In the present study, we analyze the terms in the transport equation of the SGS stress, conditioned on the resolvable-scale velocity, for different filter scales and atmospheric stability. The results show that the pressure destruction term in the budget of the SGS shear stress plays the usual role of return-to-isotropy and generally counters the trends of the conditional production for all filter scales and unstable conditions. In contrast, the pressure-strain-rate correlations in the budgets of the normal SGS stress components can be the main cause of anisotropy of the SGS stress under convective conditions, depending strongly on the resolvable-scale velocity. These effects are most significant at large filter scales and have strong implications for modeling the near-wall SGS pressure-strain-rate correlation.