Elements Emerging Markets Portfolio

Fund Profile

Fund profile

Tickers

ELMMX, EYMMX

Fund manager

Stone Ridge Trust

Total assets

$378.33 mm

Liabilities

$39.42 mm

Net assets

$338.91 mm

Number of holdings

584.00

Top 200 of 584 Holdings

As of Feb 2020

Security	$Holding	Balance	% of Fund	Category	Position	Country
Morgan Stanley Institutional Liquidity Funds - Prime Portfolio	36.34 mm	36.32 mm shares	10.72	Short-term investment vehicle	Long	USA
MCD McDonald's Corporation	22.54 mm	116.09 k shares	6.65	Common equity	Long	USA
INTC Intel Corporation	15.25 mm	274.65 k shares	4.50	Common equity	Long	USA
ZTS Zoetis Inc.	13.06 mm	98.00 k shares	3.85	Common equity	Long	USA
Samsung Electronics Co Ltd	12.75 mm	283.25 k shares	3.76	Common equity	Long	Korea, Republic of
United States Treasury Bill	9.61 mm	9.70 mm principal	2.84	Debt	Long	USA
Raytheon Co/	7.65 mm	40.58 k shares	2.26	Common equity	Long	USA
MO Altria Group, Inc.	7.12 mm	176.30 k shares	2.10	Common equity	Long	USA
C Citigroup Inc.	6.91 mm	108.84 k shares	2.04	Common equity	Long	USA
LUKOIL PJSC	6.24 mm	72.39 k shares	1.84	Common equity	Long	Russian Federation
TFC Truist Financial Corporation	5.93 mm	128.57 k shares	1.75	Common equity	Long	USA
VTR Ventas, Inc.	5.75 mm	107.00 k shares	1.70	Common equity	Long	USA
PNC The PNC Financial Services Group, Inc.	5.64 mm	44.60 k shares	1.66	Common equity	Long	USA
HCA HCA Healthcare, Inc.	4.74 mm	37.36 k shares	1.40	Common equity	Long	USA
BlackRock Liquidity FedFund	4.29 mm	4.29 mm shares	1.26	Short-term investment vehicle	Long	USA
Rosneft Oil Co PJSC	4.18 mm	681.81 k shares	1.23	Common equity	Long	Russian Federation
SYK Stryker Corporation	4.08 mm	21.38 k shares	1.20	Common equity	Long	USA
COP ConocoPhillips	4.07 mm	84.00 k shares	1.20	Common equity	Long	USA
Gazprom PJSC	3.74 mm	611.57 k shares	1.10	Common equity	Long	Russian Federation
Fidelity Government Portfolio	3.64 mm	3.64 mm shares	1.07	Short-term investment vehicle	Long	USA
Morgan Stanley Institutional Liquidity Funds - Treasury Portfolio	3.64 mm	3.64 mm shares	1.07	Short-term investment vehicle	Long	USA
Morgan Stanley Institutional Liquidity Funds - Government Portfolio	3.64 mm	3.64 mm shares	1.07	Short-term investment vehicle	Long	USA
STIT - Treasury Portfolio	3.64 mm	3.64 mm shares	1.07	Short-term investment vehicle	Long	USA
STIT - Government & Agency Portfolio	3.64 mm	3.64 mm shares	1.07	Short-term investment vehicle	Long	USA
VZ Verizon Communications Inc.	3.41 mm	62.96 k shares	1.01	Common equity	Long	USA
VIPS Vipshop Holdings Limited	2.93 mm	228.70 k shares	0.87	Common equity	Long	China
MMC Norilsk Nickel PJSC	2.90 mm	96.58 k shares	0.86	Common equity	Long	Russian Federation
Ping An Insurance Group Co of China Ltd	2.80 mm	246.00 k shares	0.83	Common equity	Long	China
China Mobile Ltd	2.73 mm	343.50 k shares	0.81	Common equity	Long	Hong Kong
WBA Walgreens Boots Alliance, Inc.	2.72 mm	59.50 k shares	0.80	Common equity	Long	USA
