-Industrials0.32%—-8.81%
1–50 of 100

Holding changes this quarter

Pacific Alternative Asset Management Company, LLC's most significant position changes for 2017-09-30: New buy: Ss Energy Select Sector (XLE); New buy: Spdr Gold Shares (GLD); New buy: Ishares 20+ Year Treasury Bd (TLT); New buy: State Street Spdr S&p Midcap (MDY); Sold out: Ishares Tips Bond ETF (TIP).

Position changes disclosed by Pacific Alternative Asset Management Company, LLC for the quarter ending 2017-09-30, including ticker, issuer, weight change, shares change, and action
#TickerIssuerWeight ChangeShares ChangeAction
1EWZIshares Msci Brazil ETF+0.4%+202.11%Add
2ETNEaton Corporation plc+0.3%+514.53%Add
3AGCOAgco CORP+0.3%+464.78%Add
4GDI1EURGardner Denver Holdings INC+0.2%+305.95%Add
5RTN1USDRaytheon Company+0.2%+246.27%Add
6UNVREURUnivar Solutions INC+0.2%+256.05%Add
7ADNTAdient plc+0.1%+154.41%Add
8HUNHuntsman CORP+0.1%+191.37%Add
9✓ +0.1%+119.18%Add
10APDAir Products & Chemicals INC0%+111.03%Add
11✓ Avianca Hldgs SA-0.3%+46.33%Add
12AABAUSDAltaba INC-1.1%-68.24%Trim
13IWMIshares Russell 2000 ETF-1.3%+49.31%Add
14NXSTNexstar Media Group INC-1.4%+54.59%Add
15BAPCredicorp Ltd.-2.1%-32.38%Trim
16SPYSs Spdr S&p 500 ETF Trust-us-2.1%+74.64%Add
172362120DSinclair Broadcast Group LLC-2.9%-11.82%Trim
18TWXCHFTime Warner INC-4.7%+52.08%Add
19NXPINXP Semiconductors N.V.-9%+23.41%Add
20XLESs Energy Select Sector—NEWNew buy
21GLDSpdr Gold Shares—NEWNew buy
22TLTIshares 20+ Year Treasury Bd—NEWNew buy
23MDYState Street Spdr S&p Midcap—NEWNew buy
24TIPIshares Tips Bond ETF—EXITSold out
25VGKVanguard Ftse Europe ETF—NEWNew buy
26KRESs Spdr S&p Regional Bank—NEWNew buy
27EEMIshares Msci Emerging Market—NEWNew buy
28XRTSs Spdr S&p Retail ETF—NEWNew buy
29FEZState Street Spdr Euro Stoxx—NEWNew buy
30XLFSs Financial Select Sector—NEWNew buy
31LAURLaureate Education INC—NEWNew buy
32DIASs Spdr Dow Jones Indus Avg—NEWNew buy
33ROKRockwell Automation, Inc.—EXITSold out
34KMTKennametal INC—NEWNew buy
35RSX1USDVaneck Vectors Russia ETF—NEWNew buy
36BBX1EURBluegreen Vacations Holding—NEWNew buy
37JNJJohnson & Johnson—NEWNew buy
38DEDeere & Co—NEWNew buy
39CMICummins INC—NEWNew buy
40FASTFastenal Co—EXITSold out
41PPGPpg Industries INC—EXITSold out
42✓ Barclays Bk PLC—NEWNew buy
43✓ Enel Americas S A—NEWNew buy
44WMWaste Management INC—NEWNew buy
45DANDana INC—NEWNew buy
46AXTAAxalta Coating Systems Ltd.—EXITSold out
47HDHome Depot INC—EXITSold out
48✓ New York Reit INC—NEWNew buy
49DDDuPont de Nemours, Inc.—NEWNew buy
50UTXZUnited Tech CORP—NEWNew buy

FAQ

What is Pacific Alternative Asset Management Company, LLC and what type of investor is it?
Pacific Alternative Asset Management Company, LLC is a investment manager that files SEC Form 13F quarterly, disclosing its U.S. public equity holdings to regulators. As of the most recent reporting period (2017-09-30), the firm manages a tracked equity portfolio valued at approximately $913.2M, spread across 112 disclosed positions.
What are Pacific Alternative Asset Management Company, LLC's largest equity positions?
Based on the latest 13F filing, Pacific Alternative Asset Management Company, LLC's top holdings by market value are: 1. NXP Semiconductors N.V. (NXPI) — $98.7M (10.8%) 2. Ss Energy Select Sector (XLE) — $88.9M (9.7%) 3. Spdr Gold Shares (GLD) — $86.8M (9.5%) 4. Time Warner INC (TWXCHF) — $85.5M (9.4%) 5. Ss Spdr S&p 500 ETF Trust-us (SPY) — $67.2M (7.4%)
What changes did Pacific Alternative Asset Management Company, LLC make in its most recent portfolio filing?
In the latest reported quarter, Pacific Alternative Asset Management Company, LLC made 50 notable position adjustments: 25 new positions were initiated, 16 existing holdings were added to, 3 positions were partially reduced, and 6 were completely exited. The largest of these moves: New buy: Ss Energy Select Sector (XLE); New buy: Spdr Gold Shares (GLD); New buy: Ishares 20+ Year Treasury Bd (TLT); New buy: State Street Spdr S&p Midcap (MDY); Sold out: Ishares Tips Bond ETF (TIP)
What sectors does Pacific Alternative Asset Management Company, LLC focus on?
Pacific Alternative Asset Management Company, LLC is concentrated in the following sectors based on its current disclosed equity portfolio: • Industrials: 27.1% • Information Technology: 24.6% • Communication Services: 20.4% • Health Care: 11.3% • Financials: 9.4% • Materials: 4.1%