Stone Ridge Trust · net assets $2.46B · 8614 holdings as of July 31, 2026. Monthly N-PORT disclosure: the full book, not just equities.
DBT: 62.9% · ABS-O: 21.4% · EP: 7.5% · STIV: 5.0% · EC: 2.9%
| Month 1 | Month 2 | Month 3 | |
|---|---|---|---|
| Sales | $124M | $151M | $117M |
| Reinvestment | $0 | $0 | $0 |
| Redemptions | $36.2M | $89.3M | $28.6M |
| Net realized gain (non-derivative) | $-2.67M | $-3.22M | $-2.56M |
| Net unrealized appreciation (non-derivative) | $-551K | $-708K | $3.34M |
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 | $-2.12K | $-16.9K |
| 5 years | $-2.24K | $-8.49K |
| 10 years | $0 | $0 |
| 30 years | $0 | $0 |
| Holding | Value | % of net assets |
|---|---|---|
| Longleaf (artex Segregated Account Company) EP | $178M | 7.26% |
| Treasury Bill DBT | $168M | 6.86% |
| Treasury Bill DBT | $165M | 6.71% |
| Treasury Bill DBT | $148M | 6.01% |
| Treasury Bill DBT | $115M | 4.67% |
| Treasury Bill DBT | $112M | 4.57% |
| Msilf Government Portfolio STIV | $59M | 2.40% |
| First American Government Obli STIV | $59M | 2.40% |
| Upstart Asset Trust I ABS-O | $58.4M | 2.38% |
| Treasury Bill DBT | $57.5M | 2.34% |
| Prosper Pass-thru Trust Iii ABS-O | $57.2M | 2.33% |
| Stone Ridge High Yield Reinsur EC | $45.2M | 1.84% |
| Upstart Asset Trust I ABS-O | $40.6M | 1.65% |
| Prosper Pass-thru Trust Iii ABS-O | $37M | 1.51% |
| Upstart Asset Trust I ABS-O | $31.8M | 1.30% |
| Sector Re V Limited DBT | $30.8M | 1.26% |
| Marlette Pass-through Master T ABS-O | $27.6M | 1.13% |
| Upgrade Master Pass-thru Trust ABS-O | $27.5M | 1.12% |
| Prosper Pass-thru Trust Iii ABS-O | $23.4M | 0.95% |
| Stone Ridge Art Risk Premium F EC | $22.6M | 0.92% |
| Upgrade Master Pass-thru Trust ABS-O | $21.6M | 0.88% |
| Marlette Pass-through Master T ABS-O | $20.7M | 0.84% |
| Golden Bear Re Ltd. DBT | $10.6M | 0.43% |
| Long Point Re Iv Ltd DBT | $10.5M | 0.43% |
| Achieve Personal Loan Master P ABS-O | $10.1M | 0.41% |
| Merna Re Ii Ltd DBT | $9.91M | 0.40% |
| Lendingclub Structured Loan Ce ABS-O | $9.9M | 0.40% |
| Cape Lookout Re Ltd. DBT | $9.34M | 0.38% |
| Merna Re Ii Ltd DBT | $8.8M | 0.36% |
| Upstart Asset Trust I ABS-O | $8.5M | 0.35% |
| Cape Lookout Re Ltd. DBT | $8.31M | 0.34% |
| Ursa Re Ii Ltd. DBT | $8.05M | 0.33% |
| Floodsmart Re Ltd. DBT | $7.74M | 0.32% |
| Purple Re Ltd. DBT | $7.61M | 0.31% |
| Alamo Re Ltd. DBT | $7.57M | 0.31% |
| Sanders Re Iii Ltd. DBT | $7.47M | 0.30% |
| Sanders Re Iii Ltd. DBT | $7.26M | 0.30% |
| Lendingclub Structured Loan Ce ABS-O | $6.79M | 0.28% |
| Topanga Re Ltd. DBT | $6.78M | 0.28% |
| Par Issuer Trust ABS-O | $6.53M | 0.27% |
| Alamo Re Ltd. DBT | $6.52M | 0.27% |
| Amsr Trust ABS-O | $6.27M | 0.26% |
| Everglades Re Ii Ltd. DBT | $6.17M | 0.25% |
| Ursa Re Ltd. DBT | $6.15M | 0.25% |
| Residential Reinsurance 2026 Limited DBT | $6.1M | 0.25% |
| Cape Lookout Re Ltd. DBT | $5.96M | 0.24% |
| Merna Re Ii Ltd DBT | $5.95M | 0.24% |
| Golden Bear Re Ltd. DBT | $5.85M | 0.24% |
| Sanders Re Iv Ltd. DBT | $5.76M | 0.23% |
| Sanders Re Iv Ltd. DBT | $5.64M | 0.23% |
| Everglades Re Ii Ltd. DBT | $5.53M | 0.23% |
| Veraison Re Ltd. DBT | $5.22M | 0.21% |
| Merna Re Ii Ltd DBT | $5.18M | 0.21% |
| Everglades Re Ii Ltd. DBT | $5.07M | 0.21% |
| Ursa Re Ltd. DBT | $5.07M | 0.21% |
| Upstart Securitization Trust ABS-O | $5.05M | 0.21% |
| Merna Re Ii Ltd DBT | $4.97M | 0.20% |
| Nakama Re Pte. Ltd. DBT | $4.85M | 0.20% |
| Upgrade Master Pass-thru Trust ABS-O | $4.84M | 0.20% |
| Purple Re Ltd. DBT | $4.82M | 0.20% |
Showing top 60 of 8614 holdings.
Loading...
