Stone Ridge Reinsurance Risk Premium Interval Fund

Fund Profile

Fund profile

Fund manager

Stone Ridge Trust II

Total assets

$1.26 bn

Liabilities

$19.62 mm

Net assets

$1.24 bn

Number of holdings

241.00

Top 200 of 241 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Yorkville (Artex Segregated Account Company)	213.78 mm	143.39 k shares	17.25	Preferred equity	Long	Bermuda
MSILF Government Portfolio	124.89 mm	124.89 mm shares	10.08	Short-term investment vehicle	Long	USA
Fidelity Government Portfolio	124.79 mm	124.79 mm shares	10.07	Short-term investment vehicle	Long	USA
Mohonk (Artex Segregated Account Company)	56.24 mm	102.77 shares	4.54	Preferred equity	Long	Bermuda
Hatteras (Artex Segregated Account Company)	54.57 mm	58.67 k shares	4.40	Preferred equity	Long	Bermuda
Arenal (Artex Segregated Account Company)	43.21 mm	165.45 k shares	3.49	Preferred equity	Long	Bermuda
Rondout (Artex Segregated Account Company)	42.64 mm	48.29 k shares	3.44	Preferred equity	Long	Bermuda
Bowery (Artex Segregated Account Company)	39.73 mm	200.08 k shares	3.21	Preferred equity	Long	Bermuda
Hudson Charles 2 (Mt. Logan Re)	35.94 mm	19.11 k shares	2.90	Preferred equity	Long	Bermuda
Peregrine LCA	35.70 mm	2.25 mm shares	2.88	Preferred equity	Long	Bermuda
Peregrine LCA2	35.30 mm	2.99 mm shares	2.85	Preferred equity	Long	Bermuda
Magnolia (Artex Segregated Account Company)	28.67 mm	24.44 k shares	2.31	Preferred equity	Long	Bermuda
Thopas Re Ltd. 2024-2 (S)	26.56 mm	244.06 k shares	2.14	Preferred equity	Long	Bermuda
Latigo (Artex Segregated Account Company)	22.64 mm	473.33 shares	1.83	Preferred equity	Long	Bermuda
Hudson Charles (Mt. Logan Re)	19.84 mm	12.74 k shares	1.60	Preferred equity	Long	Bermuda
POINT DUME LLP	18.43 mm	1.00 shares	1.49	Preferred equity	Long	USA
Madison (Artex Segregated Account Company)	17.82 mm	97.14 k shares	1.44	Preferred equity	Long	Bermuda
Florblanca (Artex Segregated Account Company)	15.49 mm	77.55 k shares	1.25	Preferred equity	Long	Bermuda
Kilimanjaro III Re 2019-1 Class A-1	12.77 mm	13.50 mm principal	1.03	Debt	Long	Bermuda
Trouvaille Re Ltd.	11.77 mm	1.06 mm shares	0.95	Preferred equity	Long	Bermuda
Ursa Re II 2021-1 Class F	9.79 mm	9.80 mm principal	0.79	Debt	Long	Bermuda
Kilimanjaro III Re 2019-2 Class A-2	9.15 mm	9.96 mm principal	0.74	Debt	Long	Bermuda
Mackinac (Artex Segregated Account Company)	7.52 mm	55.58 k shares	0.61	Preferred equity	Long	Bermuda
Pelham (Horseshoe Re)	6.06 mm	264.55 k shares	0.49	Preferred equity	Long	Bermuda
Alamo Re 2024-1 Class B	4.95 mm	4.76 mm principal	0.40	Debt	Long	Bermuda
Lightning Re 2023-1 Class A	4.43 mm	4.19 mm principal	0.36	Debt	Long	Bermuda
Sanders Re II 2021-2 Class A	4.33 mm	4.32 mm principal	0.35	Debt	Long	Bermuda
