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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 | |
|---|---|---|---|---|---|---|
201
Travelers Companies
TRV
$78.7B
| $685K | 0.11% |
6,006
-3,020
| -33% | -$318K |
|
202
F5
FFIV
$23.4B
| $681K | 0.11% |
4,885
-5,970
| -55% | -$804K |
|
203
Repligen
RGEN
$8.45B
| $653K | 0.1% |
+5,281
| New | +$621K |
|
204
Clorox
CLX
$12.7B
| $651K | 0.1% |
2,966
-4,000
| -57% | -$799K |
|
205
A.O. Smith
AOS
$8.61B
| $646K | 0.1% |
13,719
-6,000
| -30% | -$262K |
|
|
SCS
206
DELISTED
Steelcase
SCS
| $646K | 0.1% |
53,565
+1,700
| +3% | +$18.6K |
|
207
Pfizer
PFE
$145B
| $645K | 0.1% |
20,776
-8,222
| -28% | -$279K |
|
208
Crane NXT
CXT
$3.15B
| $643K | 0.1% |
31,134
-59,396
| -66% | -$1.11M |
|
209
Dover
DOV
$28.3B
| $642K | 0.1% |
6,650
-1,097
| -14% | -$101K |
|
210
RLI Corp
RLI
$5.67B
| $640K | 0.1% |
15,592
-3,200
| -17% | -$126K |
|
211
Rollins
ROL
$18.2B
| $639K | 0.1% |
22,605
+1,650
| +8% | +$44.2K |
|
212
Jacobs Solutions
J
$16.8B
| $637K | 0.1% |
9,084
-18,300
| -67% | -$1.23M |
|
213
Kohl's
KSS
$2.28B
| $637K | 0.1% |
30,677
-6,300
| -17% | -$121K |
|
214
KB Home
KBH
$3.56B
| $636K | 0.1% |
20,714
+3,600
| +21% | +$99.1K |
|
215
Xcel Energy
XEL
$48.6B
| $636K | 0.1% |
10,183
-4,500
| -31% | -$284K |
|
216
Baker Hughes
BKR
$61.3B
| $633K | 0.1% |
41,114
-4,800
| -10% | -$70.2K |
|
217
Fortune Brands Innovations
FBIN
$6.29B
| $629K | 0.1% |
11,509
-12,402
| -52% | -$577K |
|
218
ManpowerGroup
MAN
$2.55B
| $629K | 0.1% |
9,149
+500
| +6% | +$34.1K |
|
|
TMHC
219
DELISTED
Taylor Morrison
TMHC
| $623K | 0.1% |
32,301
+4,600
| +17% | +$72.5K |
|
220
Heritage Insurance Holdings
HRTG
$902M
| $621K | 0.1% |
47,412
| – | – |
|
221
Autohome
ATHM
$2.64B
| $619K | 0.1% |
8,200
+2,800
| +52% | +$219K |
|
|
TBI
222
Trueblue
TBI
$234M
| $616K | 0.1% |
40,372
+800
| +2% | +$11.9K |
|
223
Sportsman's Warehouse
SPWH
$44.9M
| $606K | 0.1% |
42,534
+3,600
| +9% | +$33.9K |
|
224
Trimble
TRMB
$13.9B
| $605K | 0.1% |
14,000
+2,000
| +17% | +$75K |
|
225
Mueller Industries
MLI
$15.1B
| $604K | 0.1% |
90,884
| – | – |
|
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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.