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SRAM
Stone Ridge Asset Management Portfolio holdings
AUM
$475M
This Fund
S&P 500
This Quarter
Est. Return
+24.99%
1 Year Est. Return
–
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$626M
AUM Growth
-$296M
(-32%)
Cap. Flow
-$431M
Cap. Flow
% of AUM
-68.76%
Top 10 Holdings %
Top 10 Hldgs %
31.43%
Holding
797
New
63
Increased
113
Reduced
347
Closed
199
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson & Johnson
JNJ
|
+$22M |
| 2 |
Crown Castle
CCI
|
+$19.8M |
| 3 |
JPMorgan Chase
JPM
|
+$18M |
| 4 |
Lockheed Martin
LMT
|
+$17.3M |
| 5 |
Intuit
INTU
|
+$12.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$40.3M |
| 2 |
McDonald's
MCD
|
+$25.1M |
| 3 |
Walmart Inc
WMT
|
+$23.4M |
| 4 |
Intel
INTC
|
+$23.1M |
| 5 |
UnitedHealth
UNH
|
+$20.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.99% |
| 2 | Consumer Discretionary | 15.41% |
| 3 | Industrials | 13.21% |
| 4 | Healthcare | 13.1% |
| 5 | Financials | 12.35% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
376
Alaska Air
ALK
$5.66B
| $346K | 0.06% |
+9,529
| New | +$310K |
|
377
Johnson Outdoors
JOUT
$498M
| $346K | 0.06% |
3,800
-10,999
| -74% | -$786K |
|
378
Macy's
M
$6.61B
| $346K | 0.06% |
50,268
-232,220
| -82% | -$1.43M |
|
379
TripAdvisor
TRIP
$1.22B
| $345K | 0.06% |
18,169
-14,800
| -45% | -$283K |
|
380
Herbalife
HLF
$1.21B
| $344K | 0.05% |
7,653
-2,600
| -25% | -$101K |
|
381
ExxonMobil
XOM
$642B
| $344K | 0.05% |
7,700
-8,800
| -53% | -$395K |
|
|
PRSP
382
DELISTED
Perspecta Inc. Common Stock
PRSP
| $344K | 0.05% |
14,828
+2,400
| +19% | +$52.3K |
|
383
The Ensign Group
ENSG
$10.6B
| $341K | 0.05% |
8,150
-6,300
| -44% | -$250K |
|
384
Employers Holdings
EIG
$908M
| $340K | 0.05% |
11,273
+300
| +3% | +$9.23K |
|
385
Fabrinet
FN
$19.5B
| $336K | 0.05% |
5,390
-3,500
| -39% | -$215K |
|
386
NVIDIA
NVDA
$5.3T
| $336K | 0.05% |
35,400
-332,000
| -90% | -$2.69M |
|
387
A10 Networks
ATEN
$1.99B
| $334K | 0.05% |
49,028
-300
| -0.6% | -$2.01K |
|
388
Vishay Intertechnology
VSH
$5.03B
| $334K | 0.05% |
21,864
+2,000
| +10% | +$31.1K |
|
389
Sensata Technologies
ST
$6.74B
| $333K | 0.05% |
8,939
+1,400
| +19% | +$49.5K |
|
|
HDS
390
DELISTED
HD Supply Holdings, Inc.
HDS
| $332K | 0.05% |
9,589
-23,495
| -71% | -$729K |
|
391
Radian Group
RDN
$4.82B
| $331K | 0.05% |
21,317
-1,300
| -6% | -$19.2K |
|
392
Domino's
DPZ
$11.9B
| $330K | 0.05% |
894
| – | – |
|
393
Campbell Soup
CPB
$6.73B
| $328K | 0.05% |
6,600
| – | – |
|
394
Oshkosh
OSK
$9.47B
| $328K | 0.05% |
4,583
-6,828
| -60% | -$466K |
|
|
AMTD
395
DELISTED
TD Ameritrade Holding Corp
AMTD
| $327K | 0.05% |
9,000
| – | – |
|
396
Cboe Global Markets
CBOE
$30.2B
| $325K | 0.05% |
3,485
-9,700
| -74% | -$955K |
|
397
Tredegar Corp
TG
$270M
| $325K | 0.05% |
21,132
| – | – |
|
398
Ezcorp Inc
EZPW
$1.79B
| $324K | 0.05% |
51,375
+6,800
| +15% | +$36.7K |
|
399
Pilgrim's Pride
PPC
$6.56B
| $324K | 0.05% |
19,204
-8,500
| -31% | -$166K |
|
400
Kemper
KMPR
$1.76B
| $322K | 0.05% |
4,441
-1,970
| -31% | -$132K |
|
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Stone Ridge Asset Management's Q2 2020 Portfolio in Review
As of Q2 2020, Stone Ridge Asset Management held 797 positions worth $626M, down 32% from $923M the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Stone Ridge Asset Management withdrew a net $431M in Q2 2020, closing 199 positions and reducing 347 holdings. Its most notable exit was McDonald's, an estimated $25.1M position sold in full.
By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 19% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Stone Ridge Asset Management opened a new position in Crown Castle worth $20.6M.
- Stone Ridge Asset Management's largest Q2 2020 buy was Crown Castle: 123,000 shares worth $20.6M.
- Stone Ridge Asset Management added most to Johnson & Johnson in Q2 2020, an estimated $22M increase.
- Stone Ridge Asset Management's biggest Q2 2020 reduction was Apple, cutting an estimated $40.3M.
- Stone Ridge Asset Management fully exited McDonald's in Q2 2020, selling an estimated $25.1M.
- Stone Ridge Asset Management's ten largest holdings make up 31% of its $626M portfolio in Q2 2020.
- Stone Ridge Asset Management opened 63 new positions and closed 199 in Q2 2020.
- Stone Ridge Asset Management's portfolio value fell 32% quarter-over-quarter to $626M.
Based on Stone Ridge Asset Management's 13F filing for Q2 2020, filed 23 Jul 2020.