Stone Ridge Diversified Alternatives I (SRDAX)
NASDAQ · Mutual Fund · Delayed Price · Currency is USD
10.17
+0.01 (0.10%)
At close: May 20, 2025

SRDAX Holdings List

Jan 31, 2025
No.SymbolName WeightShares
1SHRIXStone Ridge High Yield Reinsurance Risk Premium Fund Class I6.96%12,670,559
2B.0 11.28.25United States Treasury Bill6.29%105,500,000
3n/aUnited States Treasury Bill5.23%88,000,000
4B.0 08.07.25United States Treasury Bill4.58%76,000,000
5B.0 01.22.26United States Treasury Bill4.38%74,000,000
6n/aLongleaf (Artex Segregated Account Company)3.63%35,082
7FGXXXFirst American Government Obligations Fund2.82%45,811,986
8MVRXXMSILF Government Portfolio2.82%45,811,986
9B.0 09.04.25United States Treasury Bill2.35%39,000,000
10n/aUnited States Treasury Bill2.13%35,000,000
11n/aUnited States Treasury Bill2.06%34,000,000
12n/aAchieve Personal Loan Master Pass-Through Trust Series 2025-21.80%28,969,977
13B.0 04.17.25United States Treasury Bill1.77%29,000,000
14SECTOR.0 12.01.29 GL-RSector Re V Limited - Sector Re V Series 2024-Dec Class GL-R1.66%26,255,400
15n/aUpstart Asset Trust I Series 2023-1-GS1.53%26,063,608
16B.0 06.12.25United States Treasury Bill1.46%24,000,000
17n/aUnited States Treasury Bill1.38%23,000,000
18n/aUnited States Treasury Bill1.26%21,000,000
19B.0 03.20.25United States Treasury Bill1.23%20,000,000
20n/aUpgrade Master Pass-Thru Trust Series 2023-PT11.21%20,000,188
21AARTXStone Ridge Art Risk Premium Fund1.16%1,766,604
22B.0 02.20.25United States Treasury Bill0.86%14,000,000
23LIGTTO.F 03.31.26 ALightning Re Ltd. - Lightning Re 2023-1 Class A0.48%7,405,000
24ALALTD.F 06.07.27 BAlamo Re Ltd. - Alamo Re 2024-1 Class B0.46%7,167,000
25CAPLKT.F 04.28.26 ACape Lookout Re Ltd. - Cape Lookout Re 2023-1 Class A0.45%7,007,000
26SECTOR.F 12.01.28 GL-rSector Re V Limited - Sector Re V Series 2024-Apr Class GL-R0.43%36,551
27EDENRE.0 03.19.30 CL-BEden Re II Segregated Account 2025-1 - Eden Re II 2025-1 Class B0.42%7,100,000
28CAPLKT.F 04.05.27 ACape Lookout Re Ltd. - Cape Lookout Re 2024-1 Class A0.41%6,368,000
29ALALTD.F 06.07.27 AAlamo Re Ltd. - Alamo Re 2024-1 Class A0.39%6,044,000
30ALALTD.F 06.07.26 CAlamo Re Ltd. - Alamo Re 2024-1 Class C0.38%5,796,000
31FLOREL.F 03.12.27 AFloodSmart Re Ltd. - FloodSmart Re 2024-1 Class A0.37%5,788,000
32AMSR.2023-SFR2G G1AMSR Trust0.37%7,000,000
33ALALTD.F 06.07.26 AAlamo Re Ltd. - Alamo Re 2023-1 Class A0.36%5,569,000
34LONGRE.F 06.01.26 2022Long Point Re IV Ltd - Long Point Re IV 2022-1 Class A0.35%5,666,000
35ACHV.2024-2PL RACHV ABS TRUST 2024-2PL0.33%12,200
36UPST.2024-1 CUpstart Securitization Trust0.31%5,000,000
37n/aBest Egg Asset Structured Pass Through Master Trust0.31%14,920
38MERNAR.F 07.07.27 CMerna Re II Ltd - Merna Re II 2024-3 Class A0.28%4,289,000
39EVERGL.F 05.13.27 BEverglades Re II Ltd. - Everglades Re II 2024-1 Class B0.28%4,321,000
40EVERGL.F 05.13.27Everglades Re II Ltd. - Everglades Re II 2024-1 Class A0.28%4,296,000
41n/aAMSR Trust - AMSR 2024-SFR2 Trust0.27%5,000,000
42n/aCape Lookout Re Ltd - Cape Lookout Re 2022-1 Class A0.25%4,088,000
43AMSR.2023-SFR2 F1AMSR Trust - AMSR 2023-SFR2 Trust0.25%5,000,000
44IBRD.F 03.31.26 AIBRD CAR 1310.25%3,971,000
45MAYFLL.F 07.08.26 BMayflower Re Ltd. - Mayflower Re 2023-1 Class B0.24%3,825,000
46n/aNakama Re Pte. Ltd. - Nakama Re Pte. 2021-1 Class 10.24%3,915,000
47URSARE.F 12.07.26 DUrsa Re Ltd. - Ursa Re 2023-3 Class D0.24%3,649,000
48n/aProgress Residential Trust - Progress Residential 2021-SFR10 Trust0.24%4,475,714
49VERAIS.F 03.08.28 AVeraison Re Ltd. - Veraison Re 2025-1 Class A0.23%3,721,000
50PMIT.2023-1A DProsper Marketplace Issuance Trust Series 2023-10.23%3,600,000
51RESID.F 06.06.27 14Residential Reinsurance 2023 Limited - Residential Re 2023-I Class 140.23%3,642,000
52HIGHPO.F 01.06.27 AHigh Point Re Ltd. - High Point Re 2023-1 Class A0.23%3,590,000
