Stone Ridge Diversified Alternatives Fund

Fund Profile

Fund profile

Tickers

SRDBX, SRDAX

Fund manager

Stone Ridge Trust

Total assets

$1.29 bn

Liabilities

$44.02 mm

Net assets

$1.25 bn

Number of holdings

8.19 k

Top 200 of 8192 Holdings

As of Jul 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Treasury Bill	100.52 mm	104.00 mm principal	8.05	Debt	Long	USA
United States Treasury Bill	72.75 mm	74.00 mm principal	5.83	Debt	Long	USA
United States Treasury Bill	66.64 mm	68.00 mm principal	5.34	Debt	Long	USA
United States Treasury Bill	64.53 mm	67.00 mm principal	5.17	Debt	Long	USA
United States Treasury Bill	64.21 mm	66.00 mm principal	5.14	Debt	Long	USA
Stone Ridge Trust	53.38 mm	5.87 mm shares	4.27	Common equity	Long	USA
Longleaf (Artex Segregated Account Company)	50.46 mm	35.08 k shares	4.04	Preferred equity	Long	Bermuda
United States Treasury Bill	42.23 mm	44.00 mm principal	3.38	Debt	Long	USA
United States Treasury Bill	35.90 mm	37.00 mm principal	2.87	Debt	Long	USA
MSILF Government Portfolio	33.90 mm	33.90 mm shares	2.71	Short-term investment vehicle	Long	USA
First American Government Obligations Fund	33.90 mm	33.90 mm shares	2.71	Short-term investment vehicle	Long	USA
United States Treasury Bill	32.51 mm	33.30 mm principal	2.60	Debt	Long	USA
Upstart Asset Trust I Series 2023-1-GS	31.70 mm	33.08 mm principal	2.54	ABS-other	Long	USA
United States Treasury Bill	31.09 mm	32.50 mm principal	2.49	Debt	Long	USA
Sector Re V Series 2024-Apr Class GL-R	28.05 mm	25.76 mm principal	2.25	Debt	Long	Bermuda
Upgrade Master Pass-Thru Trust Series 2023-PT1	26.36 mm	27.41 mm principal	2.11	ABS-other	Long	USA
Stone Ridge Art Risk Premium Fund	10.00 mm	917.52 k shares	0.80	Common equity	Long	USA
Sector Re V Series 2023-Apr Class GL-N	8.66 mm	35.48 k principal	0.69	Debt	Long	Bermuda
Eden Re II 2024-1 Class B	7.92 mm	7.20 mm principal	0.63	Debt	Long	Bermuda
Alamo Re 2024-1 Class B	7.17 mm	7.17 mm principal	0.57	Debt	Long	Bermuda
Cape Lookout Re 2023-1 Class A	6.69 mm	6.63 mm principal	0.54	Debt	Long	Bermuda
United States Treasury Bill	6.42 mm	6.50 mm principal	0.51	Debt	Long	USA
Lightning Re 2023-1 Class A	6.40 mm	6.34 mm principal	0.51	Debt	Long	Bermuda
Alamo Re 2024-1 Class C	5.78 mm	5.80 mm principal	0.46	Debt	Long	Bermuda
FloodSmart Re 2024-1 Class A	5.76 mm	5.79 mm principal	0.46	Debt	Long	Bermuda
Long Point Re IV 2022-1 Class A	5.70 mm	5.67 mm principal	0.46	Debt	Long	Bermuda
Cape Lookout Re 2024-1 Class A	5.66 mm	5.66 mm principal	0.45	Debt	Long	Bermuda
Alamo Re 2023-1 Class A	5.57 mm	5.57 mm principal	0.45	Debt	Long	Bermuda
Acorn Re 2021-1 Class A	5.48 mm	5.53 mm principal	0.44	Debt	Long	Bermuda
