Edgestream Partners Portfolio holdings
Edgestream Partners is a model-driven trading firm whose math models decide what to buy and sell across global futures, currency and securities markets. It was founded in 2001 and began trading in 2003, and its chief investment officer, Peter Yianilos, is its principal owner. Its signals come from price movements and other market data rather than supply and demand analysis, economic data or world events, and its short-term strategies typically hold positions for no more than a few days. It manages privately offered funds, with a team of mathematicians, scientists, engineers and business professionals.
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Mastercard
MA
|
+$2.84M |
| 2 |
Praxair Inc
PX
|
+$2.36M |
| 3 |
PepsiCo
PEP
|
+$827K |
| 4 |
Ecolab
ECL
|
+$795K |
| 5 |
Sherwin-Williams
SHW
|
+$752K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Union Pacific
UNP
|
+$6.96M |
| 2 |
Apple
AAPL
|
+$5.17M |
| 3 |
State Street Industrial Select Sector SPDR ETF
XLI
|
+$4.26M |
| 4 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$3.59M |
| 5 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$3.38M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 33.51% |
| 2 | Industrials | 18.05% |
| 3 | Financials | 15.83% |
| 4 | Healthcare | 9.41% |
| 5 | Consumer Discretionary | 7.33% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Mastercard
MA
$569B
| $10.6M | 9.27% |
143,744
+37,352
| +35% | +$2.84M |
2013 Q4
3 quarters
|
|
|
2
Union Pacific
UNP
$172B
| $9.9M | 8.62% |
91,086
-67,218
| -42% | -$6.96M |
2014 Q2
1 quarter
|
|
|
3
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$45B
| $8.86M | 7.73% |
52,127
-21,219
| -29% | -$3.59M |
2013 Q4
3 quarters
|
|
|
4
State Street Health Care Select Sector SPDR ETF
XLV
$49.9B
| $6.05M | 5.28% |
94,678
-53,978
| -36% | -$3.38M |
2014 Q2
1 quarter
|
|
|
5
State Street Industrial Select Sector SPDR ETF
XLI
$30.1B
| $5.16M | 4.5% |
97,026
-79,470
| -45% | -$4.26M |
2014 Q2
1 quarter
|
|
6
Visa
V
$789B
| $4.66M | 4.07% |
87,368
+3,100
| +4% | +$167K |
2014 Q2
1 quarter
|
|
7
iShares Russell 2000 ETF
IWM
$76B
| $3.72M | 3.24% |
34,005
+3,690
| +12% | +$422K |
2014 Q2
1 quarter
|
|
8
Vanguard Morningstar Total Stock Market ETF
VTI
$672B
| $3M | 2.62% |
29,647
-14,349
| -33% | -$1.47M |
2014 Q2
1 quarter
|
|
9
Lockheed Martin
LMT
$131B
| $2.88M | 2.51% |
15,737
-575
| -4% | -$97.9K |
2014 Q2
1 quarter
|
|
|
AGN
10
DELISTED
Allergan plc
AGN
| $2.87M | 2.51% |
11,913
-4,882
| -29% | -$1.09M |
2014 Q2
1 quarter
|
|
|
11
Apple
AAPL
$4.98T
| $2.74M | 2.39% |
108,840
-210,476
| -66% | -$5.17M |
2013 Q4
3 quarters
|
|
12
Booking.com
BKNG
$119B
| $2.54M | 2.22% |
54,925
-46,450
| -46% | -$2.29M |
2013 Q4
3 quarters
|
|
|
13
DELISTED
Praxair Inc
PX
| $2.32M | 2.03% |
+18,000
| New | +$2.36M |
2014 Q3
0 quarters
|
|
14
VF Corp
VFC
$8.01B
| $2.24M | 1.95% |
35,969
+4,259
| +13% | +$255K |
2014 Q2
1 quarter
|
|
15
Kimberly-Clark
KMB
$66.5B
| $2.16M | 1.89% |
20,977
-3,477
| -14% | -$362K |
2014 Q2
1 quarter
|
|
16
TransDigm Group
TDG
$66.2B
| $1.92M | 1.68% |
10,442
-4,749
| -31% | -$848K |
2014 Q2
1 quarter
|
|
|
YHOO
17
DELISTED
Yahoo Inc
YHOO
| $1.9M | 1.66% |
46,714
+9,290
| +25% | +$348K |
2013 Q4
3 quarters
|
|
18
Thermo Fisher Scientific
TMO
$257B
| $1.8M | 1.57% |
14,807
-14,761
| -50% | -$1.79M |
2014 Q2
1 quarter
|
|
|
19
Sherwin-Williams
SHW
$83.1B
| $1.7M | 1.49% |
23,349
+10,593
| +83% | +$752K |
2014 Q2
1 quarter
|
|
20
Ameriprise Financial
AMP
$43.5B
| $1.7M | 1.49% |
13,803
-6,279
| -31% | -$770K |
2013 Q4
3 quarters
|
|
21
Northrop Grumman
NOC
$74.6B
| $1.69M | 1.48% |
12,854
-2,827
| -18% | -$357K |
2013 Q4
3 quarters
|
|
22
Cencora
COR
$63.7B
| $1.59M | 1.39% |
20,619
-15,316
| -43% | -$1.16M |
2014 Q2
1 quarter
|
|
23
State Street SPDR S&P MIDCAP 400 ETF Trust
MDY
$25.5B
| $1.49M | 1.3% |
5,992
-10,289
| -63% | -$2.64M |
2013 Q4
3 quarters
|
|
24
Vanguard Dividend Appreciation ETF
VIG
$114B
| $1.41M | 1.23% |
18,275
-7,578
| -29% | -$588K |
2014 Q2
1 quarter
|
|
25
ProShares Ultra QQQ
QLD
$11.5B
| $1.32M | 1.15% |
336,544
-141,440
| -30% | -$540K |
2014 Q2
1 quarter
|
|
Similar funds
Edgestream Partners's Q3 2014 Portfolio in Review
As of Q3 2014, Edgestream Partners held 93 positions worth $115M, down 27% from $157M the previous quarter. Its ten largest holdings account for 50% of the portfolio.
Edgestream Partners withdrew a net $46.5M in Q3 2014, closing 16 positions and reducing 50 holdings. Its most notable exit was Hershey, an estimated $1.19M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 34% of assets, down from 40% a quarter earlier, followed by Industrials and Financials.
Against the trend, Edgestream Partners opened a new position in Praxair Inc worth $2.32M.
- Edgestream Partners's largest Q3 2014 buy was Praxair Inc: 18,000 shares worth $2.32M.
- Edgestream Partners added most to Mastercard in Q3 2014, an estimated $2.84M increase.
- Edgestream Partners's biggest Q3 2014 reduction was Union Pacific, cutting an estimated $6.96M.
- Edgestream Partners fully exited Hershey in Q3 2014, selling an estimated $1.19M.
- Edgestream Partners's ten largest holdings make up 50% of its $115M portfolio in Q3 2014.
- Edgestream Partners opened 11 new positions and closed 16 in Q3 2014.
- Edgestream Partners's portfolio value fell 27% quarter-over-quarter to $115M.
Based on Edgestream Partners's 13F filing for Q3 2014, filed 14 Nov 2014.