53PURLTD.F 06.07.27 APurple Re Ltd. - Purple Re 2024-1 Class A0.22%3,581,000
54n/aMerna Re II Ltd - Merna Re II 2022-1 Class A0.22%3,613,000
55URSARE.F 12.07.26 AAUrsa Re Ltd. - Ursa Re 2023-3 Class AA0.22%3,370,000
56BLURGE.F 01.08.27 BBlue Ridge Re Ltd. - Blue Ridge Re 2023-1 Class B0.22%3,367,000
57n/aFloodSmart Re Ltd - FloodSmart Re 2022-1 Class A0.21%3,459,000
58n/aProgress Residential Trust0.21%4,000,000
59UPSTUpstart Holdings, Inc.0.21%3,600,000
60n/aSutter Re Ltd. - Sutter Re 2023-1 Class E0.20%3,039,000
61TORPNE.F 06.06.25 ATorrey Pines Re Ltd - Torrey Pines Re 2022-1 Class A0.20%3,145,000
62URSARE.F 12.07.26 EUrsa Re Ltd. - Ursa Re 2023-2 Class E0.20%2,996,000
63n/aIBRD CAR 1360.19%3,124,000
64EVERGL.F 05.13.27 CEverglades Re II Ltd. - Everglades Re II 2024-1 Class C0.19%2,995,000
65SANDRE.F 06.05.26 ASanders Re III Ltd. - Sanders Re III 2023-2 Class A0.19%2,935,000
66ATLAS.F 06.06.25 2022Atlas Capital Reinsurance 2022 DAC - Atlas Capital 2022 DAC 2022-1 Class A0.19%2,988,000
67SUTTRE.F 06.19.26 BSutter Re Ltd. - Sutter Re 2023-1 Class B0.18%2,890,000
68PROG.2022-SFR3 FProgress Residential Trust - Progress Residential 2022-SFR3 Trust0.18%3,000,000
69IBRD.F 04.24.28 AIBRD CAR 132 Class A0.18%2,815,000
70PROG.2021-SFR2 HProgress Residential Trust - Progress Residential 2021-SFR2 Trust0.18%3,000,000
71SANDRE.F 04.07.29 BSanders Re II Ltd. - Sanders Re II 2024-3 Class B0.17%2,844,000
72BLURGE.F 01.08.27 ABlue Ridge Re Ltd. - Blue Ridge Re 2023-1 Class A0.17%2,766,000
73TORPNE.F 06.07.27 ATorrey Pines Re Ltd - Torrey Pines Re 2024-1 Class A0.17%2,677,000
74SANDRE.F 04.07.29 ASanders Re II Ltd. - Sanders Re II 2024-3 Class A0.17%2,787,000
75GATERE.F 02.24.26 AGateway Re Ltd. - Gateway Re 2023-1 Class A0.17%2,560,000
76MERNAR.F 07.07.27 BMerna Re II Ltd - Merna Re II 2024-2 Class A0.17%2,574,000
77n/aUpstart Securitization Trust 2022-20.17%3,150,000
78UPST.2023-2 CUpstart Securitization Trust 2023-20.17%2,500,000
79FLOREL.F 03.11.26 AFloodSmart Re Ltd. - FloodSmart Re 2023-1 Class A0.17%2,673,000
80RESID.F 12.06.27 5Residential Reinsurance 2023 Limited - Residential Re 2023-II Class 50.16%2,579,000
81POLEST.F 01.07.28 3PoleStar Re Ltd. - PoleStar Re 2024-3 Class A0.16%2,561,000
82SANDRE.F 04.07.26 ASanders Re III Ltd. - Sanders Re III 2022-1 Class A0.16%2,675,000
83SANDRE.F 04.07.28 ASanders Re III Ltd. - Sanders Re III 2024-1 Class A0.16%2,500,000
84URSARE.F 06.16.25 AUrsa Re II Ltd. - Ursa Re II 2022-1 Class A0.16%2,544,000
85FUCHSI.F 04.06.28 ALondon Bridge 2 PCC Limited - Fuchsia 2 2024-1 Class A0.15%2,514,000
86HESTIA.F 04.22.25 AHestia Re Ltd - Hestia Re 2022-1 Class A0.15%2,644,000
87n/aNature Coast Re Ltd. - Nature Coast Re 2025-1 Class A0.15%2,428,000
88SMH5SWISS MKT IX FUTR Mar250.15%247
89n/aProgress Residential Trust - Progress Residential 2024-SFR4 Trust0.15%3,000,000
90UPST.2022-1 CUpstart Securitization Trust 2022-10.14%4,200,000
91RESID.F 06.06.26 14Residential Reinsurance 2022 Limited - Residential Re 2022-I Class 140.14%2,358,000
92n/aAlamo Re Ltd - Alamo Re 2022-1 Class A0.14%2,221,000
93SAKREL.F 04.07.25 BSakura Re Ltd. - Sakura Re 2021-1 Class B0.14%2,229,000
94HPA.2021-2 GHome Partners of America Trust - Home Partners of America 2021-2 Trust0.14%2,401,015
95IBRD.F 04.24.28 CIBRD CAR 134 Class C0.14%2,124,000
96TORPNE.F 06.06.25 BTorrey Pines Re Ltd - Torrey Pines Re 2022-1 Class B0.13%2,122,000
97BRDGST.F 01.07.28 ABridge Street Re Ltd - Bridge Street Re 2025-1 Class A0.13%2,143,000
98n/aMatterhorn Re Ltd. - Matterhorn Re SR2023-1 Class CYB-A0.13%2,124,000
99ACORNR.F 11.07.25 BAcorn Re Ltd. - Acorn Re 2024-1 Class B0.13%2,125,000
100MERNAR.F 07.07.27 AMerna Re II Ltd - Merna Re II 2024-1 Class A0.13%2,019,000
101ARMORE.F 05.07.27 AArmor Re II Ltd. - Armor Re II 2024-1 Class A0.13%1,948,000