Cape Lookout Re 2024-1 Class A	4.28 mm	4.18 mm principal	0.35	Debt	Long	Bermuda
FloodSmart Re 2024-1 Class A	4.23 mm	4.10 mm principal	0.34	Debt	Long	Bermuda
Alamo Re 2024-1 Class C	4.07 mm	3.85 mm principal	0.33	Debt	Long	Bermuda
Yoho (Artex Segregated Account Company)	3.95 mm	357.36 k shares	0.32	Preferred equity	Long	Bermuda
Baldwin Re 2021-1 Class A	3.93 mm	3.93 mm principal	0.32	Debt	Long	Bermuda
Alamo Re 2024-1 Class A	3.73 mm	3.57 mm principal	0.30	Debt	Long	Bermuda
Cape Lookout Re 2023-1 Class A	3.59 mm	3.45 mm principal	0.29	Debt	Long	Bermuda
Mystic Re IV 2021-2 Class A	3.51 mm	3.50 mm principal	0.28	Debt	Long	Bermuda
Everglades Re II 2024-1 Class B	3.12 mm	2.98 mm principal	0.25	Debt	Long	Bermuda
Everglades Re II 2024-1 Class A	3.10 mm	2.96 mm principal	0.25	Debt	Long	Bermuda
Merna Re II 2024-3 Class A	3.08 mm	2.93 mm principal	0.25	Debt	Long	Bermuda
FloodSmart Re 2022-1 Class A	3.07 mm	3.00 mm principal	0.25	Debt	Long	Bermuda
Residential Re 2023-I Class 14	3.06 mm	3.07 mm principal	0.25	Debt	Long	Bermuda
IBRD CAR 131	2.99 mm	2.95 mm principal	0.24	Debt	Long	USA
Ursa Re 2023-3 Class D	2.75 mm	2.61 mm principal	0.22	Debt	Long	Bermuda
Alamo Re 2023-1 Class A	2.69 mm	2.58 mm principal	0.22	Debt	Long	Bermuda
High Point Re 2023-1 Class A	2.64 mm	2.58 mm principal	0.21	Debt	Long	Bermuda
Blue Ridge Re 2023-1 Class B	2.62 mm	2.52 mm principal	0.21	Debt	Long	Bermuda
Ursa Re 2023-2 Class E	2.60 mm	2.49 mm principal	0.21	Debt	Long	Bermuda
St. Kevins (Artex Segregated Account Company)	2.57 mm	42.94 k shares	0.21	Preferred equity	Long	Bermuda
Cypress (Horseshoe Re)	2.48 mm	125.09 mm shares	0.20	Preferred equity	Long	Bermuda
Acorn Re 2021-1 Class A	2.46 mm	2.46 mm principal	0.20	Debt	Long	Bermuda
Purple Re 2024-1 Class A	2.42 mm	2.37 mm principal	0.20	Debt	Long	Bermuda
Gateway Re 2023-1 Class A	2.38 mm	2.22 mm principal	0.19	Debt	Long	Bermuda
Ursa Re 2023-3 Class AA	2.27 mm	2.19 mm principal	0.18	Debt	Long	Bermuda
Sutter Re 2023-1 Class E	2.27 mm	2.18 mm principal	0.18	Debt	Long	Bermuda
Sanders Re III 2023-2 Class A	2.26 mm	2.13 mm principal	0.18	Debt	Long	Bermuda
Everglades Re II 2024-1 Class C	2.17 mm	2.07 mm principal	0.18	Debt	Long	Bermuda
Mayflower Re 2023-1 Class B	2.17 mm	2.08 mm principal	0.18	Debt	Long	Bermuda
Vitality Re XII 2021 Class A	2.13 mm	2.13 mm principal	0.17	Debt	Long	Cayman Islands
Caelus Re 2018-1 Class A	2.12 mm	2.68 mm principal	0.17	Debt	Long	Cayman Islands
Catahoula Re II 2022-1 Class A	2.12 mm	2.00 mm principal	0.17	Debt	Long	Singapore
Blue Ridge Re 2023-1 Class A	2.10 mm	2.07 mm principal	0.17	Debt	Long	Bermuda
IBRD CAR 136	2.07 mm	2.11 mm principal	0.17	Debt	Long	USA
Sutter Re 2023-1 Class B	2.04 mm	1.97 mm principal	0.16	Debt	Long	Bermuda
