Stone Ridge U.S. Hedged Equity Fund

Fund Profile

Fund profile

Tickers

VRLIX, VRLMX

Fund manager

Stone Ridge Trust

Total assets

$30.01 mm

Liabilities

$401.36 k

Net assets

$29.60 mm

Number of holdings

31.00

31 Holdings

As of Oct 2022

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Bill	8.15 mm	8.32 mm principal	27.54	Debt	Long	USA
United States Treasury Bill	5.90 mm	6.00 mm principal	19.92	Debt	Long	USA
United States Treasury Bill	4.10 mm	4.15 mm principal	13.84	Debt	Long	USA
United States Treasury Bill	2.36 mm	2.45 mm principal	7.97	Debt	Long	USA
United States Treasury Bill	2.10 mm	2.13 mm principal	7.11	Debt	Long	USA
United States Treasury Bill	1.46 mm	1.50 mm principal	4.93	Debt	Long	USA
United States Treasury Bill	1.24 mm	1.25 mm principal	4.20	Debt	Long	USA
United States Treasury Bill	1.21 mm	1.25 mm principal	4.08	Debt	Long	USA
United States Treasury Bill	1.16 mm	1.20 mm principal	3.93	Debt	Long	USA
United States Treasury Bill	1.12 mm	1.15 mm principal	3.80	Debt	Long	USA
United States Treasury Bill	862.59 k	900.00 k principal	2.91	Debt	Long	USA
United States Treasury Bill	74.99 k	75.00 k principal	0.25	Debt	Long	USA
Fidelity Government Portfolio	35.03 k	35.03 k shares	0.12	Short-term investment vehicle	Long	USA
First American Treasury Obligations Fund	35.03 k	35.03 k shares	0.12	Short-term investment vehicle	Long	USA
First American Government Obligations Fund	35.03 k	35.03 k shares	0.12	Short-term investment vehicle	Long	USA
MSILF Government Portfolio	35.03 k	35.03 k shares	0.12	Short-term investment vehicle	Long	USA
Invesco Treasury Portfolio	35.03 k	35.03 k shares	0.12	Short-term investment vehicle	Long	USA
CBOE S&P PUT OPT 11/22 3210	260.00	26.00 contracts	0.00	Equity derivative	N/A	USA
CBOE S&P PUT OPT 11/22 3175	250.00	25.00 contracts	0.00	Equity derivative	N/A	USA
S&P DOW PUT OPT 11/22 3180	250.00	25.00 contracts	0.00	Equity derivative	N/A	USA
CBOE S&P PUT OPT 10/22 3870	0.00	-5.00 contracts	0.00	Equity derivative	N/A	USA
CBOE S&P PUT OPT 10/22 3875	-1.51 k	-5.00 contracts	-0.01	Equity derivative	N/A	USA
CBOE S&P PUT OPT 10/22 3880	-4.01 k	-5.00 contracts	-0.01	Equity derivative	N/A	USA
CBOE S&P PUT OPT 10/22 3885	-6.51 k	-5.00 contracts	-0.02	Equity derivative	N/A	USA
CBOE S&P PUT OPT 10/22 3890	-7.21 k	-4.00 contracts	-0.02	Equity derivative	N/A	USA
S&P DOW PUT OPT 11/22 3850	-27.50 k	-10.00 contracts	-0.09	Equity derivative	N/A	USA
CBOE S&P PUT OPT 11/22 3890	-30.25 k	-5.00 contracts	-0.10	Equity derivative	N/A	USA
S&P DOW PUT OPT 11/22 3895	-39.60 k	-8.00 contracts	-0.13	Equity derivative	N/A	USA
S&P DOW PUT OPT 11/22 3900	-42.16 k	-8.00 contracts	-0.14	Equity derivative	N/A	USA
S&P DOW PUT OPT 11/22 3895	-63.60 k	-10.00 contracts	-0.21	Equity derivative	N/A	USA
CBOE S&P PUT OPT 11/22 3900	-72.71 k	-11.00 contracts	-0.25	Equity derivative	N/A	USA