# EDGAR Filing Document

**Accession Number:** 0001581005
**File Stem:** 0001193125-26-136831
**Filing Date:** 2026-4
**Character Count:** 237872
**Document Hash:** af0792af2cd8075516c4aadcce8f0d1d
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001193125-26-136831.hdr.sgml**: 20260401

**ACCESSION NUMBER**: 0001193125-26-136831

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260401

**DATE AS OF CHANGE**: 20260401

**PERIOD START**: 20261031

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Stone Ridge Trust II
- **CENTRAL INDEX KEY:** 0001581005

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 1031

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22870
- **FILM NUMBER:** 26827047

**BUSINESS ADDRESS:**
- **STREET 1:** ONE VANDERBILT AVENUE
- **STREET 2:** 65TH FL.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017
- **BUSINESS PHONE:** (855) 609-3680

**MAIL ADDRESS:**
- **STREET 1:** ONE VANDERBILT AVENUE
- **STREET 2:** 65TH FL.
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10017

## Nport-Ex

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| **EVENT LINKED BONDS - 18.9% (a)**<br>|  |  |
| **Canada - 0.1%**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.1%**<br>|  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;MMIFS Re 2025-1 Class A, 5.19% (CORRA + 2.90%), 01/10/2028 (Acquired 1/8/2025, Cost $654,962) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$691773  |
| &nbsp;&nbsp;&nbsp;&nbsp;MMIFS Re 2026-1 Class A, 8.96% (CORRA + 6.67%), 01/08/2029 (Acquired 1/2/2026, Cost $480,577) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483882  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1175655** |
| **Chile - 0.2%** | **Chile - 0.2%** | **Chile - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;IBRD CAR 131, 8.47% (SOFR + 4.79%), 03/31/2026 (Acquired 3/17/2023 - 2/29/2024, Cost $2,947,086) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;2946000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2953807**  |
| **Europe - 0.4%** | **Europe - 0.4%** | **Europe - 0.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Azzurro Re II DAC 2024-1 Class A, 8.42% (3 Month EURIBOR + 6.25%), 04/20/2028 <br>(Acquired 3/21/2024, Cost $681,786)(b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;628000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747863  |
| &nbsp;&nbsp;&nbsp;&nbsp;Lion Re DAC 2025-1 Class B, 8.03% (3 Month EURIBOR + 6.00%), 06/15/2029 (Acquired 5/22/2025, Cost $457,909) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;482818  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1230681**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hexagon IV Re 2025-1 Class A, 6.99% (3 Month EURIBOR + 4.96%), 01/22/2030 <br>(Acquired 10/29/2025, Cost $772,523) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;666000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;792524  |
| &nbsp;&nbsp;&nbsp;&nbsp;King Max Re DAC, 7.42% (3 Month EURIBOR + 5.00%), 01/06/2027 (Acquired 12/8/2023, Cost $833,136) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927739  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Taranis Re DAC 2023-1 Class A, 11.02% (3 Month EURIBOR + 8.99%), 01/21/2028 <br>(Acquired 11/29/2023, Cost $282,018) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;312953  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2033216**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Blue Sky Re DAC 2023-1, 8.19% (3 Month EURIBOR + 6.16%), 01/26/2027 (Acquired 12/11/2023, Cost $379,986) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;353000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;431129  |
| &nbsp;&nbsp;&nbsp;&nbsp;Eiffel Re 2023-1 Class A, 5.61% (3 Month EURIBOR + 3.58%), 01/19/2027 (Acquired 6/22/2023, Cost $1,175,736) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1073000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289055  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hexagon IV Re 2023-1 Class A, 10.45% (3 Month EURIBOR + 8.43%), 01/21/2028 <br>(Acquired 11/7/2023, Cost $825,695) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;956639  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2676823**  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5940720** |
| **Global - 1.0%** | **Global - 1.0%** | **Global - 1.0%** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Cyber - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**Cyber - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**Cyber - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;East Lane Re VII 2024-1 Class A, 12.43% (Treasury Money Market Fund + 8.89%), 03/31/2026 (Acquired 12/20/2023, Cost $569,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;569000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;572357  |
| &nbsp;&nbsp;&nbsp;&nbsp;East Lane Re VII 2026-1 Class A, 12.15% (3 Month U.S. Treasury Bill Rate + 8.50%), 03/31/2028 (Acquired 12/22/2025, Cost $621,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;621000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;620037  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;PoleStar Re 2024-3 Class A, 14.12% (Treasury Money Market Fund + 10.59%), 01/07/2028 <br>(Acquired 9/19/2024, Cost $1,682,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1682000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1752644  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2945038** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264 Re 2025-1 Class B, 6.52% (Treasury Money Market Fund + 3.00%), 02/07/2028 <br>(Acquired 1/24/2025, Cost $491,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;493872  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ashera Re 2024-1 Class A, 8.71% (Treasury Money Market Fund + 5.19%), 04/07/2027 <br>(Acquired 3/21/2024, Cost $506,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517841  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1011713** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.7%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.7%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3264 Re 2025-1 Class A, 24.77% (Treasury Money Market Fund + 21.25%), 02/07/2028 <br>(Acquired 1/24/2025, Cost $491,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;491000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523848  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aragonite Re 2024-1 Class A, 8.97% (Treasury Money Market Fund + 5.45%), 04/07/2027 <br>(Acquired 3/25/2024, Cost $627,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;627000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;644619  |

---

**1**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.7% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.7% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.7% (Continued)**  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bridge Street Re 2025-2 Class A, 11.40% (3 Month U.S. Treasury Bill Rate + 7.75%), 01/08/2029 (Acquired 12/22/2025, Cost $1,510,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;&nbsp;1510000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1507735  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herbie Re 2025-1 Class A, 34.54% (Treasury Money Market Fund + 31.00%), 06/07/2027 <br>(Acquired 5/27/2025, Cost $261,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;292385  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kendall Re 2024-1 Class A, 9.77% (Treasury Money Market Fund + 6.25%), 04/30/2027 <br>(Acquired 4/22/2024, Cost $1,023,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1023000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1062386  |
| &nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re 2025-1 Class A, 10.53% (Treasury Money Market Fund + 7.00%), 02/04/2028 (Acquired 1/24/2025, Cost $283,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;283000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;284613  |
| &nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re 2025-1 Class B, 15.78% (Treasury Money Market Fund + 12.25%), 02/04/2028 (Acquired 1/24/2025, Cost $432,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;432000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;440078  |
| &nbsp;&nbsp;&nbsp;&nbsp;Matterhorn Re SR2020-2 Class A, 5.03% (Treasury Money Market Fund + 1.50%), 01/08/2027 (Acquired 1/29/2020, Cost $1,787,826) (b)(c)(d)(f) | &nbsp;&nbsp;&nbsp;1787826 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430260  |
| &nbsp;&nbsp;&nbsp;&nbsp;Montoya Re 2022-2 Class A, 16.92% (Treasury Money Market Fund + 13.40%), 04/07/2026 (Acquired 12/8/2022 - 12/5/2024, Cost $479,458) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;476000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;484854  |
| &nbsp;&nbsp;&nbsp;&nbsp;Northshore Re II 2025-1 Class A, 8.53% (Treasury Money Market Fund + 5.00%), 04/07/2028 (Acquired 3/14/2025, Cost $897,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;897000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;908257  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ocelot Re 2025-1 Class A, 8.03% (Treasury Money Market Fund + 4.50%), 02/26/2029 <br>(Acquired 2/14/2025, Cost $1,407,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1407000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1436688  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wrigley Re 2023-1 Class A, 9.75% (Treasury Money Market Fund + 6.23%), 08/07/2026 <br>(Acquired 7/14/2023, Cost $507,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;507000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;517115  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**9532838**  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**13489589**  |
| **Great Britain - 0.2%** | **Great Britain - 0.2%** | **Great Britain - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Flood - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Flood - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Flood - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vision 2039 2025-1 Class A, 9.40% (3 Month U.S. Treasury Bill Rate + 5.75%), 04/06/2028 <br>(Acquired 3/10/2025, Cost $1,282,745) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1364507**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Terrorism - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Terrorism - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Terrorism - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baltic PCC 2025-1 Class A, 9.55% (3 Month U.S. Treasury Bill Rate + 5.90%), 04/06/2028 <br>(Acquired 3/24/2025, Cost $705,490) (b)(c)(d)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;546000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;747116  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2111623** |
| **Israel - 0.0% (e)** | **Israel - 0.0% (e)** | **Israel - 0.0% (e)** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.0% (e)** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.0% (e)** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.0% (e)** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Turris Re 2025-1 Class A, 5.94% (Treasury Money Market Fund + 2.40%), 01/08/2029 <br>(Acquired 11/28/2025, Cost $687,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**686347** |
| **Japan - 0.2%** | **Japan - 0.2%** | **Japan - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Kizuna Re III 2024-1 Class A, 6.40% (3 Month U.S. Treasury Bill Rate + 2.75%), 04/09/2029 <br>(Acquired 3/13/2024, Cost $266,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270123  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nakama Re 2023-1 Class 2, 7.47% (3 Month Term SOFR + 4.00%), 05/09/2028 <br>(Acquired 4/14/2023, Cost $802,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;826341  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Nakama Re 2025-1 Class 1, 5.75% (3 Month U.S. Treasury Bill Rate + 2.10%), 04/23/2030 <br>(Acquired 4/11/2025, Cost $268,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;269930  |
| &nbsp;&nbsp;&nbsp;&nbsp;Nakama Re Pte. 2021-1 Class 1, 5.59% (Treasury Money Market Fund + 2.05%), 10/13/2026 (Acquired 2/8/2024, Cost $306,486) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;307000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;306923  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1673317** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Tomoni Re Pte 2024-1 Class A, 6.79% (Treasury Money Market Fund + 3.25%), 04/05/2028 (Acquired 3/25/2024, Cost $679,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;679000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;683617  |
| &nbsp;&nbsp;&nbsp;&nbsp;Tomoni Re Pte 2024-1 Class B, 7.54% (Treasury Money Market Fund + 4.00%), 04/05/2028 (Acquired 3/25/2024, Cost $853,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;868141  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1551758**  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3225075** |