Alamo Re 2024-1 Class A	5.43 mm	5.38 mm principal	0.43	Debt	Long	Bermuda
Everglades Re II 2024-1 Class A	4.30 mm	4.30 mm principal	0.34	Debt	Long	Bermuda
Everglades Re II 2024-1 Class B	4.29 mm	4.32 mm principal	0.34	Debt	Long	Bermuda
Merna Re II 2024-3 Class A	4.26 mm	4.29 mm principal	0.34	Debt	Long	Bermuda
Progress Residential 2021-SFR10 Trust	4.09 mm	4.82 mm principal	0.33	ABS-other	Long	USA
AMSR 2023-SFR2 Trust	4.04 mm	5.00 mm principal	0.32	ABS-other	Long	USA
IBRD CAR 131	4.02 mm	3.97 mm principal	0.32	Debt	Long	USA
Cape Lookout Re 2022-1 Class A	4.01 mm	4.09 mm principal	0.32	Debt	Long	Bermuda
Nakama Re Pte. 2021-1 Class 1	3.90 mm	3.92 mm principal	0.31	Debt	Long	Singapore
Ursa Re 2023-3 Class D	3.77 mm	3.65 mm principal	0.30	Debt	Long	Bermuda
Prosper Marketplace Issuance Trust Series 2023-1	3.67 mm	3.60 mm principal	0.29	ABS-other	Long	USA
Merna Re II 2022-1 Class A	3.64 mm	3.61 mm principal	0.29	Debt	Long	Bermuda
High Point Re 2023-1 Class A	3.60 mm	3.59 mm principal	0.29	Debt	Long	Bermuda
Mayflower Re 2023-1 Class B	3.58 mm	3.53 mm principal	0.29	Debt	Long	Bermuda
Residential Re 2023-I Class 14	3.55 mm	3.64 mm principal	0.28	Debt	Long	Bermuda
Purple Re 2024-1 Class A	3.54 mm	3.58 mm principal	0.28	Debt	Long	Bermuda
Ursa Re 2023-3 Class AA	3.43 mm	3.37 mm principal	0.27	Debt	Long	Bermuda
Upstart Securitization Trust 2022-3	3.38 mm	3.60 mm principal	0.27	ABS-other	Long	USA
Blue Ridge Re 2023-1 Class B	3.35 mm	3.37 mm principal	0.27	Debt	Long	Bermuda
FloodSmart Re 2022-1 Class A	3.29 mm	3.46 mm principal	0.26	Debt	Long	Bermuda
Affirm Asset Securitization Trust 2024-X1	3.28 mm	45.36 k principal	0.26	ABS-other	Long	USA
Torrey Pines Re 2022-1 Class A	3.15 mm	3.15 mm principal	0.25	Debt	Long	Bermuda
Sutter Re 2023-1 Class E	3.13 mm	3.04 mm principal	0.25	Debt	Long	Bermuda
Ursa Re 2023-2 Class E	3.07 mm	3.00 mm principal	0.25	Debt	Long	Bermuda
Everglades Re II 2024-1 Class C	2.98 mm	3.00 mm principal	0.24	Debt	Long	Bermuda
Sutter Re 2023-1 Class B	2.97 mm	2.89 mm principal	0.24	Debt	Long	Bermuda
Atlas Capital 2022 DAC 2022-1 Class A	2.96 mm	2.99 mm principal	0.24	Debt	Long	Ireland
IBRD CAR 136	2.94 mm	3.12 mm principal	0.24	Debt	Long	USA
Progress Residential 2022-SFR3 Trust	2.85 mm	3.00 mm principal	0.23	ABS-other	Long	USA
IBRD CAR 132 Class A	2.83 mm	2.82 mm principal	0.23	Debt	Long	USA
Progress Residential 2021-SFR2 Trust	2.77 mm	3.00 mm principal	0.22	ABS-other	Long	USA
Upstart Securitization Trust 2022-2	2.74 mm	3.15 mm principal	0.22	ABS-other	Long	USA
Blue Ridge Re 2023-1 Class A	2.72 mm	2.77 mm principal	0.22	Debt	Long	Bermuda
Torrey Pines Re 2024-1 Class A	2.72 mm	2.68 mm principal	0.22	Debt	Long	Bermuda
