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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
Cap. Flow
-$100M
Cap. Flow %
-5.94%
Top 10 Hldgs %
13.61%
Holding
1,257
New
150
Increased
380
Reduced
272
Closed
120

Top Buys

Rank Stock Value
1
MO icon
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 icon
PNC Financial Services
PNC
+$13.2M

Top Sells

Rank Stock Value
1
IBM icon
IBM
IBM
+$31.9M
2
CMCSA icon
Comcast
CMCSA
+$29.3M
3
BAC icon
Bank of America
BAC
+$23.2M
4
COST icon
Costco
COST
+$18.3M
5
TJX icon
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
CY
176
DELISTED
Cypress Semiconductor
CY
$2.22M 0.13%
99,685
-7,700
-7% -$140K
NSP icon
177
Insperity
NSP
$1.9B
$2.21M 0.13%
18,068
– –
SNDR icon
178
Schneider National
SNDR
$6.41B
$2.21M 0.13%
120,998
-9,700
-7% -$188K
WCC
179
WESCO International
WCC
$16.7B
$2.2M 0.13%
43,458
-3,100
-7% -$162K
WRB icon
180
W.R. Berkley
WRB
$27.2B
$2.2M 0.13%
75,114
– –
UA icon
181
Under Armour Class C
UA
$2.81B
$2.19M 0.13%
98,791
+21,900
+28% +$456K
CMG icon
182
Chipotle Mexican Grill
CMG
$47.6B
$2.19M 0.13%
149,300
– –
CNA icon
183
CNA Financial
CNA
$14.4B
$2.18M 0.13%
46,301
+2,500
+6% +$114K
FNF icon
184
Fidelity National Financial
FNF
$13.9B
$2.15M 0.13%
55,394
– –
CDNS icon
185
Cadence Design Systems
CDNS
$93.1B
$2.14M 0.13%
30,278
– –
THG icon
186
Hanover Insurance
THG
$8.02B
$2.14M 0.13%
16,683
+400
+2% +$48.6K
STE icon
187
Steris
STE
$22.3B
$2.13M 0.13%
14,327
– –
AES icon
188
AES
AES
$10.5B
$2.13M 0.13%
+127,000
New +$2.15M
MORN icon
189
Morningstar
MORN
$7.19B
$2.11M 0.12%
14,569
+300
+2% +$41.4K
KEYS icon
190
Keysight
KEYS
$54.9B
$2.1M 0.12%
23,411
– –
TRV icon
191
Travelers Companies
TRV
$78.9B
$2.1M 0.12%
14,026
– –
WKC icon
192
World Kinect Corp
WKC
$2.02B
$2.1M 0.12%
58,322
+31,000
+113% +$973K
EXPD icon
193
Expeditors International
EXPD
$22.2B
$2.08M 0.12%
27,481
– –
VAR
194
DELISTED
Varian Medical Systems, Inc.
VAR
$2.05M 0.12%
15,070
+900
+6% +$120K
OSK icon
195
Oshkosh
OSK
$8.89B
$2.05M 0.12%
24,511
– –
PPC icon
196
Pilgrim's Pride
PPC
$6.6B
$2.05M 0.12%
80,578
– –
BURL icon
197
Burlington
BURL
$23.3B
$2.04M 0.12%
12,019
– –
GGG icon
198
Graco
GGG
$12.9B
$2.02M 0.12%
40,174
+1,000
+3% +$50.4K
MIK
199
DELISTED
Michaels Stores, Inc
MIK
$2M 0.12%
230,454
+98,600
+75% +$1.04M
HUM icon
200
Humana
HUM
$44.5B
$2M 0.12%
7,551
+1,500
+25% +$380K
6 7
8
9 10

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PA
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FBP
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RG
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SGMP
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LFA
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RHFI
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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.