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SRAM
Stone Ridge Asset Management Portfolio holdings
AUM
$475M
This Fund
S&P 500
This Quarter
Est. Return
-3.29%
1 Year Est. Return
–
3 Year Est. Return
–
5 Year Est. Return
–
10 Year Est. Return
–
AUM
$25.3M
AUM Growth
-$18M
(-42%)
Cap. Flow
-$17M
Cap. Flow
% of AUM
-67.07%
Top 10 Holdings %
Top 10 Hldgs %
20.83%
Holding
134
New
4
Increased
3
Reduced
13
Closed
37
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Expedia Group
EXPE
|
+$277K |
| 2 |
RTX Corp
RTX
|
+$235K |
| 3 |
H&R Block
HRB
|
+$213K |
| 4 |
Advance Auto Parts
AAP
|
+$208K |
| 5 |
J.M. Smucker
SJM
|
+$201K |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
Netflix
NFLX
|
+$2.35M |
| 2 |
Williams Companies
WMB
|
+$2.28M |
| 3 |
Meta Platforms (Facebook)
META
|
+$1.95M |
| 4 |
Target
TGT
|
+$1.27M |
| 5 |
AET
Aetna Inc
AET
|
+$701K |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Consumer Discretionary | 22.12% |
| 2 | Healthcare | 20.08% |
| 3 | Technology | 15.64% |
| 4 | Communication Services | 14.43% |
| 5 | Industrials | 8.8% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
Netflix
NFLX
$291B
| $702K | 2.78% |
68,000
-219,000
| -76% | -$2.35M |
|
|
2
Meta Platforms (Facebook)
META
$1.54T
| $676K | 2.67% |
7,514
-21,286
| -74% | -$1.95M |
|
|
3
Expedia Group
EXPE
$31.7B
| $659K | 2.61% |
5,600
+2,400
| +75% | +$277K |
|
4
Alphabet (Google) Class C
GOOG
$3.92T
| $561K | 2.22% |
18,040
| – | – |
|
5
Broadcom
AVGO
$1.83T
| $475K | 1.88% |
38,000
| – | – |
|
6
Tesla
TSLA
$1.23T
| $472K | 1.87% |
28,500
| – | – |
|
|
AGN
7
DELISTED
Allergan plc
AGN
| $472K | 1.87% |
1,737
| – | – |
|
8
UnitedHealth
UNH
$382B
| $464K | 1.83% |
4,000
+800
| +25% | +$95.8K |
|
9
Amgen
AMGN
$203B
| $429K | 1.7% |
3,100
| – | – |
|
10
Mastercard
MA
$473B
| $360K | 1.42% |
4,000
| – | – |
|
11
Electronic Arts
EA
$52.4B
| $352K | 1.39% |
5,200
-1,900
| -27% | -$133K |
|
12
Bristol-Myers Squibb
BMY
$127B
| $332K | 1.31% |
5,600
+1,500
| +37% | +$95.2K |
|
13
Nike
NKE
$62B
| $332K | 1.31% |
5,400
-4,600
| -46% | -$260K |
|
14
D.R. Horton
DHI
$40.9B
| $329K | 1.3% |
11,200
| – | – |
|
15
Equinix
EQIX
$108B
| $328K | 1.3% |
1,200
| – | – |
|
16
Regeneron Pharmaceuticals
REGN
$69.8B
| $326K | 1.29% |
700
| – | – |
|
17
Humana
HUM
$47.1B
| $320K | 1.27% |
1,788
| – | – |
|
18
Dollar General
DG
$26.2B
| $319K | 1.26% |
4,400
-800
| -15% | -$61.1K |
|
19
Cheniere Energy
LNG
$56.8B
| $319K | 1.26% |
6,600
| – | – |
|
20
Apple
AAPL
$4.9T
| $309K | 1.22% |
11,200
-5,600
| -33% | -$164K |
|
|
ATHN
21
DELISTED
Athenahealth, Inc.
ATHN
| $307K | 1.21% |
2,300
| – | – |
|
22
Royal Caribbean
RCL
$79.9B
| $303K | 1.2% |
3,400
| – | – |
|
|
JCP
23
DELISTED
J.C. Penney Company, Inc.
JCP
| $302K | 1.19% |
32,500
| – | – |
|
|
CYT
24
DELISTED
CYTEC INDS INC
CYT
| $297K | 1.17% |
4,022
| – | – |
|
25
Delta Air Lines
DAL
$56.4B
| $292K | 1.15% |
6,500
| – | – |
|
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Stone Ridge Asset Management's Q3 2015 Portfolio in Review
As of Q3 2015, Stone Ridge Asset Management held 134 positions worth $25.3M, down 42% from $43.3M the previous quarter. Its ten largest holdings account for 21% of the portfolio.
Stone Ridge Asset Management withdrew a net $17M in Q3 2015, closing 37 positions and reducing 13 holdings. Its most notable exit was Williams Companies, an estimated $2.28M position sold in full.
By sector, the portfolio is most concentrated in Consumer Discretionary at 22% of assets, up from 14% a quarter earlier, followed by Healthcare and Technology.
Against the trend, Stone Ridge Asset Management opened a new position in RTX Corp worth $214K.
- Stone Ridge Asset Management's largest Q3 2015 buy was RTX Corp: 3,814 shares worth $214K.
- Stone Ridge Asset Management added most to Expedia Group in Q3 2015, an estimated $277K increase.
- Stone Ridge Asset Management's biggest Q3 2015 reduction was Netflix, cutting an estimated $2.35M.
- Stone Ridge Asset Management fully exited Williams Companies in Q3 2015, selling an estimated $2.28M.
- Stone Ridge Asset Management's ten largest holdings make up 21% of its $25.3M portfolio in Q3 2015.
- Stone Ridge Asset Management opened 4 new positions and closed 37 in Q3 2015.
- Stone Ridge Asset Management's portfolio value fell 42% quarter-over-quarter to $25.3M.
Based on Stone Ridge Asset Management's 13F filing for Q3 2015, filed 16 Nov 2015.