Elements U.S. Small Cap Portfolio

Fund Profile

Fund profile

Tickers

ELSMX, EYSMX

Fund manager

Stone Ridge Trust

Total assets

$274.68 mm

Liabilities

$8.84 mm

Net assets

$265.84 mm

Number of holdings

988.00

Top 200 of 988 Holdings

As of Feb 2020

Security	$Holding	Balance	% of Fund	Category	Position	Country
Morgan Stanley Institutional Liquidity Funds - Prime Portfolio	7.71 mm	7.71 mm shares	2.90	Short-term investment vehicle	Long	USA
DECK Deckers Outdoor Corporation	2.92 mm	16.82 k shares	1.10	Common equity	Long	USA
CORE Core-Mark Hldg Co Inc	2.88 mm	67.87 k shares	1.08	Common equity	Long	USA
United States Treasury Bill	2.58 mm	2.60 mm principal	0.97	Debt	Long	USA
EME EMCOR Group, Inc.	2.43 mm	31.57 k shares	0.91	Common equity	Long	USA
EHTH eHealth, Inc.	2.31 mm	19.64 k shares	0.87	Common equity	Long	USA
AMED Amedisys, Inc.	2.14 mm	12.29 k shares	0.80	Common equity	Long	USA
HELE Helen of Troy Limited	2.07 mm	12.55 k shares	0.78	Common equity	Long	USA
C Citigroup Inc.	1.96 mm	30.94 k shares	0.74	Common equity	Long	USA
CROX Crocs, Inc.	1.90 mm	72.75 k shares	0.72	Common equity	Long	USA
BLDR Builders FirstSource, Inc.	1.80 mm	79.44 k shares	0.68	Common equity	Long	USA
MANT Mantech International Corp	1.80 mm	23.98 k shares	0.68	Common equity	Long	USA
LHCG LHC Group Inc	1.78 mm	14.64 k shares	0.67	Common equity	Long	USA
SSD Simpson Manufacturing Co., Inc.	1.66 mm	20.84 k shares	0.62	Common equity	Long	USA
HAE Haemonetics Corporation	1.64 mm	15.12 k shares	0.62	Common equity	Long	USA
MSA MSA Safety Incorporated	1.55 mm	12.71 k shares	0.58	Common equity	Long	USA
BRC Brady Corporation	1.54 mm	32.53 k shares	0.58	Common equity	Long	USA
PRFT Perficient, Inc.	1.53 mm	37.27 k shares	0.57	Common equity	Long	USA
SHOO Steven Madden, Ltd.	1.53 mm	46.67 k shares	0.57	Common equity	Long	USA
CRMT America's Car-Mart, Inc.	1.51 mm	14.73 k shares	0.57	Common equity	Long	USA
CCMP CMC Materials, Inc.	1.49 mm	10.68 k shares	0.56	Common equity	Long	USA
Aarons Holdings Company Inc.	1.47 mm	37.49 k shares	0.55	Common equity	Long	USA
TTEK Tetra Tech, Inc.	1.45 mm	17.91 k shares	0.54	Common equity	Long	USA
NOVT Novanta Inc.	1.42 mm	15.94 k shares	0.53	Common equity	Long	USA
FLWS 1-800-FLOWERS.COM, Inc.	1.40 mm	77.48 k shares	0.53	Common equity	Long	USA
ICFI ICF International, Inc.	1.37 mm	18.02 k shares	0.52	Common equity	Long	USA
KNSL Kinsale Capital Group, Inc.	1.36 mm	11.16 k shares	0.51	Common equity	Long	USA
CNNE Cannae Holdings, Inc.	1.33 mm	35.79 k shares	0.50	Common equity	Long	USA
CBZ CBIZ, Inc.	1.33 mm	51.06 k shares	0.50	Common equity	Long	USA
MLKN MillerKnoll, Inc.	1.32 mm	38.46 k shares	0.50	Common equity	Long	USA
WMS Advanced Drainage Systems, Inc.	1.31 mm	31.37 k shares	0.49	Common equity	Long	USA
CRUS Cirrus Logic, Inc.	1.29 mm	18.81 k shares	0.49	Common equity	Long	USA
FCN FTI Consulting, Inc.	1.26 mm	11.17 k shares	0.47	Common equity	Long	USA
UPBD Upbound Group, Inc.	1.24 mm	58.34 k shares	0.47	Common equity	Long	USA
AMN AMN Healthcare Services, Inc.	1.23 mm	16.69 k shares	0.46	Common equity	Long	USA
BMCH BMC Stock Holdings, Inc.	1.23 mm	50.03 k shares	0.46	Common equity	Long	USA
QNST QuinStreet, Inc.	1.22 mm	94.70 k shares	0.46	Common equity	Long	USA
