Elements U.S. Portfolio

Fund Profile

Fund profile

Tickers

ELUSX, EYUSX

Fund manager

Stone Ridge Trust

Total assets

$998.56 mm

Liabilities

$9.14 mm

Net assets

$989.42 mm

Number of holdings

620.00

Top 200 of 620 Holdings

As of Feb 2020

Security	$Holding	Balance	% of Fund	Category	Position	Country
AAPL Apple Inc.	47.44 mm	173.53 k shares	4.79	Common equity	Long	USA
WMT Walmart Inc.	34.98 mm	324.84 k shares	3.54	Common equity	Long	USA
AMZN Amazon.com, Inc.	29.42 mm	15.62 k shares	2.97	Common equity	Long	USA
META Meta Platforms, Inc.	15.43 mm	80.17 k shares	1.56	Common equity	Long	USA
United States Treasury Bill	14.92 mm	15.00 mm principal	1.51	Debt	Long	USA
GOOG Alphabet Inc.	14.54 mm	10.86 k shares	1.47	Common equity	Long	USA
GOOG Alphabet Inc.	13.52 mm	10.10 k shares	1.37	Common equity	Long	USA
NKE NIKE, Inc.	11.99 mm	134.10 k shares	1.21	Common equity	Long	USA
COST Costco Wholesale Corporation	10.98 mm	39.07 k shares	1.11	Common equity	Long	USA
UNH UnitedHealth Group Incorporated	10.89 mm	42.71 k shares	1.10	Common equity	Long	USA
PG The Procter & Gamble Company	10.48 mm	92.53 k shares	1.06	Common equity	Long	USA
Walt Disney Co	10.15 mm	86.29 k shares	1.03	Common equity	Long	USA
BRK-B Berkshire Hathaway Inc.	10.12 mm	49.07 k shares	1.02	Common equity	Long	USA
AMAT Applied Materials, Inc.	10.07 mm	173.26 k shares	1.02	Common equity	Long	USA
HD The Home Depot, Inc.	9.49 mm	43.57 k shares	0.96	Common equity	Long	USA
LRCX Lam Research Corporation	8.33 mm	28.38 k shares	0.84	Common equity	Long	USA
PEP PepsiCo, Inc.	7.85 mm	59.46 k shares	0.79	Common equity	Long	USA
HPQ HP Inc.	7.84 mm	376.93 k shares	0.79	Common equity	Long	USA
INTC Intel Corporation	7.48 mm	134.69 k shares	0.76	Common equity	Long	USA
T AT&T Inc.	7.35 mm	208.74 k shares	0.74	Common equity	Long	USA
Morgan Stanley Institutional Liquidity Funds - Prime Portfolio	7.21 mm	7.20 mm shares	0.73	Short-term investment vehicle	Long	USA
MU Micron Technology, Inc.	7.19 mm	136.71 k shares	0.73	Common equity	Long	USA
LOW Lowe's Companies, Inc.	6.47 mm	60.67 k shares	0.65	Common equity	Long	USA
JNJ Johnson & Johnson	6.35 mm	47.20 k shares	0.64	Common equity	Long	USA
MA Mastercard Incorporated	6.25 mm	21.54 k shares	0.63	Common equity	Long	USA
TGT Target Corporation	5.88 mm	57.06 k shares	0.59	Common equity	Long	USA
WBA Walgreens Boots Alliance, Inc.	5.67 mm	123.87 k shares	0.57	Common equity	Long	USA
HUM Humana Inc.	5.61 mm	17.55 k shares	0.57	Common equity	Long	USA
PM Philip Morris International Inc.	5.55 mm	67.76 k shares	0.56	Common equity	Long	USA
CL Colgate-Palmolive Company	5.02 mm	74.25 k shares	0.51	Common equity	Long	USA
KR The Kroger Co.	4.98 mm	176.96 k shares	0.50	Common equity	Long	USA
ACN Accenture plc	4.89 mm	27.06 k shares	0.49	Common equity	Long	Ireland
USFD US Foods Holding Corp.	4.86 mm	144.59 k shares	0.49	Common equity	Long	USA
QCOM QUALCOMM Incorporated	4.81 mm	61.40 k shares	0.49	Common equity	Long	USA
SBUX Starbucks Corporation	4.66 mm	59.45 k shares	0.47	Common equity	Long	USA
Raytheon Co/	4.65 mm	24.69 k shares	0.47	Common equity	Long	USA
GNTX Gentex Corporation	4.45 mm	166.83 k shares	0.45	Common equity	Long	USA
