James River Group Holdings, Inc.
Expected move
InputsNext report
Last report
Largest filed tie
—
13F top-10 QoQ
Top fund weight
Last report2 of 8 at or beyond impliedshaded = implied▲▼ = realized× = |realized| ÷ implied
James River Group Holdings, Inc.
4.03
+0.16 · +4.01%
Expected move
Inputsspot 3.87exp Nov 20ATM strike 5ATM straddle 1.13IV 56%
−7.60%
vs ±13.3% implied · ×0.57
shaded = implied · ▲▼ = realized
James River has 13 disclosed suppliers and 1 disclosed customer in SEC filings.
SentenceIn addition, on September 27, 2021, James River entered into the Commercial Auto LPT with Aleka to reinsure substantially all of the Rasier Commercial Auto Policies for which James River is not otherwise indemnified by Rasier under the Indemnity Agreements.
JRVR 10-Kaccession 0001620459-26-000009
SentenceAmerican European Insurance Company 43,039 B- (1)
JRVR 10-Kaccession 0001620459-26-000009
SentenceBerkley Insurance Company 194,180 A+
JRVR 10-Kaccession 0001620459-26-000009
SentenceOn November 11, 2024, Enstar, through its subsidiary Cavello Bay Reinsurance Limited ("Cavello Bay"), entered into an adverse development cover agreement with James River ("E&S Top Up ADC"), pursuant to which, in exchange for a premium of $ 52.8 million (less an amount equal to the federal excise tax payable on the premium), Cavello Bay reinsures, effective January 1, 2024, 100 % of the losses associated with James River's Excess and Surplus Lines segment casualty portfolio losses attaching to premium earned during 2010-2023 (both years inclusive).
JRVR 10-Kaccession 0001620459-26-000009
SentenceHannover Ruck SE 101,629 A+
JRVR 10-Kaccession 0001620459-26-000009
SentenceMotors Insurance Corporation 77,644 A
JRVR 10-Kaccession 0001620459-26-000009
SentenceNorth Carolina Reinsurance Facility 35,300 Unrated (2)
JRVR 10-Kaccession 0001620459-26-000009
SentencePeak Reinsurance Company 97,222 A-
JRVR 10-Kaccession 0001620459-26-000009
SentenceSiriusPoint America Insurance Company 37,084 A-
JRVR 10-Kaccession 0001620459-26-000009
SentenceOn April 10, 2025, the Company entered into an investment agreement with Sixth Street, the parent of Enstar Group Limited ("Enstar").
JRVR 10-Kaccession 0001620459-26-000009
SentenceThe E&S ADC with State National reinsures James River's Excess & Surplus Lines segment casualty portfolio losses attaching to premium earned during 2010-2023 (both years inclusive), excluding, among others, losses related to commercial auto policies issued to a former large insured or its affiliates.
JRVR 10-Kaccession 0001620459-26-000009
SentencePursuant to the E&S ADC, (a) State National reinsures 85 % of losses paid on and after the Effective Date in respect of the Subject Business in excess of $ 716.6 million up to an aggregate limit of $ 467.1 million (with State National's share of the aggregate limit being $ 397.0 million) in exchange for a reinsurance premium paid by James River equal to $ 313.2 million, and (b) James River continues to manage claims and to manage and collect the benefit of other existing third-party reinsurance on the Subject Business, which third-party reinsurance inures to the benefit of the E&S ADC.
JRVR 10-Kaccession 0001620459-26-000009
SentenceSwiss Reinsurance America Corporation 341,526 A+
JRVR 10-Kaccession 0001620459-26-000009
SentenceJames River previously issued a set of commercial auto insurance contracts (the "Rasier Commercial Auto Policies") to Rasier under which James River pays losses and loss adjustment expenses on the contracts.
JRVR 10-Kaccession 0001620459-26-000009