GMED Globus Medical, Inc.	1.21 mm	26.85 k shares	0.46	Common equity	Long	USA
Spartan Motors Inc	1.19 mm	80.82 k shares	0.45	Common equity	Long	USA
KFRC Kforce Inc.	1.17 mm	38.39 k shares	0.44	Common equity	Long	USA
IPAR Inter Parfums, Inc.	1.14 mm	18.95 k shares	0.43	Common equity	Long	USA
ANF Abercrombie & Fitch Co.	1.11 mm	84.82 k shares	0.42	Common equity	Long	USA
Systemax Inc	1.11 mm	53.23 k shares	0.42	Common equity	Long	USA
APPF AppFolio, Inc.	1.10 mm	8.96 k shares	0.41	Common equity	Long	USA
GOLF Acushnet Holdings Corp.	1.10 mm	43.05 k shares	0.41	Common equity	Long	USA
DAR Darling Ingredients Inc.	1.09 mm	42.57 k shares	0.41	Common equity	Long	USA
AZTA Azenta, Inc.	1.07 mm	30.99 k shares	0.40	Common equity	Long	USA
ESNT Essent Group Ltd.	1.05 mm	24.00 k shares	0.39	Common equity	Long	USA
VVX V2X, Inc.	1.05 mm	20.07 k shares	0.39	Common equity	Long	USA
AGYS Agilysys, Inc.	1.04 mm	32.42 k shares	0.39	Common equity	Long	USA
UNF UniFirst Corporation	1.03 mm	5.52 k shares	0.39	Common equity	Long	USA
ZUMZ Zumiez Inc.	1.02 mm	38.55 k shares	0.38	Common equity	Long	USA
CHEF The Chefs' Warehouse, Inc.	1.01 mm	33.01 k shares	0.38	Common equity	Long	USA
KAMN Kaman Corp.	1.01 mm	18.20 k shares	0.38	Common equity	Long	USA
TECD Tech Data Corp	976.37 k	6.86 k shares	0.37	Common equity	Long	USA
NEO NeoGenomics, Inc.	959.45 k	33.87 k shares	0.36	Common equity	Long	USA
RH RH	953.98 k	5.26 k shares	0.36	Common equity	Long	USA
AVX AVX Corp	947.97 k	43.61 k shares	0.36	Common equity	Long	USA
MGRC McGrath RentCorp	940.70 k	13.55 k shares	0.35	Common equity	Long	USA
HLI Houlihan Lokey, Inc.	936.25 k	18.28 k shares	0.35	Common equity	Long	USA
UFPI UFP Industries, Inc.	932.28 k	19.90 k shares	0.35	Common equity	Long	USA
FHI Federated Hermes, Inc.	931.13 k	32.28 k shares	0.35	Common equity	Long	USA
EXPO Exponent, Inc.	929.17 k	12.62 k shares	0.35	Common equity	Long	USA
DIOD Diodes Incorporated	928.74 k	21.10 k shares	0.35	Common equity	Long	USA
MNRO Monro, Inc.	923.96 k	16.46 k shares	0.35	Common equity	Long	USA
JOUT Johnson Outdoors Inc.	923.61 k	14.80 k shares	0.35	Common equity	Long	USA
WKC World Kinect Corporation	916.89 k	32.42 k shares	0.34	Common equity	Long	USA
FSS Federal Signal Corporation	916.84 k	31.62 k shares	0.34	Common equity	Long	USA
MODG Topgolf Callaway Brands Corp.	916.39 k	53.97 k shares	0.34	Common equity	Long	USA
HNI HNI Corporation	902.83 k	27.50 k shares	0.34	Common equity	Long	USA
MTRN Materion Corporation	891.88 k	19.67 k shares	0.34	Common equity	Long	USA
NSP Insperity, Inc.	885.81 k	13.17 k shares	0.33	Common equity	Long	USA
RGS Regis Corporation	878.27 k	68.83 k shares	0.33	Common equity	Long	USA
SCVL Shoe Carnival, Inc.	877.68 k	29.34 k shares	0.33	Common equity	Long	USA
SAFT Safety Insurance Group, Inc.	874.88 k	11.11 k shares	0.33	Common equity	Long	USA
TRHC Tabula Rasa HealthCare, Inc.	867.83 k	15.45 k shares	0.33	Common equity	Long	USA
TNET TriNet Group, Inc.	858.60 k	16.24 k shares	0.32	Common equity	Long	USA
NRC National Research Corporation	857.51 k	15.59 k shares	0.32	Common equity	Long	USA
MBUU Malibu Boats, Inc.	856.13 k	19.48 k shares	0.32	Common equity	Long	USA
BOOM DMC Global Inc.	854.62 k	23.70 k shares	0.32	Common equity	Long	USA
