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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 | |
|---|---|---|---|---|---|---|
626
Citizens Financial Group
CFG
$30.6B
| – | – |
-29,600
| Closed | -$557K |
|
627
Chemed
CHE
$7.17B
| – | – |
-2,411
| Closed | -$1.04M |
|
628
Choice Hotels
CHH
$4.98B
| – | – |
-3,492
| Closed | -$214K |
|
|
CHX
629
DELISTED
ChampionX
CHX
| – | – |
-84,973
| Closed | -$489K |
|
630
CMS Energy
CMS
$22.3B
| – | – |
-4,742
| Closed | -$279K |
|
631
Comtech Telecommunications
CMTL
$51.2M
| – | – |
-15,134
| Closed | -$201K |
|
632
Collegium Pharmaceutical
COLL
$943M
| – | – |
-11,815
| Closed | -$193K |
|
633
America's Car Mart
CRMT
$27.6M
| – | – |
-7,333
| Closed | -$413K |
|
634
Carlisle Companies
CSL
$15.2B
| – | – |
-2,900
| Closed | -$363K |
|
635
Constellium
CSTM
$3.91B
| – | – |
-15,341
| Closed | -$80K |
|
|
CSW
636
CSW Industrials
CSW
$5.59B
| – | – |
-6,308
| Closed | -$409K |
|
637
Corteva
CTVA
$51.1B
| – | – |
-20,700
| Closed | -$486K |
|
638
Commercial Vehicle Group
CVGI
$155M
| – | – |
-50,901
| Closed | -$77K |
|
639
Ducommun
DCO
$3.11B
| – | – |
-8,382
| Closed | -$208K |
|
640
DuPont de Nemours
DD
$19.5B
| – | – |
-40,177
| Closed | -$1.72M |
|
641
Dillards
DDS
$9.66B
| – | – |
-9,517
| Closed | -$352K |
|
642
Danaher
DHR
$139B
| – | – |
-5,792
| Closed | -$711K |
|
643
Devon Energy
DVN
$49.6B
| – | – |
-11,010
| Closed | -$76K |
|
644
Ecolab
ECL
$79.2B
| – | – |
-3,600
| Closed | -$561K |
|
645
Estee Lauder
EL
$31B
| – | – |
-16,636
| Closed | -$2.65M |
|
646
Emerson Electric
EMR
$87.2B
| – | – |
-8,300
| Closed | -$395K |
|
647
EPAM Systems
EPAM
$4.85B
| – | – |
-3,565
| Closed | -$662K |
|
648
EQT Corp
EQT
$32.2B
| – | – |
-19,900
| Closed | -$141K |
|
649
Erie Indemnity
ERIE
$13.2B
| – | – |
-1,697
| Closed | -$252K |
|
650
Essent Group
ESNT
$6.03B
| – | – |
-18,096
| Closed | -$477K |
|
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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.