102MONLIS.F 07.08.25 AMona Lisa Re Ltd. - Mona Lisa Re 2021-1 Class A0.12%2,005,000
103BEAST.2025-A CERTBest Egg Asset Structured Pass Through Master Trust0.12%12,564
104KNDLRE.F 04.30.27 AKendall Re Ltd. - Kendall Re 2024-1 Class A0.12%1,892,000
105LOWFER.F 07.08.26 BLower Ferry Re Ltd. - Lower Ferry Re 2023-1 Class B0.12%1,930,000
106BYOURE.F 04.30.27 ABayou Re Ltd. - Bayou Re 2024-1 Class A0.12%1,868,000
107n/aBaldwin Re Ltd. - Baldwin Re 2021-1 Class A0.12%1,921,000
108FKH.2021-SFR1 F1Firstkey Homes Trust - FirstKey Homes 2021-SFR1 Trust0.12%2,000,000
109GALIRE.F 01.07.28 AGalileo Re Ltd. - Galileo Re 2023-1 Class A0.12%1,825,000
110RESID.F 12.06.28 3Residential Reinsurance 2024 Limited - Residential Re 2024-II Class 30.12%1,855,000
111TORPNE.F 06.07.27 BTorrey Pines Re Ltd - Torrey Pines Re 2024-1 Class B0.12%1,817,000
112AQULRE.F 06.08.26 C-1Aquila Re I Ltd. - Aquila Re I 2023-1 Class C-10.12%1,787,000
113LONGLE.F 05.25.27 1Longleaf Pine Re Ltd. - Longleaf Pine Re 2024-1 Class A0.12%1,731,000
114AMSR.2022-SFR3 E2AMSR Trust - AMSR 2022-SFR3 Trust0.12%2,000,000
115n/aWrigley Re Ltd. - Wrigley Re 2023-1 Class B0.11%1,781,000
116RESID.F 06.06.26 13Residential Reinsurance 2022 Limited - Residential Re 2022-I Class 130.11%1,887,000
117n/aProgress Residential Trust - Progress Residential 2023-SFR2 Trust0.11%2,000,000
118n/aAMSR Trust - AMSR 2023-SFR1 Trust0.11%2,000,000
119SPX.12 P4550SPX US 12/18/26 P45500.11%155
120NATCST.F 12.07.26 ANature Coast Re Ltd. - Nature Coast Re 2023-1 Class A0.11%1,783,000
121QUEEST.F 12.08.25 AQueen Street 2023 Re DAC0.11%1,728,000
122n/aProgress Residential Trust0.11%2,000,000
123n/aVeraison Re Ltd. - Veraison Re 2025-1 Class B0.11%1,768,000
124MERNAR.F 07.07.26 BMerna Re II Ltd - Merna Re II 2023-2 Class A0.11%1,685,000
125C.N5CORN FUTURE Jul250.11%1,263
126MATTRE.F 12.08.25 2021Matterhorn Re Ltd. - Matterhorn Re SR2021-1 Class A0.10%1,688,000
127n/aCOP/USD FWD 202504020.10%1
128n/aAcorn Re Ltd. - Acorn Re 2024-1 Class A0.10%1,646,000
129PROG.2021-SFR1 HProgress Residential Trust - Progress Residential 2021-SFR10.10%1,750,000
130FOURLK.F 01.07.28 AFour Lakes Re Ltd. - Four Lakes Re 2024-1 Class A0.10%1,647,000
131n/aAcorn Re Ltd. - Acorn Re 2023-1 Class A0.10%1,601,000
132SANDRE.F 06.07.25 ASanders Re III Ltd. - Sanders Re III 2022-2 Class A0.10%1,612,000
133MATTRE.F 03.24.25Matterhorn Re Ltd. - Matterhorn Re SR2022-1 Class B0.10%1,625,000
134EIFFRE.F 01.19.27 AEiffel Re Ltd. - Eiffel Re 2023-1 Class A0.10%1,567,000
135n/aNakama Re Pte. Ltd. - Nakama Re Pte. 2021-1 Class 20.10%1,612,000
136n/aAMSR Trust - AMSR 2023-SFR2 Trust0.10%2,000,000
137EDENRE.0 03.17.28 BEden Re II Segregated Account 2024-1 - Eden Re II 2024-1 Class B0.10%72,000
138MYSTRE.F 01.08.26 AMystic Re IV Ltd. - Mystic Re IV 2023-1 Class A0.10%1,498,000
139FOUNDR.F 01.08.27 AFoundation Re VI Ltd. - Foundation Re 2023-1 Class A0.10%1,529,000
140AFFRM.2023-B EAffirm Inc - Affirm Asset Securitization Trust 2023-B0.10%1,500,000
141n/aSakura Re Ltd. - Sakura Re 2021-1 Class A0.09%1,532,000
142BONZRE.F 12.19.27 CBonanza Re Ltd. - Bonanza Re 2024-1 Class C0.09%1,528,000
143RESID.F 12.06.28 4Residential Reinsurance 2024 Limited - Residential Re 2024-II Class 40.09%1,501,000
144n/aTotara Re Pte. Ltd. - Totara Re Pte. 2023-10.09%2,624,000
145BYOURE.F 05.26.26 BBayou Re Ltd. - Bayou Re 2023-1 Class B0.09%1,366,000
146MERNAR.F 07.07.26 AMerna Re II Ltd - Merna Re II 2023-1 Class A0.09%1,435,000
147PALMRE.F 06.07.27 APalm Re Ltd. - Palm Re 2024-1 Class A0.09%1,396,000
148POLEST.F 01.07.26 APoleStar Re Ltd. - PoleStar Re 2024-1 Class A0.09%1,397,000
149WINSTR.F 02.26.27 AWinston RE Ltd - Winston Re 2024-1 Class A0.09%1,350,000
150RESID.F 06.06.27 13Residential Reinsurance 2023 Limited - Residential Re 2023-I Class 130.09%2,219,000
