Stone Ridge High Yield Reinsurance Risk Premium Fund

Fund Profile

Fund profile

Tickers

SHRIX, SHRMX

Fund manager

Stone Ridge Trust

Total assets

$3.35 bn

Liabilities

$44.50 mm

Net assets

$3.31 bn

Number of holdings

299.00

Top 200 of 299 Holdings

As of Oct 2024

Security	$Holding	Balance	% of Fund	Category	Position	Country
Rondout (Artex Segregated Account Company)	132.52 mm	150.09 k shares	4.01	Preferred equity	Long	Bermuda
Fidelity Government Portfolio	113.13 mm	113.13 mm shares	3.42	Short-term investment vehicle	Long	USA
MSILF Government Portfolio	113.13 mm	113.13 mm shares	3.42	Short-term investment vehicle	Long	USA
Labrador (Horseshoe Re)	59.79 mm	34.12 k shares	1.81	Preferred equity	Long	Bermuda
Alamo Re 2024-1 Class B	58.29 mm	56.07 mm principal	1.76	Debt	Long	Bermuda
Cape Lookout Re 2024-1 Class A	51.16 mm	49.95 mm principal	1.55	Debt	Long	Bermuda
Alamo Re 2024-1 Class C	47.93 mm	45.35 mm principal	1.45	Debt	Long	Bermuda
Lightning Re 2023-1 Class A	47.45 mm	44.87 mm principal	1.43	Debt	Long	Bermuda
Alamo Re 2024-1 Class A	46.23 mm	44.25 mm principal	1.40	Debt	Long	Bermuda
FloodSmart Re 2024-1 Class A	45.49 mm	44.11 mm principal	1.38	Debt	Long	Bermuda
Eden Re II 2024-1 Class B	42.37 mm	37.00 mm principal	1.28	Debt	Long	Bermuda
Everglades Re II 2024-1 Class B	40.27 mm	38.50 mm principal	1.22	Debt	Long	Bermuda
Acorn Re 2021-1 Class A	38.25 mm	38.31 mm principal	1.16	Debt	Long	Bermuda
Everglades Re II 2024-1 Class A	38.18 mm	36.49 mm principal	1.15	Debt	Long	Bermuda
Merna Re II 2024-3 Class A	37.09 mm	35.28 mm principal	1.12	Debt	Long	Bermuda
Hudson Charles 3 (Mt. Logan Re)	35.19 mm	31.64 k shares	1.06	Preferred equity	Long	Bermuda
Hatteras (Artex Segregated Account Company)	34.65 mm	37.26 k shares	1.05	Preferred equity	Long	Bermuda
Long Point Re IV 2022-1 Class A	32.53 mm	31.97 mm principal	0.98	Debt	Long	Bermuda
Ursa Re 2023-3 Class D	28.37 mm	26.99 mm principal	0.86	Debt	Long	Bermuda
Purple Re 2024-1 Class A	28.34 mm	27.80 mm principal	0.86	Debt	Long	Bermuda
Cape Lookout Re 2023-1 Class A	27.16 mm	26.05 mm principal	0.82	Debt	Long	Bermuda
Everglades Re II 2024-1 Class C	26.72 mm	25.44 mm principal	0.81	Debt	Long	Bermuda
IBRD CAR 131	26.20 mm	25.83 mm principal	0.79	Debt	Long	USA
Residential Re 2023-I Class 14	24.47 mm	24.54 mm principal	0.74	Debt	Long	Bermuda
High Point Re 2023-1 Class A	24.38 mm	23.83 mm principal	0.74	Debt	Long	Bermuda
Torrey Pines Re 2024-1 Class A	24.36 mm	23.46 mm principal	0.74	Debt	Long	Bermuda
IBRD CAR 136	24.31 mm	24.77 mm principal	0.73	Debt	Long	USA
Nakama Re Pte. 2021-1 Class 1	23.70 mm	23.78 mm principal	0.72	Debt	Long	Singapore
Peregrine HYR	23.33 mm	1.80 mm shares	0.71	Preferred equity	Long	Bermuda