FloodSmart Re 2023-1 Class A	2.65 mm	2.67 mm principal	0.21	Debt	Long	Bermuda
Gateway Re 2023-1 Class A	2.64 mm	2.56 mm principal	0.21	Debt	Long	Bermuda
Sanders Re III 2023-2 Class A	2.61 mm	2.57 mm principal	0.21	Debt	Long	Bermuda
Residential Re 2023-II Class 5	2.58 mm	2.58 mm principal	0.21	Debt	Long	Bermuda
Sanders Re III 2022-1 Class A	2.58 mm	2.68 mm principal	0.21	Debt	Long	Bermuda
Upstart Securitization Trust 2023-2	2.56 mm	2.50 mm principal	0.20	ABS-other	Long	USA
Merna Re II 2024-2 Class A	2.56 mm	2.57 mm principal	0.20	Debt	Long	Bermuda
Ursa Re II 2022-1 Class A	2.55 mm	2.54 mm principal	0.20	Debt	Long	Bermuda
JPY/USD FWD 20241002 MORGAN STANLEY & CO. LLC	2.54 mm	1.00 contracts	0.20	DFE	N/A	USA
Mystic Re IV 2021-2 Class A	2.51 mm	2.56 mm principal	0.20	Debt	Long	Bermuda
Sanders Re III 2024-1 Class A	2.49 mm	2.50 mm principal	0.20	Debt	Long	Bermuda
Hestia Re 2022-1 Class A	2.43 mm	2.64 mm principal	0.19	Debt	Long	Bermuda
Upstart Securitization Trust 2022-1	2.32 mm	4.20 mm principal	0.19	ABS-other	Long	USA
Progress Residential 2024-SFR4 Trust	2.31 mm	3.00 mm principal	0.19	ABS-other	Long	USA
Sussex Capital UK PCC 2020-1	2.28 mm	2.36 mm principal	0.18	Debt	Long	Ireland
Residential Re 2022-I Class 14	2.25 mm	2.36 mm principal	0.18	Debt	Long	Cayman Islands
Sakura Re 2021-1 Class B	2.21 mm	2.23 mm principal	0.18	Debt	Long	Bermuda
Alamo Re 2022-1 Class A	2.19 mm	2.22 mm principal	0.18	Debt	Long	Bermuda
Home Partners of America 2021-2 Trust	2.18 mm	2.40 mm principal	0.17	ABS-other	Long	USA
Residential Re 2023-I Class 13	2.15 mm	2.22 mm principal	0.17	Debt	Long	Bermuda
Matterhorn Re SR2023-1 Class CYB-A	2.14 mm	2.12 mm principal	0.17	Debt	Long	Bermuda
Torrey Pines Re 2022-1 Class B	2.12 mm	2.12 mm principal	0.17	Debt	Long	Bermuda
IBRD CAR 134 Class C	2.10 mm	2.12 mm principal	0.17	Debt	Long	USA
Merna Re II 2024-1 Class A	2.02 mm	2.02 mm principal	0.16	Debt	Long	Bermuda
Lower Ferry Re 2023-1 Class B	1.95 mm	1.93 mm principal	0.16	Debt	Long	Bermuda
Mona Lisa Re 2021-1 Class A	1.94 mm	2.01 mm principal	0.16	Debt	Long	Bermuda
Armor Re II 2024-1 Class A	1.93 mm	1.95 mm principal	0.15	Debt	Long	Bermuda
Baldwin Re 2021-1 Class A	1.89 mm	1.92 mm principal	0.15	Debt	Long	Bermuda
Vitality Re XII 2021 Class A	1.89 mm	1.89 mm principal	0.15	Debt	Long	Cayman Islands
Bayou Re 2024-1 Class A	1.85 mm	1.87 mm principal	0.15	Debt	Long	Bermuda
Torrey Pines Re 2024-1 Class B	1.84 mm	1.82 mm principal	0.15	Debt	Long	Bermuda
Wrigley Re 2023-1 Class B	1.84 mm	1.78 mm principal	0.15	Debt	Long	Bermuda
Galileo Re 2023-1 Class A	1.84 mm	1.83 mm principal	0.15	Debt	Long	Bermuda
FirstKey Homes 2021-SFR1 Trust	1.83 mm	2.00 mm principal	0.15	ABS-other	Long	USA