STIT - Treasury Portfolio	849.20 k	849.20 k shares	0.32	Short-term investment vehicle	Long	USA
Fidelity Government Portfolio	849.20 k	849.20 k shares	0.32	Short-term investment vehicle	Long	USA
First American Government Obligations Fund	849.20 k	849.20 k shares	0.32	Short-term investment vehicle	Long	USA
First American Treasury Obligations Fund	849.20 k	849.20 k shares	0.32	Short-term investment vehicle	Long	USA
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	849.20 k	849.20 k shares	0.32	Short-term investment vehicle	Long	USA
AJRD Aerojet Rocketdyne Holdings Inc	842.54 k	17.10 k shares	0.32	Common equity	Long	USA
SCS Steelcase Inc.	841.25 k	51.87 k shares	0.32	Common equity	Long	USA
MEDP Medpace Holdings, Inc.	834.01 k	9.27 k shares	0.31	Common equity	Long	USA
MTH Meritage Homes Corporation	831.01 k	13.10 k shares	0.31	Common equity	Long	USA
TPH Tri Pointe Homes, Inc.	822.15 k	53.63 k shares	0.31	Common equity	Long	USA
ASGN ASGN Incorporated	818.92 k	16.15 k shares	0.31	Common equity	Long	USA
BCC Boise Cascade Company	816.54 k	23.01 k shares	0.31	Common equity	Long	USA
GNRC Generac Holdings Inc.	804.04 k	7.81 k shares	0.30	Common equity	Long	USA
REGI Renewable Energy Group, Inc.	800.01 k	30.25 k shares	0.30	Common equity	Long	USA
QADA Qad Inc	797.45 k	16.26 k shares	0.30	Common equity	Long	USA
KAI Kadant Inc.	777.15 k	8.56 k shares	0.29	Common equity	Long	USA
BMI Badger Meter, Inc.	773.22 k	12.84 k shares	0.29	Common equity	Long	USA
PRDO Perdoceo Education Corporation	767.75 k	51.42 k shares	0.29	Common equity	Long	USA
POR Portland General Electric Company	762.83 k	14.02 k shares	0.29	Common equity	Long	USA
NSIT Insight Enterprises, Inc.	761.73 k	13.83 k shares	0.29	Common equity	Long	USA
BCO The Brink's Company	759.65 k	9.70 k shares	0.29	Common equity	Long	USA
RLI RLI Corp.	755.25 k	9.40 k shares	0.28	Common equity	Long	USA
MMS Maximus, Inc.	752.65 k	11.94 k shares	0.28	Common equity	Long	USA
PRGS Progress Software Corporation	729.65 k	19.57 k shares	0.27	Common equity	Long	USA
LGTY Logility Supply Chain Solutions, Inc.	725.15 k	44.08 k shares	0.27	Common equity	Long	USA
MUSA Murphy USA Inc.	721.11 k	7.40 k shares	0.27	Common equity	Long	USA
VICR Vicor Corporation	712.55 k	16.48 k shares	0.27	Common equity	Long	USA
CTS CTS Corporation	701.86 k	26.92 k shares	0.26	Common equity	Long	USA
FN Fabrinet	699.47 k	12.69 k shares	0.26	Common equity	Long	Thailand
LPX Louisiana-Pacific Corporation	698.48 k	24.55 k shares	0.26	Common equity	Long	USA
MMI Marcus & Millichap, Inc.	698.17 k	21.85 k shares	0.26	Common equity	Long	USA
SRI Stoneridge, Inc.	697.92 k	31.58 k shares	0.26	Common equity	Long	USA
CVI CVR Energy, Inc.	696.63 k	24.51 k shares	0.26	Common equity	Long	USA
DSGR Distribution Solutions Group, Inc.	694.92 k	17.37 k shares	0.26	Common equity	Long	USA
CENT Central Garden & Pet Company	689.29 k	27.23 k shares	0.26	Common equity	Long	USA
DGII Digi International Inc.	683.52 k	51.63 k shares	0.26	Common equity	Long	USA
FIX Comfort Systems USA, Inc.	679.95 k	16.11 k shares	0.26	Common equity	Long	USA
ENSG The Ensign Group, Inc.	678.63 k	15.25 k shares	0.26	Common equity	Long	USA
HCCI Heritage-Crystal Clean, Inc.	676.10 k	25.68 k shares	0.25	Common equity	Long	USA