Ursa Re 2023-3 Class AA	23.24 mm	22.44 mm principal	0.70	Debt	Long	Bermuda
Ursa Re 2023-2 Class E	22.99 mm	22.02 mm principal	0.70	Debt	Long	Bermuda
Blue Ridge Re 2023-1 Class B	22.98 mm	22.12 mm principal	0.69	Debt	Long	Bermuda
Merna Re II 2022-1 Class A	22.71 mm	22.51 mm principal	0.69	Debt	Long	Bermuda
Cape Lookout Re 2022-1 Class A	22.53 mm	22.16 mm principal	0.68	Debt	Long	Bermuda
IBRD CAR 132 Class A	22.07 mm	21.82 mm principal	0.67	Debt	Long	USA
Hudson Charles 2 (Mt. Logan Re)	21.70 mm	11.53 k shares	0.66	Preferred equity	Long	Bermuda
Merna Re II 2024-2 Class A	21.62 mm	21.17 mm principal	0.65	Debt	Long	Bermuda
Alamo Re 2023-1 Class A	20.16 mm	19.35 mm principal	0.61	Debt	Long	Bermuda
Torrey Pines Re 2022-1 Class A	19.98 mm	19.86 mm principal	0.60	Debt	Long	Bermuda
PoleStar Re 2024-3 Class A	19.48 mm	19.51 mm principal	0.59	Debt	Long	Bermuda
Sutter Re 2023-1 Class B	19.24 mm	18.63 mm principal	0.58	Debt	Long	Bermuda
FloodSmart Re 2022-1 Class A	18.97 mm	18.54 mm principal	0.57	Debt	Long	Bermuda
Sutter Re 2023-1 Class E	18.80 mm	18.03 mm principal	0.57	Debt	Long	Bermuda
Blue Ridge Re 2023-1 Class A	18.49 mm	18.17 mm principal	0.56	Debt	Long	Bermuda
Sanders Re III 2022-1 Class A	18.33 mm	18.43 mm principal	0.55	Debt	Long	Bermuda
Mayflower Re 2023-1 Class B	18.12 mm	17.39 mm principal	0.55	Debt	Long	Bermuda
Alamo Re 2022-1 Class A	17.95 mm	17.60 mm principal	0.54	Debt	Long	Bermuda
Sanders Re III 2023-2 Class A	17.85 mm	16.80 mm principal	0.54	Debt	Long	Bermuda
Sector Re V Series 2024-Apr Class GL-R	17.64 mm	15.41 mm principal	0.53	Debt	Long	Bermuda
Sanders Re III 2024-1 Class A	17.47 mm	16.87 mm principal	0.53	Debt	Long	Bermuda
Merna Re II 2024-1 Class A	17.35 mm	16.60 mm principal	0.52	Debt	Long	Bermuda
IBRD CAR 134 Class C	17.30 mm	16.47 mm principal	0.52	Debt	Long	USA
Residential Re 2023-II Class 5	16.97 mm	16.52 mm principal	0.51	Debt	Long	Bermuda
Armor Re II 2024-1 Class A	16.93 mm	16.23 mm principal	0.51	Debt	Long	Bermuda
Torrey Pines Re 2024-1 Class B	16.41 mm	15.92 mm principal	0.50	Debt	Long	Bermuda
Atlas Capital 2022 DAC 2022-1 Class A	16.37 mm	16.01 mm principal	0.49	Debt	Long	Ireland
Longleaf Pine Re 2024-1 Class A	15.83 mm	14.58 mm principal	0.48	Debt	Long	Bermuda
Bayou Re 2024-1 Class A	15.60 mm	14.88 mm principal	0.47	Debt	Long	Bermuda
Mystic Re IV 2021-2 Class A	15.26 mm	15.20 mm principal	0.46	Debt	Long	Bermuda
Sakura Re 2021-1 Class A	15.13 mm	15.08 mm principal	0.46	Debt	Long	Bermuda
Ursa Re II 2022-1 Class A	14.84 mm	14.75 mm principal	0.45	Debt	Long	Bermuda
Gateway Re 2023-1 Class A	14.77 mm	13.73 mm principal	0.45	Debt	Long	Bermuda
FloodSmart Re 2023-1 Class A	14.69 mm	14.33 mm principal	0.44	Debt	Long	Bermuda