NVR NVR, Inc.	4.39 mm	1.20 k shares	0.44	Common equity	Long	USA
CSCO Cisco Systems, Inc.	4.38 mm	109.81 k shares	0.44	Common equity	Long	USA
CVS CVS Health Corporation	4.30 mm	72.67 k shares	0.43	Common equity	Long	USA
WFC Wells Fargo & Company	4.30 mm	105.15 k shares	0.43	Common equity	Long	USA
Xerox Corporation	4.29 mm	133.28 k shares	0.43	Common equity	Long	USA
ELV Elevance Health Inc.	4.28 mm	16.66 k shares	0.43	Common equity	Long	USA
LUV Southwest Airlines Co.	4.19 mm	90.71 k shares	0.42	Common equity	Long	USA
CVX Chevron Corporation	4.11 mm	44.07 k shares	0.42	Common equity	Long	USA
BMY Bristol-Myers Squibb Company	3.98 mm	67.39 k shares	0.40	Common equity	Long	USA
PGR The Progressive Corporation	3.90 mm	53.33 k shares	0.39	Common equity	Long	USA
SYY Sysco Corporation	3.86 mm	57.91 k shares	0.39	Common equity	Long	USA
ATVI Activision Blizzard, Inc.	3.83 mm	65.92 k shares	0.39	Common equity	Long	USA
DLB Dolby Laboratories, Inc.	3.66 mm	55.64 k shares	0.37	Common equity	Long	USA
PHM PulteGroup, Inc.	3.51 mm	87.20 k shares	0.35	Common equity	Long	USA
RL Ralph Lauren Corporation	3.50 mm	33.16 k shares	0.35	Common equity	Long	USA
TSCO Tractor Supply Company	3.47 mm	39.24 k shares	0.35	Common equity	Long	USA
Allergan plc	3.47 mm	18.21 k shares	0.35	Common equity	Long	USA
Match Group Inc.	3.46 mm	53.19 k shares	0.35	Common equity	Long	USA
DOX Amdocs Limited	3.45 mm	54.09 k shares	0.35	Common equity	Long	USA
XLNX Xilinx Inc	3.44 mm	41.23 k shares	0.35	Common equity	Long	USA
ROST Ross Stores, Inc.	3.44 mm	31.63 k shares	0.35	Common equity	Long	USA
HSY The Hershey Company	3.41 mm	23.67 k shares	0.34	Common equity	Long	USA
EL The Estée Lauder Companies Inc.	3.37 mm	18.34 k shares	0.34	Common equity	Long	USA
BBY Best Buy Co., Inc.	3.36 mm	44.47 k shares	0.34	Common equity	Long	USA
SNPS Synopsys, Inc.	3.36 mm	24.37 k shares	0.34	Common equity	Long	USA
MASI Masimo Corporation	3.36 mm	20.58 k shares	0.34	Common equity	Long	USA
EBAY eBay Inc.	3.17 mm	91.54 k shares	0.32	Common equity	Long	USA
KMB Kimberly-Clark Corporation	3.16 mm	24.06 k shares	0.32	Common equity	Long	USA
HEI HEICO Corporation	3.04 mm	34.37 k shares	0.31	Common equity	Long	USA
FAF First American Financial Corporation	3.01 mm	52.79 k shares	0.30	Common equity	Long	USA
GRMN Garmin Ltd.	2.99 mm	33.85 k shares	0.30	Common equity	Long	Switzerland
M Macy's, Inc.	2.99 mm	225.69 k shares	0.30	Common equity	Long	USA
ALL The Allstate Corporation	2.98 mm	28.32 k shares	0.30	Common equity	Long	USA
BRKR Bruker Corporation	2.97 mm	68.18 k shares	0.30	Common equity	Long	USA
LSTR Landstar System, Inc.	2.96 mm	29.35 k shares	0.30	Common equity	Long	USA
AZO AutoZone, Inc.	2.96 mm	2.86 k shares	0.30	Common equity	Long	USA
MSFT Microsoft Corporation	2.92 mm	18.04 k shares	0.30	Common equity	Long	USA
LULU Lululemon Athletica Inc.	2.91 mm	13.38 k shares	0.29	Common equity	Long	Canada
G Genpact Limited	2.90 mm	75.28 k shares	0.29	Common equity	Long	USA
NEM Newmont Corporation	2.89 mm	64.75 k shares	0.29	Common equity	Long	USA
SEIC SEI Investments Company	2.86 mm	52.32 k shares	0.29	Common equity	Long	USA
RHI Robert Half International Inc.	2.84 mm	56.32 k shares	0.29	Common equity	Long	USA
