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Private Credit

Stone Ridge Trust II

Stone Ridge Asset Management

Net Assets

$1.4B

1Y Return

+34.4%

Net Assets YoY

+25.8%

Formation

2013

Portfolio Composition

Investment Type

Quota Shares and Other Reinsurance-Related Securities
68.90%
Event Linked Bonds
19.20%
Short-Term Investments
10.50%
Limited Liability Partnerships
1.40%

Geography

Bermuda
84.70%
United States
12.70%
Great Britain
1.70%
Cayman Islands
0.80%
Supranational
0.50%
Ireland
0.40%
Singapore
0.30%

Portfolio composition data sourced from regulatory filings.

Sekond Liquidity Risk Profile

Real-time liquidity intelligence powered by regulatory filings and proprietary analysis.

Current Repurchase Window
StatusOPEN
Cap5.0%
Redemption Waterfall
StatusOPEN
Cap5.0%
Third Party Offers
StatusOPEN
Cap5.0%
Liquidity Runway — Stressed Scenarios
StatusOPEN
Cap5.0%
Liquidity Composition
StatusOPEN
Cap5.0%
Redemption Context
StatusOPEN
Cap5.0%

Summary Metrics

Liquidity RiskB+
Runway

5Q

Fill Rate

92%

Fee Impact

1.45%

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About This Fund

The Stone Ridge Reinsurance Risk Premium Interval Fund is a '40 Act registered investment vehicle managed by Stone Ridge Asset Management LLC. The fund is designed to capture the reinsurance risk premium by investing in a broad set of reinsurance-related securities, including event-linked bonds, quota share notes, and other reinsurance-related instruments. The fund provides quarterly liquidity to shareholders through periodic repurchase offers at net asset value.

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