Stone Ridge Funds > Stone Ridge Trust
Stone Ridge High Yield Reinsurance Risk Premium Fund
$1.86B
Avg Monthly Net Assets
$3.09B
Total Assets
$9.75M
Total Liabilities
$3.08B
Net Assets
Stone Ridge High Yield Reinsurance Risk Premium Fund is a Mutual Fund in Stone Ridge Trust
from Stone Ridge Funds,
based in New York,
United States of America.
The fund has two share classes
and monthly net assets of $1.86B.
On September 30th, 2024 it reported 298 holdings, the largest
being Rondout (Artex Segregated Account Company) (4.1%), Alamo Re Ltd. (1.8%) and Labrador (Horseshoe Re) (1.8%).
Data provided by Fincoded.
Share Classes
| Name | Class/Contract ID | Ticker | Monthly Returns (2 years) |
|---|---|---|---|
| Class I | C000122023 | SHRIX | |
| Class M | C000122024 | SHRMX |
Holdings
From latest NPORT-P, filed September 30th, 2024 for period ending July 31st, 2024.
Historic holdings data available from Fincoded.
| Name | Profile | Category | Country | Value $USD | # Shares | % of Fund |
|---|---|---|---|---|---|---|
| 3264 Re 2022-1 Class A (3264 Re Ltd.) | Long | Debt | BM | $6M | – | 0.19 |
| 3264 Re 2024-1 Class A (3264 Re Ltd.) | Long | Debt | BM | $2M | – | 0.06 |
| 3264 Re 2024-1 Class B (3264 Re Ltd.) | Long | Debt | BM | $3M | – | 0.10 |
| Acorn Re 2021-1 Class A (Acorn Re Ltd.) | Long | Debt | BM | $38M | – | 1.23 |
| Acorn Re 2023-1 Class A (Acorn Re Ltd.) | Long | Debt | BM | $11M | – | 0.36 |
| Alamo Re 2022-1 Class A (Alamo Re Ltd) | Long | Debt | BM | $17M | – | 0.56 |
| Alamo Re 2023-1 Class A (Alamo Re Ltd.) | Long | Debt | BM | $19M | – | 0.63 |
| Alamo Re 2024-1 Class A (Alamo Re Ltd.) | Long | Debt | BM | $42M | – | 1.38 |
| Alamo Re 2024-1 Class B (Alamo Re Ltd.) | Long | Debt | BM | $56M | – | 1.82 |
| Alamo Re 2024-1 Class C (Alamo Re Ltd.) | Long | Debt | BM | $45M | – | 1.47 |
| Aquila Re I 2023-1 Class A-1 (Aquila Re I Ltd.) | Long | Debt | BM | $4M | – | 0.11 |
| Aquila Re I 2023-1 Class B-1 (Aquila Re I Ltd.) | Long | Debt | BM | $8M | – | 0.27 |
| Aquila Re I 2023-1 Class C-1 (Aquila Re I Ltd.) | Long | Debt | BM | $9M | – | 0.29 |
| Aquila Re I 2024-1 Class A-1 (Aquila Re I Ltd.) | Long | Debt | BM | $6M | – | 0.19 |
| Aquila Re I 2024-1 Class B-1 (Aquila Re I Ltd.) | Long | Debt | BM | $4M | – | 0.11 |
| Aragonite Re 2024-1 Class A (Aragonite Re Ltd.) | Long | Debt | BM | $7M | – | 0.24 |
| Arenal (Artex Segregated Account Company) | Long | Equity-preferred | BM | $5M | 18K | 0.15 |
| Armor Re II 2024-1 Class A (Armor Re II Ltd.) | Long | Debt | BM | $16M | – | 0.52 |
| Ashera Re 2024-1 Class A (Ashera Re Ltd.) | Long | Debt | BM | $6M | – | 0.19 |
| Astro Re 2021-1 Class A (Astro Re Pte. Ltd.) | Long | Debt | SG | $1M | – | 0.04 |
| Atlas Capital 2022 DAC 2022-1 Class A (Atlas Capital Reinsurance 2022 DAC) | Long | Debt | IE | $16M | – | 0.52 |
| Atlas Capital DAC 2023-1 Class A | Long | Debt | IE | $990K | – | 0.03 |
| Azzurro Re II DAC 2024-1 Class A | Long | Debt | IE | $8M | – | 0.26 |
| Baldwin Re 2021-1 Class A (Baldwin Re Ltd.) | Long | Debt | BM | $14M | – | 0.46 |
| Baldwin Re 2023-1 Class A (Baldwin Re Ltd.) | Long | Debt | BM | $4M | – | 0.12 |
| Baltic PCC 2022-1 Class A (Baltic PCC Ltd) | Long | Debt | GB | $9M | – | 0.28 |
| Bayou Re 2023-1 Class A (Bayou Re Ltd.) | Long | Debt | BM | $6M | – | 0.18 |
| Bayou Re 2023-1 Class B (Bayou Re Ltd.) | Long | Debt | BM | $9M | – | 0.29 |
| Bayou Re 2024-1 Class A (Bayou Re Ltd.) | Long | Debt | BM | $15M | – | 0.48 |
| Bayou Re 2024-1 Class B (Bayou Re Ltd.) | Long | Debt | BM | $5M | – | 0.16 |