EA Electronic Arts Inc.	2.83 mm	27.95 k shares	0.29	Common equity	Long	USA
LKQ LKQ Corporation	2.81 mm	95.16 k shares	0.28	Common equity	Long	USA
United States Treasury Bill	2.79 mm	2.80 mm principal	0.28	Debt	Long	USA
CMI Cummins Inc.	2.77 mm	18.32 k shares	0.28	Common equity	Long	USA
RSHCQ Rs Legacy Corp	2.74 mm	138.92 k shares	0.28	Common equity	Long	USA
THG The Hanover Insurance Group, Inc.	2.74 mm	23.08 k shares	0.28	Common equity	Long	USA
MET MetLife, Inc.	2.72 mm	63.66 k shares	0.27	Common equity	Long	USA
FFIV F5, Inc.	2.71 mm	22.56 k shares	0.27	Common equity	Long	USA
KHC The Kraft Heinz Company	2.65 mm	107.00 k shares	0.27	Common equity	Long	USA
HRL Hormel Foods Corporation	2.64 mm	63.57 k shares	0.27	Common equity	Long	USA
STE STERIS plc	2.61 mm	16.43 k shares	0.26	Common equity	Long	USA
GWW W.W. Grainger, Inc.	2.60 mm	9.36 k shares	0.26	Common equity	Long	USA
TSN Tyson Foods, Inc.	2.59 mm	38.25 k shares	0.26	Common equity	Long	USA
TFCF Twenty-First Century Fox Inc	2.58 mm	213.97 k shares	0.26	Common equity	Long	USA
WRB W. R. Berkley Corporation	2.58 mm	38.38 k shares	0.26	Common equity	Long	USA
RS Reliance Steel & Aluminum Co.	2.58 mm	25.18 k shares	0.26	Common equity	Long	USA
HIG The Hartford Financial Services Group, Inc.	2.57 mm	51.46 k shares	0.26	Common equity	Long	USA
COLM Columbia Sportswear Company	2.57 mm	31.60 k shares	0.26	Common equity	Long	USA
MDLZ Mondelez International, Inc.	2.57 mm	48.63 k shares	0.26	Common equity	Long	USA
WDC Western Digital Corporation	2.56 mm	46.04 k shares	0.26	Common equity	Long	USA
SKX Skechers U.S.A., Inc.	2.52 mm	76.03 k shares	0.25	Common equity	Long	USA
BAX Baxter International Inc.	2.51 mm	30.05 k shares	0.25	Common equity	Long	USA
NVDA NVIDIA Corporation	2.51 mm	9.29 k shares	0.25	Common equity	Long	USA
KEY KeyCorp	2.47 mm	151.13 k shares	0.25	Common equity	Long	USA
WCC WESCO International, Inc.	2.47 mm	60.86 k shares	0.25	Common equity	Long	USA
LEN Lennar Corporation	2.47 mm	40.89 k shares	0.25	Common equity	Long	USA
BRO Brown & Brown, Inc.	2.47 mm	57.35 k shares	0.25	Common equity	Long	USA
Leidos Holdings, Inc.	2.46 mm	23.99 k shares	0.25	Common equity	Long	USA
AVY Avery Dennison Corporation	2.46 mm	21.46 k shares	0.25	Common equity	Long	USA
AFGC Africa Growth Corp	2.44 mm	26.37 k shares	0.25	Common equity	Long	USA
IBM International Business Machines Corporation	2.43 mm	18.67 k shares	0.25	Common equity	Long	USA
FNF Fidelity National Financial, Inc.	2.42 mm	62.56 k shares	0.25	Common equity	Long	USA
GEN Gen Digital Inc.	2.42 mm	127.21 k shares	0.24	Common equity	Long	USA
EXPD Expeditors International of Washington, Inc.	2.34 mm	33.18 k shares	0.24	Common equity	Long	USA
ANSS ANSYS, Inc.	2.32 mm	9.58 k shares	0.23	Common equity	Long	USA
Cypress Semiconductor Corp	2.30 mm	99.69 k shares	0.23	Common equity	Long	USA
CTSH Cognizant Technology Solutions Corporation	2.28 mm	37.39 k shares	0.23	Common equity	Long	USA
MTG MGIC Investment Corporation	2.27 mm	188.71 k shares	0.23	Common equity	Long	USA
GIS General Mills, Inc.	2.23 mm	45.50 k shares	0.23	Common equity	Long	USA
MAN ManpowerGroup Inc.	2.22 mm	29.25 k shares	0.22	Common equity	Long	USA
