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SRAM
Stone Ridge Asset Management Portfolio holdings
AUM
$475M
This Fund
S&P 500
This Quarter
Est. Return
+4.43%
1 Year Est. Return
–
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.69B
AUM Growth
-$58.8M
(-3.4%)
Cap. Flow
-$100M
Cap. Flow
% of AUM
-5.94%
Top 10 Holdings %
Top 10 Hldgs %
13.61%
Holding
1,257
New
150
Increased
380
Reduced
272
Closed
120
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Altria Group
MO
|
+$22M |
| 2 |
CELG
Celgene Corp
CELG
|
+$17.1M |
| 3 |
RTN
Raytheon Company
RTN
|
+$16.3M |
| 4 |
APC
Anadarko Petroleum
APC
|
+$15.1M |
| 5 |
PNC Financial Services
PNC
|
+$13.2M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
IBM
IBM
|
+$31.9M |
| 2 |
Comcast
CMCSA
|
+$29.3M |
| 3 |
Bank of America
BAC
|
+$23.2M |
| 4 |
Costco
COST
|
+$18.3M |
| 5 |
TJX Companies
TJX
|
+$16.7M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 16.46% |
| 2 | Technology | 14.73% |
| 3 | Industrials | 14.72% |
| 4 | Financials | 12% |
| 5 | Consumer Staples | 11.26% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
TRUE
1126
DELISTED
TrueCar
TRUE
| $67K | ﹤0.01% |
+12,200
| New | +$74.8K |
|
|
ASRT
1127
DELISTED
Assertio
ASRT
| $63K | ﹤0.01% |
302
-195
| -39% | -$46.4K |
|
1128
W&T Offshore
WTI
$522M
| $60K | ﹤0.01% |
+12,000
| New | +$64.7K |
|
|
INWK
1129
DELISTED
InnerWorkings, Inc.
INWK
| $55K | ﹤0.01% |
14,388
-82,056
| -85% | -$298K |
|
1130
Lee Enterprises
LEE
$175M
| $53K | ﹤0.01% |
+2,363
| New | +$64.7K |
|
|
ACH
1131
Accendra Health
ACH
$261M
| $50K | ﹤0.01% |
+15,611
| New | +$53.2K |
|
|
ROAN
1132
DELISTED
Roan Resources, Inc.
ROAN
| $48K | ﹤0.01% |
+27,657
| New | +$99.9K |
|
1133
Safe Bulkers
SB
$803M
| $44K | ﹤0.01% |
28,200
+1,500
| +6% | +$2.33K |
|
|
OSG
1134
DELISTED
Overseas Shipholding Group Inc.
OSG
| $35K | ﹤0.01% |
18,616
-53,400
| -74% | -$98.9K |
|
1135
Teekay Tankers
TNK
$2.79B
| $33K | ﹤0.01% |
+3,225
| New | +$29.4K |
|
|
GEN
1136
DELISTED
Genesis Healthcare, Inc.
GEN
| $33K | ﹤0.01% |
26,489
| – | – |
|
|
DF
1137
DELISTED
Dean Foods Company
DF
| $20K | ﹤0.01% |
+21,853
| New | +$35.1K |
|
1138
Abbott
ABT
$185B
| – | – |
-99,999
| Closed | -$7.99M |
|
1139
Acadia Healthcare
ACHC
$2.85B
| – | – |
-36,100
| Closed | -$1.06M |
|
1140
Adobe
ADBE
$99.9B
| – | – |
-9,100
| Closed | -$2.42M |
|
1141
AGNC Investment
AGNC
$12.4B
| – | – |
-161,000
| Closed | -$2.9M |
|
1142
Affiliated Managers Group
AMG
$10.1B
| – | – |
-2,792
| Closed | -$299K |
|
1143
American Tower
AMT
$80.6B
| – | – |
-21,000
| Closed | -$4.14M |
|
1144
ArcBest
ARCB
$3.07B
| – | – |
-6,911
| Closed | -$213K |
|
|
ARR
1145
Armour Residential REIT
ARR
$2.31B
| – | – |
-8,400
| Closed | -$820K |
|
1146
AdvanSix
ASIX
$542M
| – | – |
-11,683
| Closed | -$334K |
|
1147
Brunswick
BC
$5.16B
| – | – |
-26,001
| Closed | -$1.31M |
|
|
BGFV
1148
DELISTED
Big 5 Sporting Goods
BGFV
| – | – |
-33,667
| Closed | -$107K |
|
1149
Bloomin' Brands
BLMN
$774M
| – | – |
-45,527
| Closed | -$931K |
|
1150
BOK Financial
BOKF
$8.74B
| – | – |
-2,494
| Closed | -$203K |
|
Similar funds
SCCM
CNC
PA
FBP
RG
SGMP
LFA
RHFI
Stone Ridge Asset Management's Q2 2019 Portfolio in Review
As of Q2 2019, Stone Ridge Asset Management held 1,257 positions worth $1.69B, down 3.4% from $1.75B the previous quarter. Its ten largest holdings account for 14% of the portfolio.
Stone Ridge Asset Management withdrew a net $100M in Q2 2019, closing 120 positions and reducing 272 holdings. Its most notable exit was Comcast, an estimated $29.3M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 16% of assets, down from 17% a quarter earlier, followed by Technology and Industrials.
Against the trend, Stone Ridge Asset Management opened a new position in Celgene Corp worth $16.6M.
- Stone Ridge Asset Management's largest Q2 2019 buy was Celgene Corp: 180,001 shares worth $16.6M.
- Stone Ridge Asset Management added most to Altria Group in Q2 2019, an estimated $22M increase.
- Stone Ridge Asset Management's biggest Q2 2019 reduction was IBM, cutting an estimated $31.9M.
- Stone Ridge Asset Management fully exited Comcast in Q2 2019, selling an estimated $29.3M.
- Stone Ridge Asset Management's ten largest holdings make up 14% of its $1.69B portfolio in Q2 2019.
- Stone Ridge Asset Management opened 150 new positions and closed 120 in Q2 2019.
- Stone Ridge Asset Management's portfolio value fell 3.4% quarter-over-quarter to $1.69B.
Based on Stone Ridge Asset Management's 13F filing for Q2 2019, filed 6 Aug 2019.