| Black Kite Re 2022-1 Class A (Black Kite Re Limited) | Long | Debt | HK | $5M | – | 0.16 |
| Blue Halo Re 2022-1 Class A (Blue Halo Re Ltd) | Long | Debt | BM | $1M | – | 0.04 |
| Blue Halo Re 2022-1 Class B (Blue Halo Re Ltd) | Long | Debt | BM | $6M | – | 0.19 |
| Blue Ridge Re 2023-1 Class A (Blue Ridge Re Ltd.) | Long | Debt | BM | $18M | – | 0.58 |
| Blue Ridge Re 2023-1 Class B (Blue Ridge Re Ltd.) | Long | Debt | BM | $22M | – | 0.72 |
| Blue Sky Re DAC 2023-1 | Long | Debt | IE | $4M | – | 0.12 |
| Bonanza Re 2020-2 Class A (Bonanza Re Ltd.) | Long | Debt | BM | $2M | – | 0.08 |
| Bonanza Re 2022-2 Class A (Bonanza Re Ltd.) | Long | Debt | BM | $4M | – | 0.12 |
| Bonanza Re 2023-2 Class A (Bonanza Re Ltd.) | Long | Debt | BM | $4M | – | 0.12 |
| Bowline Re 2022-1 Class A (Bowline Re Ltd.) | Long | Debt | BM | $3M | – | 0.08 |
| Bowline Re 2022-1 Class B (Bowline Re Ltd.) | Long | Debt | BM | $2M | – | 0.08 |
| Bowline Re 2022-1 Class C (Bowline Re Ltd.) | Long | Debt | BM | $2M | – | 0.08 |
| Caelus Re 2018-1 Class A (Caelus Re V Ltd) | Long | Debt | KY | $2M | – | 0.05 |
| Caelus Re 2018-1 Class B (Caelus Re V Ltd) | Long | Debt | KY | $5K | – | 0.00 |
| Cape Lookout Re 2022-1 Class A (Cape Lookout Re Ltd) | Long | Debt | BM | $22M | – | 0.71 |
| Cape Lookout Re 2023-1 Class A (Cape Lookout Re Ltd.) | Long | Debt | BM | $23M | – | 0.76 |
| Cape Lookout Re 2024-1 Class A (Cape Lookout Re Ltd.) | Long | Debt | BM | $43M | – | 1.40 |
| Catahoula Re II 2022-1 Class A (Catahoula II Re Pte. Ltd.) | Long | Debt | SG | $13M | – | 0.42 |
| Catahoula Re II 2022-1 Class B (Catahoula II Re Pte. Ltd.) | Long | Debt | SG | $7M | – | 0.23 |
| Charles River Re 2024-1 Class A (Charles River Re Ltd.) | Long | Debt | BM | $10M | – | 0.33 |
| Citrus Re 2022-1 Class A (Citrus Re Ltd) | Long | Debt | BM | $5M | – | 0.18 |
| Citrus Re 2023-1 Class A (Citrus Re Ltd.) | Long | Debt | BM | $8M | – | 0.25 |
| Citrus Re 2023-1 Class B (Citrus Re Ltd.) | Long | Debt | BM | $7M | – | 0.22 |
| Citrus Re 2024-1 Class A (Citrus Re Ltd.) | Long | Debt | BM | $3M | – | 0.10 |
| Citrus Re 2024-1 Class B (Citrus Re Ltd.) | Long | Debt | BM | $6M | – | 0.19 |
| Claveau Re 2021-1 Class A (Claveau Re Ltd.) | Long | Debt | BM | $4M | – | 0.13 |
| Commonwealth Re 2022-1 Class A (Commonwealth Re Ltd.) | Long | Debt | BM | $2M | – | 0.06 |
| Commonwealth Re 2023-1 Class A (Commonwealth Re Ltd.) | Long | Debt | BM | $9M | – | 0.28 |
| East Lane Re VII 2024-1 Class A (East Lane Re VII Ltd.) | Long | Debt | BM | $6M | – | 0.20 |
| Eden Re II 2021-1 Class A (Eden Re II Segregated Account 2021-1) | Long | Debt | BM | $284K | – | 0.01 |
| Eden Re II 2021-1 Class B (Eden Re II Segregated Account 2021-1) | Long | Debt | BM | $401K | – | 0.01 |
| Eden Re II 2022-1 Class A (Eden Re II Segregated Account 2022-1) | Long | Debt | BM | $747K | – | 0.02 |
| Eden Re II 2022-1 Class B (Eden Re II Segregated Account 2022-1) | Long | Debt | BM | $2M | – | 0.05 |
| Eden Re II 2023-1 Class B (Eden Re II Segregated Account 2023-1) | Long | Debt | BM | $3M | – | 0.10 |
| Eden Re II 2024-1 Class B (Eden Re II Segregated Account 2024-1) | Long | Debt | BM | $41M | – | 1.32 |
| Eiffel Re 2023-1 Class A (Eiffel Re Ltd.) | Long | Debt | BM | $9M | – | 0.31 |
| Everglades Re II 2024-1 Class A (Everglades Re II Ltd.) | Long | Debt | BM | $36M | – | 1.19 |
| Everglades Re II 2024-1 Class B (Everglades Re II Ltd.) | Long | Debt | BM | $38M | – | 1.24 |
| Everglades Re II 2024-1 Class C (Everglades Re II Ltd.) | Long | Debt | BM | $25M | – | 0.82 |
