SRAM
Stone Ridge Asset Management Portfolio holdings
AUM
$475M
This Quarter Return
+4.42%
1 Year Return
–
3 Year Return
–
5 Year Return
–
10 Year Return
–
AUM
$1.69B
AUM Growth
+$1.69B
(-3.4%)
Cap. Flow
-$101M
Cap. Flow
% of AUM
-5.97%
Top 10 Holdings %
Top 10 Hldgs %
13.61%
Holding
1,257
New
150
Increased
382
Reduced
270
Closed
120
Top Buys
| 1 |
Altria Group
MO
|
$19.9M |
| 2 |
CELG
Celgene Corp
CELG
|
$16.6M |
| 3 |
APC
Anadarko Petroleum
APC
|
$15.9M |
| 4 |
RTN
Raytheon Company
RTN
|
$15.8M |
| 5 |
PNC Financial Services
PNC
|
$13.8M |
Top Sells
| 1 |
IBM
IBM
|
$32M |
| 2 |
Comcast
CMCSA
|
$29.3M |
| 3 |
Bank of America
BAC
|
$23.3M |
| 4 |
Costco
COST
|
$19.4M |
| 5 |
TJX Companies
TJX
|
$16.6M |
Sector Composition
| 1 | Consumer Discretionary | 16.46% |
| 2 | Technology | 15.18% |
| 3 | Industrials | 14.17% |
| 4 | Financials | 12% |
| 5 | Consumer Staples | 11.34% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Shares Change % | Capital Flow | |
|---|---|---|---|---|---|---|
|
CY
176
DELISTED
Cypress Semiconductor
CY
| $2.22M | 0.13% |
99,685
-7,700
| -7% | -$171K |
|
177
Insperity
NSP
$2.07B
| $2.21M | 0.13% |
18,068
| – | – |
|
178
Schneider National
SNDR
$4.25B
| $2.21M | 0.13% |
120,998
-9,700
| -7% | -$177K |
|
179
WESCO International
WCC
$10.5B
| $2.2M | 0.13% |
43,458
-3,100
| -7% | -$157K |
|
180
W.R. Berkley
WRB
$27.3B
| $2.2M | 0.13% |
33,384
+11,128
| +50% | +$734K |
|
181
Under Armour Class C
UA
$2.11B
| $2.19M | 0.13% |
98,791
+21,900
| +28% | +$486K |
|
182
Chipotle Mexican Grill
CMG
$56B
| $2.19M | 0.13% |
2,986
| – | – |
|
183
CNA Financial
CNA
$13.2B
| $2.18M | 0.13% |
46,301
+2,500
| +6% | +$118K |
|
184
Fidelity National Financial
FNF
$16B
| $2.15M | 0.13% |
53,263
| – | – |
|
185
Cadence Design Systems
CDNS
$94.1B
| $2.14M | 0.13% |
30,278
| – | – |
|
186
Hanover Insurance
THG
$6.28B
| $2.14M | 0.13% |
16,683
+400
| +2% | +$51.3K |
|
187
Steris
STE
$23.7B
| $2.13M | 0.13% |
14,327
| – | – |
|
188
AES
AES
$9.42B
| $2.13M | 0.13% |
+127,000
| New | +$2.13M |
|
189
Morningstar
MORN
$10.7B
| $2.11M | 0.12% |
14,569
+300
| +2% | +$43.4K |
|
190
Keysight
KEYS
$28.3B
| $2.1M | 0.12% |
23,411
| – | – |
|
191
Travelers Companies
TRV
$61.8B
| $2.1M | 0.12% |
14,026
| – | – |
|
192
World Kinect Corp
WKC
$1.51B
| $2.1M | 0.12% |
58,322
+31,000
| +113% | +$1.11M |
|
193
Expeditors International
EXPD
$16.3B
| $2.09M | 0.12% |
27,481
| – | – |
|
|
VAR
194
DELISTED
Varian Medical Systems, Inc.
VAR
| $2.05M | 0.12% |
15,070
+900
| +6% | +$122K |
|
195
Oshkosh
OSK
$8.75B
| $2.05M | 0.12% |
24,511
| – | – |
|
196
Pilgrim's Pride
PPC
$10.3B
| $2.05M | 0.12% |
80,578
| – | – |
|
197
Burlington
BURL
$18.5B
| $2.05M | 0.12% |
12,019
| – | – |
|
198
Graco
GGG
$13.9B
| $2.02M | 0.12% |
40,174
+1,000
| +3% | +$50.2K |
|
|
MIK
199
DELISTED
Michaels Stores, Inc
MIK
| $2.01M | 0.12% |
230,454
+98,600
| +75% | +$858K |
|
200
Humana
HUM
$37.2B
| $2M | 0.12% |
7,551
+1,500
| +25% | +$398K |
|