Industrial & Commercial Bank of China Ltd	2.45 mm	3.56 mm shares	0.72	Common equity	Long	China
SRF:TRS_GSHT_INTC_US_2029-04-02:Total Return Swap:04/02/2029 GS	2.37 mm	1.00 contracts	0.70	Equity derivative	N/A	USA
CSCO Cisco Systems, Inc.	2.30 mm	57.50 k shares	0.68	Common equity	Long	USA
SRF:TRS_GSHT_MCD_US_2029-04-02:Total Return Swap:04/02/2029 GS	2.25 mm	1.00 contracts	0.66	Equity derivative	N/A	USA
OAOFY PJSC Tatneft	2.23 mm	37.10 k shares	0.66	Common equity	Long	Russian Federation
Anhui Conch Cement Co Ltd	2.22 mm	296.00 k shares	0.65	Common equity	Long	China
CNOOC Ltd	2.12 mm	1.52 mm shares	0.62	Common equity	Long	China
DD DuPont de Nemours, Inc.	2.07 mm	48.33 k shares	0.61	Common equity	Long	USA
SRF:TRS_GSHT_DWDP_US_2029-04-02:Total Return Swap:04/02/2029 GS	1.94 mm	1.00 contracts	0.57	Equity derivative	N/A	USA
FRT Federal Realty Investment Trust	1.90 mm	16.37 k shares	0.56	Common equity	Long	USA
China Unicom Hong Kong Ltd	1.87 mm	2.32 mm shares	0.55	Common equity	Long	Hong Kong
SK Hynix Inc	1.85 mm	25.01 k shares	0.55	Common equity	Long	Korea, Republic of
WBC WABCO Holdings Inc.	1.81 mm	13.38 k shares	0.53	Common equity	Long	USA
INFY Infosys Limited	1.74 mm	172.30 k shares	0.51	Common equity	Long	India
JD JD.com, Inc.	1.67 mm	43.43 k shares	0.49	Common equity	Long	China
GLW Corning Incorporated	1.60 mm	67.16 k shares	0.47	Common equity	Long	USA
SRF:TRS_GSHT_RTN_US_2029-04-02:Total Return Swap:04/02/2029 GS	1.59 mm	1.00 contracts	0.47	Equity derivative	N/A	USA
RITM Rithm Capital Corp.	1.56 mm	100.34 k shares	0.46	Common equity	Long	USA
Tingyi Cayman Islands Holding Corp	1.48 mm	804.00 k shares	0.44	Common equity	Long	China
SRF:TRS_GSHT_COP_US_2029-04-02:Total Return Swap:04/02/2029 GS	1.43 mm	1.00 contracts	0.42	Equity derivative	N/A	USA
Novolipetsk Steel PJSC	1.42 mm	74.02 k shares	0.42	Common equity	Long	Russian Federation
YUMC Yum China Holdings, Inc.	1.40 mm	32.00 k shares	0.41	Common equity	Long	China
Severstal PJSC	1.39 mm	113.66 k shares	0.41	Common equity	Long	Russian Federation
SRF:TRS_GSHT_C_US_2029-04-02:Total Return Swap:04/02/2029 GS	1.37 mm	1.00 contracts	0.41	Equity derivative	N/A	USA
Sun Art Retail Group Ltd	1.33 mm	1.03 mm shares	0.39	Common equity	Long	Hong Kong
Haier Electronics Group Co Ltd	1.27 mm	436.00 k shares	0.38	Common equity	Long	Hong Kong
Sino Biopharmaceutical Ltd	1.27 mm	856.50 k shares	0.37	Common equity	Long	Hong Kong
TME Tencent Music Entertainment Group	1.26 mm	103.87 k shares	0.37	Common equity	Long	China
Kia Motors Corp	1.24 mm	41.17 k shares	0.37	Common equity	Long	Korea, Republic of
Sinotruk Hong Kong Ltd	1.24 mm	636.50 k shares	0.37	Common equity	Long	China
SRF:TRS_GSHT_MO_US_2029-04-02:Total Return Swap:04/02/2029 GS	1.22 mm	1.00 contracts	0.36	Equity derivative	N/A	USA
Hyundai Mobis Co Ltd	1.18 mm	6.78 k shares	0.35	Common equity	Long	Korea, Republic of
Tsingtao Brewery Co Ltd	1.16 mm	220.00 k shares	0.34	Common equity	Long	China