151n/aGateway Re Ltd - Gateway Re 2022-1 Class A0.09%1,360,000
152CHARLR.F 05.10.27 ACharles River Re Ltd. - Charles River Re 2024-1 Class A0.08%1,340,000
153FLOREL.F 03.12.27 BFloodSmart Re Ltd. - FloodSmart Re 2024-1 Class B0.08%1,365,000
154n/aSanders Re III Ltd. - Sanders Re III 2022-2 Class B0.08%1,342,000
155n/aFish Pond Re Ltd. - Fish Pond Re 2024-1 Class A0.08%1,327,000
156SANDRE.F 04.07.25 A-1Sanders Re II Ltd. - Sanders Re II 2021-1 Class A0.08%1,352,000
157n/aCatahoula II Re Pte. Ltd. - Catahoula Re II 2022-1 Class A0.08%1,300,000
158AFFRM.2024-X1 CERTAffirm Inc - Affirm Asset Securitization Trust 2024-X10.08%45,355
159n/aMMIFS Re Ltd. - MMIFS Re 2025-1 Class A0.08%1,939,000
160MONLIS.F 01.07.28 BMona Lisa Re Ltd. - Mona Lisa Re 2025-1 Class B0.08%1,317,000
161n/aSanders Re II Ltd. - Sanders Re II 2021-2 Class A0.08%1,312,000
162TOMORE.F 04.05.28 BTomoni Re Pte. Ltd. - Tomoni Re Pte 2024-1 Class B0.08%1,268,000
163GATERE.F 07.08.27 AAGateway Re Ltd. - Gateway Re 2024-1 Class AA0.08%1,259,000
164KCH5COFFEE 'C' FUTURE Mar250.08%202
165MONLIS.F 01.08.29 AMona Lisa Re Ltd. - Mona Lisa Re 2025-1 Class A0.08%1,260,000
166VERAIS.F 03.08.27 AVeraison Re Ltd. - Veraison Re 2024-1 Class A0.08%1,225,000
167LOCKET.F 04.09.26 ALocke Tavern Re Ltd. - Locke Tavern Re 2023-1 Class A0.08%1,206,000
168SPX.12 P4600SPX US 12/18/26 P46000.07%100
169n/aSector Re V Limited - Sector Re V Series 2023-Apr Class GL-N0.07%35,480
170n/aUpstart Securitization Trust 2022-40.07%1,214,000
171n/aFuchsia 2023-1 (London Bridge 2 PCC Protected Cell) - Fuchsia 2023-1 Class A0.07%1,136,000
172URSARE.F 12.06.25 AaUrsa Re Ltd. - Ursa Re 2023-1 Class AA0.07%1,145,000
173RESID.F 12.06.27 3Residential Reinsurance 2023 Limited - Residential Re 2023-II Class 30.07%1,105,000
174SPX.12 P4800SPX US 12/18/26 P48000.07%81
175GATETO.F 04.27.26 AGateway Re II Ltd. - Gateway Re II 2023-1 Class A0.07%1,100,000
176INTEGR.F 06.06.26 DIntegrity Re Ltd - Integrity Re 2024-1 Class D0.07%1,200,000
177MONTOY.F 04.07.25 AMontoya Re Ltd. - Montoya Re 2022-1 Class A0.07%1,121,000
178KGMAX.V7.785 01.06.27King Max Re DAC0.07%1,070,000
179STBLRE.F 06.05.26 AStabilitas Re Ltd. - Stabilitas Re 2023-1 Class A0.07%1,069,000
180MAYFLL.F 07.08.26 AMayflower Re Ltd. - Mayflower Re 2023-1 Class A0.07%1,075,000
181HEXREL.F 01.21.28 AHexagon IV Re Ltd. - Hexagon IV Re 2023-1 Class A0.07%1,044,000
182n/aLendingPoint Asset Securitizat - Lendingpoint 2022-C Asset Securitization Trust0.07%3,000,000
183n/aFloodSmart Re Ltd - FloodSmart Re 2022-1 Class B0.07%1,192,000
184TTNREL.F 11.26.27 ATitania Re Ltd. - Titania Re 2024-1 Class A0.07%1,081,000
185QCG5OMXS30 IND FUTURE Feb250.07%860
186SPX.12 P4450SPX US 12/18/26 P44500.07%100
187ARMORE.F 01.07.28 AArmor Re II Ltd. - Armor Re II 2024-2 Class A0.06%1,051,000
188SPX.12 P4650SPX US 12/18/26 P46500.06%83
189TTNREL.F 11.26.27 BTitania Re Ltd. - Titania Re 2024-1 Class B0.06%1,023,000
190n/aCHF/USD FWD 202504020.06%1
191n/a3264 Re Ltd. - 3264 Re 2025-1 Class B0.06%1,029,000
192TWSFRL.F 02.07.28 A3264 Re Ltd. - 3264 Re 2025-1 Class A0.06%1,029,000
193TOMORE.F 04.05.28 ATomoni Re Pte. Ltd. - Tomoni Re Pte 2024-1 Class A0.06%1,009,000
194n/aMarlette Funding Trust 2022-20.06%1,000,000
195SPX.12 P4500SPX US 12/18/26 P45000.06%91
196KILREL.F 06.25.25 AKilimanjaro III Re Limited - Kilimanjaro III Re 2022-1 Class A0.06%985,000
197IBRD.F 04.24.28 BIBRD CAR 133 Class B0.06%983,000
198n/aAzzurro Re II DAC 2024-1 Class A0.06%941,000
199MAYFLL.F 07.08.27 AMayflower Re Ltd. - Mayflower Re 2024-1 Class A0.06%955,000
200n/aPurple Re Ltd. - Purple Re 2023-1 Class A0.06%932,000
201n/aKilimanjaro III Re Limited - Kilimanjaro III Re 2021-1 Class A-10.06%956,000
202CTHREP.F 06.16.25 BCatahoula II Re Pte. Ltd. - Catahoula Re II 2022-1 Class B0.06%927,000
203VITALI.F 01.05.27 AVitality Re XIV Limited - Vitality Re XIV 2023 Class A0.06%954,000