ETFC E Trade Financial Corp	2.22 mm	48.46 k shares	0.22	Common equity	Long	USA
Amcor Plc	2.19 mm	235.33 k shares	0.22	Common equity	Long	UK
ITT ITT Inc.	2.19 mm	36.42 k shares	0.22	Common equity	Long	USA
BATRK The Liberty Braves Group	2.16 mm	48.24 k shares	0.22	Common equity	Long	USA
VLO Valero Energy Corporation	2.16 mm	32.53 k shares	0.22	Common equity	Long	USA
MORN Morningstar, Inc.	2.14 mm	14.57 k shares	0.22	Common equity	Long	USA
CHE Chemed Corporation	2.13 mm	5.11 k shares	0.22	Common equity	Long	USA
MOH Molina Healthcare, Inc.	2.10 mm	17.17 k shares	0.21	Common equity	Long	USA
J Jacobs Engineering Group Inc.	2.07 mm	22.45 k shares	0.21	Common equity	Long	USA
HUBB Hubbell Incorporated	2.05 mm	15.36 k shares	0.21	Common equity	Long	USA
HSIC Henry Schein, Inc.	2.04 mm	33.55 k shares	0.21	Common equity	Long	USA
AIZ Assurant, Inc.	2.01 mm	16.70 k shares	0.20	Common equity	Long	USA
FLO Flowers Foods, Inc.	1.99 mm	92.54 k shares	0.20	Common equity	Long	USA
BAH Booz Allen Hamilton Holding Corporation	1.99 mm	27.91 k shares	0.20	Common equity	Long	USA
H Hyatt Hotels Corporation	1.99 mm	25.92 k shares	0.20	Common equity	Long	USA
VFC V.F. Corporation	1.98 mm	27.54 k shares	0.20	Common equity	Long	USA
CNA CNA Financial Corporation	1.96 mm	47.09 k shares	0.20	Common equity	Long	USA
WLY John Wiley & Sons, Inc.	1.94 mm	52.22 k shares	0.20	Common equity	Long	USA
CR Crane Co	1.94 mm	28.55 k shares	0.20	Common equity	Long	USA
ARW Arrow Electronics, Inc.	1.94 mm	28.90 k shares	0.20	Common equity	Long	USA
AFL Aflac Incorporated	1.93 mm	45.12 k shares	0.20	Common equity	Long	USA
TTC The Toro Company	1.92 mm	26.87 k shares	0.19	Common equity	Long	USA
RF Regions Financial Corporation	1.91 mm	141.21 k shares	0.19	Common equity	Long	USA
NTAP NetApp, Inc.	1.89 mm	40.45 k shares	0.19	Common equity	Long	USA
POOL Pool Corporation	1.88 mm	8.89 k shares	0.19	Common equity	Long	USA
IEX IDEX Corporation	1.88 mm	12.67 k shares	0.19	Common equity	Long	USA
VZ Verizon Communications Inc.	1.87 mm	34.60 k shares	0.19	Common equity	Long	USA
TRV The Travelers Companies, Inc.	1.84 mm	15.33 k shares	0.19	Common equity	Long	USA
L Loews Corporation	1.83 mm	40.16 k shares	0.19	Common equity	Long	USA
AXTA Axalta Coating Systems Ltd.	1.82 mm	73.02 k shares	0.18	Common equity	Long	USA
FTDR Frontdoor, Inc.	1.82 mm	42.84 k shares	0.18	Common equity	Long	USA
VMI Valmont Industries, Inc.	1.81 mm	15.61 k shares	0.18	Common equity	Long	USA
AGCO AGCO Corporation	1.80 mm	29.79 k shares	0.18	Common equity	Long	USA
WSM Williams-Sonoma, Inc.	1.80 mm	28.80 k shares	0.18	Common equity	Long	USA
HEI HEICO Corporation	1.78 mm	16.52 k shares	0.18	Common equity	Long	USA
QGEN Qiagen N.V.	1.78 mm	49.60 k shares	0.18	Common equity	Long	Netherlands
CPRT Copart, Inc.	1.78 mm	21.06 k shares	0.18	Common equity	Long	USA
XRAY DENTSPLY SIRONA Inc.	1.78 mm	36.13 k shares	0.18	Common equity	Long	USA
DG Dollar General Corporation	1.78 mm	11.82 k shares	0.18	Common equity	Long	USA
FCNCP First Citizens BancShares, Inc.	1.77 mm	3.91 k shares	0.18	Common equity	Long	USA
UMPQ Umpqua Holdings Corp	1.76 mm	114.42 k shares	0.18	Common equity	Long	USA
PKG Packaging Corporation of America	1.76 mm	19.40 k shares	0.18	Common equity	Long	USA