| Fidelity Government Portfolio | Long | Short-term investment vehicle | US | $51M | 51M | 1.65 |
| Finca Re 2022-1 Class A (Finca Re Ltd) | Long | Debt | BM | $3M | – | 0.10 |
| First Coast Re III 2021-1 Class A (First Coast Re III Pte. Ltd) | Long | Debt | SG | $6M | – | 0.19 |
| First Coast Re IV 2023-1 Class A (First Coast Re IV Ltd.) | Long | Debt | BM | $2M | – | 0.07 |
| Fish Pond Re 2024-1 Class A (Fish Pond Re Ltd.) | Long | Debt | BM | $9M | – | 0.29 |
| FloodSmart Re 2022-1 Class A (FloodSmart Re Ltd) | Long | Debt | BM | $18M | – | 0.57 |
| FloodSmart Re 2022-1 Class B (FloodSmart Re Ltd) | Long | Debt | BM | $9M | – | 0.28 |
| FloodSmart Re 2022-1 Class C (FloodSmart Re Ltd) | Long | Debt | BM | $2M | – | 0.05 |
| FloodSmart Re 2023-1 Class A (FloodSmart Re Ltd.) | Long | Debt | BM | $14M | – | 0.46 |
| FloodSmart Re 2023-1 Class B (FloodSmart Re Ltd.) | Long | Debt | BM | $3M | – | 0.11 |
| FloodSmart Re 2024-1 Class A (FloodSmart Re Ltd.) | Long | Debt | BM | $44M | – | 1.43 |
| FloodSmart Re 2024-1 Class B (FloodSmart Re Ltd.) | Long | Debt | BM | $11M | – | 0.35 |
| Foundation Re 2023-1 Class A (Foundation Re VI Ltd.) | Long | Debt | BM | $10M | – | 0.34 |
| Four Lakes Re 2021-1 Class A (Four Lakes Re Ltd.) | Long | Debt | BM | $4M | – | 0.13 |
| Four Lakes Re 2022-1 Class A (Four Lakes Re Ltd.) | Long | Debt | BM | $1M | – | 0.04 |
| Four Lakes Re 2023-1 Class A (Four Lakes Re Ltd.) | Long | Debt | BM | $3M | – | 0.10 |
| Frontline 2018-1 Class A (Frontline Re Ltd) | Long | Debt | BM | $455K | – | 0.01 |
| Fuchsia 2023-1 Class A (Fuchsia 2023-1 (London Bridge 2 PCC Protected Cell)) | Long | Debt | GB | $8M | – | 0.26 |
| Galileo Re 2023-1 Class A (Galileo Re Ltd.) | Long | Debt | BM | $12M | – | 0.40 |
| Galileo Re 2023-1 Class B (Galileo Re Ltd.) | Long | Debt | BM | $4M | – | 0.12 |
| Gateway Re 2022-1 Class A (Gateway Re Ltd) | Long | Debt | BM | $10M | – | 0.33 |
| Gateway Re 2023-1 Class A (Gateway Re Ltd.) | Long | Debt | BM | $14M | – | 0.46 |
| Gateway Re 2023-1 Class B (Gateway Re Ltd.) | Long | Debt | BM | $3M | – | 0.10 |
| Gateway Re 2023-3 Class A (Gateway Re Ltd.) | Long | Debt | BM | $5M | – | 0.17 |
| Gateway Re 2024-1 Class A (Gateway Re Ltd.) | Long | Debt | BM | $8M | – | 0.26 |
| Gateway Re 2024-1 Class AA (Gateway Re Ltd.) | Long | Debt | BM | $10M | – | 0.32 |
| Gateway Re 2024-2 Class C (Gateway Re Ltd.) | Long | Debt | BM | $12M | – | 0.40 |
| Gateway Re 2024-4 Class A (Gateway Re Ltd.) | Long | Debt | BM | $4M | – | 0.14 |
| Gateway Re II 2023-1 Class A (Gateway Re II Ltd.) | Long | Debt | BM | $5M | – | 0.15 |
| Hatteras (Artex Segregated Account Company) | Long | Equity-preferred | BM | $36M | 37K | 1.16 |
| Herbie Re 2020-2 Class A (Herbie Re Ltd.) | Long | Debt | BM | $6M | – | 0.20 |
| Herbie Re 2020-2 Class B (Herbie Re Ltd.) | Long | Debt | BM | $3M | – | 0.11 |
| Herbie Re 2020-2 Class C (Herbie Re Ltd.) | Long | Debt | BM | $560K | – | 0.02 |
| Herbie Re 2021-1 Class A (Herbie Re Ltd.) | Long | Debt | BM | $3M | – | 0.10 |
| Herbie Re 2022-1 Class A (Herbie Re Ltd.) | Long | Debt | BM | $2M | – | 0.08 |
| Hestia Re 2022-1 Class A (Hestia Re Ltd) | Long | Debt | BM | $15M | – | 0.48 |
| Hestia Re 2023-1 Class A (Hestia Re Ltd.) | Long | Debt | BM | $4M | – | 0.12 |
| Hexagon III Re Pte. Class B (Hexagon III Re Pte. Ltd.) | Long | Debt | SG | $2M | – | 0.06 |
| Hexagon IV Re 2023-1 Class A (Hexagon IV Re Ltd.) | Long | Debt | BM | $7M | – | 0.24 |
