ALTEGRIS ADVISORS, L.L.C.

All Holdings — 2016 Q4

AI Portfolio Summary
In 2016 Q4, ALTEGRIS ADVISORS, L.L.C. maintained a portfolio of 15 distinct positions. The most significant new addition to the portfolio was ISHARES TR, which now represents 54.56% of the total fund value. Conversely, ALTEGRIS ADVISORS, L.L.C. completely exited their position in QQQ US 11/18/16 P113.
PCA Score Concentration Risk
Risk ENB
Total Positions
15
Quarter
2016 Q4
Top Holding
LQD (54.6%)
Top 10 Concentration
100.0%
Turnover Rate
23.4%
Sector HHI
0.18
Items per page:
1-15 of 15
Stock History Sector / Type Port % Prev % Rank / Prev Conviction Change % Change Influence Shares Mkt Value Avg Cost Price Held 1st Owned Source Source Date Date Reported
LQD
ISHARES TR
ETF 54.56% #1
Prev: #—
10.0 57,188 no change
NEW
57,188 $6,701,000 2016 Q4 13F Filing 2016-12-31 2017-02-14 (Est.)
XLP
SELECT SECTOR S...
Unknown 13.36% #2
Prev: #—
7.3 31,738 no change
NEW
31,738 $1,641,000 2016 Q4 13F Filing 2016-12-31 2017-02-14 (Est.)
HYG
ISHARES TR
ETF 12.66% #3
Prev: #—
7.1 17,968 no change
NEW
17,968 $1,555,000 2016 Q4 13F Filing 2016-12-31 2017-02-14 (Est.)
XLI
SELECT SECTOR S...
Bond/Debt 6.28% #4
Prev: #—
4.5 12,385 no change
NEW
12,385 $771,000 2016 Q4 13F Filing 2016-12-31 2017-02-14 (Est.)
XLY
SELECT SECTOR S...
Unknown 4.88% #5
Prev: #—
4.0 7,359 no change
NEW
7,359 $599,000 2016 Q4 13F Filing 2016-12-31 2017-02-14 (Est.)
XLB
SELECT SECTOR S...
Unknown 3.60% #6
Prev: #—
3.4 8,899 no change
NEW
8,899 $442,000 2016 Q4 13F Filing 2016-12-31 2017-02-14 (Est.)
XLV
SELECT SECTOR S...
Unknown 2.62% #7
Prev: #—
3.0 4,673 no change
NEW
4,673 $322,000 2016 Q4 13F Filing 2016-12-31 2017-02-14 (Est.)
TIP
ISHARES TR
ETF 2.05% #8
Prev: #—
2.8 2,225 no change
NEW
2,225 $252,000 2016 Q4 13F Filing 2016-12-31 2017-02-14 (Est.)
N/A
QQQ US 11/18/16...
PUT
PUT Option 0.00% 42.84%
Sold All 😨
(Was: #1)
0.3 -35,000 -100.0%
CLOSED
$— 13F Filing 2016-12-31 2017-02-14 (Est.)
N/A
Allergan plc 5....
Preferred 0.00% 14.83%
Sold All 😨
(Was: #2)
0.3 -1,750 -100.0%
CLOSED
$— 13F Filing 2016-12-31 2017-02-14 (Est.)
N/A
NXP SEMICONDUCT...
Unknown 0.00% 12.15%
Sold All 😨
(Was: #3)
0.3 -1,000,000 -100.0%
CLOSED
$— 13F Filing 2016-12-31 2017-02-14 (Est.)
N/A
salesforce.com,...
Bond/Debt 0.00% 9.25%
Sold All 😨
(Was: #4)
0.3 -750,000 -100.0%
CLOSED
$— 13F Filing 2016-12-31 2017-02-14 (Est.)
N/A
AMTRUST FINANCI...
Bond/Debt 0.00% 8.90%
Sold All 😨
(Was: #5)
0.3 -1,000,000 -100.0%
CLOSED
$— 13F Filing 2016-12-31 2017-02-14 (Est.)
N/A
Palo Alto Netwo...
Bond/Debt 0.00% 7.86%
Sold All 😨
(Was: #6)
0.3 -500,000 -100.0%
CLOSED
$— 13F Filing 2016-12-31 2017-02-14 (Est.)
N/A
Dynegy Inc 7.00...
Unknown 0.00% 4.18%
Sold All 😨
(Was: #7)
0.3 -5,000 -100.0%
CLOSED
$— 13F Filing 2016-12-31 2017-02-14 (Est.)
Showing 1-15 of 15 holdings

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