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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 | |
|---|---|---|---|---|---|---|
76
NetEase
NTES
$82.2B
| $1.2M | 0.19% |
14,000
| – | – |
|
77
AutoZone
AZO
$49.9B
| $1.2M | 0.19% |
1,064
-900
| -46% | -$948K |
|
78
Applied Materials
AMAT
$425B
| $1.19M | 0.19% |
19,756
-54,500
| -73% | -$2.94M |
|
79
Southwest Airlines
LUV
$24.2B
| $1.19M | 0.19% |
34,806
-38,100
| -52% | -$1.21M |
|
80
Dollar General
DG
$28B
| $1.19M | 0.19% |
6,220
-5,600
| -47% | -$1.01M |
|
81
RTX Corp
RTX
$297B
| $1.16M | 0.19% |
18,885
+12,783
| +209% | +$798K |
|
|
FLIR
82
DELISTED
FLIR Systems, Inc. (DE) Common Stock
FLIR
| $1.16M | 0.19% |
28,625
-300
| -1% | -$12.5K |
|
83
Cencora
COR
$62.2B
| $1.16M | 0.19% |
11,500
+2,500
| +28% | +$230K |
|
84
Bank of America
BAC
$443B
| $1.16M | 0.18% |
48,700
+14,900
| +44% | +$352K |
|
85
Schneider National
SNDR
$6.39B
| $1.16M | 0.18% |
46,852
-6,700
| -13% | -$147K |
|
86
Cardinal Health
CAH
$55.6B
| $1.15M | 0.18% |
22,079
+5,700
| +35% | +$294K |
|
87
W.W. Grainger
GWW
$61.4B
| $1.15M | 0.18% |
3,658
-1,200
| -25% | -$347K |
|
88
Vicor
VICR
$10.4B
| $1.14M | 0.18% |
15,879
-600
| -4% | -$33.7K |
|
89
RPM International
RPM
$14.8B
| $1.12M | 0.18% |
14,978
-6,253
| -29% | -$435K |
|
90
Flowers Foods
FLO
$1.57B
| $1.12M | 0.18% |
50,239
-10,400
| -17% | -$234K |
|
91
Allstate
ALL
$68.4B
| $1.11M | 0.18% |
11,434
-10,583
| -48% | -$1.04M |
|
|
QVCGA
92
DELISTED
QVC Group Inc Series A
QVCGA
| $1.11M | 0.18% |
2,402
-1,659
| -41% | -$648K |
|
93
Ford
F
$56.9B
| $1.1M | 0.18% |
181,553
-80,500
| -31% | -$446K |
|
94
Manhattan Associates
MANH
$11.2B
| $1.1M | 0.18% |
11,717
-216
| -2% | -$16.1K |
|
95
Cincinnati Financial
CINF
$27.7B
| $1.1M | 0.18% |
17,197
| – | – |
|
96
Chevron
CVX
$373B
| $1.09M | 0.17% |
12,268
-68,200
| -85% | -$6.11M |
|
97
Cigna
CI
$71.5B
| $1.09M | 0.17% |
5,801
+1,000
| +21% | +$190K |
|
98
Best Buy
BBY
$17.8B
| $1.09M | 0.17% |
12,471
-11,100
| -47% | -$842K |
|
99
SEI Investments
SEIC
$12.6B
| $1.06M | 0.17% |
19,366
-17,350
| -47% | -$907K |
|
100
Graphic Packaging
GPK
$3.5B
| $1.06M | 0.17% |
75,700
+7,400
| +11% | +$99.5K |
|
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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.