| Hexagon IV Re 2023-1 Class B (Hexagon IV Re Ltd.) | Long | Debt | BM | $2M | – | 0.06 |
| High Point Re 2023-1 Class A (High Point Re Ltd.) | Long | Debt | BM | $24M | – | 0.78 |
| Hudson Charles 2 (Mt. Logan Re) (Hudson Charles (Mt. Logan Re)) | Long | Equity-preferred | BM | $20M | 12K | 0.66 |
| Hudson Charles 3 (Mt. Logan Re) (Hudson Charles (Mt. Logan Re)) | Long | Equity-preferred | BM | $33M | 32K | 1.07 |
| Hypatia Ltd. 2023-1 Class A | Long | Debt | BM | $3M | – | 0.09 |
| IBRD CAR 131 | Long | Debt | US | $26M | – | 0.85 |
| IBRD CAR 132 Class A | Long | Debt | US | $22M | – | 0.71 |
| IBRD CAR 133 Class B | Long | Debt | US | $8M | – | 0.25 |
| IBRD CAR 134 Class C | Long | Debt | US | $16M | – | 0.53 |
| IBRD CAR 135 Class D | Long | Debt | US | $7M | – | 0.24 |
| IBRD CAR 136 | Long | Debt | US | $23M | – | 0.76 |
| Integrity Re 2020-1 Class A (Integrity Re II Pte. Ltd.) | Long | Debt | SG | $17K | – | 0.00 |
| Integrity Re 2022-1 Class A (Integrity Re Ltd) | Long | Debt | BM | $3M | – | 0.11 |
| Integrity Re 2023-1 Class A (Integrity Re Ltd) | Long | Debt | BM | $5M | – | 0.17 |
| Integrity Re 2024-1 Class A (Integrity Re Ltd) | Long | Debt | BM | $6M | – | 0.18 |
| Integrity Re 2024-1 Class B (Integrity Re Ltd) | Long | Debt | BM | $3M | – | 0.10 |
| Integrity Re 2024-1 Class C (Integrity Re Ltd) | Long | Debt | BM | $6M | – | 0.18 |
| Integrity Re 2024-1 Class D (Integrity Re Ltd) | Long | Debt | BM | $9M | – | 0.28 |
| Kendall Re 2024-1 Class A (Kendall Re Ltd.) | Long | Debt | BM | $12M | – | 0.40 |
| Kilimanjaro III Re 2019-1 Class A-1 (Kilimanjaro III Re Limited) | Long | Debt | BM | $5M | – | 0.16 |
| Kilimanjaro III Re 2019-2 Class A-2 (Kilimanjaro III Re Limited) | Long | Debt | BM | $8M | – | 0.26 |
| Kilimanjaro III Re 2019-2 Class B-2 (Kilimanjaro III Re Limited) | Long | Debt | BM | $8M | – | 0.25 |
| Kilimanjaro III Re 2021-1 Class A-1 (Kilimanjaro III Re Limited) | Long | Debt | BM | $7M | – | 0.22 |
| Kilimanjaro III Re 2021-1 Class B-1 (Kilimanjaro III Re Limited) | Long | Debt | BM | $2M | – | 0.08 |
| Kilimanjaro III Re 2021-1 Class C-1 (Kilimanjaro III Re Limited) | Long | Debt | BM | $5M | – | 0.18 |
| Kilimanjaro III Re 2021-2 Class A-2 (Kilimanjaro III Re Limited) | Long | Debt | BM | $5M | – | 0.18 |
| Kilimanjaro III Re 2021-2 Class B-2 (Kilimanjaro III Re Limited) | Long | Debt | BM | $3M | – | 0.08 |
| Kilimanjaro III Re 2021-2 Class C-2 (Kilimanjaro III Re Limited) | Long | Debt | BM | $2M | – | 0.08 |
| Kilimanjaro III Re 2022-1 Class A (Kilimanjaro III Re Limited) | Long | Debt | BM | $8M | – | 0.24 |
| King Max Re DAC | Long | Debt | IE | $8M | – | 0.26 |
| Kizuna Re III 2024-1 Class A (Kizuna Re III Pte. Ltd.) | Long | Debt | SG | $3M | – | 0.10 |
| Labrador (Horseshoe Re) | Long | Equity-preferred | BM | $55M | 34K | 1.77 |
| Lightning Re 2023-1 Class A (Lightning Re Ltd.) | Long | Debt | BM | $45M | – | 1.47 |
| Lion III Re DAC 2021-1 | Long | Debt | IE | $6M | – | 0.19 |
| Locke Tavern Re 2023-1 Class A (Locke Tavern Re Ltd.) | Long | Debt | BM | $13M | – | 0.41 |
| Logistics Re 2021-1 Class A (Logistics Re Ltd.) | Long | Debt | BM | $4M | – | 0.14 |
| Long Point Re IV 2022-1 Class A (Long Point Re IV Ltd) | Long | Debt | BM | $32M | – | 1.05 |
| Long Walk Re 2024-1 Class A (Long Walk Reinsurance Ltd.) | Long | Debt | BM | $3M | – | 0.10 |
| Longleaf Pine Re 2024-1 Class A (Longleaf Pine Re Ltd.) | Long | Debt | BM | $15M | – | 0.47 |
| Lower Ferry Re 2023-1 Class A (Lower Ferry Re Ltd.) | Long | Debt | BM | $7M | – | 0.24 |