---

(Continued) <br>

**2**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| **Mexico - 0.3%** | **Mexico - 0.3%** | **Mexico - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IBRD CAR 132 Class A, 7.90% (SOFR + 4.22%), 04/24/2028 (Acquired 4/3/2024, <br>Cost $1,865,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;&nbsp;1865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1902860  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;IBRD CAR 133 Class B, 14.90% (SOFR + 11.22%), 04/24/2028 (Acquired 4/3/2024, <br>Cost $651,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;651000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;657640  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2560500**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;IBRD CAR 134 Class C, 17.39% (SOFR + 13.72%), 04/24/2028 (Acquired 4/3/2024, Cost $1,408,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1408000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1498182  |
| &nbsp;&nbsp;&nbsp;&nbsp;IBRD CAR 135 Class D, 15.89% (SOFR + 12.22%), 04/24/2028 (Acquired 5/1/2024, Cost $613,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;613000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;658086  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2156268**  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**4716768** |
| **New Zealand - 0.1%** | **New Zealand - 0.1%** | **New Zealand - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 0.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Totara Re Pte. 2023-1, 13.39%, 06/08/2027 (Acquired 5/24/2023, Cost $1,325,283) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2171000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**1338403** |
| **United States - 16.4%** | **United States - 16.4%** | **United States - 16.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Brushfire - 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;**Brushfire - 0.3%** | &nbsp;&nbsp;&nbsp;&nbsp;**Brushfire - 0.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Golden Bear Re 2026-1 Class A, 13.40% (3 Month U.S. Treasury Bill Rate + 9.75%), 01/08/2029 (Acquired 12/10/2025, Cost $3,900,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;3900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**3900390** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 2.5%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 2.5%** | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 2.5%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acorn Re 2023-1 Class A, 7.88% (Treasury Money Market Fund + 4.35%), 11/06/2026 <br>(Acquired 6/22/2023, Cost $1,096,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1096000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1113317  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Acorn Re 2024-1 Class A, 6.63% (Treasury Money Market Fund + 3.10%), 11/05/2027 <br>(Acquired 10/25/2024, Cost $1,080,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1080000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1095228  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herbie Re 2022-1 Class A, 17.03% (Treasury Money Market Fund + 13.50%), 01/08/2027 <br>(Acquired 11/18/2022, Cost $392,000) (b)(c)(d)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;392000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;409797  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sutter Re 2023-1 Class B, 10.27% (Treasury Money Market Fund + 6.75%), 06/19/2026 <br>(Acquired 6/6/2023 - 5/3/2024, Cost $1,973,686) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1973000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1995689  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sutter Re 2023-1 Class E, 13.27% (Treasury Money Market Fund + 9.75%), 06/19/2026 <br>(Acquired 6/6/2023 - 9/26/2023, Cost $2,177,529) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2177000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2223479  |
| &nbsp;&nbsp;&nbsp;&nbsp;Torrey Pines Re 2023-1 Class A, 8.85% (Treasury Money Market Fund + 5.31%), 06/05/2026 (Acquired 5/18/2023, Cost $1,132,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1132000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1137943  |
| &nbsp;&nbsp;&nbsp;&nbsp;Torrey Pines Re 2024-1 Class A, 9.58% (Treasury Money Market Fund + 6.04%), 06/07/2027 (Acquired 5/17/2024, Cost $1,862,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1862000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1935735  |
| &nbsp;&nbsp;&nbsp;&nbsp;Torrey Pines Re 2024-1 Class B, 10.65% (Treasury Money Market Fund + 7.11%), 06/07/2027 (Acquired 5/17/2024, Cost $1,263,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1263000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1310110  |
| &nbsp;&nbsp;&nbsp;&nbsp;Torrey Pines Re 2024-1 Class C, 12.91% (Treasury Money Market Fund + 9.38%), 06/05/2026 (Acquired 5/17/2024, Cost $598,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;598000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;606163  |
| &nbsp;&nbsp;&nbsp;&nbsp;Torrey Pines Re 2025-1 Class A, 7.28% (Treasury Money Market Fund + 3.75%), 06/07/2028 (Acquired 4/25/2025, Cost $913,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935871  |
| &nbsp;&nbsp;&nbsp;&nbsp;Torrey Pines Re 2025-1 Class B, 8.03% (Treasury Money Market Fund + 4.50%), 06/07/2028 (Acquired 4/25/2025, Cost $1,016,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1016000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037184  |
| &nbsp;&nbsp;&nbsp;&nbsp;Torrey Pines Re 2025-1 Class C, 10.03% (Treasury Money Market Fund + 6.50%), 06/07/2028 (Acquired 4/25/2025, Cost $913,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;938747  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ursa Re 2023-2 Class E, 12.79% (Treasury Money Market Fund + 9.25%), 12/07/2026 <br>(Acquired 10/10/2023, Cost $2,489,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2489000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2568150  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ursa Re 2023-3 Class AA, 9.07% (Treasury Money Market Fund + 5.50%), 12/07/2026 <br>(Acquired 12/1/2023, Cost $2,194,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2194000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2243804  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ursa Re 2023-3 Class D, 12.32% (Treasury Money Market Fund + 8.75%), 12/07/2026 <br>(Acquired 12/1/2023 - 5/17/2024, Cost $2,616,573) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2614000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2694773  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ursa Re 2025-1 Class F, 11.02% (Treasury Money Market Fund + 7.50%), 02/22/2028 <br>(Acquired 2/10/2025, Cost $2,333,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2333000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2361813  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Ursa Re II 2025-1 Class G, 12.53% (Treasury Money Market Fund + 9.00%), 06/07/2028 <br>(Acquired 6/6/2025, Cost $3,086,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;3086000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3131981  |

---

(Continued) <br>

**3**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 2.5% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 2.5% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Earthquake - 2.5% (Continued)**  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veraison Re 2023-1 Class A, 10.32% (Treasury Money Market Fund + 6.79%), 03/09/2026 <br>(Acquired 12/14/2022, Cost $760,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;760000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$762356  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veraison Re 2023-1 Class B, 16.16% (Treasury Money Market Fund + 12.63%), 03/09/2026 <br>(Acquired 12/14/2022, Cost $729,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;729000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;732900  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veraison Re 2024-1 Class A, 8.26% (Treasury Money Market Fund + 4.74%), 03/08/2027 <br>(Acquired 1/30/2024 - 2/3/2025, Cost $1,100,705) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1096000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1121372  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veraison Re 2025-1 Class A, 7.02% (Treasury Money Market Fund + 3.50%), 03/08/2028 <br>(Acquired 1/30/2025, Cost $1,795,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1795000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1816719  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veraison Re 2025-1 Class B, 8.52% (Treasury Money Market Fund + 5.00%), 03/08/2028 <br>(Acquired 1/30/2025, Cost $852,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;869423  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Veraison Re 2026-1 Class B, 0.00% (Treasury Money Market Fund + 0.50%), 03/08/2029 <br>(Acquired 1/30/2026, Cost $625,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;625000  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Wrigley Re 2023-1 Class B, 10.22% (Treasury Money Market Fund + 6.70%), 08/07/2026 <br>(Acquired 7/14/2023, Cost $1,166,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1166000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1183140  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**34850694**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Fire - 0.0% (e)** | &nbsp;&nbsp;&nbsp;&nbsp;**Fire - 0.0% (e)** | &nbsp;&nbsp;&nbsp;&nbsp;**Fire - 0.0% (e)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Greengrove Re 2025-1 Class A, 11.32% (3 Month U.S. Treasury Bill Rate + 7.75%), 04/07/2028 (Acquired 3/19/2025, Cost $422,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;422000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**434112** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Flood - 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;**Flood - 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;**Flood - 0.4%** |
| &nbsp;&nbsp;&nbsp;&nbsp;FloodSmart Re 2022-1 Class B, 4.02% (Treasury Money Market Fund + 0.50%), 02/26/2029 (Acquired 10/24/2023, Cost $52,645) (b)(c)(d)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;52645 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;32903  |
| &nbsp;&nbsp;&nbsp;&nbsp;FloodSmart Re 2024-1 Class A, 17.88% (Treasury Money Market Fund + 14.36%), 03/12/2027 (Acquired 2/29/2024, Cost $4,099,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;4099000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4363386  |
| &nbsp;&nbsp;&nbsp;&nbsp;FloodSmart Re 2024-1 Class B, 21.15% (Treasury Money Market Fund + 17.63%), 03/12/2027 (Acquired 2/29/2024, Cost $967,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;967000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;994946  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5391235** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Mortality/Longevity/Disease - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**Mortality/Longevity/Disease - 0.2%** | &nbsp;&nbsp;&nbsp;&nbsp;**Mortality/Longevity/Disease - 0.2%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re XIV 2023 Class A, 7.02% (Treasury Money Market Fund + 3.50%), 01/05/2027 <br>(Acquired 3/7/2024 - 3/14/2024, Cost $632,968) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;629000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;637366  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re XIV 2023 Class B, 8.02% (Treasury Money Market Fund + 4.50%), 01/05/2027 <br>(Acquired 1/25/2023, Cost $334,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;334000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;340329  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re XV 2024 Class A, 6.02% (Treasury Money Market Fund + 2.50%), 01/07/2028 <br>(Acquired 1/22/2024, Cost $372,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;372000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;375329  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re XV 2024 Class B, 7.02% (Treasury Money Market Fund + 3.50%), 01/07/2028 <br>(Acquired 1/22/2024, Cost $255,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;255000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;260062  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re XVI 2025 Class A, 5.28% (Treasury Money Market Fund + 1.75%), 01/08/2029 <br>(Acquired 1/23/2025, Cost $359,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;359000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;356990  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Vitality Re XVII 2026 Class B, 5.92% (Treasury Money Market Fund + 2.40%), 01/08/2030 <br>(Acquired 1/22/2026, Cost $257,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;256987  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**2227063** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aquila Re I 2023-1 Class A-1, 8.91% (Treasury Money Market Fund + 5.34%), 06/08/2026 <br>(Acquired 5/10/2023, Cost $265,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268154  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aquila Re I 2023-1 Class B-1, 10.83% (Treasury Money Market Fund + 7.26%), 06/08/2026 <br>(Acquired 5/10/2023, Cost $1,079,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1079000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1098530  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aquila Re I 2023-1 Class C-1, 12.40% (Treasury Money Market Fund + 8.83%), 06/08/2026 <br>(Acquired 5/10/2023 - 2/24/2025, Cost $1,533,706) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1565266  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aquila Re I 2024-1 Class A-1, 8.92% (Treasury Money Market Fund + 5.39%), 06/07/2027 <br>(Acquired 4/26/2024, Cost $492,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;492000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506563  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Aquila Re I 2024-1 Class B-1, 11.88% (Treasury Money Market Fund + 8.35%), 06/07/2027 <br>(Acquired 4/26/2024, Cost $299,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314922  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baldwin Re 2023-1 Class A, 8.58% (Treasury Money Market Fund + 5.05%), 07/07/2027 <br>(Acquired 6/21/2023, Cost $423,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;433935  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Baldwin Re 2025-1 Class A, 7.28% (Treasury Money Market Fund + 3.75%), 07/09/2029 <br>(Acquired 6/16/2025, Cost $1,024,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1024000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1044480  |