Progress Residential 2023-SFR2 Trust	1.82 mm	2.00 mm principal	0.15	ABS-other	Long	USA
JPN YEN CURR FUT Sep24	1.82 mm	900.00 contracts	0.15	DFE	N/A	USA
AMSR 2022-SFR3 Trust	1.80 mm	2.00 mm principal	0.14	ABS-other	Long	USA
Riverfront Re 2021 Class A	1.79 mm	1.85 mm principal	0.14	Debt	Long	Bermuda
Residential Re 2022-I Class 13	1.77 mm	1.89 mm principal	0.14	Debt	Long	Cayman Islands
SPX US 06/18/26 P4375	1.76 mm	155.00 contracts	0.14	Equity derivative	N/A	USA
Nature Coast Re 2023-1 Class A	1.74 mm	1.78 mm principal	0.14	Debt	Long	Bermuda
Queen Street 2023 Re DAC	1.73 mm	1.73 mm principal	0.14	Debt	Long	Ireland
Longleaf Pine Re 2024-1 Class A	1.73 mm	1.73 mm principal	0.14	Debt	Long	Bermuda
AMSR 2023-SFR1 Trust	1.73 mm	2.00 mm principal	0.14	ABS-other	Long	USA
Merna Re II 2023-2 Class A	1.71 mm	1.69 mm principal	0.14	Debt	Long	Bermuda
Eiffel Re 2023-1 Class A	1.68 mm	1.57 mm principal	0.13	Debt	Long	Bermuda
Sanders Re III 2022-2 Class A	1.63 mm	1.61 mm principal	0.13	Debt	Long	Bermuda
Acorn Re 2023-1 Class A	1.61 mm	1.60 mm principal	0.13	Debt	Long	Bermuda
Nakama Re Pte. 2021-1 Class 2	1.60 mm	1.61 mm principal	0.13	Debt	Long	Singapore
Totara Re Pte. 2023-1	1.60 mm	2.62 mm principal	0.13	Debt	Long	Singapore
Progress Residential 2021-SFR1	1.59 mm	1.75 mm principal	0.13	ABS-other	Long	USA
Gateway Re 2024-2 Class C	1.58 mm	1.70 mm principal	0.13	Debt	Long	Bermuda
Matterhorn Re SR2021-1 Class A	1.57 mm	1.69 mm principal	0.13	Debt	Long	Bermuda
Affirm Asset Securitization Trust 2023-B	1.56 mm	1.50 mm principal	0.12	ABS-other	Long	USA
Lendingpoint 2022-C Asset Securitization Trust	1.55 mm	3.00 mm principal	0.12	ABS-other	Long	USA
Kendall Re 2024-1 Class A	1.55 mm	1.52 mm principal	0.12	Debt	Long	Bermuda
Foundation Re 2023-1 Class A	1.54 mm	1.53 mm principal	0.12	Debt	Long	Bermuda
AMSR 2023-SFR2 Trust	1.54 mm	2.00 mm principal	0.12	ABS-other	Long	USA
SPX US 06/18/26 P4350	1.53 mm	138.00 contracts	0.12	Equity derivative	N/A	USA
Sakura Re 2021-1 Class A	1.52 mm	1.53 mm principal	0.12	Debt	Long	Bermuda
Mystic Re IV 2023-1 Class A	1.52 mm	1.50 mm principal	0.12	Debt	Long	Bermuda
contract 013	1.50 mm	1.00 contracts	0.12		N/A	USA
Kilimanjaro III Re 2019-2 Class A-2	1.47 mm	1.60 mm principal	0.12	Debt	Long	Bermuda
Phoenician Re 2021-1 Class A	1.45 mm	1.45 mm principal	0.12	Debt	Long	Bermuda
Aquila Re I 2023-1 Class C-1	1.44 mm	1.41 mm principal	0.11	Debt	Long	Bermuda
PoleStar Re 2024-1 Class A	1.41 mm	1.40 mm principal	0.11	Debt	Long	Bermuda
Bayou Re 2023-1 Class B	1.38 mm	1.37 mm principal	0.11	Debt	Long	Bermuda
Palm Re 2024-1 Class A	1.38 mm	1.40 mm principal	0.11	Debt	Long	Bermuda
Marlette Funding Trust 2023-3	1.38 mm	3.84 k principal	0.11	ABS-other	Long	USA
