SRAM

Stone Ridge Asset Management Portfolio holdings

AUM $475M
This Quarter Return
+8.95%
1 Year Return
–
3 Year Return
–
5 Year Return
–
10 Year Return
–
AUM
$40M
AUM Growth
+$40M
Cap. Flow
-$9.63M
Cap. Flow %
-24.07%
Top 10 Hldgs %
12.75%
Holding
208
New
21
Increased
7
Reduced
17
Closed
60

Top Buys

1
SPLK
Splunk Inc
SPLK
$260K
2
FSLR icon
First Solar
FSLR
$251K
3
CBI
Chicago Bridge & Iron Nv
CBI
$241K
4
ORLY icon
O'Reilly Automotive
ORLY
$224K
5
TRN icon
Trinity Industries
TRN
$224K

Top Sells

1
AGN
ALLERGAN INC
AGN
$383K
2
SIG icon
Signet Jewelers
SIG
$303K
3
MNK
MALLINCKRODT PUBLIC LIMITED COMPANY
MNK
$291K
4
IRM icon
Iron Mountain
IRM
$277K
5
AAL icon
American Airlines Group
AAL
$274K

Sector Composition

1 Healthcare 17.31%
2 Technology 16.79%
3 Consumer Discretionary 16.18%
4 Communication Services 12.65%
5 Industrials 9.72%
Name Market Value Portfolio Weight Shares or Principal Shares
Change % 		Capital Flow
BHI
126
DELISTED
Baker Hughes
BHI
$210K 0.52%
+3,300
New +$210K
TWC
127
DELISTED
TIME WARNER CABLE INC NEW COM STK
TWC
$210K 0.52%
1,400
– –
V icon
128
Visa
V
$683B
$209K 0.52%
3,200
+2,400
+300% +$157K
CXO
129
DELISTED
CONCHO RESOURCES INC.
CXO
$209K 0.52%
+1,800
New +$209K
SJM icon
130
J.M. Smucker
SJM
$11.8B
$208K 0.52%
+1,800
New +$208K
GE icon
131
GE Aerospace
GE
$292B
$206K 0.51%
8,300
– –
TMUS icon
132
T-Mobile US
TMUS
$284B
$206K 0.51%
6,500
-2,100
-24% -$66.6K
MTB icon
133
M&T Bank
MTB
$31.5B
$203K 0.51%
1,600
– –
HRB icon
134
H&R Block
HRB
$6.74B
$202K 0.5%
6,300
– –
NTRS icon
135
Northern Trust
NTRS
$25B
$202K 0.5%
+2,900
New +$202K
PEP icon
136
PepsiCo
PEP
$204B
$201K 0.5%
+2,100
New +$201K
CTSH icon
137
Cognizant
CTSH
$35.3B
$200K 0.5%
+3,200
New +$200K
HOT
138
DELISTED
STARWOOD HOTELS & RESORTS WORLDWIDE, INC.
HOT
$200K 0.5%
+2,400
New +$200K
MRVL icon
139
Marvell Technology
MRVL
$54.2B
$176K 0.44%
12,000
+2,000
+20% +$29.3K
MBI icon
140
MBIA
MBI
$402M
$164K 0.41%
17,600
– –
BAC icon
141
Bank of America
BAC
$376B
$154K 0.38%
10,000
– –
NLY icon
142
Annaly Capital Management
NLY
$13.6B
$131K 0.33%
12,600
– –
AMD icon
143
Advanced Micro Devices
AMD
$264B
$126K 0.31%
46,969
– –
MNKD icon
144
MannKind Corp
MNKD
$1.41B
$111K 0.28%
21,300
– –
S
145
DELISTED
Sprint Corporation
S
$81K 0.2%
17,000
– –
HL icon
146
Hecla Mining
HL
$5.7B
$41K 0.1%
13,600
– –
CGRN
147
DELISTED
Capstone Green Energy Corporation Common Stock
CGRN
$13K 0.03%
20,000
– –
VRNG
148
DELISTED
VRINGO, INC COM STK NEW (DE)
VRNG
$9K 0.02%
13,300
– –
PG icon
149
Procter & Gamble
PG
$368B
– –
-2,500
Closed -$228K
SIG icon
150
Signet Jewelers
SIG
$3.62B
– –
-2,300
Closed -$303K
4 5
6
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