---

(Continued) <br>

**4**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1% (Continued)**  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bluebonnet Re 2025-2 Class A, 15.54% (Treasury Money Market Fund + 12.00%), 06/07/2027 (Acquired 5/8/2025, Cost $1,145,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;&nbsp;1145000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1202422  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bonanza Re 2024-1 Class C, 9.03% (Treasury Money Market Fund + 5.50%), 12/19/2027 <br>(Acquired 12/16/2024, Cost $802,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;802000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;816957  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bridge Street Re 2025-1 Class A, 7.54% (Treasury Money Market Fund + 4.00%), 01/07/2028 (Acquired 12/24/2024, Cost $1,018,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1018000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1029503  |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Re 2025-1 Class A, 7.29% (Treasury Money Market Fund + 3.75%), 07/10/2028 (Acquired 5/30/2025, Cost $912,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;912000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;935712  |
| &nbsp;&nbsp;&nbsp;&nbsp;Foundation Re 2023-1 Class A, 9.79% (Treasury Money Market Fund + 6.25%), 01/08/2027 (Acquired 12/19/2023, Cost $968,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;968000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992297  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Four Lakes Re 2023-1 Class A, 9.33% (Treasury Money Market Fund + 5.80%), 01/07/2027 <br>(Acquired 12/8/2023, Cost $314,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;314000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317925  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Four Lakes Re 2024-1 Class A, 9.03% (Treasury Money Market Fund + 5.50%), 01/07/2028 <br>(Acquired 12/11/2024, Cost $859,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;859000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;875579  |
| &nbsp;&nbsp;&nbsp;&nbsp;Four Lakes Re 2024-1 Class B, 11.78% (Treasury Money Market Fund + 8.25%), 01/07/2028 (Acquired 12/11/2024, Cost $341,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;346320  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fuchsia 2 2024-1 Class A, 8.68% (Treasury Money Market Fund + 5.14%), 04/06/2028 <br>(Acquired 12/18/2024, Cost $1,324,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1324000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1362330  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fuchsia 2023-1 Class A, 13.83% (Treasury Money Market Fund + 10.29%), 04/06/2027 <br>(Acquired 12/14/2023, Cost $815,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;815000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852571  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Galileo Re 2023-1 Class A, 10.52% (Treasury Money Market Fund + 7.00%), 01/07/2028 <br>(Acquired 12/4/2023, Cost $1,313,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1313000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1369656  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herbie Re 2024-2 Class A, 10.79% (Treasury Money Market Fund + 7.25%), 01/08/2029 <br>(Acquired 12/17/2024, Cost $462,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;467914  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herbie Re 2024-2 Class B, 14.29% (Treasury Money Market Fund + 10.75%), 01/08/2029 <br>(Acquired 12/17/2024, Cost $462,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;462000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480896  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Herbie Re 2024-2 Class C, 26.54% (Treasury Money Market Fund + 23.00%), 01/08/2027 <br>(Acquired 12/17/2024, Cost $402,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;401538  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;High Point Re 2023-1 Class A, 9.17% (Treasury Money Market Fund + 5.64%), 01/06/2027 <br>(Acquired 12/1/2023, Cost $2,582,000) (b)(c)(d)(g) | &nbsp;&nbsp;&nbsp;2582000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2610531  |
| &nbsp;&nbsp;&nbsp;&nbsp;Hypatia Ltd. 2023-1 Class A, 14.02% (Treasury Money Market Fund + 10.50%), 04/08/2026 (Acquired 3/27/2023, Cost $377,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;377000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;381185  |
| &nbsp;&nbsp;&nbsp;&nbsp;Locke Tavern Re 2023-1 Class A, 8.49% (Treasury Money Market Fund + 4.96%), 04/09/2026 (Acquired 3/23/2023 - 8/21/2023, Cost $1,161,570) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1166457  |
| &nbsp;&nbsp;&nbsp;&nbsp;Long Point Re IV 2022-1 Class A, 7.78% (Treasury Money Market Fund + 4.25%), 06/01/2026 (Acquired 9/28/2023, Cost $259,956) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;261000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;262383  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merna Re II 2023-1 Class A, 11.90% (Treasury Money Market Fund + 8.38%), 07/07/2026 <br>(Acquired 4/5/2023, Cost $1,066,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1066000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1097021  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merna Re II 2023-2 Class A, 13.99% (Treasury Money Market Fund + 10.47%), 07/07/2026 <br>(Acquired 4/5/2023, Cost $1,279,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1279000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1322230  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merna Re II 2024-1 Class A, 10.99% (Treasury Money Market Fund + 7.47%), 07/07/2027 <br>(Acquired 5/8/2024, Cost $1,379,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1442503  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merna Re II 2024-2 Class A, 12.27% (Treasury Money Market Fund + 8.75%), 07/07/2027 <br>(Acquired 5/8/2024, Cost $1,758,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1758000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1838428  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merna Re II 2024-3 Class A, 12.01% (Treasury Money Market Fund + 8.49%), 07/07/2027 <br>(Acquired 5/8/2024, Cost $2,931,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2931000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3036223  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merna Re II 2025-3 Class A, 10.54% (Treasury Money Market Fund + 7.00%), 07/07/2028 <br>(Acquired 5/14/2025, Cost $1,945,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1945000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2040888  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merna Re II 2025-4 Class A, 11.29% (Treasury Money Market Fund + 7.75%), 07/07/2028 <br>(Acquired 5/14/2025, Cost $2,004,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2004000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2050593  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mona Lisa Re 2024-1 Class A, 13.28% (Treasury Money Market Fund + 9.75%), 06/25/2027 (Acquired 1/23/2025, Cost $317,507) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321096  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mona Lisa Re 2025-1 Class A, 11.53% (Treasury Money Market Fund + 8.00%), 01/08/2029 (Acquired 12/3/2024, Cost $648,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;648000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;659016  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mona Lisa Re 2025-1 Class B, 14.03% (Treasury Money Market Fund + 10.50%), 01/07/2028 (Acquired 12/3/2024, Cost $678,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;678000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690543  |

