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 |
State Street Health Care Select Sector SPDR ETF
XLV
|
+$1.33M |
| 2 |
Visa
V
|
+$1.12M |
| 3 |
Walt Disney
DIS
|
+$896K |
| 4 |
Public Storage
PSA
|
+$863K |
| 5 |
McDonald's
MCD
|
+$689K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
AGN
Allergan plc
AGN
|
+$7.03M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$5.85M |
| 3 |
Netflix
NFLX
|
+$3.93M |
| 4 |
Alphabet (Google) Class C
GOOG
|
+$2.96M |
| 5 |
AutoZone
AZO
|
+$2.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 24.07% |
| 2 | Consumer Discretionary | 12.51% |
| 3 | Technology | 12.29% |
| 4 | Consumer Staples | 12.13% |
| 5 | Healthcare | 10.69% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares 20+ Year Treasury Bond ETF
TLT
$47.6B
| $4.02M | 11.49% |
33,381
-47,997
| -59% | -$5.85M |
2015 Q3
1 quarter
|
|
|
2
State Street Health Care Select Sector SPDR ETF
XLV
$51B
| $1.58M | 4.52% |
21,984
+18,829
| +597% | +$1.33M |
2014 Q2
6 quarters
|
|
|
3
Visa
V
$784B
| $1.41M | 4.03% |
18,198
+14,512
| +394% | +$1.12M |
2014 Q2
6 quarters
|
|
4
Skyworks Solutions
SWKS
$21.1B
| $1.4M | 4% |
18,228
+2,276
| +14% | +$182K |
2015 Q2
2 quarters
|
|
|
5
Walt Disney
DIS
$204B
| $1.31M | 3.75% |
12,488
+8,037
| +181% | +$896K |
2015 Q1
3 quarters
|
|
6
Nike
NKE
$56.1B
| $1.3M | 3.73% |
20,873
+8,771
| +72% | +$566K |
2014 Q4
4 quarters
|
|
7
Altria Group
MO
$130B
| $1.04M | 2.96% |
17,834
-18,977
| -52% | -$1.1M |
2015 Q1
3 quarters
|
|
|
8
Public Storage
PSA
$62.3B
| $913K | 2.61% |
+3,686
| New | +$863K |
2015 Q4
0 quarters
|
|
9
Clorox
CLX
$13.1B
| $773K | 2.21% |
6,094
+1,553
| +34% | +$193K |
2014 Q4
4 quarters
|
|
|
10
McDonald's
MCD
$193B
| $728K | 2.08% |
+6,161
| New | +$689K |
2015 Q4
0 quarters
|
|
11
Kimberly-Clark
KMB
$65.8B
| $720K | 2.06% |
+5,658
| New | +$679K |
2015 Q4
0 quarters
|
|
|
RAI
12
DELISTED
Reynolds American Inc
RAI
| $682K | 1.95% |
14,775
+1,204
| +9% | +$55.7K |
2015 Q2
2 quarters
|
|
13
Johnson & Johnson
JNJ
$683B
| $645K | 1.84% |
+6,282
| New | +$632K |
2015 Q4
0 quarters
|
|
14
Invesco QQQ Trust
QQQ
$461B
| $643K | 1.84% |
5,749
+3,306
| +135% | +$369K |
2015 Q2
2 quarters
|
|
15
Lockheed Martin
LMT
$140B
| $641K | 1.83% |
2,954
+305
| +12% | +$66.2K |
2014 Q2
6 quarters
|
|
16
O'Reilly Automotive
ORLY
$73.4B
| $621K | 1.77% |
36,780
+11,805
| +47% | +$205K |
2015 Q1
3 quarters
|
|
17
Texas Instruments
TXN
$286B
| $620K | 1.77% |
+11,318
| New | +$632K |
2015 Q4
0 quarters
|
|
18
Cigna
CI
$78.1B
| $612K | 1.75% |
4,180
+1,208
| +41% | +$166K |
2015 Q1
3 quarters
|
|
19
Target
TGT
$73.1B
| $576K | 1.64% |
+7,935
| New | +$592K |
2015 Q4
0 quarters
|
|
20
IBM
IBM
$231B
| $562K | 1.6% |
+4,275
| New | +$574K |
2015 Q4
0 quarters
|
|
21
Sherwin-Williams
SHW
$84.9B
| $559K | 1.6% |
+6,462
| New | +$559K |
2015 Q4
0 quarters
|
|
22
TransDigm Group
TDG
$65.7B
| $551K | 1.57% |
2,411
-9,333
| -79% | -$2.1M |
2014 Q2
6 quarters
|
|
|
AGN
23
DELISTED
Allergan plc
AGN
| $531K | 1.52% |
1,700
-23,599
| -93% | -$7.03M |
2014 Q2
6 quarters
|
|
24
Digital Realty Trust
DLR
$69.4B
| $526K | 1.5% |
6,950
+2,381
| +52% | +$172K |
2015 Q2
2 quarters
|
|
25
WEC Energy
WEC
$38.7B
| $489K | 1.4% |
9,535
-13,164
| -58% | -$672K |
2015 Q2
2 quarters
|
|
Similar funds
Edgestream Partners's Q4 2015 Portfolio in Review
As of Q4 2015, Edgestream Partners held 83 positions worth $35M, down 39% from $57.2M the previous quarter. Its ten largest holdings account for 41% of the portfolio.
Edgestream Partners withdrew a net $23.4M in Q4 2015, closing 22 positions and reducing 15 holdings. Its most notable exit was Netflix, an estimated $3.93M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 24% of assets, up from 23% a quarter earlier, followed by Consumer Discretionary and Technology.
Against the trend, Edgestream Partners opened a new position in Public Storage worth $913K.
- Edgestream Partners's largest Q4 2015 buy was Public Storage: 3,686 shares worth $913K.
- Edgestream Partners added most to State Street Health Care Select Sector SPDR ETF in Q4 2015, an estimated $1.33M increase.
- Edgestream Partners's biggest Q4 2015 reduction was Allergan plc, cutting an estimated $7.03M.
- Edgestream Partners fully exited Netflix in Q4 2015, selling an estimated $3.93M.
- Edgestream Partners's ten largest holdings make up 41% of its $35M portfolio in Q4 2015.
- Edgestream Partners opened 31 new positions and closed 22 in Q4 2015.
- Edgestream Partners's portfolio value fell 39% quarter-over-quarter to $35M.
Based on Edgestream Partners's 13F filing for Q4 2015, filed 16 Feb 2016.