Stone Ridge Asset Management LLC — Q2 2020 13F Holdings

Name: Stone Ridge Asset Management LLC — 13F Holdings, Q2 2020
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 598 total)

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	AMZN	Amazon.com INC	Stock-Consumer Disc	6.54%	—	-15.86%
2	JNJ	Johnson & Johnson	Stock-Healthcare	3.44%	—	+7939.94%
3	CCI	Crown Castle INC	Stock-Real Estate	3.29%	—	—
4	LMT	Lockheed Martin CORP	Stock-Industrials	2.91%	—	+1056.07%
5	META	Meta Platforms Inc-class A	Stock-Comm Services	2.91%	—	—
6	JPM	Jpmorgan Chase & Co	Stock-Financials	2.85%	—	—
7	AAPL	Apple INC	Stock-Tech	2.54%	—	-74.89%
8	INTU	Intuit INC	Stock-Tech	2.39%	—	+931.70%
9	WMT	Walmart INC	Stock-Consumer Staples	2.30%	—	-61.13%
10	GOOG	Alphabet Inc-cl C	Stock-Comm Services	2.26%	—	+15.01%
11	CMCSA	Comcast Corp-class A	Stock-Comm Services	2.00%	—	—
12	GILD	Gilead Sciences INC	Stock-Healthcare	1.84%	—	—
13	UNH	Unitedhealth Group INC	Stock-Healthcare	1.42%	—	-70.36%
14	AMT	American Tower CORP	Stock-Real Estate	1.36%	—	—
15	OKTA	Okta INC	Stock-Tech	1.21%	—	—
16	COST	Costco Wholesale CORP	Stock-Consumer Staples	1.12%	—	-37.93%
17	BRK-B	Berkshire Hathaway Inc-cl B	Stock-Other	0.90%	—	-35.34%
18	HPQ	Hp INC	Stock-Tech	0.83%	—	-21.22%
19	HUM	Humana INC	Stock-Healthcare	0.78%	—	-26.67%
20	TGT	Target CORP	Stock-Consumer Disc	0.75%	—	-25.28%
21	MA	Mastercard INC - A	Stock-Financials	0.72%	—	-20.79%
22	CSCO	Cisco Systems INC	Stock-Tech	0.68%	—	-13.77%
23	KR	Kroger Co	Stock-Consumer Staples	0.64%	—	-15.93%
24	CVS	Cvs Health CORP	Stock-Healthcare	0.57%	—	-31.06%
25	ELV	Elevance Health INC	Stock-Healthcare	0.53%	—	-13.98%
26	JD	Jd.com Inc-adr	Stock-Consumer Disc	0.44%	—	+9.09%
27	SFM	Sprouts Farmers Market INC	Stock-Consumer Staples	0.42%	—	-22.25%
28	NEM	Newmont CORP	Stock-Materials	0.42%	—	-34.98%
29	NUS	Nu Skin Enterprises INC - A	Stock-Other	0.40%	—	+7.63%
30	DIS	Walt Disney Co/the	Stock-Comm Services	0.40%	—	-35.33%
31	PG	Procter & Gamble Co/the	Stock-Consumer Staples	0.40%	—	-67.11%
32	CROX	Crocs INC	Stock-Consumer Disc	0.39%	—	—
33	KHC	Kraft Heinz Co/the	Stock-Consumer Staples	0.39%	—	-32.08%
34	ETRA	E*trade Financial CORP	Stock-Other	0.38%	—	—
35	DECK	Deckers Outdoor CORP	Stock-Consumer Disc	0.38%	—	—
36	VIPS	Vipshop Holdings LTD - Adr	Stock-Consumer Disc	0.38%	—	+14.31%
37	WDC	Western Digital CORP	Stock-Tech	0.37%	—	+48.67%
38	MET	Metlife INC	Stock-Financials	0.37%	—	—
39	PYPL	Paypal Holdings INC	Stock-Financials	0.34%	—	+3.35%
40	WBA	Walgreens Boots Alliance INC	Stock-Other	0.33%	—	-69.55%
41	WRB	Wr Berkley CORP	Stock-Financials	0.30%	—	-18.18%
42	XLNXEUR	Xilinx INC	Stock-Other	0.30%	—	-43.04%
43	QGEN	Qiagen N.V.	Stock-Healthcare	0.29%	—	-17.17%
44	FAF	First American Financial	Stock-Financials	0.29%	—	-51.56%
45	CL	Colgate-palmolive Co	Stock-Consumer Staples	0.28%	—	-50.51%
46	EXPD	Expeditors Intl Wash INC	Stock-Industrials	0.26%	—	-0.46%
47	G	Genpact Limited	Stock-Tech	0.26%	—	-7.15%
48	KNSL	Kinsale Capital Group INC	Stock-Financials	0.26%	—	-7.17%
49	RHI	Robert Half INC	Stock-Industrials	0.25%	—	-54.61%
50	PHM	Pultegroup INC	Stock-Consumer Disc	0.25%	—	-16.35%

