Altegris Advisors, L.l.c.

High-turnover traderConcentrated strategyContrarian

Total reported value

$12.3M

Reporting period: 2016-12-31 · Number of holdings: 8

ALTEGRIS ADVISORS, L.L.C. disclosed 8 holdings in its latest 13F filing for the period ending 2016-12-31, with total reported value of $12.3M and a quarterly turnover rate of 100.0%.

Personality snowflake

Concentration: 100
Portfolio Stability: 100
Momentum/Contrarian: 0
Sector conviction: 0
Diversification: 16
Sizing Uniformity: 85.97

Recent moves

New buy LQD
Sold out 73935A954
New buy XLP
New buy HYG
Sold out G0177J116
Sold out NXPI 1 12-01-19

Holdings Map

New buyAddUnchangedTrim

Top 10 holdings by weight

Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	ETF-Corp Bonds	54.56%	+54.56%	NEW
2	XLP	Ss Consumer Staples Sel Sect	ETF-Other	13.36%	+13.36%	NEW
3	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	ETF-High Yield	12.66%	+12.66%	NEW
4	XLI	Ss Industrial Select Sector	ETF-Other	6.28%	+6.28%	NEW
5	XLY	Ss Consumer Disc Select Sect	ETF-Other	4.88%	+4.88%	NEW
6	XLB	Ss Materials Select Sector	ETF-Other	3.60%	+3.60%	NEW
7	XLV	Ss Health Care Select Sector	ETF-Other	2.62%	+2.62%	NEW
8	TIP	Ishares Tips Bond ETF	ETF-Other	2.05%	+2.05%	NEW

Portfolio Performance

Not enough priced holdings yet to compute performance

Reported value over time

Sector allocation

Not enough sector-mapped data yet

Sector allocation over time

Quarterly history

Period	Holdings	Total value	Stability	Top holdings
2016-12-31	8	$12.3M	100	1LQD 2XLP 3HYG Top holdings2016-12-31 1.LQD 2.XLP 3.HYG 4.XLI 5.XLY 6.XLB 7.XLV 8.TIP
2016-09-30	7	$9.7M	98	173935A2G0177J3NXPI 1 12-01-19 Top holdings2016-09-30 1.73935A 2.G0177J 3.NXPI 1 12-01-19 4.CRM 0.25 04-01-18 5.AFSI 2.75 12-15-44 6.PANW 0 07-01-19 7.DYN 7 07-01-19
2016-06-30	9	$8.6M	100	1G0177J2CRM 0.25 04-01-18 3NXPI 1 12-01-19 Top holdings2016-06-30 1.G0177J 2.CRM 0.25 04-01-18 3.NXPI 1 12-01-19 4.ASRT 2.5 09-01-21 5.PANW 0 07-01-19 6.INFN 1.75 06-01-18 7.DYN 7 07-01-19 8.AMRI 2.25 11-15-18 9.73935A
2016-03-31	9	$22.9M	100	173935A2CRM 0.25 04-01-18 3NXPI 1 12-01-19 Top holdings2016-03-31 1.73935A 2.CRM 0.25 04-01-18 3.NXPI 1 12-01-19 4.AMRI 2.25 11-15-18 5.INTC 2.95 12-15-35 6.PANW 0 07-01-19 7.BKNG 1 03-15-18 8.G0177J 9.INFN 1.75 06-01-18
2015-12-31	14	$34.1M	88	1TLT 2CRM 0.25 04-01-18373935A Top holdings2015-12-31 1.TLT 2.CRM 0.25 04-01-18 3.73935A 4.BKNG 0.35 06-15-20 5.G0177J 6.AMRI 2.25 11-15-18 7.ZD 3.25 06-15-29 8.PANW 0 07-01-19 9.SRCL 5.25 09-15-18 10.WDAY 1.5 07-15-20
2015-09-30	18	$58.6M	100	173935A2G0177J3CRM 0.25 04-01-18 Top holdings2015-09-30 1.73935A 2.G0177J 3.CRM 0.25 04-01-18 4.JAH 1.125 03-15-34 5.PANW 0 07-01-19 6.BKNG 0.35 06-15-20 7.JAZZ 1.875 08-15-21 8.AMRI 2.25 11-15-18 9.INTC 2.95 12-15-35 10.ZD 3.25 06-15-29
2015-06-30	17	$49.1M	100	173935A2G0177J3JAH 1.125 03-15-34 Top holdings2015-06-30 1.73935A 2.G0177J 3.JAH 1.125 03-15-34 4.N31738 5.AMRI 2.25 11-15-18 6.VER 3 08-01-18 7.BKNG 0.35 06-15-20 8.ZD 3.25 06-15-29 9.CSIQ 4.25 02-15-19 10.SPNC 2.625 06-01-34
2015-03-31	13	$30.6M	100	1INFN 1.75 06-01-182N317383JAH 1.125 03-15-34 Top holdings2015-03-31 1.INFN 1.75 06-01-18 2.N31738 3.JAH 1.125 03-15-34 4.G0083B 5.AMRI 2.25 11-15-18 6.VER 3 08-01-18 7.BKNG 0.35 06-15-20 8.OREXQ 2.75 12-01-20 9.ZD 3.25 06-15-29 10.INVN 1.75 11-01-18
2014-12-31	12	$37.1M	100	173935A2INFN 1.75 06-01-18 3AMRI 2.25 11-15-18 Top holdings2014-12-31 1.73935A 2.INFN 1.75 06-01-18 3.AMRI 2.25 11-15-18 4.TSRO 3 10-01-21 5.PODD 2 06-15-19 6.INVN 1.75 11-01-18 7.VER 3 08-01-18 8.OREXQ 2.75 12-01-20 9.INTC 2.95 12-15-35 10.OCR 3.5 02-15-44
2014-09-30	42	$90.1M	100	173935A2CDZI 3CONE1EUR Top holdings2014-09-30 1.73935A 2.CDZI 3.CONE1EUR 4.EXR 5.CUBE 6.QTS 7.INFN 1.75 06-01-18 8.64828T 9.SUI 10.SBAC
2014-06-30	14	$19.2M	100	173935A2SAPGR 0.5 06-15-18 3GTAT 3 12-15-20 Top holdings2014-06-30 1.73935A 2.SAPGR 0.5 06-15-18 3.GTAT 3 12-15-20 4.OCR 3.5 02-15-44 5.WEB 1 08-15-18 6.INFN 1.75 06-01-18 7.RASF 4 10-01-33 8.VER 3.75 12-15-20 9.ALR 3 05-15-16 10.VER 3 08-01-18
2014-03-31	14	$17.8M	100	178462F273935A3GTAT 3 12-15-20 Top holdings2014-03-31 1.78462F 2.73935A 3.GTAT 3 12-15-20 4.WEB 1 08-15-18 5.ALR 3 05-15-16 6.RASF 4 10-01-33 7.HMIN 2 12-15-15 8.CIEN 0.875 06-15-17 9.SLXP 1.5 03-15-19 10.VER 3.75 12-15-20
2013-12-31	14	$10.1K	0	1SLXP 1.5 03-15-19 2VGR V2.5 01-15-19 3HMIN 2 12-15-15 Top holdings2013-12-31 1.SLXP 1.5 03-15-19 2.VGR V2.5 01-15-19 3.HMIN 2 12-15-15 4.GTAT 3 10-01-17 5.MT 6.RDN 3 11-15-17 7.ALR 3 05-15-16 8.WEB 1 08-15-18 9.OCR 3.25 12-15-35 OCR 10.NUAN 2.75 11-01-31