| Lower Ferry Re 2023-1 Class B (Lower Ferry Re Ltd.) | Long | Debt | BM | $12M | – | 0.38 |
| Lyndhurst (Horseshoe Re) | Long | Equity-preferred | BM | $956K | 27K | 0.03 |
| Madison (Artex Segregated Account Company) | Long | Equity-preferred | BM | $885K | 5K | 0.03 |
| Magnolia (Artex Segregated Account Company) | Long | Equity-preferred | BM | $12M | 11K | 0.39 |
| Matterhorn Re Argon 2022-1 Class A (Matterhorn Re Ltd.) | Long | Debt | BM | $998K | – | 0.03 |
| Matterhorn Re SR2020-2 Class A (Matterhorn Re Ltd.) | Long | Debt | BM | $2M | – | 0.06 |
| Matterhorn Re SR2021-1 Class A (Matterhorn Re Ltd.) | Long | Debt | BM | $11M | – | 0.35 |
| Matterhorn Re SR2022-1 Class A (Matterhorn Re Ltd.) | Long | Debt | BM | $3M | – | 0.11 |
| Matterhorn Re SR2022-1 Class B (Matterhorn Re Ltd.) | Long | Debt | BM | $3M | – | 0.11 |
| Matterhorn Re SR2023-1 Class CYB-A (Matterhorn Re Ltd.) | Long | Debt | BM | $15M | – | 0.48 |
| Mayflower Re 2023-1 Class A (Mayflower Re Ltd.) | Long | Debt | BM | $8M | – | 0.27 |
| Mayflower Re 2023-1 Class B (Mayflower Re Ltd.) | Long | Debt | BM | $18M | – | 0.57 |
| Mayflower Re 2024-1 Class A (Mayflower Re Ltd.) | Long | Debt | BM | $8M | – | 0.26 |
| Merna Re II 2022-1 Class A (Merna Re II Ltd) | Long | Debt | BM | $23M | – | 0.74 |
| Merna Re II 2022-2 Class A (Merna Re II Ltd) | Long | Debt | BM | $7M | – | 0.21 |
| Merna Re II 2023-1 Class A (Merna Re II Ltd) | Long | Debt | BM | $8M | – | 0.26 |
| Merna Re II 2023-2 Class A (Merna Re II Ltd) | Long | Debt | BM | $11M | – | 0.36 |
| Merna Re II 2024-1 Class A (Merna Re II Ltd) | Long | Debt | BM | $17M | – | 0.54 |
| Merna Re II 2024-2 Class A (Merna Re II Ltd) | Long | Debt | BM | $21M | – | 0.68 |
| Merna Re II 2024-3 Class A (Merna Re II Ltd) | Long | Debt | BM | $35M | – | 1.14 |
| Metrocat Re 2023-1 Class A (MetroCat Re Ltd) | Long | Debt | BM | $2M | – | 0.08 |
| Mona Lisa Re 2021-1 Class A (Mona Lisa Re Ltd.) | Long | Debt | BM | $10M | – | 0.34 |
| Montoya Re 2022-1 Class A (Montoya Re Ltd.) | Long | Debt | BM | $8M | – | 0.28 |
| Montoya Re 2022-2 Class A (Montoya Re Ltd.) | Long | Debt | BM | $1M | – | 0.04 |
| Mountain Re 2023-1 Class A (Mountain Re Ltd.) | Long | Debt | BM | $8M | – | 0.26 |
| MSILF Government Portfolio | Long | Short-term investment vehicle | US | $51M | 51M | 1.65 |
| Mystic Re IV 2021-2 Class A (Mystic Re IV Ltd.) | Long | Debt | BM | $13M | – | 0.44 |
| Mystic Re IV 2021-2 Class B (Mystic Re IV Ltd.) | Long | Debt | BM | $2M | – | 0.07 |
| Mystic Re IV 2023-1 Class A (Mystic Re IV Ltd.) | Long | Debt | BM | $12M | – | 0.40 |
| Nakama Re 2020-1 Class 1 (Nakama Re Ltd) | Long | Debt | BM | $2M | – | 0.07 |
| Nakama Re 2023-1 Class 2 (Nakama Re Ltd.) | Long | Debt | BM | $7M | – | 0.22 |
| Nakama Re Pte. 2021-1 Class 1 (Nakama Re Pte. Ltd.) | Long | Debt | SG | $24M | – | 0.77 |
| Nakama Re Pte. 2021-1 Class 2 (Nakama Re Pte. Ltd.) | Long | Debt | SG | $10M | – | 0.33 |
| Nature Coast Re 2023-1 Class A (Nature Coast Re Ltd.) | Long | Debt | BM | $12M | – | 0.38 |
| Nature Coast Re 2023-1 Class B (Nature Coast Re Ltd.) | Long | Debt | BM | $4M | – | 0.13 |
| Nature Coast Re 2024-1 Class A (Nature Coast Re Ltd.) | Long | Debt | BM | $6M | – | 0.19 |
| Northshore Re II 2022-1 Class A (Northshore Re II Limited) | Long | Debt | BM | $13M | – | 0.41 |
| Orange Capital Re 2023-1 Class A (Orange Capital Re DAC) | Long | Debt | IE | $2M | – | 0.07 |
| Palm Re 2024-1 Class A (Palm Re Ltd.) | Long | Debt | BM | $11M | – | 0.35 |
| Pelican IV Re 2021-1 Class B (Pelican IV Re Ltd.) | Long | Debt | BM | $143.94 | – | 0.00 |
