Stone Ridge Asset Management LLC — Q4 2018 13F Holdings

Name: Stone Ridge Asset Management LLC — 13F Holdings, Q4 2018
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001584728

Total reported value

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Full holdings list this quarter

Showing top 200 holdings (of 1231 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	AAPL	Apple INC	Stock-Tech	2.71%	—	+25.75%
2	PFE	Pfizer INC	Stock-Healthcare	2.51%	—	+183.04%
3	IBM	Intl Business Machines CORP	Stock-Tech	1.79%	—	+421.22%
4	WMT	Walmart INC	Stock-Consumer Staples	1.75%	—	+15.94%
5	COST	Costco Wholesale CORP	Stock-Consumer Staples	1.41%	—	+207.97%
6	META	Meta Platforms Inc-class A	Stock-Comm Services	1.31%	—	+15.79%
7	AMZN	Amazon.com INC	Stock-Consumer Disc	1.29%	—	-0.61%
8	XXI	Twenty One Capital, Inc.	Stock-Other	1.28%	—	-20.02%
9	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	1.20%	—	+3.24%
10	TJX	Tjx Companies INC	Stock-Consumer Disc	1.10%	—	+392.24%
11	XOM	Exxon Mobil CORP	Stock-Energy	1.00%	—	+80.58%
12	GOOG	Alphabet Inc-cl C	Stock-Comm Services	0.92%	—	+24.90%
13	CL	Colgate-palmolive Co	Stock-Consumer Staples	0.92%	—	+288.56%
14	GOOGL	Alphabet Inc-cl A	Stock-Comm Services	0.83%	—	-41.98%
15	ADBE	Adobe INC	Stock-Tech	0.68%	—	+3.54%
16	CSCO	Cisco Systems INC	Stock-Tech	0.66%	—	-19.48%
17	WFC	Wells Fargo & Co	Stock-Financials	0.66%	—	+55.52%
18	UNH	Unitedhealth Group INC	Stock-Healthcare	0.65%	—	-22.86%
19	CI	THE Cigna Group	Stock-Healthcare	0.62%	—	—
20	INTU	Intuit INC	Stock-Tech	0.54%	—	-8.07%
21	JNJ	Johnson & Johnson	Stock-Healthcare	0.54%	—	-43.12%
22	DIS	Walt Disney Co/the	Stock-Comm Services	0.54%	—	+4.97%
23	VLO	Valero Energy CORP	Stock-Energy	0.53%	—	+0.43%
24	LYB	LyondellBasell Industries N.V.	Stock-Materials	0.51%	—	-7.37%
25	NKE	Nike INC -cl B	Stock-Consumer Disc	0.51%	—	+22.47%
26	CVX	Chevron CORP	Stock-Energy	0.48%	—	+316.72%
27	WBA	Walgreens Boots Alliance INC	Stock-Other	0.47%	—	-4.96%
28	ABT	Abbott Laboratories	Stock-Healthcare	0.45%	—	+0.42%
29	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.44%	—	+129.21%
30	HD	Home Depot INC	Stock-Consumer Disc	0.43%	—	+26.96%
31	LOW	Lowe's Cos INC	Stock-Consumer Disc	0.43%	—	+42.96%
32	IQV	Iqvia Holdings INC	Stock-Healthcare	0.39%	—	-49.99%
33	MU	Micron Technology INC	Stock-Tech	0.38%	—	+117.44%
34	AMAT	Applied Materials INC	Stock-Tech	0.37%	—	+85.85%
35	DG	Dollar General CORP	Stock-Consumer Staples	0.35%	—	+3.59%
36	RSG	Republic Services INC	Stock-Industrials	0.35%	—	—
37	VIAB	Viacom Inc-class B	Stock-Other	0.35%	—	+5.35%
38	PEP	Pepsico INC	Stock-Consumer Staples	0.32%	—	+0.79%
39	BMY	Bristol-myers Squibb Co	Stock-Healthcare	0.32%	—	+24.12%
40	INTC	Intel CORP	Stock-Tech	0.32%	—	+20.69%
41	✓		Stock-Other	0.32%	—	-42.52%
42	AEP	American Electric Power Company, Inc.	Stock-Utilities	0.32%	—	—