Gateway Re 2022-1 Class A	1.37 mm	1.36 mm principal	0.11	Debt	Long	Bermuda
Sanders Re III 2022-2 Class B	1.36 mm	1.34 mm principal	0.11	Debt	Long	Bermuda
Winston Re 2024-1 Class A	1.36 mm	1.35 mm principal	0.11	Debt	Long	Bermuda
FloodSmart Re 2024-1 Class B	1.34 mm	1.37 mm principal	0.11	Debt	Long	Bermuda
Charles River Re 2024-1 Class A	1.33 mm	1.34 mm principal	0.11	Debt	Long	Bermuda
Fish Pond Re 2024-1 Class A	1.33 mm	1.33 mm principal	0.11	Debt	Long	Bermuda
Sanders Re II 2021-1 Class A	1.32 mm	1.35 mm principal	0.11	Debt	Long	Bermuda
Catahoula Re II 2022-1 Class A	1.28 mm	1.30 mm principal	0.10	Debt	Long	Singapore
Tomoni Re Pte 2024-1 Class B	1.28 mm	1.27 mm principal	0.10	Debt	Long	Singapore
Residential Re 2021-I Class 11	1.25 mm	1.57 mm principal	0.10	Debt	Long	Cayman Islands
Gateway Re 2024-1 Class AA	1.25 mm	1.26 mm principal	0.10	Debt	Long	Bermuda
Veraison Re 2024-1 Class A	1.23 mm	1.23 mm principal	0.10	Debt	Long	Bermuda
Locke Tavern Re 2023-1 Class A	1.20 mm	1.21 mm principal	0.10	Debt	Long	Bermuda
SPX US 06/18/26 P4425	1.20 mm	100.00 contracts	0.10	Equity derivative	N/A	USA
Integrity Re 2024-1 Class D	1.17 mm	1.20 mm principal	0.09	Debt	Long	Bermuda
SPX US 06/18/26 P4400	1.17 mm	100.00 contracts	0.09	Equity derivative	N/A	USA
Upstart Securitization Trust 2022-4	1.17 mm	1.21 mm principal	0.09	ABS-other	Long	USA
Ursa Re 2023-1 Class AA	1.16 mm	1.15 mm principal	0.09	Debt	Long	Bermuda
King Max Re DAC	1.15 mm	1.07 mm principal	0.09	Debt	Long	Ireland
Fuchsia 2023-1 Class A	1.14 mm	1.14 mm principal	0.09	Debt	Long	UK
Hexagon IV Re 2023-1 Class A	1.14 mm	1.04 mm principal	0.09	Debt	Long	Bermuda
FloodSmart Re 2022-1 Class B	1.14 mm	1.19 mm principal	0.09	Debt	Long	Bermuda
Gateway Re II 2023-1 Class A	1.13 mm	1.10 mm principal	0.09	Debt	Long	Bermuda
Ursa Re II 2021-1 Class F	1.12 mm	1.13 mm principal	0.09	Debt	Long	Bermuda
Montoya Re 2022-1 Class A	1.11 mm	1.12 mm principal	0.09	Debt	Long	Bermuda
Mayflower Re 2023-1 Class A	1.08 mm	1.08 mm principal	0.09	Debt	Long	Bermuda
Gateway Re 2024-1 Class A	1.06 mm	1.13 mm principal	0.09	Debt	Long	Bermuda
Merna Re II 2023-1 Class A	1.05 mm	1.03 mm principal	0.08	Debt	Long	Bermuda
Residential Re 2023-II Class 3	1.05 mm	1.11 mm principal	0.08	Debt	Long	Bermuda
Kilimanjaro III Re 2019-2 Class B-2	1.02 mm	1.07 mm principal	0.08	Debt	Long	Bermuda
Azzurro Re II DAC 2024-1 Class A	1.02 mm	941.00 k principal	0.08	Debt	Long	Ireland
Vitality Re XII 2021 Class B	1.01 mm	1.02 mm principal	0.08	Debt	Long	Cayman Islands
Tomoni Re Pte 2024-1 Class A	1.00 mm	1.01 mm principal	0.08	Debt	Long	Singapore
Marlette Funding Trust 2022-2	988.62 k	1.00 mm principal	0.08	ABS-other	Long	USA