CTRA Coterra Energy Inc.	1.76 mm	126.10 k shares	0.18	Common equity	Long	USA
TXN Texas Instruments Incorporated	1.75 mm	15.32 k shares	0.18	Common equity	Long	USA
MANH Manhattan Associates, Inc.	1.74 mm	25.83 k shares	0.18	Common equity	Long	USA
NVT nVent Electric plc	1.72 mm	71.55 k shares	0.17	Common equity	Long	UK
BG Bunge Limited	1.71 mm	36.43 k shares	0.17	Common equity	Long	USA
BPOP Popular, Inc.	1.71 mm	35.64 k shares	0.17	Common equity	Long	Puerto Rico
OSK Oshkosh Corporation	1.70 mm	23.61 k shares	0.17	Common equity	Long	USA
SFM Sprouts Farmers Market, Inc.	1.70 mm	106.36 k shares	0.17	Common equity	Long	USA
SON Sonoco Products Company	1.70 mm	35.20 k shares	0.17	Common equity	Long	USA
ATR AptarGroup, Inc.	1.69 mm	16.76 k shares	0.17	Common equity	Long	USA
PINC Premier, Inc.	1.69 mm	57.42 k shares	0.17	Common equity	Long	USA
SYF Synchrony Financial	1.69 mm	58.01 k shares	0.17	Common equity	Long	USA
COP ConocoPhillips	1.68 mm	34.80 k shares	0.17	Common equity	Long	USA
AOS A. O. Smith Corporation	1.67 mm	42.12 k shares	0.17	Common equity	Long	USA
ZNGA Zynga Inc	1.64 mm	245.11 k shares	0.17	Common equity	Long	USA
LMT Lockheed Martin Corporation	1.64 mm	4.43 k shares	0.17	Common equity	Long	USA
ACM AECOM	1.63 mm	36.38 k shares	0.17	Common equity	Long	USA
INTU Intuit Inc.	1.62 mm	6.11 k shares	0.16	Common equity	Long	USA
TDY Teledyne Technologies Incorporated	1.62 mm	4.81 k shares	0.16	Common equity	Long	USA
EW Edwards Lifesciences Corporation	1.62 mm	7.92 k shares	0.16	Common equity	Long	USA
KSS Kohl's Corporation	1.61 mm	41.18 k shares	0.16	Common equity	Long	USA
BR Broadridge Financial Solutions, Inc.	1.61 mm	15.42 k shares	0.16	Common equity	Long	USA
STIT - Treasury Portfolio	1.60 mm	1.60 mm shares	0.16	Short-term investment vehicle	Long	USA
Fidelity Government Portfolio	1.60 mm	1.60 mm shares	0.16	Short-term investment vehicle	Long	USA
First American Treasury Obligations Fund	1.60 mm	1.60 mm shares	0.16	Short-term investment vehicle	Long	USA
First American Government Obligations Fund	1.60 mm	1.60 mm shares	0.16	Short-term investment vehicle	Long	USA
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	1.60 mm	1.60 mm shares	0.16	Short-term investment vehicle	Long	USA
F Ford Motor Company	1.60 mm	230.55 k shares	0.16	Common equity	Long	USA
CINF Cincinnati Financial Corporation	1.60 mm	17.20 k shares	0.16	Common equity	Long	USA
NWL Newell Brands Inc.	1.60 mm	103.45 k shares	0.16	Common equity	Long	USA
URBN Urban Outfitters, Inc.	1.60 mm	67.85 k shares	0.16	Common equity	Long	USA
SPR Spirit AeroSystems Holdings, Inc.	1.59 mm	30.18 k shares	0.16	Common equity	Long	USA
NUE Nucor Corporation	1.58 mm	38.15 k shares	0.16	Common equity	Long	USA
CTAS Cintas Corporation	1.58 mm	5.91 k shares	0.16	Common equity	Long	USA
JHG Janus Henderson Group plc	1.57 mm	73.90 k shares	0.16	Common equity	Long	UK
IDXX IDEXX Laboratories, Inc.	1.56 mm	6.13 k shares	0.16	Common equity	Long	USA
IART Integra LifeSciences Holdings Corporation	1.56 mm	29.85 k shares	0.16	Common equity	Long	USA
AME AMETEK, Inc.	1.55 mm	18.05 k shares	0.16	Common equity	Long	USA
Ingersoll-Rand Inc	1.54 mm	47.00 k shares	0.16	Common equity	Long	USA