43	AME	Ametek INC	Stock-Industrials	0.31%	—	-0.80%
44	✓		Stock-Other	0.30%	—	-49.10%
45	HPQ	Hp INC	Stock-Tech	0.30%	—	+48.68%
46	BA	Boeing Co/the	Stock-Industrials	0.29%	—	—
47	✓	Integrated Device Technology INC	Stock-Other	0.29%	—	—
48	MA	Mastercard INC - A	Stock-Financials	0.28%	—	-73.03%
49	HFCUSD	Hollyfrontier CORP	Stock-Other	0.28%	—	—
50	PM	Philip Morris International	Stock-Consumer Staples	0.28%	—	+1294.18%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Stone Ridge Asset Management LLC for the quarter ending Q4 2018, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	PFE	Pfizer INC	+1.7%	+183.04%	Add
2	IBM	Intl Business Machines CORP	+1.4%	+421.22%	Add
3	COST	Costco Wholesale CORP	+1%	+207.97%	Add
4	CL	Colgate-palmolive Co	+0.7%	+288.56%	Add
5	TJX	Tjx Companies INC	+0.6%	+392.24%	Add
6	WMT	Walmart INC	+0.4%	+15.94%	Add
7	XOM	Exxon Mobil CORP	+0.4%	+80.58%	Add
8	CVX	Chevron CORP	+0.4%	+316.72%	Add
9	PG	Procter & Gamble Co/the	+0.3%	+129.21%	Add
10	PM	Philip Morris International	+0.3%	+1294.18%	Add
11	VZ	Verizon Communications INC	+0.2%	+1131.72%	Add
12	AAPL	Apple INC	0%	+25.75%	Add
13	XXI	Twenty One Capital, Inc.	-0.1%	-20.02%	Trim
14	UNH	Unitedhealth Group INC	-0.1%	-22.86%	Trim
15	CSCO	Cisco Systems INC	-0.2%	-19.48%	Trim
16	AVB	Avalonbay Communities INC	-0.2%	-66.67%	Trim
17	VLO	Valero Energy CORP	-0.2%	+0.43%	Add
18	FNF	Fidelity National Financial	-0.2%	-50.76%	Trim
19	JECUSD	Jacobs Engineering Group INC	-0.2%	-44.86%	Trim
20	RTN1USD	Raytheon Company	-0.2%	-36.61%	Trim
21	ALGN	Align Technology INC	-0.2%	-81.32%	Trim
22	AMZN	Amazon.com INC	-0.2%	-0.61%	Trim
23	✓		-0.3%	-42.52%	Trim
24	LDOS	Leidos Holdings INC	-0.3%	-75.26%	Trim
25	WP	Worldpay Inc-class A	-0.3%	-88.82%	Trim
26	JNJ	Johnson & Johnson	-0.4%	-43.12%	Trim
27	WDC	Western Digital CORP	-0.4%	-55.36%	Trim
28	BBY	Best Buy Co INC	-0.4%	-66.82%	Trim
29	IQV	Iqvia Holdings INC	-0.4%	-49.99%	Trim
30	SLB	Slb LTD	-0.4%	-84.14%	Trim
31	ACN	Accenture plc	-0.5%	-71.38%	Trim
32	GOOGL	Alphabet Inc-cl A	-0.6%	-41.98%	Trim
33	✓		-0.6%	-49.10%	Trim
34	MA	Mastercard INC - A	-0.8%	-73.03%	Trim
35	ROK	Rockwell Automation, Inc.	—	EXIT	Sold out
36	AXP	American Express Company	—	EXIT	Sold out
37	DELL	Dell Technologies Inc.	—	EXIT	Sold out
38	CI	THE Cigna Group	—	NEW	New buy
39	PLD	Prologis INC	—	EXIT	Sold out
40	ADP	Automatic Data Processing	—	EXIT	Sold out
41	PNW	Pinnacle West Capital Corporation	—	EXIT	Sold out
42	AEP	American Electric Power Company, Inc.	—	NEW	New buy
43	✓	Integrated Device Technology INC	—	NEW	New buy
44	C	Citigroup INC	—	EXIT	Sold out
45	✓		—	EXIT	Sold out
46	AVGO	Broadcom INC	—	EXIT	Sold out
47	AGNC	Agnc Investment CORP	—	EXIT	Sold out
48	CI	The Cigna Group	—	EXIT	Sold out
49	✓		—	EXIT	Sold out
50	O	Realty Income CORP	—	EXIT	Sold out