Hon Hai Precision Industry Co Ltd	1.15 mm	441.00 k shares	0.34	Common equity	Long	Taiwan
China Resources Beer Holdings Co Ltd	1.04 mm	220.00 k shares	0.31	Common equity	Long	Hong Kong
NTES NetEase, Inc.	1.02 mm	3.20 k shares	0.30	Common equity	Long	China
China National Building Material Co Ltd	1.01 mm	850.00 k shares	0.30	Common equity	Long	China
China Tower Corp Ltd	998.79 k	4.04 mm shares	0.29	Common equity	Long	China
Wal-Mart de Mexico SAB de CV	995.14 k	353.50 k shares	0.29	Common equity	Long	Mexico
China Resources Cement Holdings Ltd	961.06 k	748.00 k shares	0.28	Common equity	Long	Hong Kong
SRF:TRS_GSHT_TFC_US_2029-04-02:Total Return Swap:04/02/2029 GS	944.88 k	1.00 contracts	0.28	Equity derivative	N/A	USA
SRF:TRS_GSHT_CSCO_US_2029-04-02:Total Return Swap:04/02/2029 GS	939.02 k	1.00 contracts	0.28	Equity derivative	N/A	USA
Chunghwa Telecom Co Ltd	935.64 k	264.00 k shares	0.28	Common equity	Long	Taiwan
PICC Property & Casualty Co Ltd	925.29 k	875.00 k shares	0.27	Common equity	Long	China
Realtek Semiconductor Corp	875.55 k	121.00 k shares	0.26	Common equity	Long	Taiwan
EDU New Oriental Education & Technology Group Inc.	869.40 k	6.80 k shares	0.26	Common equity	Long	China
LG Electronics Inc	860.53 k	17.11 k shares	0.25	Common equity	Long	Korea, Republic of
WIT Wipro Limited	854.16 k	247.58 k shares	0.25	Common equity	Long	India
Fomento Economico Mexicano SAB de CV	845.66 k	103.71 k shares	0.25	Common equity	Long	Mexico
Coca-Cola Femsa SAB de CV	840.39 k	150.16 k shares	0.25	Common equity	Long	Mexico
Postal Savings Bank of China Co Ltd	836.40 k	1.31 mm shares	0.25	Common equity	Long	China
America Movil SAB de CV	830.98 k	1.05 mm shares	0.25	Common equity	Long	Mexico
China Mengniu Dairy Co Ltd	825.96 k	226.00 k shares	0.24	Common equity	Long	Hong Kong
ANTA Sports Products Ltd	824.23 k	101.00 k shares	0.24	Common equity	Long	China
LG Household & Health Care Ltd	817.89 k	1.35 k shares	0.24	Preferred equity	Long	Korea, Republic of
Shanghai Pharmaceuticals Holding Co Ltd	789.06 k	427.20 k shares	0.23	Common equity	Long	China
Samsung Electronics Co Ltd	767.61 k	20.11 k shares	0.23	Preferred equity	Long	Korea, Republic of
SNPMF China Petroleum & Chemical Corporation	760.81 k	1.47 mm shares	0.22	Common equity	Long	China
Nanya Technology Corp	759.20 k	305.00 k shares	0.22	Common equity	Long	Taiwan
MediaTek Inc	755.65 k	65.00 k shares	0.22	Common equity	Long	Taiwan
Wistron Corp	755.04 k	860.48 k shares	0.22	Common equity	Long	Taiwan
Lite-On Technology Corp	753.13 k	529.00 k shares	0.22	Common equity	Long	Taiwan
LUKOIL PJSC	751.16 k	8.70 k shares	0.22	Common equity	Long	Russian Federation
NCSoft Corp	731.26 k	1.37 k shares	0.22	Common equity	Long	Korea, Republic of
Uni-President Enterprises Corp	729.99 k	305.00 k shares	0.22	Common equity	Long	Taiwan
CITIC Securities Co Ltd	725.88 k	330.00 k shares	0.21	Common equity	Long	China
China Telecom Corp LTD	725.77 k	1.92 mm shares	0.21	Common equity	Long	China