204RECOLT.F 01.07.28 ARecoletos Re DAC 2024-1 Class A0.06%969,000
205n/aAragonite Re Ltd. - Aragonite Re 2024-1 Class A0.06%931,000
206n/acontract 0130.06%1
207Z.H5FTSE 100 IDX FUT Mar250.06%188
208IBRD.F 04.24.28 DIBRD CAR 135 Class D0.06%901,000
209n/aMountain Re Ltd. - Mountain Re 2023-1 Class A0.06%892,000
210BYOURE.F 05.26.26 ABayou Re Ltd. - Bayou Re 2023-1 Class A0.06%850,000
211MATTRE.F 02.04.28 BMatterhorn Re Ltd. - Matterhorn Re 2025-1 Class B0.06%904,000
212TORPNE.F 06.05.26 ATorrey Pines Re Ltd - Torrey Pines Re 2023-1 Class A0.06%880,000
213EASTLA.F 03.31.26 AEast Lane Re VII Ltd. - East Lane Re VII 2024-1 Class A0.06%900,000
214RESID.F 06.06.25 14Residential Re 2021 Limited - Residential Re 2021-I Class 140.06%898,000
215HERBIE.F 01.08.29 BHerbie Re Ltd. - Herbie Re 2024-2 Class B0.06%875,000
216TORPNE.F 06.05.26 CTorrey Pines Re Ltd - Torrey Pines Re 2024-1 Class C0.05%861,000
217MERNAR.F 07.07.25 2Merna Re II Ltd - Merna Re II 2022-2 Class A0.05%869,000
218HERBIE.F 01.08.29 AHerbie Re Ltd. - Herbie Re 2024-2 Class A0.05%875,000
219n/aPurple Re Ltd. - Purple Re 2023-2 Class A0.05%864,000
220AQULRE.F 06.08.26 B-1Aquila Re I Ltd. - Aquila Re I 2023-1 Class B-10.05%844,000
221n/aKMH5_MS_2025.03.13_LONG0.05%1
222NTHSHR.F 07.08.25 ANorthshore Re II Limited - Northshore Re II 2022-1 Class A0.05%863,000
223LCG5LIVE CATTLE FUTR Feb250.05%892
224CITREL.F 06.07.26 ACitrus Re Ltd. - Citrus Re 2023-1 Class A0.05%828,000
225COMWRE.F 07.08.26 ACommonwealth Re Ltd. - Commonwealth Re 2023-1 Class A0.05%837,000
226n/aMarlette Funding Trust 2023-30.05%3,840
227n/aBaltic PCC Ltd - Baltic PCC 2022-1 Class A0.05%689,000
228MYSTRE.F 01.10.28 AMystic Re IV Ltd. - Mystic Re IV 2025-1 Class A0.05%848,000
229FCRIII.F 04.07.25 AFirst Coast Re III Pte. Ltd - First Coast Re III 2021-1 Class A0.05%834,000
230INTEGR.F 06.06.26 CIntegrity Re Ltd - Integrity Re 2024-1 Class C0.05%764,000
231CITREL.F 06.07.27 BCitrus Re Ltd. - Citrus Re 2024-1 Class B0.05%762,000
232KILREL.F 04.20.26 A-2Kilimanjaro III Re Limited - Kilimanjaro III Re 2021-2 Class A-20.05%782,000
233INTEGR.F 06.06.26 AIntegrity Re Ltd - Integrity Re 2024-1 Class A0.05%764,000
234n/aAshera Re Ltd. - Ashera Re 2024-1 Class A0.05%758,000
235NGN25NATURAL GAS FUTR Jul250.05%-534
236GATERE.F 07.08.26 AGateway Re Ltd. - Gateway Re 2023-3 Class A0.05%752,000
237n/aClaveau Re Ltd. - Claveau Re 2021-1 Class A0.05%1,223,757
238HERBIE.F 01.08.27 C.Herbie Re Ltd. - Herbie Re 2024-2 Class C0.05%762,000
239CITREL.F 06.07.26 BCitrus Re Ltd. - Citrus Re 2023-1 Class B0.05%719,000
240n/aVitality Re XVI Limited - Vitality Re XVI 2025 Class A0.05%748,000
241AQULRE.F 06.07.27 A-1Aquila Re I Ltd. - Aquila Re I 2024-1 Class A-10.05%730,000
242SABNRE.F 04.07.27 ASabine Re Ltd. - Sabine Re 2024-1 Class A0.05%726,000
243CITREL.F 06.07.25 2022Citrus Re Ltd - Citrus Re 2022-1 Class A0.05%724,000
244n/aKilimanjaro III Re Limited - Kilimanjaro III Re 2021-1 Class C-10.04%724,000
245n/aSakura Re Ltd. - Sakura Re 2022-1 Class A0.04%685,000
246n/aResidential Re 2020 Ltd - Residential Re 2020-II Class 40.04%706,000
247n/aNature Coast Re Ltd. - Nature Coast Re 2024-1 Class A0.04%686,000
248INTEGR.F 06.06.25 AIntegrity Re Ltd - Integrity Re 2023-1 Class A0.04%674,000
249RESID.F 06.06.25 13Residential Re 2021 Limited - Residential Re 2021-I Class 130.04%695,000
250MONLIS.F 06.25.27 AMona Lisa Re Ltd. - Mona Lisa Re 2024-1 Class A0.04%624,000
251BYOURE.F 04.30.27 BBayou Re Ltd. - Bayou Re 2024-1 Class B0.04%623,000
252n/aNakama Re Ltd. - Nakama Re 2023-1 Class 20.04%667,000
253n/aSanders Re III Ltd. - Sanders Re III 2022-1 Class B0.04%811,000
254n/aAUD/USD FWD 202504020.04%1
255RESID.F 06.06.25 12Residential Re 2021 Limited - Residential Re 2021-I Class 120.04%1,078,000
256n/aNZD/USD FWD 202504020.04%1