MLI Mueller Industries, Inc.	674.91 k	24.12 k shares	0.25	Common equity	Long	USA
CRVL CorVel Corporation	670.65 k	9.73 k shares	0.25	Common equity	Long	USA
DCO Ducommun Incorporated	668.95 k	14.98 k shares	0.25	Common equity	Long	USA
AXE Anixter International Inc	666.68 k	6.84 k shares	0.25	Common equity	Long	USA
STRA Strategic Education, Inc.	665.72 k	4.52 k shares	0.25	Common equity	Long	USA
FWRD Forward Air Corporation	663.39 k	11.24 k shares	0.25	Common equity	Long	USA
SIGI Selective Insurance Group, Inc.	656.20 k	11.76 k shares	0.25	Common equity	Long	USA
SNBR Sleep Number Corporation	647.49 k	14.70 k shares	0.24	Common equity	Long	USA
SYKE Sykes Enterprises, Inc.	646.56 k	20.41 k shares	0.24	Common equity	Long	USA
ALG Alamo Group Inc.	645.01 k	5.82 k shares	0.24	Common equity	Long	USA
WDR Waddell & Reed Financial Inc	644.75 k	46.86 k shares	0.24	Common equity	Long	USA
FBP First BanCorp.	644.55 k	81.18 k shares	0.24	Common equity	Long	Puerto Rico
FOXF Fox Factory Holding Corp.	633.05 k	9.99 k shares	0.24	Common equity	Long	USA
US Ecology Inc.	630.34 k	31.36 k shares	0.24	Common equity	Long	USA
PLUS ePlus inc.	626.23 k	8.27 k shares	0.24	Common equity	Long	USA
CMCO Columbus McKinnon Corporation	625.53 k	20.12 k shares	0.24	Common equity	Long	USA
IRMD IRadimed Corporation	620.59 k	26.14 k shares	0.23	Common equity	Long	USA
TREX Trex Company, Inc.	616.56 k	6.45 k shares	0.23	Common equity	Long	USA
EGOV Nic Inc	615.24 k	33.64 k shares	0.23	Common equity	Long	USA
LAD Lithia Motors, Inc.	611.77 k	5.13 k shares	0.23	Common equity	Long	USA
WW WW International, Inc.	608.79 k	20.29 k shares	0.23	Common equity	Long	USA
DK Delek US Holdings, Inc.	604.52 k	28.28 k shares	0.23	Common equity	Long	USA
VRA Vera Bradley, Inc.	603.47 k	73.06 k shares	0.23	Common equity	Long	USA
Impax Asset Management Group	601.40 k	6.40 k shares	0.23	Common equity	Long	USA
PSMT PriceSmart, Inc.	600.73 k	10.79 k shares	0.23	Common equity	Long	USA
WGO Winnebago Industries, Inc.	600.21 k	11.57 k shares	0.23	Common equity	Long	USA
KELYA Kelly Services, Inc.	599.16 k	36.07 k shares	0.23	Common equity	Long	USA
DENN Denny's Corporation	595.75 k	34.22 k shares	0.22	Common equity	Long	USA
OMN Omnova Solutions Inc	593.24 k	58.68 k shares	0.22	Common equity	Long	USA
TGNA TEGNA Inc.	587.78 k	41.05 k shares	0.22	Common equity	Long	USA
FC Franklin Covey Co.	587.23 k	18.67 k shares	0.22	Common equity	Long	USA
APAM Artisan Partners Asset Management Inc.	586.40 k	20.52 k shares	0.22	Common equity	Long	USA
Rosetta Stone Inc	582.71 k	33.74 k shares	0.22	Common equity	Long	USA
VSH Vishay Intertechnology, Inc.	580.90 k	31.06 k shares	0.22	Common equity	Long	USA
HLNE Hamilton Lane Incorporated	575.60 k	9.26 k shares	0.22	Common equity	Long	USA
OFG OFG Bancorp	575.25 k	34.36 k shares	0.22	Common equity	Long	Puerto Rico
VRTU Virtusa Corp	573.87 k	13.01 k shares	0.22	Common equity	Long	USA
TBI TrueBlue, Inc.	572.46 k	38.47 k shares	0.22	Common equity	Long	USA
LRN Stride, Inc.	572.42 k	28.79 k shares	0.22	Common equity	Long	USA
NTTNP National General Holdings Corp.	568.29 k	29.19 k shares	0.21	Common equity	Long	USA
VPG Vishay Precision Group, Inc.	567.59 k	20.66 k shares	0.21	Common equity	Long	USA