1–50 of 200

Holding changes this quarter

Position changes disclosed by Stone Ridge Asset Management LLC for the quarter ending Q2 2020, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	JNJ	Johnson & Johnson	+3.4%	+7939.94%	Add
2	AMZN	Amazon.com INC	+2.8%	-15.86%	Trim
3	LMT	Lockheed Martin CORP	+2.8%	+1056.07%	Add
4	INTU	Intuit INC	+2.3%	+931.70%	Add
5	META	Meta Platforms Inc-class A	+1.5%	—	Unchanged
6	GOOG	Alphabet Inc-cl C	+1.2%	+15.01%	Add
7	COST	Costco Wholesale CORP	0%	-37.93%	Trim
8	BRK-B	Berkshire Hathaway Inc-cl B	-0.1%	-35.34%	Trim
9	AMAT	Applied Materials INC	-0.2%	-73.39%	Trim
10	PGR	Progressive CORP	-0.2%	-67.05%	Trim
11	HRL	Hormel Foods CORP	-0.2%	-76.93%	Trim
12	T	At&t INC	-0.2%	-84.67%	Trim
13	MSFT	Microsoft CORP	-0.3%	-91.92%	Trim
14	PG	Procter & Gamble Co/the	-0.4%	-67.11%	Trim
15	WBA	Walgreens Boots Alliance INC	-0.5%	-69.55%	Trim
16	CVX	Chevron CORP	-0.5%	-84.75%	Trim
17	NKE	Nike INC -cl B	-0.5%	-91.44%	Trim
18	HD	Home Depot INC	-0.6%	-89.30%	Trim
19	LRCXEUR	Lam Research CORP	-0.7%	-97.44%	Trim
20	UNH	Unitedhealth Group INC	-1.3%	-70.36%	Trim
21	WMT	Walmart INC	-1.5%	-61.13%	Trim
22	MO	Altria Group INC	-1.7%	-94.90%	Trim
23	INTC	Intel CORP	-2.2%	-93.77%	Trim
24	AAPL	Apple INC	-2.2%	-74.89%	Trim
25	MCD	Mcdonald's CORP	—	EXIT	Sold out
26	CCI	Crown Castle INC	—	NEW	New buy
27	JPM	Jpmorgan Chase & Co	—	NEW	New buy
28	TFC	Truist Financial CORP	—	EXIT	Sold out
29	RTN1USD	Raytheon Company	—	EXIT	Sold out
30	CMCSA	Comcast Corp-class A	—	NEW	New buy
31	GOOGL	Alphabet Inc-cl A	—	EXIT	Sold out
32	ZTS	Zoetis INC	—	EXIT	Sold out
33	C	Citigroup INC	—	EXIT	Sold out
34	GILD	Gilead Sciences INC	—	NEW	New buy
35	PNC	Pnc Financial Services Group	—	EXIT	Sold out
36	AMT	American Tower CORP	—	NEW	New buy
37	VZ	Verizon Communications INC	—	EXIT	Sold out
38	HCA	Hca Healthcare INC	—	EXIT	Sold out
39	OKTA	Okta INC	—	NEW	New buy
40	AIZ	Assurant INC	—	EXIT	Sold out
41	SYK	Stryker CORP	—	EXIT	Sold out
42	WBC1EUR	Wabco Holdings INC	—	EXIT	Sold out
43	TEL	TE Connectivity plc	—	EXIT	Sold out
44	VTR	Ventas INC	—	EXIT	Sold out
45	ACN	Accenture plc	—	EXIT	Sold out
46	EL	Estee Lauder Companies-cl A	—	EXIT	Sold out
47	LULU	Lululemon Athletica INC	—	EXIT	Sold out
48	GEN	Gen Digital INC	—	EXIT	Sold out
49	AKX	Ansys INC	—	EXIT	Sold out
50	HEI-A	Heico Corp-class A	—	EXIT	Sold out