Guotai Junan Securities Co Ltd	725.70 k	426.60 k shares	0.21	Common equity	Long	China
ZTCOF ZTE Corporation	716.21 k	168.40 k shares	0.21	Common equity	Long	China
Korea Zinc Co Ltd	713.70 k	2.09 k shares	0.21	Common equity	Long	Korea, Republic of
CSPC Pharmaceutical Group Ltd	713.30 k	306.00 k shares	0.21	Common equity	Long	China
Longfor Group Holdings Ltd	702.36 k	148.50 k shares	0.21	Common equity	Long	China
Zhen Ding Technology Holding Ltd	695.95 k	185.00 k shares	0.21	Common equity	Long	Taiwan
China Vanke Co Ltd	693.54 k	177.10 k shares	0.20	Common equity	Long	China
Li Ning Co Ltd	688.27 k	255.50 k shares	0.20	Common equity	Long	China
Ambev SA	687.75 k	212.40 k shares	0.20	Common equity	Long	Brazil
China Resources Gas Group Ltd	685.43 k	136.00 k shares	0.20	Common equity	Long	Hong Kong
POSCO	685.05 k	4.26 k shares	0.20	Common equity	Long	Korea, Republic of
Lenovo Group Ltd	684.71 k	1.09 mm shares	0.20	Common equity	Long	China
China Medical System Holdings Ltd	677.78 k	536.00 k shares	0.20	Common equity	Long	China
SRF:TRS_GSHT_HCA_US_2029-04-02:Total Return Swap:04/02/2029 GS	672.94 k	1.00 contracts	0.20	Equity derivative	N/A	USA
Samsung C&T Corp	670.89 k	7.65 k shares	0.20	Common equity	Long	Korea, Republic of
KIO KKR Income Opportunities Fund	656.44 k	35.62 k shares	0.19	Common equity	Long	South Africa
WuXi AppTec Co Ltd	644.76 k	42.98 k shares	0.19	Common equity	Long	China
Magazine Luiza SA	641.45 k	57.60 k shares	0.19	Common equity	Long	Brazil
PTT PCL	639.00 k	509.71 k shares	0.19	Common equity	Long	Thailand
AMS American Shared Hospital Services	638.07 k	9.50 k shares	0.19	Common equity	Long	South Africa
Ultrapar Participacoes SA	623.38 k	150.20 k shares	0.18	Common equity	Long	Brazil
Petrobras Distribuidora SA	621.43 k	108.30 k shares	0.18	Common equity	Long	Brazil
China Resources Pharmaceutical Group Ltd	618.76 k	701.50 k shares	0.18	Common equity	Long	China
SRF:TRS_GS_M1CNA_Index_2020-06-10:Total Return Swap:6/10/2020 GS	617.49 k	1.00 contracts	0.18	Equity derivative	N/A	USA
RDY Dr. Reddy's Laboratories Limited	615.37 k	15.32 k shares	0.18	Common equity	Long	India
China Coal Energy Co Ltd	610.82 k	1.88 mm shares	0.18	Common equity	Long	China
Want Want China Holdings Ltd	605.96 k	772.00 k shares	0.18	Common equity	Long	China
MMC Norilsk Nickel PJSC	605.31 k	19.96 k shares	0.18	Common equity	Long	Russian Federation
AU AngloGold Ashanti Limited	600.46 k	33.72 k shares	0.18	Common equity	Long	South Africa
LG Uplus Corp	598.52 k	55.05 k shares	0.18	Common equity	Long	Korea, Republic of
Formosa Chemicals & Fibre Corp	596.06 k	222.00 k shares	0.18	Common equity	Long	Taiwan
Geely Automobile Holdings Ltd	595.52 k	326.00 k shares	0.18	Common equity	Long	Hong Kong
SINA Sina Corp	591.33 k	18.06 k shares	0.17	Common equity	Long	China
Magnit PJSC	588.18 k	52.84 k shares	0.17	Common equity	Long	Russian Federation
GGB Gerdau S.A.	584.46 k	156.60 k shares	0.17	Preferred equity	Long	Brazil