---

(Continued) <br>

**5**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1% (Continued)**  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Montoya Re 2025-2 Class A, 8.90% (3 Month U.S. Treasury Bill Rate + 5.25%), 04/09/2030 <br>(Acquired 12/12/2025, Cost $446,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$445063  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mountain Re 2023-1 Class A, 10.31% (Treasury Money Market Fund + 6.74%), 06/05/2026 <br>(Acquired 5/24/2023 - 3/5/2024, Cost $805,451) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;804000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818914  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mystic Re IV 2025-1 Class A, 7.52% (Treasury Money Market Fund + 4.00%), 01/10/2028 <br>(Acquired 12/17/2024, Cost $446,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;446000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;450237  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mystic Re IV 2025-1 Class B, 13.77% (Treasury Money Market Fund + 10.25%), 01/10/2028 (Acquired 12/17/2024, Cost $282,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;282000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;288951  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mystic Re IV 2025-1 Class C, 17.52% (Treasury Money Market Fund + 14.00%), 01/10/2028 (Acquired 12/17/2024, Cost $714,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;714000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;660450  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mystic Re IV 2026-1 Class A, 6.77% (Treasury Money Market Fund + 3.25%), 01/08/2029 <br>(Acquired 12/11/2025, Cost $287,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;287000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;286412  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mystic Re IV 2026-1 Class B, 10.42% (Treasury Money Market Fund + 6.90%), 01/08/2029 <br>(Acquired 12/11/2025, Cost $488,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;486438  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2019-I Class 12, 3.62% (Treasury Money Market Fund + 0.10%), 06/06/2026 (Acquired 5/8/2019, Cost $84,167) (b)(c)(d)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;84167 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38258  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2021-I Class 12, 9.03% (Treasury Money Market Fund + 5.51%), 06/06/2028 (Acquired 7/12/2023, Cost $301,000) (b)(c)(d)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165550  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2022-I Class 14, 7.52% (Treasury Money Market Fund + 4.00%), 06/06/2026 (Acquired 7/12/2022, Cost $1,989,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2000000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2012200 |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2023-I Class 13, 14.61% (Treasury Money Market Fund + 11.04%), 06/06/2027 (Acquired 4/28/2023, Cost $1,887,000) (b)(c)(d)(f) | &nbsp;&nbsp;&nbsp;1887000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1037850 |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2023-I Class 14, 10.28% (Treasury Money Market Fund + 6.76%), 06/06/2027 (Acquired 4/28/2023 - 9/22/2023, Cost $3,066,372) (b)(c)(d) | &nbsp;&nbsp;&nbsp;3072000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3138048  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2023-II Class 3, 12.24% (Treasury Money Market Fund + 8.70%), 12/06/2027 (Acquired 11/7/2023, Cost $817,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;817000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852907  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2023-II Class 5, 9.51% (Treasury Money Market Fund + 5.97%), 12/06/2027 <br>(Acquired 11/7/2023, Cost $1,906,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1906000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1992056  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2024-I Class 14, 9.52% (Treasury Money Market Fund + 5.98%), 06/06/2028 (Acquired 4/25/2024, Cost $439,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;439000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;438912  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2024-II Class 2, 16.94% (Treasury Money Market Fund + 13.42%), 12/06/2028 (Acquired 11/4/2024, Cost $418,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;418000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;442641  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2024-II Class 3, 10.48% (Treasury Money Market Fund + 6.94%), 12/06/2028 (Acquired 11/4/2024, Cost $1,096,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1096000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1122030  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2024-II Class 4, 8.92% (Treasury Money Market Fund + 5.38%), 12/06/2028 <br>(Acquired 11/4/2024, Cost $888,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;888000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;913796  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2025-I Class 13, 16.54% (3 Month U.S. Treasury Bill Rate + 13.00%), 06/06/2029 (Acquired 5/2/2025, Cost $266,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;266000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;270602  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2025-I Class 14, 11.29% (3 Month U.S. Treasury Bill Rate + 7.75%), 06/06/2029 (Acquired 5/2/2025, Cost $725,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;725000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;752550  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2025-I Class 15, 9.27% (3 Month U.S. Treasury Bill Rate + 5.75%), 06/06/2029 (Acquired 5/2/2025, Cost $1,006,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1006000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1041713  |
| &nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2025-II Class 2, 13.77% (Treasury Money Market Fund + 10.25%), 12/06/2029 (Acquired 10/17/2025, Cost $420,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419181  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Residential Re 2025-II Class 5, 6.79% (Treasury Money Market Fund + 3.25%), 12/06/2029 <br>(Acquired 10/17/2025, Cost $420,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;420000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;417438  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Riverfront Re 2025 Class A, 9.02% (Treasury Money Market Fund + 5.50%), 01/08/2029 <br>(Acquired 4/21/2025, Cost $677,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;677000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;717654  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II 2024-3 Class A, 7.52% (Treasury Money Market Fund + 3.99%), 04/07/2029 <br>(Acquired 12/10/2024, Cost $1,446,000) (b)(c)(d)(g) | &nbsp;&nbsp;&nbsp;1446000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1470510  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II 2024-3 Class B, 8.89% (Treasury Money Market Fund + 5.36%), 04/07/2029 <br>(Acquired 12/10/2024, Cost $1,475,000) (b)(c)(d)(g) | &nbsp;&nbsp;&nbsp;1475000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1519471  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II 2025-1 Class A, 7.52% (Treasury Money Market Fund + 4.00%), 04/07/2028 <br>(Acquired 3/13/2025, Cost $1,074,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1074000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1104233  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II 2025-1 Class A-2, 7.77% (Treasury Money Market Fund + 4.25%), 04/08/2030 (Acquired 3/13/2025, Cost $942,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;942000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;990278  |

---

(Continued) <br>

**6**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.1% (Continued)**  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II 2025-1 Class B-1, 8.02% (Treasury Money Market Fund + 4.50%), 04/07/2028 (Acquired 3/13/2025, Cost $618,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$633883  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II 2025-1 Class B-2, 8.27% (Treasury Money Market Fund + 4.75%), 04/08/2030 (Acquired 3/13/2025, Cost $1,854,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1854000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1955877  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sanders Re II 2025-2 Class A-1, 10.53% (Treasury Money Market Fund + 7.00%), 06/07/2028 (Acquired 5/22/2025, Cost $304,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;304000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317148  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re III 2022-1 Class A, 6.87% (Treasury Money Market Fund + 3.34%), 04/07/2026 <br>(Acquired 9/28/2023, Cost $896,210) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;900540  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re III 2022-3 Class A, 9.52% (Treasury Money Market Fund + 5.99%), 04/07/2027 <br>(Acquired 12/1/2022, Cost $789,000) (b)(c)(d)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;789000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;818430  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re III 2023-1 Class A, 9.00% (Treasury Money Market Fund + 5.47%), 04/07/2027 <br>(Acquired 3/24/2023, Cost $423,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;423000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;434886  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sanders Re III 2023-1 Class B, 19.37% (Treasury Money Market Fund + 15.84%), 04/07/2027 (Acquired 3/24/2023, Cost $528,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;528000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;533834  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sanders Re III 2023-2 Class A, 11.25% (Treasury Money Market Fund + 7.72%), 06/05/2026 (Acquired 5/24/2023, Cost $2,129,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2129000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2172857  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sanders Re III 2024-1 Class A, 9.09% (Treasury Money Market Fund + 5.56%), 04/07/2028 <br>(Acquired 1/16/2024, Cost $1,627,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1627000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1699483  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Skyline Re II 2025-1 Class A, 7.15% (3 Month U.S. Treasury Bill Rate + 3.50%), 01/07/2030 <br>(Acquired 12/23/2025, Cost $403,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;403000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;402295  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Solomon Re 2023-1 Class A, 9.04% (Treasury Money Market Fund + 5.52%), 06/08/2026 <br>(Acquired 6/12/2023, Cost $379,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;379000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;383851  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Stabilitas Re 2023-1 Class A, 12.01% (Treasury Money Market Fund + 8.48%), 06/05/2026 <br>(Acquired 1/16/2025, Cost $339,557) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;336000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;342048  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Titania Re 2024-1 Class A, 9.77% (Treasury Money Market Fund + 6.25%), 11/26/2027 <br>(Acquired 11/14/2024, Cost $566,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570500  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Titania Re 2024-1 Class B, 13.02% (Treasury Money Market Fund + 9.50%), 11/26/2027 <br>(Acquired 11/14/2024, Cost $535,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;538477  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yosemite Re 2025-1 Class A, 10.77% (Treasury Money Market Fund + 7.25%), 06/07/2028 <br>(Acquired 3/18/2025, Cost $497,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;524186  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**72125205** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9%** | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9%** | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1886 Re 2025-1 Class A, 8.03% (Treasury Money Market Fund + 4.50%), 07/09/2029 <br>(Acquired 5/15/2025, Cost $427,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;427000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;443525  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alamo Re 2023-1 Class A, 12.60% (Treasury Money Market Fund + 9.08%), 06/07/2026 <br>(Acquired 4/12/2023, Cost $2,579,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2579000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2642057  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alamo Re 2024-1 Class A, 10.06% (Treasury Money Market Fund + 6.54%), 06/07/2027 <br>(Acquired 4/4/2024 - 3/12/2025, Cost $3,870,961) (b)(c)(d) | &nbsp;&nbsp;&nbsp;3865000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4039505  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alamo Re 2024-1 Class B, 11.95% (Treasury Money Market Fund + 8.43%), 06/07/2027 <br>(Acquired 4/4/2024, Cost $4,761,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;4761000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5028806  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Alamo Re 2024-1 Class C, 15.40% (Treasury Money Market Fund + 11.88%), 06/07/2026 <br>(Acquired 4/4/2024, Cost $3,851,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;3851000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3983282  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Armor Re II 2024-1 Class A, 13.73% (Treasury Money Market Fund + 10.20%), 05/07/2027 <br>(Acquired 4/11/2024, Cost $1,321,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1406337  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Armor Re II 2024-2 Class A, 12.03% (Treasury Money Market Fund + 8.50%), 01/07/2028 <br>(Acquired 12/11/2024, Cost $548,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;548000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;579894  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayou Re 2023-1 Class A, 15.93% (Treasury Money Market Fund + 12.39%), 05/26/2026 <br>(Acquired 5/11/2023, Cost $750,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;750000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;774187  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayou Re 2023-1 Class B, 22.58% (Treasury Money Market Fund + 19.04%), 05/26/2026 <br>(Acquired 5/11/2023, Cost $1,206,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1206000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1268833  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayou Re 2024-1 Class A, 11.90% (Treasury Money Market Fund + 8.33%), 04/30/2027 <br>(Acquired 4/18/2024, Cost $1,257,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1319159  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayou Re 2024-1 Class B, 22.07% (Treasury Money Market Fund + 18.50%), 04/30/2027 <br>(Acquired 4/18/2024, Cost $419,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;453903  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Bayou Re 2025-1 Class A, 10.57% (Treasury Money Market Fund + 7.00%), 05/08/2028 <br>(Acquired 4/21/2025, Cost $992,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;992000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;996315  |