| Peregrine HYR (Peregrine HYR (Peregrine Segregated Account)) | Long | Equity-preferred | BM | $22M | 2M | 0.73 |
| Phoenician Re 2021-1 Class A (Phoenician Re Ltd.) | Long | Debt | BM | $12M | – | 0.39 |
| Phoenix 2 Re Pte. Ltd. 2022-1 Class A | Long | Debt | SG | $927K | – | 0.03 |
| Phoenix Re Pte. Ltd. 2022-1 Class B (Phoenix 2 Re Pte. Ltd.) | Long | Debt | SG | $2M | – | 0.08 |
| PoleStar Re 2024-1 Class A (PoleStar Re Ltd.) | Long | Debt | BM | $10M | – | 0.31 |
| Power Protective Re 2021-1 Class A (Power Protective Re Ltd.) | Long | Debt | BM | $2M | – | 0.08 |
| Puerto Rico Parametric Re 2024-1 Class A (Puerto Rico Parametric Re Ltd.) | Long | Debt | BM | $3M | – | 0.10 |
| Purple Re 2023-1 Class A (Purple Re Ltd.) | Long | Debt | BM | $9M | – | 0.30 |
| Purple Re 2023-2 Class A (Purple Re Ltd.) | Long | Debt | BM | $8M | – | 0.27 |
| Purple Re 2024-1 Class A (Purple Re Ltd.) | Long | Debt | BM | $28M | – | 0.89 |
| Queen Street 2023 Re DAC | Long | Debt | IE | $13M | – | 0.43 |
| Quercus Re DAC | Long | Debt | IE | $3M | – | 0.09 |
| Residential Re 2019-I Class 12 (Residential Re 2019 Ltd) | Long | Debt | KY | $156K | – | 0.01 |
| Residential Re 2020-II Class 3 (Residential Re 2020 Ltd) | Long | Debt | KY | $880K | – | 0.03 |
| Residential Re 2020-II Class 4 (Residential Re 2020 Ltd) | Long | Debt | KY | $4M | – | 0.14 |
| Residential Re 2021-I Class 11 (Residential Re 2021 Limited) | Long | Debt | KY | $7M | – | 0.22 |
| Residential Re 2021-I Class 12 (Residential Re 2021 Limited) | Long | Debt | KY | $9M | – | 0.28 |
| Residential Re 2021-I Class 13 (Residential Re 2021 Limited) | Long | Debt | KY | $5M | – | 0.16 |
| Residential Re 2021-I Class 14 (Residential Re 2021 Limited) | Long | Debt | KY | $7M | – | 0.21 |
| Residential Re 2022-I Class 11 (Residential Reinsurance 2022 Limited) | Long | Debt | KY | $3M | – | 0.09 |
| Residential Re 2022-I Class 12 (Residential Reinsurance 2022 Limited) | Long | Debt | KY | $4M | – | 0.12 |
| Residential Re 2022-I Class 13 (Residential Reinsurance 2022 Limited) | Long | Debt | KY | $11M | – | 0.35 |
| Residential Re 2022-I Class 14 (Residential Reinsurance 2022 Limited) | Long | Debt | KY | $12M | – | 0.39 |
| Residential Re 2023-I Class 13 (Residential Reinsurance 2023 Limited) | Long | Debt | BM | $13M | – | 0.43 |
| Residential Re 2023-I Class 14 (Residential Reinsurance 2023 Limited) | Long | Debt | BM | $24M | – | 0.78 |
| Residential Re 2023-II Class 2 (Residential Reinsurance 2023 Limited) | Long | Debt | BM | $2M | – | 0.06 |
| Residential Re 2023-II Class 3 (Residential Reinsurance 2023 Limited) | Long | Debt | BM | $7M | – | 0.22 |
| Residential Re 2023-II Class 5 (Residential Reinsurance 2023 Limited) | Long | Debt | BM | $17M | – | 0.54 |
| Residential Re 2024-I Class 14 (Residential Reinsurance 2024 Limited) | Long | Debt | KY | $5M | – | 0.16 |
| Riverfront Re 2021 Class A (Riverfront Re Ltd) | Long | Debt | BM | $11M | – | 0.34 |
| Riverfront Re 2021 Class B (Riverfront Re Ltd) | Long | Debt | BM | $2M | – | 0.08 |
| Rondout (Artex Segregated Account Company) | Long | Equity-preferred | BM | $128M | 150K | 4.15 |
| RR-JP US | Short | Repurchase agreement | US | $-5M | – | -0.16 |
| Sabine Re 2024-1 Class A (Sabine Re Ltd.) | Long | Debt | BM | $6M | – | 0.19 |
| Sakura Re 2021-1 Class A (Sakura Re Ltd.) | Long | Debt | BM | $13M | – | 0.42 |
| Sakura Re 2021-1 Class B (Sakura Re Ltd.) | Long | Debt | BM | $12M | – | 0.38 |