Matterhorn Re SR2023-1 Class CYB-A	14.63 mm	14.53 mm principal	0.44	Debt	Long	Bermuda
Vitality Re XII 2021 Class A	14.61 mm	14.61 mm principal	0.44	Debt	Long	Cayman Islands
Baldwin Re 2021-1 Class A	14.33 mm	14.35 mm principal	0.43	Debt	Long	Bermuda
Sanders Re II 2021-1 Class A	14.13 mm	14.12 mm principal	0.43	Debt	Long	Bermuda
Sussex Capital UK PCC 2020-1	14.02 mm	13.96 mm principal	0.42	Debt	Long	Ireland
Catahoula Re II 2022-1 Class A	13.97 mm	13.20 mm principal	0.42	Debt	Long	Singapore
Queen Street 2023 Re DAC	13.60 mm	13.25 mm principal	0.41	Debt	Long	Ireland
Residential Re 2023-I Class 13	13.52 mm	13.64 mm principal	0.41	Debt	Long	Bermuda
Hestia Re 2022-1 Class A	13.40 mm	16.25 mm principal	0.41	Debt	Long	Bermuda
Wrigley Re 2023-1 Class B	13.37 mm	12.80 mm principal	0.40	Debt	Long	Bermuda
Acorn Re 2024-1 Class B	13.14 mm	13.14 mm principal	0.40	Debt	Long	Bermuda
Matterhorn Re SR2021-1 Class A	13.10 mm	13.45 mm principal	0.40	Debt	Long	Bermuda
Locke Tavern Re 2023-1 Class A	12.96 mm	12.63 mm principal	0.39	Debt	Long	Bermuda
Gateway Re 2024-2 Class C	12.93 mm	13.16 mm principal	0.39	Debt	Long	Bermuda
Northshore Re II 2022-1 Class A	12.93 mm	12.58 mm principal	0.39	Debt	Long	Bermuda
Mystic Re IV 2023-1 Class A	12.57 mm	12.10 mm principal	0.38	Debt	Long	Bermuda
Galileo Re 2023-1 Class A	12.54 mm	12.11 mm principal	0.38	Debt	Long	Bermuda
Acorn Re 2024-1 Class A	12.52 mm	12.52 mm principal	0.38	Debt	Long	Bermuda
Magnolia (Artex Segregated Account Company)	12.49 mm	10.65 k shares	0.38	Preferred equity	Long	Bermuda
Residential Re 2022-I Class 14	12.45 mm	12.64 mm principal	0.38	Debt	Long	Cayman Islands
Kendall Re 2024-1 Class A	12.37 mm	11.96 mm principal	0.37	Debt	Long	Bermuda
Phoenician Re 2021-1 Class A	12.24 mm	12.26 mm principal	0.37	Debt	Long	Bermuda
Aquila Re I 2023-1 Class C-1	12.22 mm	11.47 mm principal	0.37	Debt	Long	Bermuda
Charles River Re 2024-1 Class A	12.09 mm	11.78 mm principal	0.37	Debt	Long	Bermuda
Lower Ferry Re 2023-1 Class B	12.05 mm	11.68 mm principal	0.36	Debt	Long	Bermuda
Nature Coast Re 2023-1 Class A	12.03 mm	11.88 mm principal	0.36	Debt	Long	Bermuda
Merna Re II 2023-2 Class A	11.70 mm	11.04 mm principal	0.35	Debt	Long	Bermuda
Sakura Re 2021-1 Class B	11.65 mm	11.66 mm principal	0.35	Debt	Long	Bermuda
Thopas Re Ltd. 2024-2 (S)	11.53 mm	105.94 k shares	0.35	Preferred equity	Long	Bermuda
Torrey Pines Re 2022-1 Class B	11.47 mm	11.38 mm principal	0.35	Debt	Long	Bermuda
Palm Re 2024-1 Class A	11.31 mm	10.93 mm principal	0.34	Debt	Long	Bermuda
FloodSmart Re 2024-1 Class B	11.30 mm	11.17 mm principal	0.34	Debt	Long	Bermuda
Residential Re 2022-I Class 13	11.30 mm	11.61 mm principal	0.34	Debt	Long	Cayman Islands