---

(Continued) <br>

**7**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9% (Continued)**  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge Re 2023-1 Class A, 8.77% (Treasury Money Market Fund + 5.25%), 01/08/2027 <br>(Acquired 11/14/2023, Cost $2,068,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;&nbsp;2068000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$2103156  |
| &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge Re 2023-1 Class B, 11.51% (Treasury Money Market Fund + 7.99%), 01/08/2027 (Acquired 11/14/2023, Cost $2,518,000) (b)(c)(d)(g) | &nbsp;&nbsp;&nbsp;2518000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2591400  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge Re 2025-1 Class A, 7.02% (Treasury Money Market Fund + 8.00%), 01/08/2029 <br>(Acquired 11/26/2025, Cost $587,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584799  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge Re 2025-1 Class B, 9.52% (Treasury Money Market Fund + 3.50%), 01/08/2029 <br>(Acquired 11/26/2025, Cost $587,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;587000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;584270  |
| &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge Re 2025-1 Class C, 11.52% (Treasury Money Market Fund + 11.00%), 01/08/2029 (Acquired 11/26/2025, Cost $301,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;301000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;299269  |
| &nbsp;&nbsp;&nbsp;&nbsp;Blue Ridge Re 2025-1 Class D, 14.52% (Treasury Money Market Fund + 6.00%), 01/08/2029 (Acquired 11/26/2025, Cost $687,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;687000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;685557  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bluebonnet Re 2025-1 Class B, 12.02% (Treasury Money Market Fund + 8.50%), 06/07/2028 (Acquired 5/8/2025, Cost $690,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;690000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;723568  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bluebonnet Re 2025-1 Class C, 15.27% (Treasury Money Market Fund + 11.75%), 06/07/2028 (Acquired 5/8/2025, Cost $558,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;558000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;596362  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cape Lookout Re 2023-1 Class A, 10.72% (Treasury Money Market Fund + 7.20%), 04/28/2026 (Acquired 4/14/2023 - 9/17/2024, Cost $3,446,679) (b)(c)(d) | &nbsp;&nbsp;&nbsp;3445000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3484962  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cape Lookout Re 2024-1 Class A, 12.23% (Treasury Money Market Fund + 8.70%), 04/05/2027 (Acquired 3/12/2024 - 9/13/2024, Cost $4,184,885) (b)(c)(d) | &nbsp;&nbsp;&nbsp;4180000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4303101  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cape Lookout Re 2025-1 Class A, 10.42% (Treasury Money Market Fund + 6.90%), 03/13/2028 (Acquired 2/27/2025 - 12/3/2025, Cost $4,155,016) (b)(c)(d) | &nbsp;&nbsp;&nbsp;4143000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4337100  |
| &nbsp;&nbsp;&nbsp;&nbsp;Charles River Re 2024-1 Class A, 11.20% (Treasury Money Market Fund + 7.63%), 05/10/2027 (Acquired 4/5/2024, Cost $885,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;885000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;919028  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Chartwell Re 2025-1 Class A, 9.54% (Treasury Money Market Fund + 6.00%), 06/07/2028 <br>(Acquired 5/2/2025, Cost $710,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;710000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;739075  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citrus Re 2023-1 Class A, 10.12% (Treasury Money Market Fund + 6.59%), 06/07/2026 <br>(Acquired 4/27/2023, Cost $1,009,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1009000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1024539  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citrus Re 2023-1 Class B, 12.24% (Treasury Money Market Fund + 8.71%), 06/07/2026 <br>(Acquired 4/27/2023, Cost $876,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;876000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;896367  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citrus Re 2024-1 Class B, 13.97% (Treasury Money Market Fund + 10.44%), 06/07/2027 <br>(Acquired 3/19/2024, Cost $508,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;508000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;535889  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citrus Re 2025-1 Class A, 11.28% (Treasury Money Market Fund + 7.75%), 06/07/2028 <br>(Acquired 3/5/2025, Cost $483,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497152  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Citrus Re 2025-1 Class B, 8.03% (Treasury Money Market Fund + 4.50%), 06/07/2028 <br>(Acquired 3/5/2025, Cost $410,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;410000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;424903  |
| &nbsp;&nbsp;&nbsp;&nbsp;Commonwealth Re 2023-1 Class A, 7.40% (Treasury Money Market Fund + 3.86%), 07/08/2026 (Acquired 6/7/2023, Cost $783,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;783000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;788011  |
| &nbsp;&nbsp;&nbsp;&nbsp;Everglades Re II 2024-1 Class A, 14.02% (Treasury Money Market Fund + 10.50%), 05/13/2027 (Acquired 5/15/2024, Cost $2,964,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2964000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3078559  |
| &nbsp;&nbsp;&nbsp;&nbsp;Everglades Re II 2024-1 Class B, 15.02% (Treasury Money Market Fund + 11.50%), 05/13/2027 (Acquired 5/15/2024, Cost $2,980,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2980000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3108289  |
| &nbsp;&nbsp;&nbsp;&nbsp;Everglades Re II 2024-1 Class C, 16.27% (Treasury Money Market Fund + 12.75%), 05/13/2027 (Acquired 5/15/2024, Cost $2,066,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2066000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2167854  |
| &nbsp;&nbsp;&nbsp;&nbsp;Everglades Re II 2025-1 Class A, 12.28% (3 Month U.S. Treasury Bill Rate + 8.75%), 05/19/2028 (Acquired 5/5/2025, Cost $2,126,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2126000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2209127  |
| &nbsp;&nbsp;&nbsp;&nbsp;Everglades Re II 2025-1 Class B, 13.28% (3 Month U.S. Treasury Bill Rate + 9.75%), 05/19/2028 (Acquired 5/5/2025, Cost $1,949,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1949000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2033976  |
| &nbsp;&nbsp;&nbsp;&nbsp;Everglades Re II 2025-1 Class C, 14.78% (3 Month U.S. Treasury Bill Rate + 11.25%), 05/19/2028 (Acquired 5/5/2025, Cost $2,362,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2362000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2504429  |
| &nbsp;&nbsp;&nbsp;&nbsp;Everglades Re II 2025-1 Class D, 16.53% (3 Month U.S. Treasury Bill Rate + 13.00%), 05/19/2028 (Acquired 5/5/2025, Cost $1,418,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1418000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1496699  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Fish Pond Re 2024-1 Class A, 7.55% (Treasury Money Market Fund + 4.02%), 01/08/2027 <br>(Acquired 12/22/2023, Cost $842,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;842000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853241  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gateway Re 2023-1 Class A, 17.47% (Treasury Money Market Fund + 13.94%), 02/24/2026 (Acquired 2/3/2023, Cost $2,215,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2215000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2231059  |

---

(Continued) <br>

**8**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9% (Continued)**  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gateway Re 2023-1 Class B, 24.53% (Treasury Money Market Fund + 21.00%), 02/24/2026 (Acquired 2/3/2023, Cost $479,000) (b)(c)(d)(g) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;479000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$483119  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gateway Re 2023-3 Class A, 14.41% (Treasury Money Market Fund + 10.88%), 07/08/2026 (Acquired 7/14/2023, Cost $594,000) (b)(c)(d)(g) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;594000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;615919  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gateway Re 2024-1 Class AA, 9.43% (Treasury Money Market Fund + 5.90%), 07/08/2027 <br>(Acquired 3/11/2024, Cost $638,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;638000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;652993  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gateway Re 2025-1 Class A, 14.03% (Treasury Money Market Fund + 10.50%), 07/07/2028 (Acquired 2/12/2025, Cost $254,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;254000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;268757  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gateway Re 2025-1 Class AAA, 7.78% (Treasury Money Market Fund + 4.25%), 07/07/2028 (Acquired 2/12/2025, Cost $419,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;419943  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gateway Re 2025-1 Class C2, 13.03% (Treasury Money Market Fund + 9.50%), 07/07/2027 (Acquired 2/12/2025, Cost $1,525,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1525000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1589431  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Gateway Re 2025-2 Class A, 10.53% (Treasury Money Market Fund + 7.00%), 07/07/2028 <br>(Acquired 3/21/2025, Cost $583,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;583000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;600782  |
| &nbsp;&nbsp;&nbsp;&nbsp;Gateway Re II 2023-1 Class A, 13.10% (Treasury Money Market Fund + 9.57%), 04/27/2026 (Acquired 4/13/2023, Cost $608,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;608000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;618397  |
| &nbsp;&nbsp;&nbsp;&nbsp;Genesee Street Re 2025-1 Class A, 6.78% (3 Month U.S. Treasury Bill Rate + 3.25%), 04/07/2028 (Acquired 4/28/2025, Cost $766,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;766000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;772358  |
| &nbsp;&nbsp;&nbsp;&nbsp;Handshake Re 2025-1 Class A, 8.04% (Treasury Money Market Fund + 4.50%), 01/08/2030 (Acquired 12/22/2025, Cost $296,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;296000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;295304  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hestia Re 2022-1 Class A, 3.67% (Treasury Money Market Fund + 0.10%), 04/22/2029 <br>(Acquired 2/5/2024, Cost $8,829) (b)(c)(d)(f) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;8829 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4635  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hestia Re 2025-1 Class A, 10.32% (Treasury Money Market Fund + 6.75%), 03/13/2028 <br>(Acquired 2/27/2025, Cost $1,148,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1148000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1177733  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Hestia Re 2025-1 Class B, 11.82% (Treasury Money Market Fund + 8.25%), 03/13/2028 <br>(Acquired 2/27/2025, Cost $530,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;530000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;543250  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Integrity Re 2024-1 Class A, 14.07% (Treasury Money Market Fund + 10.55%), 06/06/2026 <br>(Acquired 3/1/2024, Cost $542,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;557799  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Integrity Re 2024-1 Class B, 16.84% (Treasury Money Market Fund + 13.32%), 06/06/2026 <br>(Acquired 3/1/2024, Cost $310,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;310000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;322292  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Integrity Re 2024-1 Class C, 20.75% (Treasury Money Market Fund + 17.23%), 06/06/2026 <br>(Acquired 3/1/2024, Cost $542,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;542000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;566471  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Integrity Re 2024-1 Class D, 26.32% (Treasury Money Market Fund + 22.80%), 06/06/2026 <br>(Acquired 3/1/2024, Cost $852,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;852000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;899363  |
| &nbsp;&nbsp;&nbsp;&nbsp;Integrity Re III 2025-1 Class A-2, 11.52% (3 Month U.S. Treasury Bill Rate + 8.00%), 06/06/2028 (Acquired 2/21/2025, Cost $317,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;317000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;326478  |
| &nbsp;&nbsp;&nbsp;&nbsp;Integrity Re III 2025-1 Class B-2, 13.27% (3 Month U.S. Treasury Bill Rate + 9.75%), 06/06/2028 (Acquired 2/21/2025, Cost $257,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;257000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;267331  |
| &nbsp;&nbsp;&nbsp;&nbsp;Integrity Re III 2025-1 Class C, 15.77% (3 Month U.S. Treasury Bill Rate + 12.25%), 06/06/2028 (Acquired 2/21/2025, Cost $786,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;786000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;825300  |
| &nbsp;&nbsp;&nbsp;&nbsp;Integrity Re III 2025-1 Class D, 29.15% (3 Month U.S. Treasury Bill Rate + 25.50%), 06/06/2027 (Acquired 2/21/2025, Cost $483,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;483000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;547891  |
| &nbsp;&nbsp;&nbsp;&nbsp;Lightning Re 2023-1 Class A, 14.52% (Treasury Money Market Fund + 11.00%), 03/31/2026 (Acquired 3/20/2023 - 4/10/2024, Cost $4,202,402) (b)(c)(d) | &nbsp;&nbsp;&nbsp;4190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4245517  |
| &nbsp;&nbsp;&nbsp;&nbsp;Longleaf Pine Re 2024-1 Class A, 21.46% (Treasury Money Market Fund + 17.93%), 05/25/2027 (Acquired 5/10/2024, Cost $1,190,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1190000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1289901  |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Ferry Re 2023-1 Class A, 8.18% (Treasury Money Market Fund + 4.65%), 07/08/2026 (Acquired 6/23/2023, Cost $456,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;456000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;460332  |
| &nbsp;&nbsp;&nbsp;&nbsp;Lower Ferry Re 2023-1 Class B, 9.03% (Treasury Money Market Fund + 5.50%), 07/08/2026 (Acquired 6/23/2023, Cost $1,139,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1139000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1157053  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mayflower Re 2023-1 Class A, 8.57% (Treasury Money Market Fund + 5.05%), 07/08/2026 <br>(Acquired 6/26/2023, Cost $837,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;837000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;848216  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mayflower Re 2023-1 Class B, 10.03% (Treasury Money Market Fund + 6.51%), 07/08/2026 (Acquired 6/26/2023, Cost $2,082,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2082000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2118435  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Mayflower Re 2024-1 Class A, 8.45% (Treasury Money Market Fund + 4.93%), 07/08/2027 <br>(Acquired 6/21/2024, Cost $650,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;667875  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mayflower Re 2025-1 Class A, 7.02% (3 Month U.S. Treasury Bill Rate + 3.50%), 07/07/2028 (Acquired 5/22/2025, Cost $1,159,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1159000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1186932  |

