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SRAM
Stone Ridge Asset Management Portfolio holdings
AUM
$475M
This Fund
S&P 500
This Quarter
Est. Return
+24.99%
1 Year Est. Return
–
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$626M
AUM Growth
-$296M
(-32%)
Cap. Flow
-$431M
Cap. Flow
% of AUM
-68.76%
Top 10 Holdings %
Top 10 Hldgs %
31.43%
Holding
797
New
63
Increased
113
Reduced
347
Closed
199
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Johnson & Johnson
JNJ
|
+$22M |
| 2 |
Crown Castle
CCI
|
+$19.8M |
| 3 |
JPMorgan Chase
JPM
|
+$18M |
| 4 |
Lockheed Martin
LMT
|
+$17.3M |
| 5 |
Intuit
INTU
|
+$12.5M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Apple
AAPL
|
+$40.3M |
| 2 |
McDonald's
MCD
|
+$25.1M |
| 3 |
Walmart Inc
WMT
|
+$23.4M |
| 4 |
Intel
INTC
|
+$23.1M |
| 5 |
UnitedHealth
UNH
|
+$20.5M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Technology | 15.99% |
| 2 | Consumer Discretionary | 15.41% |
| 3 | Industrials | 13.21% |
| 4 | Healthcare | 13.1% |
| 5 | Financials | 12.35% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
NUAN
176
DELISTED
Nuance Communications, Inc.
NUAN
| $732K | 0.12% |
28,937
-200
| -0.7% | -$4.18K |
|
177
Church & Dwight Co
CHD
$24.4B
| $730K | 0.12% |
9,442
-10,900
| -54% | -$793K |
|
178
Copart
CPRT
$26.5B
| $730K | 0.12% |
35,052
-44,800
| -56% | -$899K |
|
179
Euronet Worldwide
EEFT
$2.88B
| $729K | 0.12% |
7,609
-100
| -1% | -$9.24K |
|
180
Federated Hermes
FHI
$4.78B
| $729K | 0.12% |
30,775
-2,000
| -6% | -$44.3K |
|
|
AGR
181
DELISTED
Avangrid, Inc.
AGR
| $729K | 0.12% |
17,369
-11,800
| -40% | -$506K |
|
182
CACI
CACI
$11.4B
| $723K | 0.12% |
3,334
-300
| -8% | -$71.7K |
|
183
Textron
TXT
$15.2B
| $721K | 0.12% |
21,910
-12,700
| -37% | -$375K |
|
184
Dentsply Sirona
XRAY
$2.77B
| $719K | 0.11% |
16,324
-17,702
| -52% | -$749K |
|
185
Global Industrial
GIC
$1.48B
| $718K | 0.11% |
34,932
-17,098
| -33% | -$332K |
|
186
Evercore
EVR
$12.4B
| $715K | 0.11% |
12,137
-2,100
| -15% | -$114K |
|
187
Teradyne
TER
$61.5B
| $715K | 0.11% |
8,465
-3,100
| -27% | -$208K |
|
188
Cummins
CMI
$90.4B
| $713K | 0.11% |
4,117
-1,800
| -30% | -$288K |
|
189
Hormel Foods
HRL
$13.8B
| $708K | 0.11% |
14,666
-48,900
| -77% | -$2.34M |
|
190
Vistra
VST
$47.6B
| $706K | 0.11% |
37,900
-100
| -0.3% | -$1.89K |
|
191
PPG Industries
PPG
$26.3B
| $702K | 0.11% |
6,620
-3,000
| -31% | -$289K |
|
|
SINA
192
DELISTED
Sina Corp
SINA
| $702K | 0.11% |
19,556
+9,300
| +91% | +$313K |
|
193
Advanced Micro Devices
AMD
$793B
| $700K | 0.11% |
13,300
+2,500
| +23% | +$133K |
|
|
ATVI
194
DELISTED
Activision Blizzard
ATVI
| $700K | 0.11% |
9,217
-17,400
| -65% | -$1.21M |
|
195
American Financial Group
AFG
$12B
| $696K | 0.11% |
10,971
-1,401
| -11% | -$90.3K |
|
|
LOGM
196
DELISTED
LogMein, Inc.
LOGM
| $694K | 0.11% |
8,185
-1,600
| -16% | -$136K |
|
197
Booz Allen Hamilton
BAH
$8.67B
| $693K | 0.11% |
8,913
| – | – |
|
198
Xerox
XRX
$416M
| $693K | 0.11% |
45,329
-24,450
| -35% | -$422K |
|
|
JNPR
199
DELISTED
Juniper Networks
JNPR
| $688K | 0.11% |
30,076
-44,850
| -60% | -$1.03M |
|
200
World Kinect Corp
WKC
$1.98B
| $686K | 0.11% |
26,622
-1,500
| -5% | -$36.9K |
|
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Stone Ridge Asset Management's Q2 2020 Portfolio in Review
As of Q2 2020, Stone Ridge Asset Management held 797 positions worth $626M, down 32% from $923M the previous quarter. Its ten largest holdings account for 31% of the portfolio.
Stone Ridge Asset Management withdrew a net $431M in Q2 2020, closing 199 positions and reducing 347 holdings. Its most notable exit was McDonald's, an estimated $25.1M position sold in full.
By sector, the portfolio is most concentrated in Technology at 16% of assets, down from 19% a quarter earlier, followed by Consumer Discretionary and Industrials.
Against the trend, Stone Ridge Asset Management opened a new position in Crown Castle worth $20.6M.
- Stone Ridge Asset Management's largest Q2 2020 buy was Crown Castle: 123,000 shares worth $20.6M.
- Stone Ridge Asset Management added most to Johnson & Johnson in Q2 2020, an estimated $22M increase.
- Stone Ridge Asset Management's biggest Q2 2020 reduction was Apple, cutting an estimated $40.3M.
- Stone Ridge Asset Management fully exited McDonald's in Q2 2020, selling an estimated $25.1M.
- Stone Ridge Asset Management's ten largest holdings make up 31% of its $626M portfolio in Q2 2020.
- Stone Ridge Asset Management opened 63 new positions and closed 199 in Q2 2020.
- Stone Ridge Asset Management's portfolio value fell 32% quarter-over-quarter to $626M.
Based on Stone Ridge Asset Management's 13F filing for Q2 2020, filed 23 Jul 2020.