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 Technology Select Sector SPDR ETF
XLK
|
+$1.64M |
| 2 |
iShares Core S&P 500 ETF
IVV
|
+$1.56M |
| 3 |
Carnival Corporation Ltd
CCL
|
+$1.08M |
| 4 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$743K |
| 5 |
State Street Consumer Discretionary Select Sector SPDR ETF
XLY
|
+$722K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Invesco QQQ Trust
QQQ
|
+$17.3M |
| 2 |
iShares 20+ Year Treasury Bond ETF
TLT
|
+$12.4M |
| 3 |
Meta Platforms (Facebook)
META
|
+$6.75M |
| 4 |
Tesla
TSLA
|
+$5.63M |
| 5 |
Apple
AAPL
|
+$5.28M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Miscellaneous | 44.34% |
| 2 | Financials | 13.52% |
| 3 | Industrials | 9.84% |
| 4 | Technology | 7.43% |
| 5 | Healthcare | 7.09% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
Invesco QQQ Trust
QQQ
$461B
| $13.9M | 16.67% |
89,494
-113,198
| -56% | -$17.3M |
2016 Q2
6 quarters
|
|
2
Visa
V
$790B
| $6.99M | 8.36% |
61,285
-30,007
| -33% | -$3.31M |
2016 Q2
6 quarters
|
|
|
3
State Street Technology Select Sector SPDR ETF
XLK
$113B
| $4.97M | 5.95% |
155,526
+52,396
| +51% | +$1.64M |
2016 Q2
6 quarters
|
|
|
4
State Street SPDR S&P 500 ETF Trust
SPY
$800B
| $3.62M | 4.32% |
13,550
+2,859
| +27% | +$743K |
2016 Q3
5 quarters
|
|
|
5
iShares Core S&P 500 ETF
IVV
$874B
| $2.88M | 3.44% |
10,695
+5,944
| +125% | +$1.56M |
2016 Q3
5 quarters
|
|
|
6
iShares 20+ Year Treasury Bond ETF
TLT
$49.2B
| $2.8M | 3.35% |
22,049
-98,829
| -82% | -$12.4M |
2017 Q1
3 quarters
|
|
|
7
Meta Platforms (Facebook)
META
$1.65T
| $2.61M | 3.12% |
14,778
-38,194
| -72% | -$6.75M |
2017 Q1
3 quarters
|
|
8
Boeing
BA
$137B
| $1.92M | 2.3% |
6,512
-3,846
| -37% | -$1.04M |
2017 Q1
3 quarters
|
|
9
McDonald's
MCD
$200B
| $1.88M | 2.25% |
10,954
+2,711
| +33% | +$455K |
2016 Q3
5 quarters
|
|
10
State Street SPDR Dow Jones Industrial Average ETF Trust
DIA
$46.1B
| $1.87M | 2.23% |
7,548
+3,007
| +66% | +$712K |
2017 Q1
3 quarters
|
|
11
ProShares UltraPro S&P 500
UPRO
$5.25B
| $1.53M | 1.83% |
65,490
-52,050
| -44% | -$1.12M |
2016 Q3
5 quarters
|
|
12
Lockheed Martin
LMT
$136B
| $1.42M | 1.7% |
4,427
-4,960
| -53% | -$1.56M |
2014 Q2
14 quarters
|
|
13
Mastercard
MA
$573B
| $1.41M | 1.68% |
9,295
-6,299
| -40% | -$937K |
2016 Q3
5 quarters
|
|
14
Honeywell
HON
$72.8B
| $1.38M | 1.65% |
9,966
+4,294
| +76% | +$576K |
2016 Q3
5 quarters
|
|
|
RTN
15
DELISTED
Raytheon Company
RTN
| $1.36M | 1.63% |
7,264
-9,323
| -56% | -$1.74M |
2017 Q1
3 quarters
|
|
|
16
Carnival Corporation Ltd
CCL
$41.9B
| $1.3M | 1.56% |
19,640
+16,292
| +487% | +$1.08M |
2017 Q1
3 quarters
|
|
17
UnitedHealth
UNH
$357B
| $1.29M | 1.55% |
5,859
-6,536
| -53% | -$1.39M |
2016 Q3
5 quarters
|
|
18
NextEra Energy
NEE
$183B
| $1.24M | 1.49% |
31,844
-116,428
| -79% | -$4.5M |
2016 Q3
5 quarters
|
|
19
iShares Russell 1000 Growth ETF
IWF
$118B
| $1.07M | 1.28% |
31,796
-10,800
| -25% | -$354K |
2016 Q3
5 quarters
|
|
20
NVIDIA
NVDA
$4.27T
| $1.05M | 1.26% |
217,040
-1,002,720
| -82% | -$4.98M |
2017 Q1
3 quarters
|
|
21
Sherwin-Williams
SHW
$87B
| $807K | 0.97% |
5,901
+894
| +18% | +$118K |
2017 Q1
3 quarters
|
|
22
Microsoft
MSFT
$4.06T
| $795K | 0.95% |
9,297
+1,907
| +26% | +$156K |
2017 Q3
1 quarter
|
|
23
Estee Lauder
EL
$41.5B
| $794K | 0.95% |
6,243
-837
| -12% | -$101K |
2017 Q1
3 quarters
|
|
24
Centene
CNC
$34.2B
| $762K | 0.91% |
15,098
+1,820
| +14% | +$88.2K |
2017 Q1
3 quarters
|
|
25
Vanguard Morningstar Growth ETF
VUG
$220B
| $761K | 0.91% |
32,448
-3,168
| -9% | -$72.7K |
2017 Q1
3 quarters
|
|
Similar funds
Edgestream Partners's Q4 2017 Portfolio in Review
As of Q4 2017, Edgestream Partners held 128 positions worth $83.6M, down 55% from $188M the previous quarter. Its ten largest holdings account for 52% of the portfolio.
Edgestream Partners withdrew a net $114M in Q4 2017, closing 49 positions and reducing 49 holdings. Its most notable exit was Tesla, an estimated $5.63M position sold in full.
By sector, the portfolio is most concentrated in Miscellaneous at 44% of assets, up from 35% a quarter earlier, followed by Financials and Industrials.
Against the trend, Edgestream Partners opened a new position in State Street Consumer Discretionary Select Sector SPDR ETF worth $758K.
- Edgestream Partners's largest Q4 2017 buy was State Street Consumer Discretionary Select Sector SPDR ETF: 15,354 shares worth $758K.
- Edgestream Partners added most to State Street Technology Select Sector SPDR ETF in Q4 2017, an estimated $1.64M increase.
- Edgestream Partners's biggest Q4 2017 reduction was Invesco QQQ Trust, cutting an estimated $17.3M.
- Edgestream Partners fully exited Tesla in Q4 2017, selling an estimated $5.63M.
- Edgestream Partners's ten largest holdings make up 52% of its $83.6M portfolio in Q4 2017.
- Edgestream Partners opened 14 new positions and closed 49 in Q4 2017.
- Edgestream Partners's portfolio value fell 55% quarter-over-quarter to $83.6M.
Based on Edgestream Partners's 13F filing for Q4 2017, filed 9 Feb 2018.