Stone Ridge Trust · net assets $4.74B · 380 holdings as of July 31, 2026. Monthly N-PORT disclosure: the full book, not just equities.
DBT: 82.8% · EP: 11.8% · STIV: 5.5% · RA: -0.1%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $127M | $148M | $140M |
| Reinvestment | $0 | $28.8M | $6.93K |
| Redemptions | $45.2M | $40.4M | $54.6M |
| Net realized gain (non-derivative) | $195K | $-841K | $-17.1K |
| Net unrealized appreciation (non-derivative) | $-9.37M | $14.2M | $-11.8M |
The three months of the reporting period, as filed; month 3 ends July 31, 2026.
| Tenor | Investment grade | Non-investment grade |
|---|---|---|
| 3 months | $0 | $0 |
| 1 year | $0 | $0 |
| 5 years | $0 | $0 |
| 10 years | $0 | $0 |
| 30 years | $0 | $0 |
| Holding | Value | % of net assets |
|---|---|---|
| Rondout (artex Segregated Account Company) EP | $201M | 4.25% |
| Msilf Government Portfolio STIV | $130M | 2.74% |
| Fidelity Government Portfolio STIV | $130M | 2.74% |
| Hudson Charles (mt. Logan Re) EP | $75M | 1.58% |
| Arenal (artex Segregated Account Company) EP | $60.3M | 1.27% |
| Cape Lookout Re Ltd. DBT | $59.7M | 1.26% |
| Golden Bear Re Ltd. DBT | $56.3M | 1.19% |
| Long Point Re Iv Ltd DBT | $55.1M | 1.16% |
| Merna Re Ii Ltd DBT | $51.6M | 1.09% |
| Cape Lookout Re Ltd. DBT | $47.8M | 1.01% |
| Hudson Charles (mt. Logan Re) EP | $46.3M | 0.98% |
| Merna Re Ii Ltd DBT | $45.8M | 0.97% |
| Floodsmart Re Ltd. DBT | $44.6M | 0.94% |
| Ursa Re Ii Ltd. DBT | $43.8M | 0.92% |
| Alamo Re Ltd. DBT | $39.4M | 0.83% |
| Purple Re Ltd. DBT | $39.1M | 0.82% |
| Sanders Re Iii Ltd. DBT | $38.5M | 0.81% |
| Sanders Re Iii Ltd. DBT | $37.4M | 0.79% |
| Merna Re Ii Ltd DBT | $36.2M | 0.76% |
| Topanga Re Ltd. DBT | $35.8M | 0.76% |
| Hatteras (artex Segregated Account Company) EP | $34.1M | 0.72% |
| Alamo Re Ltd. DBT | $33.9M | 0.72% |
| Ursa Re Ltd. DBT | $33.3M | 0.70% |
| Ursa Re Ltd. DBT | $33.1M | 0.70% |
| Everglades Re Ii Ltd. DBT | $33M | 0.70% |
| Labrador (horseshoe Re) EP | $31.4M | 0.66% |
| Residential Reinsurance 2026 Limited DBT | $31.4M | 0.66% |
| Thopas Re Ltd. Segregated Account 2024-2 (s) EP | $31.2M | 0.66% |
| Sanders Re Ii Ltd. DBT | $31.1M | 0.66% |
| Peregrine Hyr (peregrine Segregated Account) EP | $30.7M | 0.65% |
| Golden Bear Re Ltd. DBT | $30.1M | 0.63% |
| Cape Lookout Re Ltd. DBT | $29.7M | 0.63% |
| Sanders Re Iv Ltd. DBT | $29.7M | 0.63% |
| Everglades Re Ii Ltd. DBT | $29.6M | 0.62% |
| Sanders Re Iv Ltd. DBT | $29M | 0.61% |
| Merna Re Ii Ltd DBT | $28.1M | 0.59% |
| Purple Re Ltd. DBT | $27.5M | 0.58% |
| Everglades Re Ii Ltd. DBT | $27.1M | 0.57% |
| Veraison Re Ltd. DBT | $26.9M | 0.57% |
| Merna Re Ii Ltd DBT | $26.9M | 0.57% |
| Magnolia (artex Segregated Account Company) EP | $24.5M | 0.52% |
| Merna Re Ii Ltd DBT | $24.4M | 0.51% |
| Residential Reinsurance 2023 Limited DBT | $23.7M | 0.50% |
| Ursa Re Ii Ltd. DBT | $23.7M | 0.50% |
| Nature Coast Re Ltd. DBT | $23.7M | 0.50% |
| Torrey Pines Re Ltd DBT | $23.2M | 0.49% |
| High Point Re Ltd. DBT | $22.9M | 0.48% |
| Nakama Re Pte. Ltd. DBT | $22.8M | 0.48% |
| Gateway Re Ltd. DBT | $22.7M | 0.48% |
| Cape Lookout Re Ltd. DBT | $22.2M | 0.47% |
| Sutter Re Ltd. DBT | $22.1M | 0.47% |
| Bridge Street Re Ltd DBT | $21.9M | 0.46% |
| Ursa Re Ltd. DBT | $21.7M | 0.46% |
| Blue Ridge Re Ltd. DBT | $21.5M | 0.45% |
| Ursa Re Ltd. DBT | $21.4M | 0.45% |
| Gateway Re Ltd. DBT | $21.3M | 0.45% |
| Foundation Re Iv Ltd. DBT | $21.3M | 0.45% |
| Ibrd DBT | $21.3M | 0.45% |
| Kilimanjaro Iii Re Limited DBT | $21.3M | 0.45% |
| Residential Reinsurance 2026 Limited DBT | $21.3M | 0.45% |
Showing top 60 of 380 holdings.
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