| Sakura Re 2022-1 Class A (Sakura Re Ltd.) | Long | Debt | BM | $5M | – | 0.18 |
| Sanders Re II 2021-1 Class A (Sanders Re II Ltd.) | Long | Debt | BM | $14M | – | 0.45 |
| Sanders Re II 2021-2 Class A (Sanders Re II Ltd.) | Long | Debt | BM | $8M | – | 0.25 |
| Sanders Re II 2021-2 Class B (Sanders Re II Ltd.) | Long | Debt | BM | $1M | – | 0.04 |
| Sanders Re III 2022-1 Class A (Sanders Re III Ltd.) | Long | Debt | BM | $18M | – | 0.58 |
| Sanders Re III 2022-1 Class B (Sanders Re III Ltd.) | Long | Debt | BM | $5M | – | 0.17 |
| Sanders Re III 2022-2 Class A (Sanders Re III Ltd.) | Long | Debt | BM | $10M | – | 0.33 |
| Sanders Re III 2022-2 Class B (Sanders Re III Ltd.) | Long | Debt | BM | $10M | – | 0.34 |
| Sanders Re III 2022-3 Class A (Sanders Re III Ltd.) | Long | Debt | BM | $5M | – | 0.15 |
| Sanders Re III 2023-1 Class A (Sanders Re III Ltd.) | Long | Debt | BM | $3M | – | 0.10 |
| Sanders Re III 2023-1 Class B (Sanders Re III Ltd.) | Long | Debt | BM | $4M | – | 0.12 |
| Sanders Re III 2023-2 Class A (Sanders Re III Ltd.) | Long | Debt | BM | $17M | – | 0.55 |
| Sanders Re III 2024-1 Class A (Sanders Re III Ltd.) | Long | Debt | BM | $17M | – | 0.55 |
| SD Re 2021-1 Class A (SD Re Ltd.) | Long | Debt | BM | $2M | – | 0.08 |
| SD Re 2021-1 Class B (SD Re Ltd.) | Long | Debt | BM | $7M | – | 0.22 |
| Sector Re V Series 2022-Apr Class US-R (Sector Re V Ltd) | Long | Debt | BM | $542K | – | 0.02 |
| Sector Re V Series 2022-Dec Class GL-R (Sector Re V Limited) | Long | Debt | BM | $245K | – | 0.01 |
| Sector Re V Series 2023-Apr Class GL-R (Sector Re V Limited) | Long | Debt | BM | $5M | – | 0.17 |
| Sector Re V Series 2023-Dec Class GL-R (Sector Re V Limited) | Long | Debt | BM | $5M | – | 0.15 |
| Sector Re V Series 2024-Apr Class GL-R (Sector Re V Limited) | Long | Debt | BM | $17M | – | 0.54 |
| Solomon Re 2023-1 Class A (Solomon Re Ltd.) | Long | Debt | BM | $5M | – | 0.15 |
| Stabilitas Re 2023-1 Class A (Stabilitas Re Ltd.) | Long | Debt | BM | $1M | – | 0.05 |
| Sussex Capital UK PCC 2020-1 (Sussex Capital UK PCC Limited) | Long | Debt | IE | $12M | – | 0.40 |
| Sutter Re 2023-1 Class B (Sutter Re Ltd.) | Long | Debt | BM | $19M | – | 0.62 |
| Sutter Re 2023-1 Class E (Sutter Re Ltd.) | Long | Debt | BM | $19M | – | 0.60 |
| Taranis Re DAC 2023-1 Class A (Taranis Reinsurance DAC) | Long | Debt | IE | $3M | – | 0.08 |
| Thopas Re Ltd. 2024-2 (S) (Thopas Re Ltd. Segregated Account 2024-2 (S)) | Long | Equity-preferred | BM | $11M | 106K | 0.35 |
| Titania Re 2021-2 Class A (Titania Re Ltd.) | Long | Debt | BM | $4M | – | 0.12 |
| Tomoni Re Pte 2022-1 Class A-1 (Tomoni Re Pte. Ltd.) | Long | Debt | SG | $5M | – | 0.15 |
| Tomoni Re Pte 2022-1 Class B-1 (Tomoni Re Pte. Ltd.) | Long | Debt | SG | $3M | – | 0.10 |
| Tomoni Re Pte 2024-1 Class A (Tomoni Re Pte. Ltd.) | Long | Debt | SG | $8M | – | 0.26 |
| Tomoni Re Pte 2024-1 Class B (Tomoni Re Pte. Ltd.) | Long | Debt | SG | $10M | – | 0.33 |
| Topanga Re 2021-1 Class A (Topanga Re Ltd.) | Long | Debt | BM | $6M | – | 0.19 |
| Topanga Re 2021-1 Class B (Topanga Re Ltd.) | Long | Debt | BM | $2M | – | 0.07 |
| Torrey Pines Re 2022-1 Class A (Torrey Pines Re Ltd) | Long | Debt | BM | $20M | – | 0.65 |
| Torrey Pines Re 2022-1 Class B (Torrey Pines Re Ltd) | Long | Debt | BM | $11M | – | 0.37 |
| Torrey Pines Re 2023-1 Class A (Torrey Pines Re Ltd) | Long | Debt | BM | $9M | – | 0.29 |
| Torrey Pines Re 2024-1 Class A (Torrey Pines Re Ltd) | Long | Debt | BM | $24M | – | 0.77 |
| Torrey Pines Re 2024-1 Class B (Torrey Pines Re Ltd) | Long | Debt | BM | $16M | – | 0.52 |