BYD Electronic International Co Ltd	577.99 k	299.00 k shares	0.17	Common equity	Long	China
Uni-President China Holdings Ltd	571.27 k	550.00 k shares	0.17	Common equity	Long	China
Samsung Engineering Co Ltd	569.67 k	48.87 k shares	0.17	Common equity	Long	Korea, Republic of
LG Household & Health Care Ltd	568.35 k	563.00 shares	0.17	Common equity	Long	Korea, Republic of
Huatai Securities Co Ltd	567.73 k	321.00 k shares	0.17	Common equity	Long	China
TravelSky Technology Ltd	562.26 k	284.00 k shares	0.17	Common equity	Long	China
TSM Taiwan Semiconductor Manufacturing Company Limited	546.42 k	53.00 k shares	0.16	Common equity	Long	Taiwan
Kunlun Energy Co Ltd	541.89 k	766.00 k shares	0.16	Common equity	Long	Hong Kong
Standard Bank Group Ltd	540.60 k	56.24 k shares	0.16	Common equity	Long	South Africa
Walsin Technology Corp	540.58 k	79.00 k shares	0.16	Common equity	Long	Taiwan
Taiwan Mobile Co Ltd	538.09 k	156.00 k shares	0.16	Common equity	Long	Taiwan
SRF:TRS_GSHT_ZTS_US_2029-04-02:Total Return Swap:04/02/2029 GS	537.38 k	1.00 contracts	0.16	Equity derivative	N/A	USA
Advantech Co Ltd	535.79 k	56.00 k shares	0.16	Common equity	Long	Taiwan
Standard Foods Corp	524.55 k	235.00 k shares	0.15	Common equity	Long	Taiwan
Foxconn Technology Co Ltd	518.32 k	267.00 k shares	0.15	Common equity	Long	Taiwan
Shenzhou International Group Holdings Ltd	516.36 k	40.80 k shares	0.15	Common equity	Long	China
SRF:TRS_GSHT_WBA_US_2029-04-02:Total Return Swap:04/02/2029 GS	508.57 k	1.00 contracts	0.15	Equity derivative	N/A	USA
Weichai Power Co Ltd	499.58 k	249.00 k shares	0.15	Common equity	Long	China
United States Treasury Bill	497.41 k	500.00 k principal	0.15	Debt	Long	USA
GS Retail Co Ltd	490.63 k	16.88 k shares	0.14	Common equity	Long	Korea, Republic of
SK Telecom Co Ltd	490.41 k	2.80 k shares	0.14	Common equity	Long	Korea, Republic of
Sul America SA	488.67 k	41.00 k shares	0.14	Common equity	Long	Brazil
President Chain Store Corp	488.09 k	50.00 k shares	0.14	Common equity	Long	Taiwan
Lee & Man Paper Manufacturing Ltd	483.33 k	607.00 k shares	0.14	Common equity	Long	Hong Kong
Samsung Fire & Marine Insurance Co Ltd	482.95 k	2.97 k shares	0.14	Common equity	Long	Korea, Republic of
Surgutneftegas PJSC	475.56 k	81.59 k shares	0.14	Common equity	Long	Russian Federation
Taiwan Business Bank	469.58 k	1.20 mm shares	0.14	Common equity	Long	Taiwan
AMOREPACIFIC Group	467.56 k	9.13 k shares	0.14	Common equity	Long	Korea, Republic of
Notre Dame Intermedica Participacoes SA	461.64 k	33.56 k shares	0.14	Common equity	Long	Brazil
Samsung SDS Co Ltd	461.06 k	3.33 k shares	0.14	Common equity	Long	Korea, Republic of
PetroChina Co Ltd	460.96 k	1.18 mm shares	0.14	Common equity	Long	China
SRF:TRS_GS_M1CNA_Index_2020-08-13:Total Return Swap:08/13/2020 GS	454.85 k	1.00 contracts	0.13	Equity derivative	N/A	USA
Bid Corp Ltd	453.14 k	25.04 k shares	0.13	Common equity	Long	South Africa