Acorn Re 2023-1 Class A	11.29 mm	11.05 mm principal	0.34	Debt	Long	Bermuda
Mona Lisa Re 2021-1 Class A	10.90 mm	10.75 mm principal	0.33	Debt	Long	Bermuda
Riverfront Re 2021 Class A	10.87 mm	10.90 mm principal	0.33	Debt	Long	Bermuda
Foundation Re 2023-1 Class A	10.55 mm	10.25 mm principal	0.32	Debt	Long	Bermuda
Sanders Re III 2022-2 Class B	10.54 mm	10.30 mm principal	0.32	Debt	Long	Bermuda
Totara Re Pte. 2023-1	10.52 mm	17.20 mm principal	0.32	Debt	Long	Singapore
Sanders Re III 2022-2 Class A	10.39 mm	10.14 mm principal	0.31	Debt	Long	Bermuda
Gateway Re 2022-1 Class A	10.36 mm	10.14 mm principal	0.31	Debt	Long	Bermuda
Tomoni Re Pte 2024-1 Class B	10.24 mm	10.13 mm principal	0.31	Debt	Long	Singapore
Gateway Re 2024-1 Class AA	10.12 mm	9.85 mm principal	0.31	Debt	Long	Bermuda
Nakama Re Pte. 2021-1 Class 2	10.10 mm	10.15 mm principal	0.31	Debt	Long	Singapore
Winston Re 2024-1 Class A	9.73 mm	9.72 mm principal	0.29	Debt	Long	Bermuda
PoleStar Re 2024-1 Class A	9.70 mm	9.60 mm principal	0.29	Debt	Long	Bermuda
Bayou Re 2023-1 Class B	9.63 mm	8.68 mm principal	0.29	Debt	Long	Bermuda
Eiffel Re 2023-1 Class A	9.49 mm	8.86 mm principal	0.29	Debt	Long	Bermuda
Residential Re 2021-I Class 12	9.48 mm	9.62 mm principal	0.29	Debt	Long	Cayman Islands
Fish Pond Re 2024-1 Class A	9.26 mm	9.08 mm principal	0.28	Debt	Long	Bermuda
Citrus Re 2023-1 Class A	9.04 mm	8.66 mm principal	0.27	Debt	Long	Bermuda
Purple Re 2023-1 Class A	9.03 mm	9.11 mm principal	0.27	Debt	Long	Bermuda
Torrey Pines Re 2023-1 Class A	8.92 mm	8.74 mm principal	0.27	Debt	Long	Bermuda
Commonwealth Re 2023-1 Class A	8.86 mm	8.63 mm principal	0.27	Debt	Long	Bermuda
Vitality Re XII 2021 Class B	8.70 mm	8.72 mm principal	0.26	Debt	Long	Cayman Islands
Montoya Re 2022-1 Class A	8.65 mm	8.55 mm principal	0.26	Debt	Long	Bermuda
Baltic PCC 2022-1 Class A	8.63 mm	6.76 mm principal	0.26	Debt	Long	UK
Veraison Re 2024-1 Class A	8.62 mm	8.45 mm principal	0.26	Debt	Long	Bermuda
Ursa Re II 2021-1 Class F	8.61 mm	8.62 mm principal	0.26	Debt	Long	Bermuda
Mayflower Re 2023-1 Class A	8.58 mm	8.34 mm principal	0.26	Debt	Long	Bermuda
Aquila Re I 2023-1 Class B-1	8.52 mm	8.08 mm principal	0.26	Debt	Long	Bermuda
Gateway Re 2024-1 Class A	8.52 mm	8.62 mm principal	0.26	Debt	Long	Bermuda
Veraison Re 2023-1 Class B	8.44 mm	7.89 mm principal	0.26	Debt	Long	Bermuda
Purple Re 2023-2 Class A	8.44 mm	8.21 mm principal	0.26	Debt	Long	Bermuda
Mayflower Re 2024-1 Class A	8.37 mm	8.15 mm principal	0.25	Debt	Long	Bermuda
Merna Re II 2023-1 Class A	8.30 mm	7.90 mm principal	0.25	Debt	Long	Bermuda
Kilimanjaro III Re 2019-2 Class B-2	8.17 mm	8.18 mm principal	0.25	Debt	Long	Bermuda
Fuchsia 2023-1 Class A	8.14 mm	7.80 mm principal	0.25	Debt	Long	UK