---

(Continued) <br>

**9**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 7.9% (Continued)**  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Meritage Re 2026-1 Class A, 9.15% (3 Month U.S. Treasury Bill Rate + 5.50%), 03/08/2029 <br>(Acquired 12/22/2025, Cost $1,347,000) (b)(c)(d) | $&nbsp;&nbsp;&nbsp;&nbsp;1347000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1344037  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merna Re II 2025-1 Class A, 11.29% (Treasury Money Market Fund + 7.75%), 07/07/2028 <br>(Acquired 5/14/2025, Cost $545,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;545000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;563503  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Merna Re II 2025-2 Class A, 12.29% (Treasury Money Market Fund + 8.75%), 07/07/2028 <br>(Acquired 5/14/2025, Cost $943,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;943000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;993450  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Metrocat Re 2023-1 Class A, 9.28% (Treasury Money Market Fund + 5.75%), 05/08/2026 <br>(Acquired 5/12/2023, Cost $321,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;321000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;324226  |
| &nbsp;&nbsp;&nbsp;&nbsp;Nature Coast Re 2023-1 Class A, 13.52% (Treasury Money Market Fund + 10.00%), 12/07/2026 (Acquired 11/16/2023, Cost $1,341,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1341000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1365138  |
| &nbsp;&nbsp;&nbsp;&nbsp;Nature Coast Re 2023-1 Class B, 17.02% (Treasury Money Market Fund + 13.50%), 12/07/2026 (Acquired 11/16/2023, Cost $470,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;470000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;480081  |
| &nbsp;&nbsp;&nbsp;&nbsp;Nature Coast Re 2024-1 Class A, 18.81% (Treasury Money Market Fund + 15.29%), 06/07/2028 (Acquired 6/17/2024, Cost $469,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;469000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;523146  |
| &nbsp;&nbsp;&nbsp;&nbsp;Nature Coast Re 2025-1 Class A, 15.07% (Treasury Money Market Fund + 11.55%), 01/16/2029 (Acquired 12/27/2024, Cost $1,161,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;1161000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1204073  |
| &nbsp;&nbsp;&nbsp;&nbsp;Nature Coast Re 2025-2 Class A, 13.27% (Treasury Money Market Fund + 9.75%), 04/10/2029 (Acquired 3/28/2025, Cost $382,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;382000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;394281  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palm Re 2024-1 Class A, 13.27% (Treasury Money Market Fund + 9.70%), 06/07/2027 <br>(Acquired 4/4/2024, Cost $928,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;928000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;972358  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Palm Re 2025-1 Class A, 11.32% (Treasury Money Market Fund + 7.75%), 06/07/2028 <br>(Acquired 4/1/2025, Cost $824,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;824000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;857166  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purple Re 2023-1 Class A, 16.68% (1 Month Term SOFR + 13.01%), 04/24/2026 <br>(Acquired 4/6/2023, Cost $959,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;959000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;982016  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purple Re 2023-2 Class A, 14.15% (Treasury Money Market Fund + 10.58%), 06/05/2026 <br>(Acquired 6/27/2023, Cost $674,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;674000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;692872  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purple Re 2024-1 Class A, 12.67% (Treasury Money Market Fund + 9.13%), 06/07/2027 <br>(Acquired 4/2/2024, Cost $2,373,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;2373000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2488565  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purple Re 2025-1 Class A, 10.79% (3 Month U.S. Treasury Bill Rate + 7.25%), 06/07/2028 <br>(Acquired 5/6/2025, Cost $650,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;650000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;681232  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Purple Re 2025-1 Class B, 11.29% (3 Month U.S. Treasury Bill Rate + 7.75%), 06/07/2028 <br>(Acquired 5/6/2025, Cost $709,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;709000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;731865  |
| &nbsp;&nbsp;&nbsp;&nbsp;Recoletos Re DAC 2024-1 Class A, 8.65% (3 Month U.S. Treasury Bill Rate + 5.00%), 01/07/2028 (Acquired 12/9/2024, Cost $501,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;501000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;509016  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Sabine Re 2024-1 Class A, 12.09% (Treasury Money Market Fund + 8.52%), 04/07/2027 <br>(Acquired 3/26/2024, Cost $488,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;488000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;505617  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Solis Re 2025-1 Class A, 7.04% (Treasury Money Market Fund + 3.50%), 07/07/2028 <br>(Acquired 6/12/2025, Cost $497,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;497000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;506841  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Windrose Re 2026-1 Class A, 0.00% (Treasury Money Market Fund + 5.25%), 02/13/2029 <br>(Acquired 1/29/2026, Cost $743,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;743000  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Winston Re 2024-1 Class A, 13.78% (Treasury Money Market Fund + 10.21%), 02/26/2027 <br>(Acquired 2/14/2024, Cost $927,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;927000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;975760  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Winston Re 2024-1 Class B, 15.26% (Treasury Money Market Fund + 11.69%), 02/26/2027 <br>(Acquired 2/14/2024, Cost $387,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;387000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;406640  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Winston Re 2025-1 Class A, 10.07% (Treasury Money Market Fund + 6.50%), 02/21/2028 <br>(Acquired 2/6/2025, Cost $675,000) (b)(c)(d) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;675000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;691504  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**112003738** |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**230932437** |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EVENT LINKED BONDS** <br>**(Cost $260,246,076)** | &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL EVENT LINKED BONDS** <br>**(Cost $260,246,076)** | &nbsp;&nbsp;&nbsp;&nbsp;**266570425** |
| **QUOTA SHARES AND OTHER REINSURANCE-RELATED SECURITIES - 68.8% (a)**<br>|  |  |
| **Participation Notes – 1.6%** | **Participation Notes – 1.6%** | **Participation Notes – 1.6%** |
| **Global – 1.6%**  | **Global – 1.6%**  | **Global – 1.6%**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – 1.6%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – 1.6%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – 1.6%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Eden Re II 2022-1 Class B, (Acquired 12/17/2021, Cost $19,608) (b)(c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;19608 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;37896  |
| &nbsp;&nbsp;&nbsp;&nbsp;Excelsa Re Ltd., (Acquired 5/7/2025, Cost $17,048,234) (c)(d)(f)(h)(i) | 17021000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22004724  |