Residential Re 2022-I Class 14	1.97 mm	2.00 mm principal	0.16	Debt	Long	Cayman Islands
Residential Re 2023-II Class 5	1.96 mm	1.91 mm principal	0.16	Debt	Long	Bermuda
Torrey Pines Re 2024-1 Class A	1.93 mm	1.86 mm principal	0.16	Debt	Long	Bermuda
IBRD CAR 132 Class A	1.89 mm	1.87 mm principal	0.15	Debt	Long	USA
Residential Re 2023-I Class 13	1.87 mm	1.89 mm principal	0.15	Debt	Long	Bermuda
Merna Re II 2024-2 Class A	1.80 mm	1.76 mm principal	0.14	Debt	Long	Bermuda
Four Lakes Re 2021-1 Class A	1.75 mm	1.75 mm principal	0.14	Debt	Long	Bermuda
Sanders Re III 2024-1 Class A	1.68 mm	1.63 mm principal	0.14	Debt	Long	Bermuda
PoleStar Re 2024-3 Class A	1.68 mm	1.68 mm principal	0.14	Debt	Long	Bermuda
Queen Street 2023 Re DAC	1.57 mm	1.53 mm principal	0.13	Debt	Long	Ireland
Sanders Re II 2021-1 Class A	1.53 mm	1.53 mm principal	0.12	Debt	Long	Bermuda
Matterhorn Re SR2020-2 Class A	1.50 mm	1.87 mm principal	0.12	Debt	Long	Bermuda
Bonanza Re 2020-2 Class A	1.48 mm	1.49 mm principal	0.12	Debt	Long	Bermuda
IBRD CAR 134 Class C	1.48 mm	1.41 mm principal	0.12	Debt	Long	USA
Residential Re 2020-II Class 3	1.48 mm	1.49 mm principal	0.12	Debt	Long	Cayman Islands
Merna Re II 2024-1 Class A	1.44 mm	1.38 mm principal	0.12	Debt	Long	Bermuda
Merna Re II 2022-1 Class A	1.39 mm	1.38 mm principal	0.11	Debt	Long	Bermuda
Alamo Re 2022-1 Class A	1.38 mm	1.36 mm principal	0.11	Debt	Long	Bermuda
Armor Re II 2024-1 Class A	1.38 mm	1.32 mm principal	0.11	Debt	Long	Bermuda
Galileo Re 2023-1 Class A	1.36 mm	1.31 mm principal	0.11	Debt	Long	Bermuda
Nature Coast Re 2023-1 Class A	1.36 mm	1.34 mm principal	0.11	Debt	Long	Bermuda
Merna Re II 2023-2 Class A	1.36 mm	1.28 mm principal	0.11	Debt	Long	Bermuda
Matterhorn Re SR2023-1 Class CYB-A	1.36 mm	1.35 mm principal	0.11	Debt	Long	Bermuda
Bayou Re 2023-1 Class B	1.34 mm	1.21 mm principal	0.11	Debt	Long	Bermuda
Totara Re Pte. 2023-1	1.33 mm	2.17 mm principal	0.11	Debt	Long	Singapore
Aquila Re I 2023-1 Class C-1	1.32 mm	1.24 mm principal	0.11	Debt	Long	Bermuda
Bayou Re 2024-1 Class A	1.32 mm	1.26 mm principal	0.11	Debt	Long	Bermuda
Torrey Pines Re 2024-1 Class B	1.30 mm	1.26 mm principal	0.11	Debt	Long	Bermuda
Longleaf Pine Re 2024-1 Class A	1.29 mm	1.19 mm principal	0.10	Debt	Long	Bermuda
Residential Re 2020-II Class 4	1.26 mm	1.27 mm principal	0.10	Debt	Long	Cayman Islands
Wrigley Re 2023-1 Class B	1.22 mm	1.17 mm principal	0.10	Debt	Long	Bermuda
Mystic Re IV 2023-1 Class A	1.20 mm	1.15 mm principal	0.10	Debt	Long	Bermuda
Locke Tavern Re 2023-1 Class A	1.19 mm	1.16 mm principal	0.10	Debt	Long	Bermuda
Lower Ferry Re 2023-1 Class B	1.18 mm	1.14 mm principal	0.09	Debt	Long	Bermuda
Torrey Pines Re 2023-1 Class A	1.16 mm	1.13 mm principal	0.09	Debt	Long	Bermuda