Hotel Shilla Co Ltd	451.99 k	6.88 k shares	0.13	Common equity	Long	Korea, Republic of
SRF:TRS_GS_NTCO3_BZ_2024-06-28:Total Return Swap:06/28/2024 GS	450.53 k	1.00 contracts	0.13	Equity derivative	N/A	USA
Beijing Capital International Airport Co Ltd	450.41 k	572.00 k shares	0.13	Common equity	Long	China
Shui On Land Ltd	445.36 k	2.22 mm shares	0.13	Common equity	Long	China
VEDL Vedanta Ltd	444.13 k	67.60 k shares	0.13	Common equity	Long	India
VTB Bank PJSC	439.98 k	342.17 k shares	0.13	Common equity	Long	Russian Federation
Grupa Lotos SA	438.80 k	28.72 k shares	0.13	Common equity	Long	Poland
SRF:TRS_GSHT_SYK_US_2029-04-02:Total Return Swap:04/02/2029 GS	437.09 k	1.00 contracts	0.13	Equity derivative	N/A	USA
Dali Foods Group Co Ltd	426.57 k	641.50 k shares	0.13	Common equity	Long	China
Nien Made Enterprise Co Ltd	426.00 k	54.00 k shares	0.13	Common equity	Long	Taiwan
SRF:TRS_GSHT_VTR_US_2029-04-02:Total Return Swap:04/02/2029 GS	422.08 k	1.00 contracts	0.12	Equity derivative	N/A	USA
YY JOYY Inc.	418.11 k	7.75 k shares	0.12	Common equity	Long	China
BIM Birlesik Magazalar AS	413.09 k	53.44 k shares	0.12	Common equity	Long	Turkey
KOC Holding AS	412.96 k	148.19 k shares	0.12	Common equity	Long	Turkey
GF Securities Co Ltd	410.43 k	336.60 k shares	0.12	Common equity	Long	China
Amorepacific Corp	409.15 k	6.75 k shares	0.12	Preferred equity	Long	Korea, Republic of
Telefonica Brasil SA	408.16 k	34.20 k shares	0.12	Preferred equity	Long	Brazil
Far EasTone Telecommunications Co Ltd	407.93 k	188.00 k shares	0.12	Common equity	Long	Taiwan
Fuyao Glass Industry Group Co Ltd	403.42 k	139.20 k shares	0.12	Common equity	Long	China
Air China Ltd	403.18 k	488.00 k shares	0.12	Common equity	Long	China
Sberbank of Russia PJSC	402.27 k	28.27 k shares	0.12	Common equity	Long	Russian Federation
Hyundai Glovis Co Ltd	398.96 k	3.91 k shares	0.12	Common equity	Long	Korea, Republic of
DNOPY Dino Polska S.A.	397.87 k	10.95 k shares	0.12	Common equity	Long	Poland
Daelim Industrial Co Ltd	393.85 k	6.54 k shares	0.12	Common equity	Long	Korea, Republic of
KT&G Corp	393.66 k	5.66 k shares	0.12	Common equity	Long	Korea, Republic of
Reliance Industries Ltd	392.90 k	10.71 k shares	0.12	Common equity	Long	India
SPAR Group Ltd/The	391.00 k	36.40 k shares	0.12	Common equity	Long	South Africa
Zhongsheng Group Holdings Ltd	390.84 k	101.50 k shares	0.12	Common equity	Long	China
Banco BTG Pactual SA	390.60 k	26.19 k shares	0.12	Common equity	Long	Brazil
Novatek Microelectronics Corp	390.19 k	62.00 k shares	0.12	Common equity	Long	Taiwan
TAL TAL Education Group	384.92 k	7.08 k shares	0.11	Common equity	Long	China
Doosan Bobcat Inc	382.12 k	16.32 k shares	0.11	Common equity	Long	Korea, Republic of
CP ALL PCL	380.19 k	180.40 k shares	0.11	Common equity	Long	Thailand
Old Mutual Ltd	379.11 k	372.66 k shares	0.11	Common equity	Long	South Africa
Hankook Tire & Technology Co Ltd	378.56 k	17.99 k shares	0.11	Common equity	Long	Korea, Republic of