---

(Continued) <br>

**10**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **Par** | **Value**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – 1.6% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – 1.6% (Continued)**  | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – 1.6% (Continued)**  |
| &nbsp;&nbsp;&nbsp;&nbsp;Eden Re II 2023-1 Class B, (Acquired 12/22/2022, Cost $5,282) (b)(c)(d)(f)(h)(i) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5282 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$65558  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sussex Re 2021-A, (Acquired 12/29/2020, Cost $344,570) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;344570 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sussex Re 2022-A, (Acquired 1/5/2022, Cost $1,820,000) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;1820000 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total Participation Notes** <br>**(Cost $19,237,693)** | &nbsp;&nbsp;&nbsp;&nbsp;**Total Participation Notes** <br>**(Cost $19,237,693)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22108178**  |
|  | **SHARES** |  |
| **Preference Shares – 67.2%** | **Preference Shares – 67.2%** | **Preference Shares – 67.2%** |
| **Global – 61.9%**  | **Global – 61.9%**  | **Global – 61.9%**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Marine/Energy - 0.0% (e)** | &nbsp;&nbsp;&nbsp;&nbsp;**Marine/Energy - 0.0% (e)** | &nbsp;&nbsp;&nbsp;&nbsp;**Marine/Energy - 0.0% (e)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Kauai (Artex Segregated Account Company), (Acquired 1/7/2016, Cost $19,797,372) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51394 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**0** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – 61.9%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – 61.9%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil – 61.9%** |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Arenal (Artex Segregated Account Company), (Acquired 5/7/2015 - 12/22/2017, <br>Cost $30,738,112) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;165450 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;51826229  |
| &nbsp;&nbsp;&nbsp;&nbsp;Bowery (Artex Segregated Account Company), (Acquired 9/29/2017, Cost $29,078,495) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;200075 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48977164  |
| &nbsp;&nbsp;&nbsp;&nbsp;Brighton (Horseshoe Re), (Acquired 6/12/2020, Cost $0) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;1022526 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1188551  |
| &nbsp;&nbsp;&nbsp;&nbsp;Cypress (Horseshoe Re), (Acquired 5/31/2017 - 9/29/2017, Cost $3,795,392) (c)(d)(f)(h)(i) | 125090500 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;853492  |
| &nbsp;&nbsp;&nbsp;&nbsp;Emerald Lake (Artex Segregated Account Company), (Acquired 12/16/2015 - 12/17/2018, Cost $28,051,854) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;504899 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0  |
| &nbsp;&nbsp;&nbsp;&nbsp;Florblanca (Artex Segregated Account Company), (Acquired 12/29/2016 - 12/21/2017, Cost $11,047,610) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;77550 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;18925841  |
| &nbsp;&nbsp;&nbsp;&nbsp;Harambee Re 2019, (Acquired 12/21/2018, Cost $0) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2199 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0  |
| &nbsp;&nbsp;&nbsp;&nbsp;Hatteras (Artex Segregated Account Company), (Acquired 12/30/2014 - 4/11/2019, Cost $48,163,336) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58673 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;55838014  |
| &nbsp;&nbsp;&nbsp;&nbsp;Hudson Charles (Mt. Logan Re), (Acquired 1/2/2014 - 1/20/2026, Cost $30,133,389) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30133 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;30649308  |
| &nbsp;&nbsp;&nbsp;&nbsp;Hudson Charles 2 (Mt. Logan Re), (Acquired 3/31/2017 - 4/22/2025, Cost $42,034,034) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;68680253  |
| &nbsp;&nbsp;&nbsp;&nbsp;Iseo (Artex Segregated Account Company), (Acquired 9/8/2017, Cost $0) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;183543 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0  |
| &nbsp;&nbsp;&nbsp;&nbsp;Kensington (Horseshoe Re), (Acquired 8/16/2018 - 8/11/2020, Cost $0) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;954585 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;570595  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Latigo (Artex Segregated Account Company), (Acquired 1/6/2014 - 11/1/2018, <br>Cost $16,290,758) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;473 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;27760450  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Madison (Artex Segregated Account Company), (Acquired 12/12/2016 - 2/3/2020, <br>Cost $30,995,208) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;97141 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;26133720  |
| &nbsp;&nbsp;&nbsp;&nbsp;Magnolia (Artex Segregated Account Company), (Acquired 6/20/2024, Cost $24,436,480) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;24436 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48161980  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mohonk (Artex Segregated Account Company), (Acquired 12/24/2013 - 4/11/2019, Cost $49,717,014) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;103 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;58318575  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mulholland (Artex Segregated Account Company), (Acquired 12/26/2013 - 12/31/2015, Cost $566,731) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;114 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;126871  |
| &nbsp;&nbsp;&nbsp;&nbsp;Pelham (Horseshoe Re), (Acquired 1/2/2018 - 4/25/2018, Cost $18,089,495) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;264553 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6862945  |
| &nbsp;&nbsp;&nbsp;&nbsp;Peregrine LCA, (Acquired 12/28/2018 - 6/7/2019, Cost $12,768,157) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;2252060 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;40875258  |
| &nbsp;&nbsp;&nbsp;&nbsp;Peregrine LCA2, (Acquired 1/9/2024, Cost $29,902,397) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;2990240 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;43216294  |
| &nbsp;&nbsp;&nbsp;&nbsp;Rondout (Artex Segregated Account Company), (Acquired 7/15/2019, Cost $16,962,302) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;48289 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;56229191  |
| &nbsp;&nbsp;&nbsp;&nbsp;Sheepshead (Horseshoe Re), (Acquired 6/12/2020, Cost $0) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;969034 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1694892  |
| &nbsp;&nbsp;&nbsp;&nbsp;St. Kevins (Artex Segregated Account Company), (Acquired 12/29/2016 - 6/27/2018, Cost $22,107,500) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;42944 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3831444  |
| &nbsp;&nbsp;&nbsp;&nbsp;Thopas Re Ltd. 2024-2 (S), (Acquired 6/26/2024 - 6/30/2025, Cost $34,865,609) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;348656 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;47761454  |
| &nbsp;&nbsp;&nbsp;&nbsp;Viribus Re 2018, (Acquired 12/22/2017, Cost $0) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;265173 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0  |
| &nbsp;&nbsp;&nbsp;&nbsp;Viribus Re 2019, (Acquired 12/26/2018 - 10/23/2020, Cost $507,130) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;526336 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7992  |
| &nbsp;&nbsp;&nbsp;&nbsp;Woodside (Horseshoe Re), (Acquired 6/12/2020, Cost $0) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;1012875 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;901611  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yoho (Artex Segregated Account Company), (Acquired 5/17/2016 - 6/5/2020, <br>Cost $46,258,424) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;357363 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1747056  |
| &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;Yorkville (Artex Segregated Account Company), (Acquired 5/31/2019 - 6/3/2020, <br>Cost $95,132,000) (c)(d)(f)(h) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;143394 | &nbsp;&nbsp;&nbsp;&nbsp;231249519  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**872388699** |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;**872388699** |

---

(Continued) <br>

**11**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

---

| | | |
|:---|:---|:---|
|  | **SHARES** | **VALUE** |
| **United States – 5.3%**  | **United States – 5.3%**  | **United States – 5.3%**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.3%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.3%** | &nbsp;&nbsp;&nbsp;&nbsp;**Multiperil - 5.3%** |
| &nbsp;&nbsp;&nbsp;&nbsp;Greenshoots Re 2025-B, (Acquired 3/28/2025, Cost $10,000,000) (c)(d)(f)(h)(i) | $&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;10000 | &nbsp;&nbsp;&nbsp;&nbsp;$13143021  |
| &nbsp;&nbsp;&nbsp;&nbsp;Seawall Re Ltd 2025-B, (Acquired 7/18/2025, Cost $16,478,400) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6866 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22765897 |
| &nbsp;&nbsp;&nbsp;&nbsp;SR0005 (Horseshoe Re), (Acquired 4/15/2016, Cost $6,360,627) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;6966774 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0  |
| &nbsp;&nbsp;&nbsp;&nbsp;Trouvaille Re Ltd., (Acquired 3/25/2024 - 3/26/2025, Cost $24,115,990) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;135 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;38502661  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**74411579** |
| &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 0.0% (e)** | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 0.0% (e)** | &nbsp;&nbsp;&nbsp;&nbsp;**Windstorm - 0.0% (e)** |
| &nbsp;&nbsp;&nbsp;&nbsp;Riverdale (Horseshoe Re), (Acquired 6/10/2020, Cost $10,881,807) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;251610 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;0  |
| &nbsp;&nbsp;&nbsp;&nbsp;SR0006 (Horseshoe Re), (Acquired 8/9/2016, Cost $2,086,571) (c)(d)(f)(h)(i) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;39381541 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;71950  |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**71950** |
|  |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**74483529**  |
| &nbsp;&nbsp;&nbsp;&nbsp;**Total Preference Shares** <br>**(Cost $711,362,194)** | &nbsp;&nbsp;&nbsp;&nbsp;**Total Preference Shares** <br>**(Cost $711,362,194)** | &nbsp;&nbsp;&nbsp;&nbsp;**946872228** |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL QUOTA SHARES AND OTHER REINSURANCE-RELATED SECURITIES** <br>**(Cost $730,599,887)** | &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL QUOTA SHARES AND OTHER REINSURANCE-RELATED SECURITIES** <br>**(Cost $730,599,887)** | &nbsp;&nbsp;&nbsp;&nbsp;**968980406** |
| **LIMITED LIABILITY PARTNERSHIPS - 1.6%**  |  |  |
| Point Dume LLP (d)(f)(h)(i)(j) |  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22945437** |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIMITED LIABILITY PARTNERSHIPS** <br>**(Cost $10,021,976)** | &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL LIMITED LIABILITY PARTNERSHIPS** <br>**(Cost $10,021,976)** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**22945437** |
| **SHORT-TERM INVESTMENTS – 10.3%**  | **SHORT-TERM INVESTMENTS – 10.3%**  | **SHORT-TERM INVESTMENTS – 10.3%**  |
| **Money Market Funds – 10.3%** | **Money Market Funds – 10.3%** | **Money Market Funds – 10.3%** |
| MSILF Government Portfolio - Institutional Class, 4.77% (k) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72515975 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72515975  |
| Fidelity Investments Money Market Funds - Government Portfolio - Institutional Class, 4.69% (k) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72368004 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;72368004  |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL SHORT-TERM INVESTMENTS** <br>**(Cost $144,883,979)** | &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL SHORT-TERM INVESTMENTS** <br>**(Cost $144,883,979)** | &nbsp;&nbsp;&nbsp;&nbsp;**144883979** |
| &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS – 99.6%** <br>**(Cost $1,156,842,152)** | &nbsp;&nbsp;&nbsp;&nbsp;**TOTAL INVESTMENTS – 99.6%** <br>**(Cost $1,156,842,152)** | &nbsp;&nbsp;**1403380246**  |
| **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.4%** | **OTHER ASSETS IN EXCESS OF LIABILITIES – 0.4%** | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**5720812**  |
| **TOTAL NET ASSETS - 100.0%** |  | **$1409101058** |

---

Percentages are stated as a percent of net assets.