Eiffel Re 2023-1 Class A	1.15 mm	1.07 mm principal	0.09	Debt	Long	Bermuda
Aquila Re I 2023-1 Class B-1	1.14 mm	1.08 mm principal	0.09	Debt	Long	Bermuda
Acorn Re 2024-1 Class B	1.13 mm	1.13 mm principal	0.09	Debt	Long	Bermuda
Gateway Re 2024-2 Class C	1.12 mm	1.14 mm principal	0.09	Debt	Long	Bermuda
Merna Re II 2023-1 Class A	1.12 mm	1.07 mm principal	0.09	Debt	Long	Bermuda
Acorn Re 2023-1 Class A	1.12 mm	1.10 mm principal	0.09	Debt	Long	Bermuda
Acorn Re 2024-1 Class A	1.08 mm	1.08 mm principal	0.09	Debt	Long	Bermuda
Kendall Re 2024-1 Class A	1.06 mm	1.02 mm principal	0.09	Debt	Long	Bermuda
Citrus Re 2023-1 Class A	1.05 mm	1.01 mm principal	0.08	Debt	Long	Bermuda
PoleStar Re 2024-1 Class A	1.01 mm	1.00 mm principal	0.08	Debt	Long	Bermuda
Matterhorn Re SR2022-1 Class A	1,000.00 k	1.00 mm principal	0.08	Debt	Long	Bermuda
Foundation Re 2023-1 Class A	996.10 k	968.00 k principal	0.08	Debt	Long	Bermuda
Residential Re 2021-II Class 3	980.18 k	1.00 mm principal	0.08	Debt	Long	Cayman Islands
FloodSmart Re 2024-1 Class B	978.75 k	967.00 k principal	0.08	Debt	Long	Bermuda
Palm Re 2024-1 Class A	960.71 k	928.00 k principal	0.08	Debt	Long	Bermuda
Purple Re 2023-1 Class A	950.18 k	959.00 k principal	0.08	Debt	Long	Bermuda
Winston Re 2024-1 Class A	927.23 k	927.00 k principal	0.07	Debt	Long	Bermuda
Citrus Re 2023-1 Class B	914.90 k	876.00 k principal	0.07	Debt	Long	Bermuda
Charles River Re 2024-1 Class A	909.01 k	885.00 k principal	0.07	Debt	Long	Bermuda
Sanders Re III 2022-1 Class A	895.28 k	900.00 k principal	0.07	Debt	Long	Bermuda
Sakura Re 2022-1 Class A	890.81 k	841.00 k principal	0.07	Debt	Long	Bermuda
Nakama Re 2020-1 Class 1	868.97 k	871.00 k principal	0.07	Debt	Long	Bermuda
Tomoni Re Pte 2024-1 Class B	862.69 k	853.00 k principal	0.07	Debt	Long	Singapore
Mayflower Re 2023-1 Class A	861.42 k	837.00 k principal	0.07	Debt	Long	Bermuda
Fish Pond Re 2024-1 Class A	858.47 k	842.00 k principal	0.07	Debt	Long	Bermuda
Fuchsia 2023-1 Class A	850.72 k	815.00 k principal	0.07	Debt	Long	UK
Veraison Re 2024-1 Class A	843.14 k	826.00 k principal	0.07	Debt	Long	Bermuda
Mountain Re 2023-1 Class A	834.86 k	804.00 k principal	0.07	Debt	Long	Bermuda
Hexagon IV Re 2023-1 Class A	834.70 k	772.00 k principal	0.07	Debt	Long	Bermuda
King Max Re DAC	832.93 k	774.00 k principal	0.07	Debt	Long	Ireland
Residential Re 2023-II Class 3	827.27 k	817.00 k principal	0.07	Debt	Long	Bermuda
Sanders Re III 2022-3 Class A	821.72 k	789.00 k principal	0.07	Debt	Long	Bermuda
Nakama Re 2023-1 Class 2	816.91 k	802.00 k principal	0.07	Debt	Long	Bermuda
Commonwealth Re 2023-1 Class A	803.85 k	783.00 k principal	0.06	Debt	Long	Bermuda
Bayou Re 2023-1 Class A	802.99 k	750.00 k principal	0.06	Debt	Long	Bermuda