257VERAIS.V2.5 03.09.26 AVeraison Re Ltd. - Veraison Re 2023-1 Class A0.04%636,000
258WRIGRE.F 08.07.26 AWrigley Re Ltd. - Wrigley Re 2023-1 Class A0.04%640,000
259n/aResidential Reinsurance 2024 Limited - Residential Re 2024-I Class 140.04%651,000
260n/aVeraison Re Ltd. - Veraison Re 2023-1 Class B0.04%611,000
261n/aFour Lakes Re Ltd. - Four Lakes Re 2024-1 Class B0.04%653,000
262BLAKIT.F 06.09.25 ABlack Kite Re Limited - Black Kite Re 2022-1 Class A0.04%637,000
263URSARE.F 12.06.25 cUrsa Re Ltd. - Ursa Re 2023-1 Class C0.04%616,000
264CTH5COTTON NO.2 FUTR Mar250.04%-1,221
265SANDRE.F 04.07.27 ASanders Re III Ltd. - Sanders Re III 2022-3 Class A0.04%604,000
266n/aNature Coast Re Ltd. - Nature Coast Re 2023-1 Class B0.04%624,000
267MONTOY.F 04.07.26 AMontoya Re Ltd. - Montoya Re 2022-2 Class A0.04%571,000
268VITALI.F 01.06.26 BVitality Re XIII Limited - Vitality Re XIII 2022 Class B0.04%615,000
269n/aLower Ferry Re Ltd. - Lower Ferry Re 2023-1 Class A0.04%586,000
270MATTRE.F 02.04.28 AMatterhorn Re Ltd. - Matterhorn Re 2025-1 Class A0.04%592,000
271n/aYosemite Re Ltd. - Yosemite Re 2022-1 Class A0.04%579,000
272WINSTR.F 02.26.27 BWinston RE Ltd - Winston Re 2024-1 Class B0.04%562,000
273GALIRE.F 01.08.26 BGalileo Re Ltd. - Galileo Re 2023-1 Class B0.04%568,000
274VITALI.F 01.07.28 AVitality Re XV Limited - Vitality Re XV 2024 Class A0.03%556,000
275n/aAUD/JPY PUT 91 14-APR-250.03%140,000,000
276n/aBlue Halo Re Ltd - Blue Halo Re 2022-1 Class B0.03%551,000
277n/aLion III Re DAC 2021-10.03%518,000
278VISTRL.F 05.21.25 AVista Re Ltd. - Vista Re 2022-1 Class A0.03%521,000
279MYSTRE.F 01.10.28 BMystic Re IV Ltd. - Mystic Re IV 2025-1 Class B0.03%537,000
280n/aBlue Sky Re DAC 2023-10.03%493,000
281BONZRE.F 03.16.25 2022Bonanza Re Ltd. - Bonanza Re 2022-2 Class A0.03%521,000
282VITALI.F 01.06.26 AVitality Re XIII Limited - Vitality Re XIII 2022 Class A0.03%509,000
283n/aCZK/USD FWD 202504020.03%1
284n/aLong Walk Reinsurance Ltd. - Long Walk Re 2024-1 Class A0.03%482,000
285MYSTRE.F 01.10.28 CMystic Re IV Ltd. - Mystic Re IV 2025-1 Class C0.03%1,356,000
286MATTRE.F 03.24.25 2022Matterhorn Re Ltd. - Matterhorn Re SR2022-1 Class A0.03%464,000
287n/aAquila Re I Ltd. - Aquila Re I 2024-1 Class B-10.03%443,000
288n/aINR/USD FWD 202504020.03%1
289SANDRE.F 04.07.27 BSanders Re III Ltd. - Sanders Re III 2023-1 Class B0.03%518,000
290n/aBaldwin Re Ltd. - Baldwin Re 2023-1 Class A0.03%446,000
291TOPREL.F 01.08.26 ATopanga Re Ltd. - Topanga Re 2021-1 Class A0.03%811,000
292SBN5SUGAR #11 (WORLD) Jul250.03%-457
293LHN5LEAN HOGS FUTURE Jul250.03%566
294INTEGR.F 06.06.26 BIntegrity Re Ltd - Integrity Re 2024-1 Class B0.03%436,000
295FOURLK.F 01.07.27 AFour Lakes Re Ltd. - Four Lakes Re 2023-1 Class A0.03%433,000
296MATTREMatterhorn Re Ltd. - Matterhorn Re SR2020-2 Class A0.03%548,049
297GATERE.F 02.24.26 BGateway Re Ltd. - Gateway Re 2023-1 Class B0.03%408,000
298SANDRE.F 04.07.27Sanders Re III Ltd. - Sanders Re III 2023-1 Class A0.03%415,000
299n/aMXN/USD FWD 202504020.03%1
300BLUHLO.F 02.24.25 ABlue Halo Re Ltd - Blue Halo Re 2022-1 Class A0.03%417,000
301SOLMRE.F 06.08.26 ASolomon Re Ltd. - Solomon Re 2023-1 Class A0.03%402,000
302FNCARE.F 06.06.25 AFinca Re Ltd - Finca Re 2022-1 Class A0.03%406,000
303CITREL.F 06.07.27 ACitrus Re Ltd. - Citrus Re 2024-1 Class A0.03%395,000
304URSARE.F 06.16.25 EUrsa Re II Ltd. - Ursa Re II 2022-1 Class E0.03%406,000
305KIZUNI.F 04.09.29 AKizuna Re III Pte. Ltd. - Kizuna Re III 2024-1 Class A0.03%403,000
306TWSFRL.F 07.08.27 B3264 Re Ltd. - 3264 Re 2024-1 Class B0.02%367,000
307n/aBonanza Re Ltd. - Bonanza Re 2024-1 Class B0.02%391,000
308BONZRE.F 01.08.26 CL-ABonanza Re Ltd. - Bonanza Re 2024-1 Class A0.02%481,000
309TARREI.F 01.21.28 ATaranis Reinsurance DAC - Taranis Re DAC 2023-1 Class A0.02%359,000