FloodSmart Re 2022-1 Class B	8.13 mm	9.03 mm principal	0.25	Debt	Long	Bermuda
Mountain Re 2023-1 Class A	8.10 mm	7.80 mm principal	0.24	Debt	Long	Bermuda
Azzurro Re II DAC 2024-1 Class A	8.09 mm	7.43 mm principal	0.24	Debt	Long	Ireland
Tomoni Re Pte 2024-1 Class A	8.08 mm	8.06 mm principal	0.24	Debt	Long	Singapore
King Max Re DAC	7.97 mm	7.41 mm principal	0.24	Debt	Long	Ireland
Kilimanjaro III Re 2019-2 Class A-2	7.88 mm	8.57 mm principal	0.24	Debt	Long	Bermuda
Sanders Re II 2021-2 Class A	7.79 mm	7.77 mm principal	0.24	Debt	Long	Bermuda
Torrey Pines Re 2024-1 Class C	7.75 mm	7.54 mm principal	0.23	Debt	Long	Bermuda
Kilimanjaro III Re 2022-1 Class A	7.68 mm	7.52 mm principal	0.23	Debt	Long	Bermuda
Lower Ferry Re 2023-1 Class A	7.66 mm	7.46 mm principal	0.23	Debt	Long	Bermuda
IBRD CAR 133 Class B	7.64 mm	7.62 mm principal	0.23	Debt	Long	USA
Aragonite Re 2024-1 Class A	7.59 mm	7.44 mm principal	0.23	Debt	Long	Bermuda
IBRD CAR 135 Class D	7.52 mm	7.24 mm principal	0.23	Debt	Long	USA
Vitality Re XIV 2023 Class A	7.52 mm	7.42 mm principal	0.23	Debt	Long	Cayman Islands
Catahoula Re II 2022-1 Class B	7.41 mm	7.07 mm principal	0.22	Debt	Long	Singapore
Kilimanjaro III Re 2021-1 Class A-1	7.36 mm	7.29 mm principal	0.22	Debt	Long	Bermuda
Hexagon IV Re 2023-1 Class A	7.23 mm	6.68 mm principal	0.22	Debt	Long	Bermuda
Residential Re 2021-I Class 11	7.18 mm	8.43 mm principal	0.22	Debt	Long	Cayman Islands
Residential Re 2023-II Class 3	7.17 mm	7.08 mm principal	0.22	Debt	Long	Bermuda
Citrus Re 2023-1 Class B	6.95 mm	6.66 mm principal	0.21	Debt	Long	Bermuda
Nakama Re 2023-1 Class 2	6.91 mm	6.78 mm principal	0.21	Debt	Long	Bermuda
SD Re 2021-1 Class B	6.84 mm	6.85 mm principal	0.21	Debt	Long	Bermuda
Residential Re 2021-I Class 14	6.83 mm	6.85 mm principal	0.21	Debt	Long	Cayman Islands
Merna Re II 2022-2 Class A	6.71 mm	6.63 mm principal	0.20	Debt	Long	Bermuda
First Coast Re III 2021-1 Class A	6.32 mm	6.29 mm principal	0.19	Debt	Long	Singapore
Herbie Re 2020-2 Class A	6.25 mm	6.25 mm principal	0.19	Debt	Long	Bermuda
Citrus Re 2024-1 Class B	6.18 mm	5.98 mm principal	0.19	Debt	Long	Bermuda
Blue Halo Re 2022-1 Class B	6.16 mm	6.55 mm principal	0.19	Debt	Long	Bermuda
Topanga Re 2021-1 Class A	6.15 mm	6.19 mm principal	0.19	Debt	Long	Bermuda
Nature Coast Re 2024-1 Class A	6.12 mm	5.85 mm principal	0.19	Debt	Long	Bermuda
Bayou Re 2023-1 Class A	6.07 mm	5.67 mm principal	0.18	Debt	Long	Bermuda
Ashera Re 2024-1 Class A	6.05 mm	5.99 mm principal	0.18	Debt	Long	Bermuda
East Lane Re VII 2024-1 Class A	6.04 mm	6.03 mm principal	0.18	Debt	Long	Bermuda
Kilimanjaro III Re 2021-2 Class A-2	6.01 mm	5.97 mm principal	0.18	Debt	Long	Bermuda
Sabine Re 2024-1 Class A	6.00 mm	5.79 mm principal	0.18	Debt	Long	Bermuda