Veraison Re 2023-1 Class A	791.69 k	760.00 k principal	0.06	Debt	Long	Bermuda
Veraison Re 2023-1 Class B	780.44 k	729.00 k principal	0.06	Debt	Long	Bermuda
Gateway Re 2024-1 Class A	734.99 k	744.00 k principal	0.06	Debt	Long	Bermuda
Purple Re 2023-2 Class A	692.49 k	674.00 k principal	0.06	Debt	Long	Bermuda
Azzurro Re II DAC 2024-1 Class A	683.39 k	628.00 k principal	0.06	Debt	Long	Ireland
Tomoni Re Pte 2024-1 Class A	680.20 k	679.00 k principal	0.05	Debt	Long	Singapore
Integrity Re 2023-1 Class A	673.26 k	687.00 k principal	0.05	Debt	Long	Bermuda
Mayflower Re 2024-1 Class A	667.93 k	650.00 k principal	0.05	Debt	Long	Bermuda
Gateway Re 2024-1 Class AA	655.21 k	638.00 k principal	0.05	Debt	Long	Bermuda
IBRD CAR 133 Class B	652.71 k	651.00 k principal	0.05	Debt	Long	USA
Gateway Re II 2023-1 Class A	647.44 k	608.00 k principal	0.05	Debt	Long	Bermuda
Ursa Re 2023-1 Class AA	645.28 k	633.00 k principal	0.05	Debt	Long	Bermuda
Sakura Re 2021-1 Class A	640.24 k	638.00 k principal	0.05	Debt	Long	Bermuda
Aragonite Re 2024-1 Class A	639.46 k	627.00 k principal	0.05	Debt	Long	Bermuda
Vitality Re XIV 2023 Class A	637.34 k	629.00 k principal	0.05	Debt	Long	Cayman Islands
IBRD CAR 135 Class D	637.01 k	613.00 k principal	0.05	Debt	Long	USA
Gateway Re 2023-3 Class A	619.06 k	594.00 k principal	0.05	Debt	Long	Bermuda
Torrey Pines Re 2024-1 Class C	614.86 k	598.00 k principal	0.05	Debt	Long	Bermuda
Vitality Re XIII 2022 Class A	607.50 k	611.00 k principal	0.05	Debt	Long	Cayman Islands
East Lane Re VII 2024-1 Class A	569.86 k	569.00 k principal	0.05	Debt	Long	Bermuda
Integrity Re 2024-1 Class D	551.67 k	852.00 k principal	0.04	Debt	Long	Bermuda
Ursa Re II 2022-2 Class C	551.54 k	526.00 k principal	0.04	Debt	Long	Bermuda
Integrity Re 2024-1 Class A	525.57 k	542.00 k principal	0.04	Debt	Long	Bermuda
Citrus Re 2024-1 Class B	525.18 k	508.00 k principal	0.04	Debt	Long	Bermuda
Wrigley Re 2023-1 Class A	520.94 k	507.00 k principal	0.04	Debt	Long	Bermuda
Gateway Re 2023-1 Class B	518.66 k	479.00 k principal	0.04	Debt	Long	Bermuda
Ashera Re 2024-1 Class A	511.45 k	506.00 k principal	0.04	Debt	Long	Bermuda
Sanders Re III 2023-1 Class B	508.79 k	528.00 k principal	0.04	Debt	Long	Bermuda
Sabine Re 2024-1 Class A	505.91 k	488.00 k principal	0.04	Debt	Long	Bermuda
Aquila Re I 2024-1 Class A-1	502.81 k	492.00 k principal	0.04	Debt	Long	Bermuda
Nature Coast Re 2024-1 Class A	491.42 k	469.00 k principal	0.04	Debt	Long	Bermuda
Nature Coast Re 2023-1 Class B	474.21 k	470.00 k principal	0.04	Debt	Long	Bermuda
Lower Ferry Re 2023-1 Class A	468.19 k	456.00 k principal	0.04	Debt	Long	Bermuda
Ursa Re II 2022-1 Class A	459.84 k	457.00 k principal	0.04	Debt	Long	Bermuda
