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 SPDR S&P 500 ETF Trust
SPY
|
+$16.3M |
| 2 |
Estee Lauder
EL
|
+$9.7M |
| 3 |
VMW
VMware, Inc
VMW
|
+$8.47M |
| 4 |
People Inc
PPLI
|
+$8.33M |
| 5 |
HF Sinclair
DINO
|
+$8.28M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Illinois Tool Works
ITW
|
+$11.1M |
| 2 |
Cigna
CI
|
+$10.7M |
| 3 |
Owens Corning
OC
|
+$7.8M |
| 4 |
DXC Technology
DXC
|
+$7.53M |
| 5 |
United Airlines
UAL
|
+$7.47M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Financials | 18.77% |
| 2 | Consumer Discretionary | 12.42% |
| 3 | Technology | 10.03% |
| 4 | Industrials | 9.77% |
| 5 | Utilities | 9.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
State Street SPDR S&P 500 ETF Trust
SPY
$800B
| $16.6M | 2.83% |
+57,107
| New | +$16.3M |
2018 Q3
0 quarters
|
|
|
2
HF Sinclair
DINO
$17.3B
| $11.7M | 1.99% |
167,363
+117,299
| +234% | +$8.28M |
2018 Q1
2 quarters
|
|
|
3
People Inc
PPLI
$3.28B
| $11.2M | 1.9% |
288,007
+256,639
| +818% | +$8.33M |
2018 Q2
1 quarter
|
|
|
4
Estee Lauder
EL
$40.5B
| $11M | 1.87% |
75,738
+69,973
| +1,214% | +$9.7M |
2018 Q2
1 quarter
|
|
|
VMW
5
DELISTED
VMware, Inc
VMW
| $10.7M | 1.82% |
68,520
+55,372
| +421% | +$8.47M |
2017 Q4
3 quarters
|
|
6
Equinix
EQIX
$104B
| $9.42M | 1.6% |
21,769
+180
| +0.8% | +$78.8K |
2018 Q1
2 quarters
|
|
7
SBA Communications
SBAC
$19.8B
| $8.69M | 1.48% |
54,097
+49,208
| +1,007% | +$7.84M |
2018 Q1
2 quarters
|
|
8
CME Group
CME
$114B
| $8.69M | 1.48% |
51,035
+48,569
| +1,970% | +$8.18M |
2018 Q2
1 quarter
|
|
|
LLL
9
DELISTED
L3 Technologies, Inc.
LLL
| $7.94M | 1.35% |
37,330
-4,234
| -10% | -$882K |
2018 Q1
2 quarters
|
|
10
MGM Resorts International
MGM
$8.47B
| $7.69M | 1.31% |
275,540
-31,603
| -10% | -$916K |
2018 Q1
2 quarters
|
|
11
Moody's
MCO
$87.6B
| $7.68M | 1.31% |
45,926
+39,684
| +636% | +$6.98M |
2018 Q1
2 quarters
|
|
12
Blackrock
BLK
$189B
| $7.35M | 1.25% |
15,595
+13,894
| +817% | +$6.75M |
2018 Q1
2 quarters
|
|
13
Progressive
PGR
$137B
| $7.31M | 1.24% |
102,902
+92,270
| +868% | +$5.94M |
2017 Q3
4 quarters
|
|
14
CenterPoint Energy
CNP
$27.3B
| $7.23M | 1.23% |
261,583
-9,121
| -3% | -$256K |
2018 Q1
2 quarters
|
|
15
Kohl's
KSS
$2.72B
| $7.16M | 1.22% |
96,018
+75,537
| +369% | +$5.71M |
2018 Q2
1 quarter
|
|
16
S&P Global
SPGI
$137B
| $7.06M | 1.2% |
36,153
+31,959
| +762% | +$6.6M |
2017 Q3
4 quarters
|
|
17
Martin Marietta Materials
MLM
$36.5B
| $7.03M | 1.2% |
38,620
+33,637
| +675% | +$6.94M |
2018 Q1
2 quarters
|
|
18
Ford
F
$47.6B
| $6.85M | 1.17% |
740,059
+566,682
| +327% | +$5.67M |
2018 Q1
2 quarters
|
|
19
Northrop Grumman
NOC
$78.2B
| $6.76M | 1.15% |
21,296
+19,198
| +915% | +$5.85M |
2018 Q2
1 quarter
|
|
|
ETFC
20
DELISTED
E*Trade Financial Corporation
ETFC
| $6.62M | 1.13% |
+126,368
| New | +$7.41M |
2018 Q3
0 quarters
|
|
21
CSX Corp
CSX
$95.9B
| $6.38M | 1.09% |
258,486
-18,348
| -7% | -$437K |
2018 Q1
2 quarters
|
|
|
RHT
22
DELISTED
Red Hat Inc
RHT
| $6.23M | 1.06% |
+45,746
| New | +$6.55M |
2018 Q3
0 quarters
|
|
23
L3Harris
LHX
$50.7B
| $6.04M | 1.03% |
35,686
+32,849
| +1,158% | +$5.23M |
2018 Q2
1 quarter
|
|
24
Boeing
BA
$136B
| $5.72M | 0.97% |
15,385
+12,212
| +385% | +$4.29M |
2017 Q1
6 quarters
|
|
25
Autoliv
ALV
$8.67B
| $5.4M | 0.92% |
+62,257
| New | +$5.94M |
2018 Q3
0 quarters
|
|
Similar funds
Edgestream Partners's Q3 2018 Portfolio in Review
As of Q3 2018, Edgestream Partners held 361 positions worth $587M, up 20% from $491M the previous quarter. Its ten largest holdings account for 18% of the portfolio.
Edgestream Partners deployed $91.6M of net new capital in Q3 2018, opening 106 new positions and adding to 81 existing holdings. Its largest new stake was State Street SPDR S&P 500 ETF Trust: 57,107 shares worth $16.6M.
By sector, the portfolio is most concentrated in Financials at 19% of assets, up from 13% a quarter earlier, followed by Consumer Discretionary and Technology.
On the sell side, the largest reduction was Cigna, an estimated $10.7M trimmed.
- Edgestream Partners's largest Q3 2018 buy was State Street SPDR S&P 500 ETF Trust: 57,107 shares worth $16.6M.
- Edgestream Partners added most to Estee Lauder in Q3 2018, an estimated $9.7M increase.
- Edgestream Partners's biggest Q3 2018 reduction was Cigna, cutting an estimated $10.7M.
- Edgestream Partners fully exited Illinois Tool Works in Q3 2018, selling an estimated $11.1M.
- Edgestream Partners's ten largest holdings make up 18% of its $587M portfolio in Q3 2018.
- Edgestream Partners opened 106 new positions and closed 110 in Q3 2018.
- Edgestream Partners's portfolio value rose 20% quarter-over-quarter to $587M.
Based on Edgestream Partners's 13F filing for Q3 2018, filed 7 Nov 2018.