Holding changes this quarter

Altegris Advisors, L.l.c.'s most significant position changes for 2016-12-31: New buy: Ishr Ibx Usd Invgd Cb Etf-ui (LQD); Sold out: ; New buy: Ss Consumer Staples Sel Sect (XLP); New buy: Ishr Ibx Usd Hiyld Cb Etf-ui (HYG); Sold out: Allergan PLC.

Position changes disclosed by Altegris Advisors, L.l.c. for the quarter ending 2016-12-31, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	LQD	Ishr Ibx Usd Invgd Cb Etf-ui	—	NEW	New buy
2	✓		—	EXIT	Sold out
3	XLP	Ss Consumer Staples Sel Sect	—	NEW	New buy
4	HYG	Ishr Ibx Usd Hiyld Cb Etf-ui	—	NEW	New buy
5	✓	Allergan PLC	—	EXIT	Sold out
6	NXPI 1 12-01-19	Nxp Semiconductor NV	—	EXIT	Sold out
7	CRM 0.25 04-01-18	Salesforce.com INC	—	EXIT	Sold out
8	AFSI 2.75 12-15-44	Amtrust Financial Servic	—	EXIT	Sold out
9	XLI	Ss Industrial Select Sector	—	NEW	New buy
10	PANW 0 07-01-19	Palo Alto Networks	—	EXIT	Sold out
11	XLY	Ss Consumer Disc Select Sect	—	NEW	New buy
12	XLB	Ss Materials Select Sector	—	NEW	New buy
13	DYN 7 07-01-19	Vistra Energy CORP	—	EXIT	Sold out
14	XLV	Ss Health Care Select Sector	—	NEW	New buy
15	TIP	Ishares Tips Bond ETF	—	NEW	New buy

FAQ

What is Altegris Advisors, L.l.c. and what type of investor is it?

Altegris Advisors, L.l.c. 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 (2016-12-31), the firm manages a tracked equity portfolio valued at approximately $12.3M, spread across 8 disclosed positions.

What are Altegris Advisors, L.l.c.'s largest equity positions?

Based on the latest 13F filing, Altegris Advisors, L.l.c.'s top holdings by market value are: 1. Ishr Ibx Usd Invgd Cb Etf-ui (LQD) — $6.7M (54.6%) 2. Ss Consumer Staples Sel Sect (XLP) — $1.6M (13.4%) 3. Ishr Ibx Usd Hiyld Cb Etf-ui (HYG) — $1.6M (12.7%) 4. Ss Industrial Select Sector (XLI) — $771.0K (6.3%) 5. Ss Consumer Disc Select Sect (XLY) — $599.0K (4.9%)

What changes did Altegris Advisors, L.l.c. make in its most recent portfolio filing?

In the latest reported quarter, Altegris Advisors, L.l.c. made 15 notable position adjustments: 8 new positions were initiated, 0 existing holdings were added to, 0 positions were partially reduced, and 7 were completely exited. The largest of these moves: New buy: Ishr Ibx Usd Invgd Cb Etf-ui (LQD); Sold out: ; New buy: Ss Consumer Staples Sel Sect (XLP); New buy: Ishr Ibx Usd Hiyld Cb Etf-ui (HYG); Sold out: Allergan PLC

What sectors does Altegris Advisors, L.l.c. focus on?

Sector breakdown data is not yet available for Altegris Advisors, L.l.c.. Check back after the next 13F processing cycle.