We are live on
!
Find out more
SRAM
Stone Ridge Asset Management Portfolio holdings
AUM
$475M
This Fund
S&P 500
This Quarter
Est. Return
-13.88%
1 Year Est. Return
–
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$1.64B
AUM Growth
-$229M
(-12%)
Cap. Flow
+$56.6M
Cap. Flow
% of AUM
3.46%
Top 10 Holdings %
Top 10 Hldgs %
16.35%
Holding
1,418
New
163
Increased
524
Reduced
290
Closed
187
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Pfizer
PFE
|
+$26.6M |
| 2 |
IBM
IBM
|
+$26.2M |
| 3 |
Costco
COST
|
+$17M |
| 4 |
TJX Companies
TJX
|
+$12M |
| 5 |
Colgate-Palmolive
CL
|
+$11.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
COL
Rockwell Collins
COL
|
+$20.4M |
| 2 |
ESRX
Express Scripts Holding Company
ESRX
|
+$13.9M |
| 3 |
Mastercard
MA
|
+$13.1M |
| 4 |
Dell
DELL
|
+$11.5M |
| 5 |
Alphabet (Google) Class A
GOOGL
|
+$10.2M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 17.48% |
| 2 | Consumer Discretionary | 16.49% |
| 3 | Industrials | 13.61% |
| 4 | Healthcare | 11.46% |
| 5 | Consumer Staples | 11.28% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
AGN
101
DELISTED
Allergan plc
AGN
| $2.65M | 0.16% |
19,799
+9,292
| +88% | +$1.52M |
|
102
Southwest Airlines
LUV
$22B
| $2.64M | 0.16% |
56,888
+12,702
| +29% | +$675K |
|
103
Ross Stores
ROST
$80.5B
| $2.63M | 0.16% |
31,630
| – | – |
|
104
Kohl's
KSS
$2.17B
| $2.63M | 0.16% |
39,577
| – | – |
|
105
American Eagle Outfitters
AEO
$2.88B
| $2.61M | 0.16% |
134,816
| – | – |
|
106
Federal Realty Investment Trust
FRT
$10.7B
| $2.6M | 0.16% |
+22,000
| New | +$2.76M |
|
107
W.R. Berkley
WRB
$26.9B
| $2.59M | 0.16% |
118,118
| – | – |
|
108
Old Republic International
ORI
$10.5B
| $2.58M | 0.16% |
125,460
+31,782
| +34% | +$681K |
|
109
HEICO Corp Class A
HEI.A
$36B
| $2.58M | 0.16% |
40,896
| – | – |
|
110
Palo Alto Networks
PANW
$270B
| $2.56M | 0.16% |
+81,684
| New | +$2.55M |
|
111
AT&T
T
$159B
| $2.54M | 0.16% |
117,913
+55,433
| +89% | +$1.29M |
|
112
Herbalife
HLF
$1.29B
| $2.52M | 0.15% |
42,680
+11,034
| +35% | +$609K |
|
113
Jacobs Solutions
J
$15.9B
| $2.52M | 0.15% |
52,011
-42,314
| -45% | -$2.42M |
|
114
Altria Group
MO
$114B
| $2.49M | 0.15% |
50,422
+33,508
| +198% | +$1.94M |
|
115
eBay
EBAY
$50.6B
| $2.48M | 0.15% |
88,472
+52,998
| +149% | +$1.56M |
|
116
Essex Property Trust
ESS
$18.3B
| $2.45M | 0.15% |
10,000
| – | – |
|
|
DNB
117
DELISTED
Dun & Bradstreet
DNB
| $2.44M | 0.15% |
17,064
+651
| +4% | +$92.8K |
|
|
JNPR
118
DELISTED
Juniper Networks
JNPR
| $2.43M | 0.15% |
90,352
-24,038
| -21% | -$680K |
|
|
PINC
119
DELISTED
Premier
PINC
| $2.42M | 0.15% |
64,882
+10,603
| +20% | +$438K |
|
120
Teradata
TDC
$2.92B
| $2.42M | 0.15% |
63,141
| – | – |
|
121
Performance Food Group
PFGC
$18B
| $2.4M | 0.15% |
74,522
+5,700
| +8% | +$181K |
|
122
Xerox
XRX
$387M
| $2.38M | 0.15% |
120,607
+82,960
| +220% | +$2.13M |
|
123
Visa
V
$684B
| $2.38M | 0.15% |
18,040
+364
| +2% | +$50.3K |
|
124
Amdocs
DOX
$5.92B
| $2.38M | 0.15% |
40,536
| – | – |
|
125
Coca-Cola Europacific Partners
CCEP
$48.3B
| $2.36M | 0.14% |
51,438
+11,968
| +30% | +$554K |
|
Similar funds
SCCM
CNC
PA
FBP
RG
SGMP
LFA
RHFI
Stone Ridge Asset Management's Q4 2018 Portfolio in Review
As of Q4 2018, Stone Ridge Asset Management held 1,418 positions worth $1.64B, down 12% from $1.86B the previous quarter. Its ten largest holdings account for 16% of the portfolio.
Stone Ridge Asset Management deployed $56.6M of net new capital in Q4 2018, opening 163 new positions and adding to 524 existing holdings. Its largest new stake was GE Aerospace: 142,037 shares worth $5.15M.
By sector, the portfolio is most concentrated in Technology at 17% of assets, down from 18% a quarter earlier, followed by Consumer Discretionary and Industrials.
On the sell side, the largest reduction was Mastercard, an estimated $13.1M trimmed.
- Stone Ridge Asset Management's largest Q4 2018 buy was GE Aerospace: 142,037 shares worth $5.15M.
- Stone Ridge Asset Management added most to Pfizer in Q4 2018, an estimated $26.6M increase.
- Stone Ridge Asset Management's biggest Q4 2018 reduction was Mastercard, cutting an estimated $13.1M.
- Stone Ridge Asset Management fully exited Rockwell Collins in Q4 2018, selling an estimated $20.4M.
- Stone Ridge Asset Management's ten largest holdings make up 16% of its $1.64B portfolio in Q4 2018.
- Stone Ridge Asset Management opened 163 new positions and closed 187 in Q4 2018.
- Stone Ridge Asset Management's portfolio value fell 12% quarter-over-quarter to $1.64B.
Based on Stone Ridge Asset Management's 13F filing for Q4 2018, filed 14 Feb 2019.