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 |
Hershey
HSY
|
+$580K |
| 2 |
PepsiCo
PEP
|
+$530K |
| 3 |
Nike
NKE
|
+$502K |
| 4 |
General Mills
GIS
|
+$500K |
| 5 |
Walmart Inc
WMT
|
+$347K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Mastercard
MA
|
+$8.97M |
| 2 |
Union Pacific
UNP
|
+$8.9M |
| 3 |
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
|
+$6.51M |
| 4 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$4.64M |
| 5 |
iShares Russell 2000 ETF
IWM
|
+$2.99M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 30.17% |
| 2 | Financials | 18.6% |
| 3 | Consumer Staples | 13.56% |
| 4 | Industrials | 12.83% |
| 5 | Healthcare | 8.05% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
State Street Industrial Select Sector SPDR ETF
XLI
$31.1B
| $3.18M | 7.26% |
56,174
-40,852
| -42% | -$2.24M |
2014 Q2
2 quarters
|
|
2
Visa
V
$792B
| $3.05M | 6.96% |
46,480
-40,888
| -47% | -$2.46M |
2014 Q2
2 quarters
|
|
|
3
Mastercard
MA
$574B
| $2.91M | 6.65% |
33,797
-109,947
| -76% | -$8.97M |
2013 Q4
4 quarters
|
|
|
4
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46B
| $2.59M | 5.91% |
14,553
-37,574
| -72% | -$6.51M |
2013 Q4
4 quarters
|
|
5
Kimberly-Clark
KMB
$66.1B
| $2.49M | 5.7% |
21,585
+608
| +3% | +$67.5K |
2014 Q2
2 quarters
|
|
|
6
State Street Health Care Select Sector SPDR ETF
XLV
$50.6B
| $1.73M | 3.95% |
25,283
-69,395
| -73% | -$4.64M |
2014 Q2
2 quarters
|
|
|
7
Union Pacific
UNP
$181B
| $1.62M | 3.7% |
13,592
-77,494
| -85% | -$8.9M |
2014 Q2
2 quarters
|
|
|
8
PepsiCo
PEP
$196B
| $1.59M | 3.64% |
16,857
+5,524
| +49% | +$530K |
2013 Q4
4 quarters
|
|
|
9
iShares Russell 2000 ETF
IWM
$77.1B
| $945K | 2.16% |
7,897
-26,108
| -77% | -$2.99M |
2014 Q2
2 quarters
|
|
10
Vanguard Morningstar Total Stock Market ETF
VTI
$691B
| $880K | 2.01% |
8,304
-21,343
| -72% | -$2.21M |
2014 Q2
2 quarters
|
|
11
VF Corp
VFC
$7.98B
| $869K | 1.98% |
12,320
-23,649
| -66% | -$1.56M |
2014 Q2
2 quarters
|
|
12
Sherwin-Williams
SHW
$84.6B
| $783K | 1.79% |
8,925
-14,424
| -62% | -$1.14M |
2014 Q2
2 quarters
|
|
13
Lockheed Martin
LMT
$138B
| $774K | 1.77% |
4,021
-11,716
| -74% | -$2.17M |
2014 Q2
2 quarters
|
|
14
Northrop Grumman
NOC
$77.5B
| $755K | 1.72% |
5,121
-7,733
| -60% | -$1.06M |
2013 Q4
4 quarters
|
|
15
Vanguard Dividend Appreciation ETF
VIG
$118B
| $751K | 1.72% |
9,251
-9,024
| -49% | -$714K |
2014 Q2
2 quarters
|
|
16
Southwest Airlines
LUV
$22.2B
| $750K | 1.71% |
17,721
-15,036
| -46% | -$561K |
2014 Q2
2 quarters
|
|
17
CVS Health
CVS
$114B
| $729K | 1.66% |
7,568
-4,388
| -37% | -$387K |
2014 Q2
2 quarters
|
|
18
Wells Fargo
WFC
$259B
| $664K | 1.52% |
12,116
-2,793
| -19% | -$148K |
2014 Q2
2 quarters
|
|
19
Ameriprise Financial
AMP
$45.1B
| $662K | 1.51% |
5,008
-8,795
| -64% | -$1.11M |
2013 Q4
4 quarters
|
|
20
IBM
IBM
$233B
| $654K | 1.49% |
4,265
+740
| +21% | +$118K |
2014 Q1
3 quarters
|
|
21
ProShares Ultra QQQ
QLD
$12.5B
| $642K | 1.47% |
150,304
-186,240
| -55% | -$764K |
2014 Q2
2 quarters
|
|
22
Cencora
COR
$67.1B
| $628K | 1.43% |
6,966
-13,653
| -66% | -$1.17M |
2014 Q2
2 quarters
|
|
|
23
Hershey
HSY
$35.3B
| $620K | 1.42% |
+5,962
| New | +$580K |
2014 Q4
0 quarters
|
|
24
TJX Companies
TJX
$149B
| $620K | 1.42% |
18,068
-25,956
| -59% | -$827K |
2013 Q4
4 quarters
|
|
25
Annaly Capital Management
NLY
$13.9B
| $603K | 1.38% |
13,952
-2,547
| -15% | -$115K |
2014 Q1
3 quarters
|
|
Similar funds
Edgestream Partners's Q4 2014 Portfolio in Review
As of Q4 2014, Edgestream Partners held 86 positions worth $43.8M, down 62% from $115M the previous quarter. Its ten largest holdings account for 48% of the portfolio.
Edgestream Partners withdrew a net $77.8M in Q4 2014, closing 28 positions and reducing 43 holdings. Its most notable exit was Apple, an estimated $2.74M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 30% of assets, down from 34% a quarter earlier, followed by Financials and Consumer Staples.
Against the trend, Edgestream Partners opened a new position in Hershey worth $620K.
- Edgestream Partners's largest Q4 2014 buy was Hershey: 5,962 shares worth $620K.
- Edgestream Partners added most to PepsiCo in Q4 2014, an estimated $530K increase.
- Edgestream Partners's biggest Q4 2014 reduction was Mastercard, cutting an estimated $8.97M.
- Edgestream Partners fully exited Apple in Q4 2014, selling an estimated $2.74M.
- Edgestream Partners's ten largest holdings make up 48% of its $43.8M portfolio in Q4 2014.
- Edgestream Partners opened 9 new positions and closed 28 in Q4 2014.
- Edgestream Partners's portfolio value fell 62% quarter-over-quarter to $43.8M.
Based on Edgestream Partners's 13F filing for Q4 2014, filed 17 Feb 2015.