Appaloosa Management L.P. 13F holdings and portfolio analysis

ReadyDavid Tepper · Appaloosa Management

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Baseline

Analysis messages
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Baselinetested
Strategy Q&A reference3 reference Q&A

Pre-generated Q&A about this fund. Use as reference context for your own analysis.

baseline13FChat AI
Which holdings or sectors dominate the baseline risk profile?

Concentration is the first item to inspect: top 5 44.48%, top 10 66.68%, top 20 88.87%. The largest names are BABA (Alibaba Group Holding Limited) 12.69%, GOOGL (Alphabet Inc.) 9.44%, AMZN (Amazon.com, Inc.) 8.47%, MU (Micron Technology, Inc.) 7.21%, and META (Meta Platforms, Inc.) 6.67%, and the largest sector exposures are Consumer Discretionary 32.92%, Information Technology 24.64%, and Communication Services 17.38%. If those exposures reverse, baseline performance can diverge sharply from a broad index.

Show the top holdings, sector weights, and concentration metrics for the latest disclosed period.
baseline13FChat AI
What does directly following Appaloosa Management L.P. expose an investor to as of 2026-03-31?

The baseline is a direct read-through of the disclosed fund portfolio. It is led by BABA (Alibaba Group Holding Limited) 12.69%, GOOGL (Alphabet Inc.) 9.44%, and AMZN (Amazon.com, Inc.) 8.47%, with sector exposure of Consumer Discretionary 32.92%, Information Technology 24.64%, and Communication Services 17.38%. The baseline metrics show return 17.44%, alpha 3.38%, beta 1.07, Sharpe 0.80, Sortino 1.08, and max drawdown -30.54%, so this should be treated as an equity exposure with its own concentration and timing risk rather than a neutral benchmark clone.

Compare the baseline holdings with the benchmark sector weights and identify the largest active risks.
baseline13FChat AI
Which recent periods best explain the baseline risk-return trade-off?

The strongest recent period was 2025-06-30 (12.29% strategy return, 4.20% benchmark, 8.09% excess, 52.90% turnover), while the weakest was 2024-03-31 (-2.22% strategy return, 2.31% benchmark, -4.53% excess, 35.39% turnover). Those periods should be read alongside baseline metrics of return 17.44%, alpha 3.38%, beta 1.07, Sharpe 0.80, Sortino 1.08, and max drawdown -30.54% to judge whether returns came from persistent exposure or a narrow timing window.

Show the worst drawdown windows and the top holdings active during those periods.
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