TMHC Taylor Morrison Home Corporation	565.27 k	25.10 k shares	0.21	Common equity	Long	USA
COLL Collegium Pharmaceutical, Inc.	553.73 k	23.32 k shares	0.21	Common equity	Long	USA
CWST Casella Waste Systems, Inc.	553.59 k	11.43 k shares	0.21	Common equity	Long	USA
MOG-A Moog Inc.	551.79 k	7.16 k shares	0.21	Common equity	Long	USA
CMTL Comtech Telecommunications Corp.	550.14 k	19.63 k shares	0.21	Common equity	Long	USA
AIT Applied Industrial Technologies, Inc.	550.14 k	9.33 k shares	0.21	Common equity	Long	USA
CSWC Capital Southwest Corporation	547.00 k	8.31 k shares	0.21	Common equity	Long	USA
TRS TriMas Corporation	545.13 k	21.50 k shares	0.21	Common equity	Long	USA
WIRE Encore Wire Corp.	542.59 k	11.08 k shares	0.20	Common equity	Long	USA
SBH Sally Beauty Holdings, Inc.	542.09 k	43.58 k shares	0.20	Common equity	Long	USA
EVTC EVERTEC, Inc.	537.33 k	18.10 k shares	0.20	Common equity	Long	Puerto Rico
CATO The Cato Corporation	534.92 k	33.08 k shares	0.20	Common equity	Long	USA
HUBG Hub Group, Inc.	531.14 k	11.49 k shares	0.20	Common equity	Long	USA
HRTG Heritage Insurance Holdings, Inc.	529.12 k	47.41 k shares	0.20	Common equity	Long	USA
GRC The Gorman-Rupp Company	527.84 k	16.50 k shares	0.20	Common equity	Long	USA
CCRN Cross Country Healthcare, Inc.	526.50 k	55.54 k shares	0.20	Common equity	Long	USA
CNMD CONMED Corporation	525.25 k	5.55 k shares	0.20	Common equity	Long	USA
KBH KB Home	521.90 k	16.01 k shares	0.20	Common equity	Long	USA
TTGT TechTarget, Inc.	519.71 k	22.47 k shares	0.20	Common equity	Long	USA
WWW Wolverine World Wide, Inc.	515.86 k	19.62 k shares	0.19	Common equity	Long	USA
DDS Dillard's, Inc.	513.20 k	9.12 k shares	0.19	Common equity	Long	USA
United States Treasury Bill	512.33 k	514.00 k principal	0.19	Debt	Long	USA
FBM Foundation Building Materials, Inc.	510.95 k	32.75 k shares	0.19	Common equity	Long	USA
MODV ModivCare Inc.	509.75 k	8.25 k shares	0.19	Common equity	Long	USA
AEIS Advanced Energy Industries, Inc.	509.11 k	8.56 k shares	0.19	Common equity	Long	USA
ABG Asbury Automotive Group, Inc.	507.91 k	5.73 k shares	0.19	Common equity	Long	USA
EVBG Everbridge Inc	506.75 k	4.80 k shares	0.19	Common equity	Long	USA
SAM The Boston Beer Company, Inc.	502.42 k	1.36 k shares	0.19	Common equity	Long	USA
SCL Stepan Company	496.77 k	5.66 k shares	0.19	Common equity	Long	USA
Echo Global Logistics, Inc.	495.79 k	26.87 k shares	0.19	Common equity	Long	USA
ZIXI Zix Corp	495.27 k	62.85 k shares	0.19	Common equity	Long	USA
OXM Oxford Industries, Inc.	493.81 k	8.18 k shares	0.19	Common equity	Long	USA
HCC Warrior Met Coal, Inc.	492.74 k	27.81 k shares	0.19	Common equity	Long	USA
ESE ESCO Technologies Inc.	490.42 k	5.39 k shares	0.18	Common equity	Long	USA
SCHL Scholastic Corporation	488.86 k	15.23 k shares	0.18	Common equity	Long	USA
GES Guess', Inc.	487.28 k	30.08 k shares	0.18	Common equity	Long	USA
GLDD Great Lakes Dredge & Dock Corporation	482.96 k	49.79 k shares	0.18	Common equity	Long	USA
RLGT Radiant Logistics, Inc.	480.29 k	109.16 k shares	0.18	Common equity	Long	USA
KNL Knoll Inc	479.76 k	27.20 k shares	0.18	Common equity	Long	USA
GMS GMS Inc.	478.73 k	20.95 k shares	0.18	Common equity	Long	USA