Kilimanjaro III Re 2022-1 Class A	985.88 k	985.00 k principal	0.08	Debt	Long	Bermuda
IBRD CAR 133 Class B	985.63 k	983.00 k principal	0.08	Debt	Long	USA
Progress Residential 2022-SFR5 Trust	968.54 k	1.00 mm principal	0.08	ABS-other	Long	USA
Vitality Re XIV 2023 Class A	967.84 k	954.00 k principal	0.08	Debt	Long	Cayman Islands
Residential Re 2021-I Class 12	963.27 k	1.08 mm principal	0.08	Debt	Long	Cayman Islands
Mayflower Re 2024-1 Class A	955.21 k	955.00 k principal	0.08	Debt	Long	Bermuda
Purple Re 2023-1 Class A	944.35 k	932.00 k principal	0.08	Debt	Long	Bermuda
Aragonite Re 2024-1 Class A	934.32 k	931.00 k principal	0.07	Debt	Long	Bermuda
Catahoula Re II 2022-1 Class B	911.56 k	927.00 k principal	0.07	Debt	Long	Singapore
IBRD CAR 135 Class D	908.55 k	901.00 k principal	0.07	Debt	Long	USA
Kilimanjaro III Re 2021-1 Class A-1	906.25 k	956.00 k principal	0.07	Debt	Long	Bermuda
East Lane Re VII 2024-1 Class A	901.93 k	900.00 k principal	0.07	Debt	Long	Bermuda
Mountain Re 2023-1 Class A	900.93 k	892.00 k principal	0.07	Debt	Long	Bermuda
SD Re 2021-1 Class B	894.52 k	898.00 k principal	0.07	Debt	Long	Bermuda
Torrey Pines Re 2023-1 Class A	887.28 k	880.00 k principal	0.07	Debt	Long	Bermuda
Northshore Re II 2022-1 Class A	874.27 k	863.00 k principal	0.07	Debt	Long	Bermuda
Torrey Pines Re 2024-1 Class C	872.40 k	861.00 k principal	0.07	Debt	Long	Bermuda
COPPER FUTURE Dec24	869.11 k	-127.00 contracts	0.07	Commodity derivative	N/A	USA
Baltic PCC 2022-1 Class A	868.18 k	689.00 k principal	0.07	Debt	Long	UK
Residential Re 2021-I Class 14	866.79 k	898.00 k principal	0.07	Debt	Long	Cayman Islands
Purple Re 2023-2 Class A	863.75 k	864.00 k principal	0.07	Debt	Long	Bermuda
Aquila Re I 2023-1 Class B-1	863.45 k	844.00 k principal	0.07	Debt	Long	Bermuda
Merna Re II 2022-2 Class A	854.14 k	869.00 k principal	0.07	Debt	Long	Bermuda
CORN FUTURE Sep24	848.62 k	-1.83 k contracts	0.07	Commodity derivative	N/A	USA
Commonwealth Re 2023-1 Class A	839.21 k	837.00 k principal	0.07	Debt	Long	Bermuda
Citrus Re 2023-1 Class A	836.51 k	828.00 k principal	0.07	Debt	Long	Bermuda
NZD/USD FWD 20241002 MORGAN STANLEY & CO. LLC	829.76 k	1.00 contracts	0.07	DFE	N/A	USA
LEAN HOGS FUTURE Dec24	801.92 k	-736.00 contracts	0.06	Commodity derivative	N/A	USA
First Coast Re III 2021-1 Class A	794.70 k	834.00 k principal	0.06	Debt	Long	Singapore
COP/USD FWD 20241002	792.28 k	1.00 contracts	0.06	DFE	N/A	USA
3264 Re 2022-1 Class A	782.25 k	1.04 mm principal	0.06	Debt	Long	Bermuda
Topanga Re 2021-1 Class A	777.90 k	811.00 k principal	0.06	Debt	Long	Bermuda
S&P/TSX 60 IX FUT Sep24	776.04 k	71.00 contracts	0.06	Equity derivative	N/A	Canada
Claveau Re 2021-1 Class A	764.84 k	1.31 mm principal	0.06	Debt	Long	Bermuda