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 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$9.9M |
| 2 |
Alphabet (Google) Class C
GOOG
|
+$2.99M |
| 3 |
WEC Energy
WEC
|
+$1.01M |
| 4 |
Under Armour
UAA
|
+$759K |
| 5 |
CMS Energy
CMS
|
+$603K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$14.5M |
| 2 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$6.16M |
| 3 |
Gilead Sciences
GILD
|
+$5.62M |
| 4 |
Sherwin-Williams
SHW
|
+$3.98M |
| 5 |
Union Pacific
UNP
|
+$3.58M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 23.47% |
| 2 | Healthcare | 17.84% |
| 3 | Consumer Discretionary | 15.13% |
| 4 | Communication Services | 14.89% |
| 5 | Industrials | 8.02% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares 20+ Year Treasury Bond ETF
TLT
$49.1B
| $10.1M | 17.58% |
+81,378
| New | +$9.9M |
2015 Q3
0 quarters
|
|
|
AGN
2
DELISTED
Allergan plc
AGN
| $6.88M | 12.02% |
25,299
-8,828
| -26% | -$2.71M |
2014 Q2
5 quarters
|
|
3
Netflix
NFLX
$263B
| $3.93M | 6.88% |
380,890
-5,720
| -1% | -$61.4K |
2015 Q2
1 quarter
|
|
|
4
Alphabet (Google) Class C
GOOG
$3.52T
| $2.96M | 5.18% |
+97,300
| New | +$2.99M |
2015 Q3
0 quarters
|
|
5
TransDigm Group
TDG
$67.4B
| $2.5M | 4.36% |
11,744
-2,366
| -17% | -$541K |
2014 Q2
5 quarters
|
|
6
AutoZone
AZO
$52.3B
| $2.48M | 4.33% |
3,420
+291
| +9% | +$206K |
2015 Q1
2 quarters
|
|
7
Altria Group
MO
$126B
| $2M | 3.5% |
36,811
-18,322
| -33% | -$982K |
2015 Q1
2 quarters
|
|
8
iShares Biotechnology ETF
IBB
$11.5B
| $1.61M | 2.81% |
15,885
-25,233
| -61% | -$3.03M |
2015 Q1
2 quarters
|
|
9
Equinix
EQIX
$104B
| $1.6M | 2.79% |
5,835
-39
| -0.7% | -$10.7K |
2015 Q2
1 quarter
|
|
10
Skyworks Solutions
SWKS
$19.5B
| $1.34M | 2.35% |
15,952
-6,881
| -30% | -$629K |
2015 Q2
1 quarter
|
|
11
CVS Health
CVS
$109B
| $1.27M | 2.23% |
13,196
-17,926
| -58% | -$1.88M |
2014 Q2
5 quarters
|
|
|
12
WEC Energy
WEC
$38.5B
| $1.18M | 2.07% |
22,699
+20,797
| +1,093% | +$1.01M |
2015 Q2
1 quarter
|
|
|
STRZA
13
DELISTED
Starz - Series A
STRZA
| $1.17M | 2.05% |
31,328
+12,910
| +70% | +$518K |
2015 Q1
2 quarters
|
|
14
DELISTED
Foot Locker
FL
| $1.14M | 2% |
15,880
+8,081
| +104% | +$575K |
2015 Q2
1 quarter
|
|
15
State Street Utilities Select Sector SPDR ETF
XLU
$24.2B
| $1.09M | 1.9% |
50,314
+21,646
| +76% | +$466K |
2015 Q2
1 quarter
|
|
|
16
Under Armour
UAA
$2.35B
| $1.05M | 1.84% |
21,768
+15,974
| +276% | +$759K |
2014 Q2
5 quarters
|
|
17
Domino's
DPZ
$11B
| $872K | 1.52% |
8,080
+1,871
| +30% | +$208K |
2014 Q2
5 quarters
|
|
18
Booking.com
BKNG
$122B
| $840K | 1.47% |
16,975
-7,425
| -30% | -$369K |
2015 Q1
2 quarters
|
|
19
Nike
NKE
$59.2B
| $744K | 1.3% |
12,102
-3,534
| -23% | -$200K |
2014 Q4
3 quarters
|
|
20
Home Depot
HD
$353B
| $725K | 1.27% |
6,275
+1,426
| +29% | +$165K |
2015 Q2
1 quarter
|
|
|
21
Gilead Sciences
GILD
$210B
| $709K | 1.24% |
7,224
-50,581
| -88% | -$5.62M |
2015 Q1
2 quarters
|
|
|
22
CMS Energy
CMS
$21.8B
| $631K | 1.1% |
+17,871
| New | +$603K |
2015 Q3
0 quarters
|
|
|
RAI
23
DELISTED
Reynolds American Inc
RAI
| $601K | 1.05% |
13,571
-12,919
| -49% | -$536K |
2015 Q2
1 quarter
|
|
24
Southwest Airlines
LUV
$22.7B
| $592K | 1.04% |
+15,569
| New | +$575K |
2015 Q3
0 quarters
|
|
25
Lockheed Martin
LMT
$136B
| $549K | 0.96% |
2,649
-2,384
| -47% | -$485K |
2014 Q2
5 quarters
|
|
Similar funds
Edgestream Partners's Q3 2015 Portfolio in Review
As of Q3 2015, Edgestream Partners held 115 positions worth $57.2M, down 61% from $145M the previous quarter. Its ten largest holdings account for 62% of the portfolio.
Edgestream Partners withdrew a net $86.4M in Q3 2015, closing 63 positions and reducing 32 holdings. Its most notable exit was Apple, an estimated $14.5M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 23% of assets, up from 14% a quarter earlier, followed by Healthcare and Consumer Discretionary.
Against the trend, Edgestream Partners opened a new position in iShares 20+ Year Treasury Bond ETF worth $10.1M.
- Edgestream Partners's largest Q3 2015 buy was iShares 20+ Year Treasury Bond ETF: 81,378 shares worth $10.1M.
- Edgestream Partners added most to WEC Energy in Q3 2015, an estimated $1.01M increase.
- Edgestream Partners's biggest Q3 2015 reduction was State Street Health Care Select Sector SPDR ETF, cutting an estimated $6.16M.
- Edgestream Partners fully exited Apple in Q3 2015, selling an estimated $14.5M.
- Edgestream Partners's ten largest holdings make up 62% of its $57.2M portfolio in Q3 2015.
- Edgestream Partners opened 11 new positions and closed 63 in Q3 2015.
- Edgestream Partners's portfolio value fell 61% quarter-over-quarter to $57.2M.
Based on Edgestream Partners's 13F filing for Q3 2015, filed 12 Nov 2015.