Aquila Re I 2024-1 Class A-1	5.90 mm	5.78 mm principal	0.18	Debt	Long	Bermuda
Lion III Re DAC 2021-1	5.88 mm	5.49 mm principal	0.18	Debt	Long	Ireland
Sanders Re III 2022-1 Class B	5.86 mm	6.19 mm principal	0.18	Debt	Long	Bermuda
Integrity Re 2024-1 Class D	5.79 mm	8.95 mm principal	0.18	Debt	Long	Bermuda
Wrigley Re 2023-1 Class A	5.76 mm	5.60 mm principal	0.17	Debt	Long	Bermuda
Gateway Re 2023-3 Class A	5.63 mm	5.40 mm principal	0.17	Debt	Long	Bermuda
Citrus Re 2022-1 Class A	5.63 mm	5.53 mm principal	0.17	Debt	Long	Bermuda
Vitality Re XIII 2022 Class B	5.59 mm	5.64 mm principal	0.17	Debt	Long	Cayman Islands
Kilimanjaro III Re 2021-1 Class C-1	5.55 mm	5.53 mm principal	0.17	Debt	Long	Bermuda
Sakura Re 2022-1 Class A	5.53 mm	5.22 mm principal	0.17	Debt	Long	Bermuda
Integrity Re 2024-1 Class A	5.52 mm	5.69 mm principal	0.17	Debt	Long	Bermuda
Bayou Re 2024-1 Class B	5.38 mm	4.96 mm principal	0.16	Debt	Long	Bermuda
Residential Re 2021-I Class 13	5.32 mm	5.31 mm principal	0.16	Debt	Long	Cayman Islands
3264 Re 2022-1 Class A	5.22 mm	7.96 mm principal	0.16	Debt	Long	Bermuda
Residential Re 2024-I Class 14	5.17 mm	5.16 mm principal	0.16	Debt	Long	Cayman Islands
Kilimanjaro III Re 2019-1 Class A-1	5.16 mm	5.46 mm principal	0.16	Debt	Long	Bermuda
Veraison Re 2023-1 Class A	5.06 mm	4.85 mm principal	0.15	Debt	Long	Bermuda
Integrity Re 2023-1 Class A	5.04 mm	5.14 mm principal	0.15	Debt	Long	Bermuda
Gateway Re 2024-4 Class A	5.04 mm	5.22 mm principal	0.15	Debt	Long	Bermuda
Black Kite Re 2022-1 Class A	4.99 mm	4.86 mm principal	0.15	Debt	Long	Hong Kong
Sector Re V Series 2023-Dec Class GL-R	4.89 mm	3.81 mm principal	0.15	Debt	Long	Bermuda
Trouvaille Re Ltd.	4.88 mm	439.30 k shares	0.15	Preferred equity	Long	Bermuda
Solomon Re 2023-1 Class A	4.85 mm	4.72 mm principal	0.15	Debt	Long	Bermuda
Gateway Re II 2023-1 Class A	4.84 mm	4.54 mm principal	0.15	Debt	Long	Bermuda
Ursa Re 2023-1 Class AA	4.81 mm	4.72 mm principal	0.15	Debt	Long	Bermuda
Sanders Re III 2022-3 Class A	4.80 mm	4.61 mm principal	0.15	Debt	Long	Bermuda
Claveau Re 2021-1 Class A	4.75 mm	6.56 mm principal	0.14	Debt	Long	Bermuda
Arenal (Artex Segregated Account Company)	4.70 mm	18.01 k shares	0.14	Preferred equity	Long	Bermuda
Tomoni Re Pte 2022-1 Class A-1	4.69 mm	4.68 mm principal	0.14	Debt	Long	Singapore
Ursa Re 2023-1 Class C	4.67 mm	4.54 mm principal	0.14	Debt	Long	Bermuda
Blue Halo Re 2022-1 Class A	4.59 mm	4.58 mm principal	0.14	Debt	Long	Bermuda
Ursa Re II 2022-2 Class C	4.57 mm	4.36 mm principal	0.14	Debt	Long	Bermuda
Yosemite Re 2022-1 Class A	4.56 mm	4.42 mm principal	0.14	Debt	Long	Bermuda
Integrity Re 2024-1 Class C	4.47 mm	5.69 mm principal	0.14	Debt	Long	Bermuda