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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 | |
|---|---|---|---|---|---|---|
|
51
Intel
INTC
$509B
| $1.54M | 0.25% |
25,686
-386,900
| -94% | -$23.1M |
|
52
Fidelity National Financial
FNF
$13.9B
| $1.52M | 0.24% |
51,707
-21,991
| -30% | -$605K |
|
|
LHCG
53
DELISTED
LHC Group LLC
LHCG
| $1.5M | 0.24% |
8,636
| – | – |
|
54
Newell Brands
NWL
$2.61B
| $1.49M | 0.24% |
93,654
-23,000
| -20% | -$316K |
|
55
Performance Food Group
PFGC
$17.7B
| $1.45M | 0.23% |
49,867
-18,000
| -27% | -$468K |
|
56
QuidelOrtho
QDEL
$1.2B
| $1.43M | 0.23% |
+6,379
| New | +$1,000K |
|
57
Progressive
PGR
$122B
| $1.41M | 0.22% |
17,571
-35,756
| -67% | -$2.79M |
|
58
AptarGroup
ATR
$8.66B
| $1.4M | 0.22% |
12,541
-4,320
| -26% | -$460K |
|
59
LKQ Corp
LKQ
$6.2B
| $1.4M | 0.22% |
53,554
-55,300
| -51% | -$1.36M |
|
60
NVR
NVR
$16.8B
| $1.4M | 0.22% |
428
-300
| -41% | -$920K |
|
|
MANT
61
DELISTED
Mantech International Corp
MANT
| $1.39M | 0.22% |
20,280
-3,700
| -15% | -$272K |
|
62
Hanover Insurance
THG
$7.94B
| $1.39M | 0.22% |
13,683
-4,100
| -23% | -$402K |
|
63
Steris
STE
$22.7B
| $1.39M | 0.22% |
9,025
-5,302
| -37% | -$808K |
|
64
eHealth
EHTH
$46M
| $1.35M | 0.22% |
13,797
| – | – |
|
65
US Foods
USFD
$21.8B
| $1.35M | 0.22% |
68,689
-52,302
| -43% | -$1M |
|
66
Hershey
HSY
$36B
| $1.35M | 0.22% |
10,419
-9,055
| -46% | -$1.22M |
|
67
Cintas
CTAS
$81.5B
| $1.34M | 0.21% |
20,156
-2,292
| -10% | -$133K |
|
68
Lennar Class A
LEN
$21B
| $1.33M | 0.21% |
22,305
-18,284
| -45% | -$934K |
|
|
NATI
69
DELISTED
National Instruments Corp
NATI
| $1.33M | 0.21% |
34,329
+200
| +0.6% | +$7.56K |
|
|
CTXS
70
DELISTED
Citrix Systems Inc
CTXS
| $1.29M | 0.21% |
8,739
+200
| +2% | +$28.8K |
|
71
Infosys
INFY
$51B
| $1.29M | 0.21% |
133,300
-46,800
| -26% | -$418K |
|
72
Tyson Foods
TSN
$20.7B
| $1.25M | 0.2% |
21,017
-14,533
| -41% | -$881K |
|
73
Arrow Electronics
ARW
$11.6B
| $1.24M | 0.2% |
18,026
-16,600
| -48% | -$1.05M |
|
74
Leidos
LDOS
$16.4B
| $1.24M | 0.2% |
13,188
-100
| -0.8% | -$9.85K |
|
75
Cannae Holdings
CNNE
$661M
| $1.21M | 0.19% |
29,389
-6,400
| -18% | -$219K |
|
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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.