310HYPATI.F 04.08.26 AHypatia Ltd. 2023-1 Class A0.02%362,000
311BOH5SOYBEAN OIL FUTR Mar250.02%658
312n/aVitality Re XV Limited - Vitality Re XV 2024 Class B0.02%380,000
313PRPARA.F 06.07.27 APuerto Rico Parametric Re Ltd. - Puerto Rico Parametric Re 2024-1 Class A0.02%368,000
314n/aUrsa Re II Ltd. - Ursa Re II 2022-2 Class C0.02%361,000
315n/aKRW/USD FWD 202504020.02%1
316n/aVitality Re XVI Limited - Vitality Re XVI 2025 Class C0.02%365,000
317RESID.F 06.06.26 12Residential Reinsurance 2022 Limited - Residential Re 2022-I Class 120.02%579,000
318BWLNRE.F 05.23.25 ABowline Re Ltd. - Bowline Re 2022-1 Class A0.02%348,000
319KILREL.F 04.20.26 B-2Kilimanjaro III Re Limited - Kilimanjaro III Re 2021-2 Class B-20.02%348,000
320LCM5LIVE CATTLE FUTR Jun250.02%93
321MSHPRK.F 01.10.28 1Maschpark Re Ltd. - Maschpark Re 2024-1 Class A0.02%338,000
322BWLNRE.F 05.23.25 BBowline Re Ltd. - Bowline Re 2022-1 Class B0.02%319,000
323TYH5US 10YR NOTE (CBT)Mar250.02%-180
324n/aHerbie Re Ltd. - Herbie Re 2022-1 Class A0.02%302,000
325QURCUS.F 07.08.27 2024Quercus Re DAC0.02%315,000
326FLOREL.F 03.11.26 BFloodSmart Re Ltd. - FloodSmart Re 2023-1 Class B0.02%464,000
327TOMORE.F 04.07.26 ATomoni Re Pte. Ltd. - Tomoni Re Pte 2022-1 Class A-10.02%322,000
328KILREL.F 04.20.26 C-2Kilimanjaro III Re Limited - Kilimanjaro III Re 2021-2 Class C-20.02%319,000
329n/aAthena I Reinsurance DAC - Athena I Re DAC0.02%308,000
330ORACAP.F 01.08.27Orange Capital Re DAC - Orange Capital Re 2023-1 Class A0.02%293,000
331ATLCAD.F 06.08.27 2024Atlas Capital DAC 2024-1 Class A0.02%267,000
332MONTOY.F 04.07.28 AMontoya Re Ltd. - Montoya Re 2025-1 Class A0.02%265,000
333n/aEOG5_MS_2025.02.21_LONG0.02%1
334KWN5KC HRW WHEAT FUT Jul250.02%144
335n/aUpstart Pass Through Trust - Upstart Pass-Through Trust Series 2021-ST40.01%3,060,000
336n/aUpstart Pass Through Trust - Upstart Pass-Through Trust Series 2021-ST30.01%2,850,000
337RESID.F 06.06.25 11Residential Re 2021 Limited - Residential Re 2021-I Class 110.01%1,573,000
338XPH5SPI 200 FUTURES Mar250.01%39
339EDENRE.0 03.19.27 BEden Re II Segregated Account 2023-1 - Eden Re II 2023-1 Class B0.01%19,431
340n/aHerbie Re Ltd. - Herbie Re 2021-1 Class A0.01%577,636
341SECTOR.0 12.01.28 GL-RSector Re V Limited - Sector Re V Series 2023-Dec Class GL-R0.01%644
342S.N5SOYBEAN FUTURE Jul250.01%80
343BON5SOYBEAN OIL FUTR Jul250.01%157
344n/a8326198.SRDSQ0.01%184,722
345n/aAstro Re Pte. Ltd. - Astro Re 2021-1 Class A0.01%417,000
346n/acontract 0110.01%1
347n/a8310081.SRDSQ0.01%170,779
348n/a8316795.SRDSQ0.01%216,965
349n/a8293922.SRDSQ0.01%160,323
350n/aUpstart Pass Through Trust - Upstart Pass-Through Trust Series 2020-ST50.01%1,000,000
351n/aCAD/USD FWD 202504010.01%1
352n/a8286981.SRDSQ0.01%157,910
353n/a8295006.SRDSQ0.01%138,640
354n/aBRL/USD FWD 202504020.01%1
355n/a8302958.SRDSQ0.01%116,297
356n/a8303857.SRDSQ0.01%125,365
357n/a8287606.SRDSQ0.01%111,034
358SMN5SOYBEAN MEAL FUTR Jul250.01%131
359n/a8328292.SRDSQ0.01%109,342
360PTH5S&P/TSX 60 IX FUT Mar250.01%17
361n/a8307040.SRDSQ0.01%104,326
362n/a8630658.SRDSQ0.01%105,246
363n/aIntegrity Re Ltd - Integrity Re 2022-1 Class A0.01%782,000
364n/a8330155.SRDSQ0.01%102,595
365n/a8297305.SRDSQ0.01%102,373
366n/a8649471.SRDSQ0.01%103,058
367n/a8283601.SRDSQ0.01%97,862
368SPXW.2 P5350SPXW US 02/21/25 P53500.01%240
369n/acontract 0100.01%1
370n/a8294716.SRDSQ0.01%95,712
371n/a8594733.SRDSQ0.01%98,573
372n/a8304164.SRDSQ0.01%97,112
373n/a8306563.SRDSQ0.01%94,921
374n/a8621119.SRDSQ0.01%95,564
375n/a8316549.SRDSQ0.01%94,200
376n/a8320368.SRDSQ0.01%92,147
377n/a8284944.SRDSQ0.01%91,825
378n/a8297808.SRDSQ0.01%90,574
379n/a8417756.SRDSQ0.01%94,517
380SPXW.2 P5250SPXW US 02/28/25 P52500.01%175
381n/a8378274.SRDSQ0.01%89,930
382n/a8306351.SRDSQ0.01%86,648
383n/a8550264.SRDSQ0.00%87,698
384n/a8309510.SRDSQ0.00%84,411
385n/a8287577.SRDSQ0.00%84,247
