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 |
ConocoPhillips
COP
|
+$18.1M |
| 2 |
Herbalife
HLF
|
+$15.5M |
| 3 |
Intel
INTC
|
+$13.9M |
| 4 |
F5
FFIV
|
+$13.6M |
| 5 |
Union Pacific
UNP
|
+$13.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
RHT
Red Hat Inc
RHT
|
+$31.5M |
| 2 |
Cigna
CI
|
+$15.8M |
| 3 |
iShares MSCI Brazil ETF
EWZ
|
+$12.1M |
| 4 |
Darden Restaurants
DRI
|
+$11.3M |
| 5 |
Sysco
SYY
|
+$10.4M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.02% |
| 2 | Industrials | 16.62% |
| 3 | Consumer Discretionary | 14.32% |
| 4 | Healthcare | 13.5% |
| 5 | Consumer Staples | 8.45% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | Held Since | |
|---|---|---|---|---|---|---|---|
|
1
F5
FFIV
$18B
| $24M | 2.7% |
164,634
+91,173
| +124% | +$13.6M |
2018 Q4
2 quarters
|
|
|
2
ConocoPhillips
COP
$166B
| $23.1M | 2.61% |
379,030
+291,310
| +332% | +$18.1M |
2019 Q1
1 quarter
|
|
3
Waste Management
WM
$97.1B
| $19.3M | 2.17% |
166,914
-9,834
| -6% | -$1.07M |
2018 Q1
5 quarters
|
|
|
4
Intel
INTC
$325B
| $19M | 2.14% |
397,129
+279,838
| +239% | +$13.9M |
2019 Q1
1 quarter
|
|
5
Eli Lilly
LLY
$1.27T
| $18.4M | 2.07% |
165,898
+96,684
| +140% | +$11.4M |
2019 Q1
1 quarter
|
|
6
The Mosaic Company
MOS
$6.92B
| $17.6M | 1.99% |
704,766
+217,567
| +45% | +$5.31M |
2019 Q1
1 quarter
|
|
7
Pfizer
PFE
$164B
| $17.1M | 1.93% |
415,445
-69,952
| -14% | -$2.78M |
2019 Q1
1 quarter
|
|
|
8
Herbalife
HLF
$1.6B
| $16.2M | 1.82% |
377,870
+326,313
| +633% | +$15.5M |
2019 Q1
1 quarter
|
|
9
O'Reilly Automotive
ORLY
$73.4B
| $15.6M | 1.76% |
632,175
+479,730
| +315% | +$12.2M |
2019 Q1
1 quarter
|
|
10
Tesla
TSLA
$1.57T
| $15.5M | 1.74% |
1,037,205
+606,930
| +141% | +$9.45M |
2019 Q1
1 quarter
|
|
11
NetApp
NTAP
$36.5B
| $15.3M | 1.72% |
247,839
+82,461
| +50% | +$5.57M |
2018 Q3
3 quarters
|
|
|
12
Union Pacific
UNP
$181B
| $15M | 1.69% |
88,678
+77,113
| +667% | +$13.2M |
2018 Q3
3 quarters
|
|
13
Robert Half
RHI
$4.3B
| $14.5M | 1.64% |
254,376
+176,647
| +227% | +$10.5M |
2018 Q3
3 quarters
|
|
14
Clorox
CLX
$13.1B
| $14.2M | 1.6% |
92,717
+63,173
| +214% | +$9.7M |
2019 Q1
1 quarter
|
|
15
W.W. Grainger
GWW
$70.3B
| $13.7M | 1.55% |
51,155
+36,647
| +253% | +$10.3M |
2018 Q4
2 quarters
|
|
16
Amgen
AMGN
$253B
| $13.3M | 1.5% |
72,237
-1,376
| -2% | -$246K |
2019 Q1
1 quarter
|
|
17
NRG Energy
NRG
$20.6B
| $12.9M | 1.45% |
366,137
+237,824
| +185% | +$8.97M |
2018 Q3
3 quarters
|
|
18
Advance Auto Parts
AAP
$2.76B
| $12.2M | 1.38% |
79,444
+73,777
| +1,302% | +$12M |
2019 Q1
1 quarter
|
|
19
Boston Scientific
BSX
$64.1B
| $11.8M | 1.33% |
273,934
+40,415
| +17% | +$1.55M |
2019 Q1
1 quarter
|
|
20
HF Sinclair
DINO
$17.3B
| $11.6M | 1.31% |
250,672
+47,476
| +23% | +$2.12M |
2018 Q1
5 quarters
|
|
21
Cisco
CSCO
$402B
| $10.9M | 1.23% |
200,027
+190,221
| +1,940% | +$10.5M |
2019 Q1
1 quarter
|
|
22
Waters Corp
WAT
$90.8B
| $10.7M | 1.2% |
+49,513
| New | +$10.8M |
2019 Q2
0 quarters
|
|
23
Norfolk Southern
NSC
$74.9B
| $10.4M | 1.17% |
51,947
+34,864
| +204% | +$6.92M |
2018 Q3
3 quarters
|
|
24
Kohl's
KSS
$2.66B
| $10M | 1.13% |
211,237
+84,048
| +66% | +$5.07M |
2018 Q2
4 quarters
|
|
25
Merck
MRK
$362B
| $10M | 1.13% |
124,900
+63,786
| +104% | +$4.88M |
2019 Q1
1 quarter
|
|
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Edgestream Partners's Q2 2019 Portfolio in Review
As of Q2 2019, Edgestream Partners held 304 positions worth $887M, up 30% from $682M the previous quarter. Its ten largest holdings account for 21% of the portfolio.
Edgestream Partners deployed $230M of net new capital in Q2 2019, opening 99 new positions and adding to 73 existing holdings. Its largest new stake was Foot Locker: 226,023 shares worth $9.48M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, up from 11% a quarter earlier, followed by Industrials and Consumer Discretionary.
On the sell side, the largest reduction was Cigna, an estimated $15.8M trimmed.
- Edgestream Partners's largest Q2 2019 buy was Foot Locker: 226,023 shares worth $9.48M.
- Edgestream Partners added most to ConocoPhillips in Q2 2019, an estimated $18.1M increase.
- Edgestream Partners's biggest Q2 2019 reduction was Cigna, cutting an estimated $15.8M.
- Edgestream Partners fully exited Red Hat Inc in Q2 2019, selling an estimated $31.5M.
- Edgestream Partners's ten largest holdings make up 21% of its $887M portfolio in Q2 2019.
- Edgestream Partners opened 99 new positions and closed 77 in Q2 2019.
- Edgestream Partners's portfolio value rose 30% quarter-over-quarter to $887M.
Based on Edgestream Partners's 13F filing for Q2 2019, filed 8 Aug 2019.