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
|
+$9.6M |
| 2 |
RAI
Reynolds American Inc
RAI
|
+$4.08M |
| 3 |
TransDigm Group
TDG
|
+$3.89M |
| 4 |
Apple
AAPL
|
+$3.86M |
| 5 |
Altria Group
MO
|
+$3.84M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Visa
V
|
+$1.41M |
| 2 |
Invesco QQQ Trust
QQQ
|
+$643K |
| 3 |
Texas Instruments
TXN
|
+$620K |
| 4 |
IBM
IBM
|
+$562K |
| 5 |
Skyworks Solutions
SWKS
|
+$549K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 23.13% |
| 2 | Consumer Staples | 18.92% |
| 3 | Healthcare | 11.92% |
| 4 | Consumer Discretionary | 11.81% |
| 5 | Industrials | 9.8% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
iShares 20+ Year Treasury Bond ETF
TLT
$47.7B
| $14.1M | 15.9% |
108,179
+74,798
| +224% | +$9.6M |
2015 Q3
2 quarters
|
|
|
2
Altria Group
MO
$122B
| $5.1M | 5.73% |
81,305
+63,471
| +356% | +$3.84M |
2015 Q1
4 quarters
|
|
|
RAI
3
DELISTED
Reynolds American Inc
RAI
| $4.93M | 5.54% |
97,925
+83,150
| +563% | +$4.08M |
2015 Q2
3 quarters
|
|
|
4
TransDigm Group
TDG
$62.8B
| $4.46M | 5.02% |
20,234
+17,823
| +739% | +$3.89M |
2014 Q2
7 quarters
|
|
|
5
Apple
AAPL
$5.02T
| $4.22M | 4.74% |
+154,744
| New | +$3.86M |
2016 Q1
0 quarters
|
|
6
Cigna
CI
$78B
| $3.07M | 3.45% |
22,361
+18,181
| +435% | +$2.5M |
2015 Q1
4 quarters
|
|
7
Clorox
CLX
$10.5B
| $2.65M | 2.99% |
21,043
+14,949
| +245% | +$1.9M |
2014 Q4
5 quarters
|
|
8
O'Reilly Automotive
ORLY
$73.2B
| $2.54M | 2.86% |
139,215
+102,435
| +279% | +$1.75M |
2015 Q1
4 quarters
|
|
9
Public Storage
PSA
$57.9B
| $2.24M | 2.52% |
8,133
+4,447
| +121% | +$1.12M |
2015 Q4
1 quarter
|
|
10
Meta Platforms (Facebook)
META
$1.59T
| $1.97M | 2.21% |
+17,227
| New | +$1.82M |
2016 Q1
0 quarters
|
|
11
Lockheed Martin
LMT
$145B
| $1.89M | 2.12% |
8,515
+5,561
| +188% | +$1.2M |
2014 Q2
7 quarters
|
|
12
State Street Consumer Staples Select Sector SPDR ETF
XLP
$14.6B
| $1.7M | 1.92% |
32,069
+27,212
| +560% | +$1.38M |
2015 Q4
1 quarter
|
|
|
AGN
13
DELISTED
Allergan plc
AGN
| $1.54M | 1.73% |
5,732
+4,032
| +237% | +$1.15M |
2014 Q2
7 quarters
|
|
14
Southwest Airlines
LUV
$21.3B
| $1.54M | 1.73% |
+34,261
| New | +$1.39M |
2016 Q1
0 quarters
|
|
15
Nike
NKE
$55.2B
| $1.48M | 1.66% |
24,038
+3,165
| +15% | +$191K |
2014 Q4
5 quarters
|
|
16
State Street Utilities Select Sector SPDR ETF
XLU
$23.8B
| $1.45M | 1.64% |
+58,618
| New | +$1.35M |
2016 Q1
0 quarters
|
|
17
CVS Health
CVS
$115B
| $1.32M | 1.48% |
12,716
+7,793
| +158% | +$758K |
2014 Q2
7 quarters
|
|
18
AutoZone
AZO
$50.8B
| $1.31M | 1.48% |
1,647
+1,235
| +300% | +$934K |
2015 Q1
4 quarters
|
|
19
NXP Semiconductors
NXPI
$63.4B
| $1.3M | 1.47% |
+16,061
| New | +$1.2M |
2016 Q1
0 quarters
|
|
20
Kimberly-Clark
KMB
$36.1B
| $1.28M | 1.45% |
9,554
+3,896
| +69% | +$507K |
2015 Q4
1 quarter
|
|
21
Sherwin-Williams
SHW
$77.5B
| $1.21M | 1.36% |
12,732
+6,270
| +97% | +$549K |
2015 Q4
1 quarter
|
|
|
AET
22
DELISTED
Aetna Inc
AET
| $1.18M | 1.32% |
10,457
+7,414
| +244% | +$793K |
2015 Q2
3 quarters
|
|
23
Edwards Lifesciences
EW
$52.9B
| $1.13M | 1.27% |
+38,379
| New | +$1.06M |
2016 Q1
0 quarters
|
|
24
State Street Health Care Select Sector SPDR ETF
XLV
$47.3B
| $1.13M | 1.27% |
16,648
-5,336
| -24% | -$357K |
2014 Q2
7 quarters
|
|
25
iShares Biotechnology ETF
IBB
$11.3B
| $1.13M | 1.27% |
12,960
+9,441
| +268% | +$844K |
2015 Q1
4 quarters
|
|
Similar funds
Edgestream Partners's Q1 2016 Portfolio in Review
As of Q1 2016, Edgestream Partners held 89 positions worth $88.9M, up 154% from $35M the previous quarter. Its ten largest holdings account for 51% of the portfolio.
Edgestream Partners deployed $50.5M of net new capital in Q1 2016, opening 28 new positions and adding to 33 existing holdings. Its largest new stake was Apple: 154,744 shares worth $4.22M.
By sector, the portfolio is most concentrated in Miscellaneous at 23% of assets, down from 24% a quarter earlier, followed by Consumer Staples and Healthcare.
On the sell side, the largest reduction was Skyworks Solutions, an estimated $549K trimmed.
- Edgestream Partners's largest Q1 2016 buy was Apple: 154,744 shares worth $4.22M.
- Edgestream Partners added most to iShares 20+ Year Treasury Bond ETF in Q1 2016, an estimated $9.6M increase.
- Edgestream Partners's biggest Q1 2016 reduction was Skyworks Solutions, cutting an estimated $549K.
- Edgestream Partners fully exited Visa in Q1 2016, selling an estimated $1.41M.
- Edgestream Partners's ten largest holdings make up 51% of its $88.9M portfolio in Q1 2016.
- Edgestream Partners opened 28 new positions and closed 20 in Q1 2016.
- Edgestream Partners's portfolio value rose 154% quarter-over-quarter to $88.9M.
Based on Edgestream Partners's 13F filing for Q1 2016, filed 16 May 2016.