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 |
M&T Bank
MTB
|
+$2.65M |
| 2 |
DXC Technology
DXC
|
+$2.48M |
| 3 |
Wyndham Hotels & Resorts
WH
|
+$2.38M |
| 4 |
ALXN
Alexion Pharmaceuticals
ALXN
|
+$2.35M |
| 5 |
Owens Corning
OC
|
+$2.31M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$7.1M |
| 2 |
Albemarle
ALB
|
+$3.56M |
| 3 |
Travel + Leisure Co
TNL
|
+$3.14M |
| 4 |
Norfolk Southern
NSC
|
+$2.53M |
| 5 |
Southwest Airlines
LUV
|
+$2.48M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Industrials | 16.44% |
| 2 | Financials | 12.72% |
| 3 | Consumer Discretionary | 12.35% |
| 4 | Healthcare | 10.01% |
| 5 | Technology | 9.87% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
1
Illinois Tool Works
ITW
$81.9B
| $11.1M | 2.27% |
80,445
-16,159
| -17% | -$2.39M |
2018 Q1
1 quarter
|
|
|
2
DXC Technology
DXC
$2.34B
| $11M | 2.25% |
137,081
+28,808
| +27% | +$2.48M |
2018 Q1
1 quarter
|
|
3
Cigna
CI
$78B
| $10.8M | 2.2% |
63,474
+4,021
| +7% | +$696K |
2017 Q3
3 quarters
|
|
4
Equinix
EQIX
$106B
| $9.28M | 1.89% |
21,589
+652
| +3% | +$263K |
2018 Q1
1 quarter
|
|
5
MGM Resorts International
MGM
$8.32B
| $8.92M | 1.82% |
307,143
-31,636
| -9% | -$1.02M |
2018 Q1
1 quarter
|
|
|
LLL
6
DELISTED
L3 Technologies, Inc.
LLL
| $7.99M | 1.63% |
41,564
-1,514
| -4% | -$302K |
2018 Q1
1 quarter
|
|
|
7
Owens Corning
OC
$9.8B
| $7.8M | 1.59% |
123,061
+33,439
| +37% | +$2.31M |
2018 Q1
1 quarter
|
|
8
CenterPoint Energy
CNP
$27.1B
| $7.5M | 1.53% |
270,704
+3,178
| +1% | +$83.4K |
2018 Q1
1 quarter
|
|
9
United Airlines
UAL
$39.2B
| $7.47M | 1.52% |
107,162
-30,135
| -22% | -$2.09M |
2018 Q1
1 quarter
|
|
|
ANDV
10
DELISTED
Andeavor
ANDV
| $7.3M | 1.49% |
55,687
-14,570
| -21% | -$1.92M |
2018 Q1
1 quarter
|
|
11
Unum
UNM
$12.4B
| $6.93M | 1.41% |
187,391
+25,801
| +16% | +$1.08M |
2018 Q1
1 quarter
|
|
12
Iron Mountain
IRM
$33.4B
| $6.69M | 1.36% |
191,215
+55,987
| +41% | +$1.89M |
2018 Q1
1 quarter
|
|
13
Bread Financial
BFH
$3.78B
| $6.12M | 1.25% |
32,875
+976
| +3% | +$167K |
2018 Q1
1 quarter
|
|
14
FMC
FMC
$870M
| $5.92M | 1.21% |
76,571
-16,349
| -18% | -$1.21M |
2018 Q1
1 quarter
|
|
15
CSX Corp
CSX
$93.3B
| $5.88M | 1.2% |
276,834
+18,663
| +7% | +$384K |
2018 Q1
1 quarter
|
|
16
Marriott International
MAR
$108B
| $5.81M | 1.18% |
45,864
+13,945
| +44% | +$1.9M |
2017 Q2
4 quarters
|
|
17
Edwards Lifesciences
EW
$60.3B
| $5.59M | 1.14% |
115,278
-2,544
| -2% | -$119K |
2018 Q1
1 quarter
|
|
18
Canadian National Railway
CNI
$76.3B
| $5.34M | 1.09% |
65,324
-18,445
| -22% | -$1.47M |
2018 Q1
1 quarter
|
|
19
Deutsche Bank
DB
$68B
| $5.21M | 1.06% |
490,636
+176,315
| +56% | +$2.25M |
2018 Q1
1 quarter
|
|
20
Agnico Eagle Mines
AEM
$102B
| $5.06M | 1.03% |
110,345
-19,679
| -15% | -$866K |
2018 Q1
1 quarter
|
|
21
iShares MSCI South Korea ETF
EWY
$20.9B
| $5.04M | 1.03% |
74,419
+1,116
| +2% | +$81.4K |
2018 Q1
1 quarter
|
|
|
22
Southwest Airlines
LUV
$22.8B
| $4.58M | 0.93% |
90,076
-47,077
| -34% | -$2.48M |
2016 Q1
9 quarters
|
|
23
Digital Realty Trust
DLR
$68.5B
| $4.26M | 0.87% |
38,137
-16,910
| -31% | -$1.79M |
2018 Q1
1 quarter
|
|
24
Royal Bank of Canada
RY
$284B
| $4.22M | 0.86% |
56,039
+12,380
| +28% | +$948K |
2018 Q1
1 quarter
|
|
25
Consolidated Edison
ED
$44.3B
| $4.15M | 0.84% |
53,165
+8,467
| +19% | +$647K |
2018 Q1
1 quarter
|
|
Similar funds
Edgestream Partners's Q2 2018 Portfolio in Review
As of Q2 2018, Edgestream Partners held 309 positions worth $491M, down 3.7% from $510M the previous quarter. Its ten largest holdings account for 18% of the portfolio.
Edgestream Partners withdrew a net $15.5M in Q2 2018, closing 54 positions and reducing 100 holdings. Its most notable exit was State Street SPDR S&P 500 ETF Trust, an estimated $7.1M position sold in full.
By sector, the portfolio is most concentrated in Industrials at 16% of assets, down from 18% a quarter earlier, followed by Financials and Consumer Discretionary.
Against the trend, Edgestream Partners opened a new position in Wyndham Hotels & Resorts worth $2.28M.
- Edgestream Partners's largest Q2 2018 buy was Wyndham Hotels & Resorts: 38,681 shares worth $2.28M.
- Edgestream Partners added most to M&T Bank in Q2 2018, an estimated $2.65M increase.
- Edgestream Partners's biggest Q2 2018 reduction was Albemarle, cutting an estimated $3.56M.
- Edgestream Partners fully exited State Street SPDR S&P 500 ETF Trust in Q2 2018, selling an estimated $7.1M.
- Edgestream Partners's ten largest holdings make up 18% of its $491M portfolio in Q2 2018.
- Edgestream Partners opened 64 new positions and closed 54 in Q2 2018.
- Edgestream Partners's portfolio value fell 3.7% quarter-over-quarter to $491M.
Based on Edgestream Partners's 13F filing for Q2 2018, filed 9 Aug 2018.