386n/a8374341.SRDSQ0.00%98,029
387n/a8626969.SRDSQ0.00%85,717
388n/a8282612.SRDSQ0.00%80,096
389n/a8339384.SRDSQ0.00%78,331
390n/a8640673.SRDSQ0.00%80,346
391n/a8396252.SRDSQ0.00%76,404
392n/a8645431.SRDSQ0.00%76,278
393n/a8557721.SRDSQ0.00%74,735
394n/a7571546.SRDSQ0.00%88,313
395n/a8333024.SRDSQ0.00%69,156
396n/a8656596.SRDSQ0.00%68,048
397n/a8550895.SRDSQ0.00%67,260
398n/a8624717.SRDSQ0.00%67,827
399n/a8604667.SRDSQ0.00%66,469
400n/a8341858.SRDSQ0.00%65,001
401n/a8332190.SRDSQ0.00%63,100
402n/a8639774.SRDSQ0.00%64,114
403n/a8392074.SRDSQ0.00%63,153
404n/a8599143.SRDSQ0.00%64,203
405n/a8399516.SRDSQ0.00%60,662
406n/a8597938.SRDSQ0.00%60,994
407n/a8318543.SRDSQ0.00%58,583
408n/a8555316.SRDSQ0.00%61,569
409n/a8371481.SRDSQ0.00%59,423
410n/a8411841.SRDSQ0.00%59,983
411n/a8355456.SRDSQ0.00%58,338
412n/a8180401.SRDSQ0.00%57,770
413n/a8608417.SRDSQ0.00%58,875
414n/a7576739.SRDSQ0.00%78,784
415n/a8406826.SRDSQ0.00%57,023
416n/a8607790.SRDSQ0.00%56,667
417n/acontract 0050.00%1
418RESID.F 06.06.26 11Residential Reinsurance 2022 Limited - Residential Re 2022-I Class 110.00%406,000
419n/a213817550.SRDLC0.00%50,000
420n/a8556246.SRDSQ0.00%53,223
421n/a8545482.SRDSQ0.00%52,703
422n/a8405053.SRDSQ0.00%51,890
423n/a8626116.SRDSQ0.00%53,152
424n/a8348917.SRDSQ0.00%50,609
425n/a8297616.SRDSQ0.00%123,746
426n/a8661090.SRDSQ0.00%51,075
427n/a211460569.SRDLC0.00%46,887
428n/a8547524.SRDSQ0.00%49,698
429n/a211880263.SRDLC0.00%46,068
430n/a8383952.SRDSQ0.00%55,189
431n/a8393564.SRDSQ0.00%47,337
432n/a8602392.SRDSQ0.00%47,779
433n/a8543202.SRDSQ0.00%46,821
434RTYH5E-Mini Russ 2000 Mar250.00%-35
435n/a8633500.SRDSQ0.00%46,795
436n/a7611892.SRDSQ0.00%79,187
437n/aCBM3911545.SRDUP0.00%43,268
438n/aFW4012360.SRDUP0.00%42,690
439n/aL4008679.SRDUP0.00%42,556
440n/a8221846.SRDSQ0.00%46,420
441n/aL4008571.SRDUP0.00%42,099
442n/aL4008452.SRDUP0.00%41,969
443n/aL4010910.SRDUP0.00%41,847
444n/aL4008732.SRDUP0.00%41,898
445n/a8392817.SRDSQ0.00%45,586
446n/aCBM3910438.SRDUP0.00%41,373
447n/a8201602.SRDSQ0.00%45,731
448n/aCBM4008343.SRDUP0.00%42,811
449n/a8424354.SRDSQ0.00%43,672
450n/a8361048.SRDSQ0.00%45,040
451n/a8407568.SRDSQ0.00%43,777
452n/a8418848.SRDSQ0.00%43,679
453n/a8333985.SRDSQ0.00%42,516
454n/aL4014155.SRDUP0.00%40,929
455n/aFW3959966.SRDUP0.00%40,705
456n/aL4010561.SRDUP0.00%40,169
457n/aCBM3954363.SRDUP0.00%40,507
458n/aCBM3914443.SRDUP0.00%42,719
459n/aL3909996.SRDUP0.00%39,990
460n/a213714822.SRDLC0.00%40,000
461n/a213567263.SRDLC0.00%40,000
462n/a213798997.SRDLC0.00%40,000
463n/a213728351.SRDLC0.00%40,000
464n/a213725771.SRDLC0.00%40,000
465n/a213766341.SRDLC0.00%40,000
466n/aL3956281.SRDUP0.00%39,197
467n/a212437727.SRDLC0.00%39,874
468n/aL3954509.SRDUP0.00%39,610
469n/aL3910879.SRDUP0.00%39,579
470n/aL3958903.SRDUP0.00%39,524
471n/aL3957528.SRDUP0.00%39,393
472n/aFW4011051.SRDUP0.00%39,330
473n/a8423338.SRDSQ0.00%41,870
474n/a8544911.SRDSQ0.00%43,048
475n/a8610613.SRDSQ0.00%42,040
476n/aCBM3910216.SRDUP0.00%39,057
477n/aFW4012644.SRDUP0.00%39,031
478n/a212702290.SRDLC0.00%39,373
479n/aL3910266.SRDUP0.00%38,161
480n/aL3912830.SRDUP0.00%38,620
481n/a8614057.SRDSQ0.00%41,358
482n/a8378012.SRDSQ0.00%40,780
483n/a211256683.SRDLC0.00%38,870
484n/aCBM3954356.SRDUP0.00%38,547
485n/a8381971.SRDSQ0.00%40,747
486n/a212226158.SRDLC0.00%38,639
487n/a212043602.SRDLC0.00%38,652
488n/aL3394493.SRDUP0.00%37,269
489n/a211833043.SRDLC0.00%38,601
490n/a211593489.SRDLC0.00%38,525
491n/a8591217.SRDSQ0.00%40,873
492n/a211690816.SRDLC0.00%37,849
493n/a211244921.SRDLC0.00%37,990
494n/aL3913011.SRDUP0.00%37,278
495n/aFW4012851.SRDUP0.00%38,222
496n/aFW3910584.SRDUP0.00%37,038
497n/a210852633.SRDLC0.00%37,437
498n/a8356427.SRDSQ0.00%39,207
499n/a210681737.SRDLC0.00%37,320
500n/a211064875.SRDLC0.00%37,403
As of Jan 31, 2025
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