| Torrey Pines Re 2024-1 Class C (Torrey Pines Re Ltd) | Long | Debt | BM | $8M | – | 0.25 |
| Totara Re Pte. 2023-1 (Totara Re Pte. Ltd.) | Long | Debt | SG | $10M | – | 0.34 |
| Trouvaille Re Ltd. | Long | Equity-preferred | BM | $5M | 439K | 0.16 |
| Umigame Re 2021-1 Class A-1 (Umigame Re Pte. Ltd.) | Long | Debt | SG | $3M | – | 0.08 |
| Umigame Re 2021-1 Class A-2 (Umigame Re Pte. Ltd.) | Long | Debt | SG | $994K | – | 0.03 |
| Umigame Re 2021-1 Class B (Umigame Re Pte. Ltd.) | Long | Debt | SG | $753K | – | 0.02 |
| Ursa Re 2023-1 Class AA (Ursa Re Ltd.) | Long | Debt | BM | $5M | – | 0.16 |
| Ursa Re 2023-1 Class C (Ursa Re Ltd.) | Long | Debt | BM | $5M | – | 0.15 |
| Ursa Re 2023-2 Class E (Ursa Re Ltd.) | Long | Debt | BM | $23M | – | 0.73 |
| Ursa Re 2023-3 Class AA (Ursa Re Ltd.) | Long | Debt | BM | $23M | – | 0.74 |
| Ursa Re 2023-3 Class D (Ursa Re Ltd.) | Long | Debt | BM | $28M | – | 0.91 |
| Ursa Re II 2021-1 Class F (Ursa Re II Ltd.) | Long | Debt | BM | $9M | – | 0.28 |
| Ursa Re II 2022-1 Class A (Ursa Re II Ltd.) | Long | Debt | BM | $15M | – | 0.48 |
| Ursa Re II 2022-1 Class E (Ursa Re II Ltd.) | Long | Debt | BM | $3M | – | 0.10 |
| Ursa Re II 2022-2 Class AA (Ursa Re II Ltd.) | Long | Debt | BM | $2M | – | 0.08 |
| Ursa Re II 2022-2 Class C (Ursa Re II Ltd.) | Long | Debt | BM | $5M | – | 0.15 |
| Veraison Re 2023-1 Class A (Veraison Re Ltd.) | Long | Debt | BM | $5M | – | 0.16 |
| Veraison Re 2023-1 Class B (Veraison Re Ltd.) | Long | Debt | BM | $8M | – | 0.27 |
| Veraison Re 2024-1 Class A (Veraison Re Ltd.) | Long | Debt | BM | $8M | – | 0.28 |
| Vista Re 2022-1 Class A (Vista Re Ltd.) | Long | Debt | BM | $4M | – | 0.13 |
| Vita Capital VI 2021-1 Class B (Vita Capital VI Ltd) | Long | Debt | KY | $0.95 | – | 0.00 |
| Vitality Re XII 2021 Class A (Vitality Re XII Limited) | Long | Debt | KY | $15M | – | 0.47 |
| Vitality Re XII 2021 Class B (Vitality Re XII Limited) | Long | Debt | KY | $9M | – | 0.28 |
| Vitality Re XIII 2022 Class A (Vitality Re XIII Limited) | Long | Debt | KY | $4M | – | 0.13 |
| Vitality Re XIII 2022 Class B (Vitality Re XIII Limited) | Long | Debt | KY | $6M | – | 0.18 |
| Vitality Re XIV 2023 Class A (Vitality Re XIV Limited) | Long | Debt | KY | $8M | – | 0.24 |
| Vitality Re XIV 2023 Class B (Vitality Re XIV Limited) | Long | Debt | KY | $2M | – | 0.08 |
| Vitality Re XV 2024 Class A (Vitality Re XV Limited) | Long | Debt | KY | $4M | – | 0.12 |
| Vitality Re XV 2024 Class B (Vitality Re XV Limited) | Long | Debt | KY | $3M | – | 0.08 |
| Winston Re 2024-1 Class A (Winston RE Ltd) | Long | Debt | BM | $10M | – | 0.32 |
| Winston Re 2024-1 Class B (Winston RE Ltd) | Long | Debt | BM | $4M | – | 0.13 |
| Wrigley Re 2023-1 Class A (Wrigley Re Ltd.) | Long | Debt | BM | $6M | – | 0.18 |
| Wrigley Re 2023-1 Class B (Wrigley Re Ltd.) | Long | Debt | BM | $13M | – | 0.43 |
| Yoho (Artex Segregated Account Company) | Long | Equity-preferred | BM | $475K | 40K | 0.02 |
| Yosemite Re 2022-1 Class A (Yosemite Re Ltd.) | Long | Debt | BM | $4M | – | 0.15 |
Address
Stone Ridge Trust
One Vanderbilt Avenue
65th Floor
New York
New York
10017
United States of America
Websites
Directors
Daniel Charney
Ross Stevens
Jeffery Ekberg
Transfer Agents
U.S. Bancorp Fund Services, LLC
Pricing Services
IHS Markit Ltd.
Intercontinental Exchange, Inc.
Bloomberg L.P.
SQX, LLC
Custodians
U.S. Bank N.A.
Euroclear Bank S.A. / NV
Shareholder Servicing Agents
N/A
Admins
U.S. Bancorp Fund Services, LLC
Brokers
N/A