Bayou Re 2024-1 Class B	454.52 k	419.00 k principal	0.04	Debt	Long	Bermuda
Phoenician Re 2021-1 Class A	454.30 k	455.00 k principal	0.04	Debt	Long	Bermuda
Residential Re 2024-I Class 14	439.68 k	439.00 k principal	0.04	Debt	Long	Cayman Islands
Sanders Re III 2023-1 Class A	433.20 k	423.00 k principal	0.03	Debt	Long	Bermuda
Baldwin Re 2023-1 Class A	433.05 k	423.00 k principal	0.03	Debt	Long	Bermuda
Lion III Re DAC 2021-1	432.81 k	404.00 k principal	0.03	Debt	Long	Ireland
Herbie Re 2022-1 Class A	429.85 k	392.00 k principal	0.03	Debt	Long	Bermuda
Northshore Re II 2022-1 Class A	426.41 k	415.00 k principal	0.03	Debt	Long	Bermuda
Integrity Re 2024-1 Class C	425.47 k	542.00 k principal	0.03	Debt	Long	Bermuda
Galileo Re 2023-1 Class B	417.33 k	409.00 k principal	0.03	Debt	Long	Bermuda
Gateway Re 2024-4 Class A	410.33 k	425.00 k principal	0.03	Debt	Long	Bermuda
Herbie Re 2020-2 Class A	406.52 k	406.00 k principal	0.03	Debt	Long	Bermuda
Hypatia Ltd. 2023-1 Class A	394.28 k	377.00 k principal	0.03	Debt	Long	Bermuda
Blue Sky Re DAC 2023-1	392.12 k	353.00 k principal	0.03	Debt	Long	Ireland
Solomon Re 2023-1 Class A	389.47 k	379.00 k principal	0.03	Debt	Long	Bermuda
First Coast Re III 2021-1 Class A	380.17 k	378.00 k principal	0.03	Debt	Long	Singapore
Bonanza Re 2023-2 Class A	377.28 k	458.00 k principal	0.03	Debt	Long	Bermuda
Vitality Re XV 2024 Class A	371.77 k	372.00 k principal	0.03	Debt	Long	Cayman Islands
Long Walk Re 2024-1 Class A	365.50 k	360.00 k principal	0.03	Debt	Long	Bermuda
Sanders Re III 2022-2 Class B	365.39 k	357.00 k principal	0.03	Debt	Long	Bermuda
Sakura Re 2021-1 Class B	364.95 k	365.00 k principal	0.03	Debt	Long	Bermuda
Ursa Re 2023-1 Class C	350.55 k	341.00 k principal	0.03	Debt	Long	Bermuda
Blue Halo Re 2022-1 Class B	349.68 k	372.00 k principal	0.03	Debt	Long	Bermuda
Ursa Re II 2022-2 Class AA	342.58 k	331.00 k principal	0.03	Debt	Long	Bermuda
Vitality Re XIV 2023 Class B	337.01 k	334.00 k principal	0.03	Debt	Long	Cayman Islands
Montoya Re 2022-1 Class A	329.72 k	326.00 k principal	0.03	Debt	Long	Bermuda
Metrocat Re 2023-1 Class A	329.06 k	321.00 k principal	0.03	Debt	Long	Bermuda
Winston Re 2024-1 Class B	320.51 k	387.00 k principal	0.03	Debt	Long	Bermuda
Four Lakes Re 2023-1 Class A	320.10 k	314.00 k principal	0.03	Debt	Long	Bermuda
Aquila Re I 2024-1 Class B-1	312.61 k	299.00 k principal	0.03	Debt	Long	Bermuda
Nakama Re Pte. 2021-1 Class 1	306.03 k	307.00 k principal	0.02	Debt	Long	Singapore
Residential Re 2021-I Class 12	296.70 k	301.00 k principal	0.02	Debt	Long	Cayman Islands
Taranis Re DAC 2023-1 Class A	280.25 k	257.00 k principal	0.02	Debt	Long	Ireland
Aquila Re I 2023-1 Class A-1	274.19 k	265.00 k principal	0.02	Debt	Long	Bermuda