Par amounts stated in USD unless otherwise indicated.

CORRA - Canada Overnight Repo Rate Average

EURIBOR - Euro Interbank Offered Rate

SOFR - Secured Overnight Financing Rate

CAD - Canadian Dollar

EUR - Euro

GBP - British Pound

NZD - New Zealand Dollar

(a)<br> Country shown is geographic area of peril risk.

(b) Although security is restricted as to resale, the Fund's Adviser has determined this security to be liquid based upon procedures approved by the Board of Trustees. The aggregate value of these securities at January 31, 2026 was $266,673,879 which represented 18.9% of the Fund's net assets.

(c)<br> Security is restricted as to resale.

(d) Foreign issued security. Total foreign securities by country of domicile are $1,258,496,267. Foreign concentrations as a percentage of net assets are as follows: Bermuda: 85.6%, Great Britain 1.9% Cayman Islands: 0.7%, Supranational: 0.5%, Singapore: 0.3% and Ireland: 0.3%. 

(e)<br> Rounds to zero.

(f)<br> Value determined using significant unobservable inputs.<br>

(Continued) <br>

**12**<br>

------

Consolidated Schedule of Investments as of January 31, 2026 (Unaudited)

&nbsp;&nbsp;&nbsp;&nbsp;**Stone Ridge Reinsurance Risk Premium Interval Fund**<br>

(g)<br> Step coupon bond. The rate disclosed is as of January 31, 2026.<br>

(h) Security is fair valued by the Adviser Valuation Committee using an insurance industry model pursuant to procedures approved by the Board of Trustees. As of January 31, 2026, the fair value of these securities total $992,672,959 or 70.4% of the Fund's net assets.

(i)<br> Non-income producing security.

(j) The partnership, a subsidiary of Point Dume Holdings Ltd, is a member of the Lloyd's of London marketplace through which it may generate profits from participations in the insurance or reinsurance of activities of certain underwriters. Members are required to post collateral for potential losses, which is in the form of a trust deed.

(k)<br> The rate shown represents the 7-day annualized yield as of January 31, 2026.

**13**<br>

------

Notes to Consolidated Financial Statements as of January 31, 2026 (Unaudited)

1. Summary of Significant Accounting Policies

The following is a summary of significant accounting policies consistently followed by the Stone Ridge Reinsurance Risk Premium Interval Fund (the "Fund") in the preparation of its consolidated financial statements. The consolidated financial statements have been prepared in conformity with generally accepted accounting principles in the United States of America. The Fund is an investment company and applies specific accounting and financial reporting requirements under Financial Accounting Standards Board Accounting Standards Topic 946, Financial Services - Investment Companies.

a. Investment Valuation and Fair Value Measurement

The Board of Trustees (the "Board") has approved procedures pursuant to which the Fund values its investments (the "Valuation Procedures"). The Board has established a Valuation Committee (the "Board Valuation Committee"), which has designated Stone Ridge Asset Management LLC (the "Adviser") to serve as "valuation designee" in accordance with Rule 2a-5 of the 1940 Act and, in that capacity, to bear responsibility for implementing the Valuation Procedures, including performing fair valuation determinations relating to all investments held by the Fund (as needed), and periodically assessing and managing any material valuation risks and establishing and applying fair value methodologies subject to the oversight of the Board Valuation Committee and certain reporting and other requirements as described in the Valuation Procedures. A committee consisting of personnel of the Adviser (the "Adviser Valuation Committee") performs certain functions in implementing the Valuation Procedures, including with respect to the performance of fair valuation determinations.

Listed below is a summary of certain of the methods generally used currently to value investments of the Fund under the Valuation Procedures:

With respect to pricing of insurance-linked securities for which at least one designated independent broker provides a price, that price (or, if multiple designated independent brokers provide a price, the average of such prices) will be used to value the security. The Fund typically utilizes an independent data delivery vendor to obtain the prices, average them and communicate the resulting value to the Administrator. If no designated independent broker provides a price for the security in question, the Adviser Valuation Committee will generally utilize prices provided by one or more other brokers that the Adviser has approved to value the security. For certain securities, an administrator or third-party manager may regularly provide net asset values that may be used to determine the price at which an investor can subscribe for or redeem an investment in that security, subject to any relevant restrictions on the timing of such subscriptions or redemptions. The Adviser Valuation Committee will generally rely upon such valuations, with any necessary adjustment to reflect relevant corporate actions (e.g., dividends paid but not yet reflected in the reported net asset value).

Other insurance-linked securities are valued using an insurance industry model pursuant to procedures approved by the Board of Trustees.

Other debt securities, including corporate and government debt securities (of U.S. or foreign issuers) and municipal debt securities, loans, mortgage-backed securities, collateralized mortgage obligations and other asset-backed securities (except event-linked bonds) are valued by an independent pricing service at an evaluated (or estimated) mean between the closing bid and asked prices.

For investments in investment companies that are registered under the Investment Company Act of 1940 (the "1940 Act"), the value of the shares of such funds is calculated based upon the net asset value ("NAV") per share of such funds. The prospectuses for such funds explain the circumstances under which they will use fair value pricing and its effects.

Exchange-traded derivatives, such as options and futures contracts, are valued at the settlement price on the exchange or mean of the bid and asked prices.

Non-exchange traded derivatives, including over-the-counter ("OTC") options, are generally valued on the basis of valuations provided by a pricing service or using quotes provided by a broker/dealer (typically the counterparty).

Generally, the Fund must value its assets using market quotations when they are readily available. If, with respect to any portfolio instrument, market quotations are not readily available or available market quotations are deemed to be unreliable

**14**<br>

------

Notes to Consolidated Financial Statements as of January 31, 2026 (Unaudited)

by the Adviser Valuation Committee, then such instruments will be valued as determined in good faith by the Adviser Valuation Committee. In these circumstances, the Fund determines fair value in a manner that seeks to reflect the market value of the security on the valuation date based on consideration by the Adviser Valuation Committee of any information or factors it deems appropriate.

Fair value pricing may require subjective determinations about the value of a portfolio instrument. Fair values may differ from quoted or published prices, or from prices that are used by others, for the same investments. Also, the use of fair value pricing may not always result in adjustments to the prices of securities or other assets or liabilities held by the Fund. It is possible that the fair value determined for a security may be materially different than the value that could be realized upon the sale of such security. Thus, fair valuation may have an unintended dilutive or accretive effect on the value of shareholders' investments in the Fund.

A substantial portion of the Fund's investments are U.S. dollar denominated investments. Investments initially valued in currencies other than the U.S. dollar are converted to U.S. dollars using exchange rates obtained from pricing services. As a result, the NAV of the Fund's shares may be affected by changes in the value of currencies in relation to the U.S. dollar. International markets are sometimes open on days when U.S. markets are closed, which means that the value of foreign securities owned by the Fund could change on days when Fund shares cannot be bought or sold. The value of investments traded in markets outside the U.S. or denominated in currencies other than the U.S. dollar may be affected significantly on a day that the NYSE is closed, and the NAV of the Fund's shares may change on days when an investor is not able to purchase shares or sell shares in connection with a periodic repurchase offer. The calculation of the Fund's NAV may not take place contemporaneously with the determination of the prices of foreign securities used in NAV calculations.

The Fund adheres to authoritative fair valuation accounting standards that set out a hierarchy for measuring fair valuation inputs. These standards require additional disclosures about the various inputs and valuation techniques used to develop the measurements of fair value and a discussion of changes in valuation techniques and related inputs during the period. The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the lowest priority to significant unobservable inputs (Level 3 measurements). The three levels of the fair value hierarchy are as follows:

Level 1 Inputs: quoted prices (unadjusted) in active markets for identical assets or liabilities that the Fund can access at the measurement date;

Level 2 Inputs: inputs other than quoted prices included in Level 1 that are observable for the asset or liability, either directly or indirectly including inputs in markets that are not considered to be active or in active markets for similar assets or liabilities, observable inputs other than quoted prices and inputs that are not directly observable but are corroborated by observable market data;

Level 3 Inputs: significant unobservable inputs for the asset or liability.

Inputs are used in applying the various valuation techniques and broadly refer to the assumptions that market participants use to make valuation decisions, including assumptions about risk. A financial instrument's level within the fair value hierarchy is based on the lowest level of any input that is significant to the fair value measurement. However, the determination of what constitutes "observable" requires significant judgment by the Adviser. The Adviser considers observable data to be that market data which is readily available, regularly distributed or updated, reliable and verifiable, not proprietary, and provided by independent sources that are actively involved in the relevant market. The categorization of a financial instrument within the hierarchy is based upon the pricing transparency of the instrument and does not necessarily correspond to the Adviser's perceived risk of that instrument.

**15**<br>

------

Notes to Consolidated Financial Statements as of January 31, 2026 (Unaudited)

There were transfers between Level 2 and Level 3 during the reporting period. The transfers from Level 2 to Level 3 occurred because there was no longer observable market data for these securities as of January 31, 2026. The following table summarizes the inputs used to value the Fund's investments as of January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
| **DESCRIPTION** | **LEVEL 1** | **LEVEL 2** | **LEVEL 3** | **TOTAL**  |
| **Assets**<br>|  |  |  |  |
| Event-Linked Bonds |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Canada | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$—  | &nbsp;&nbsp;&nbsp;&nbsp;$1175655  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$1175655  |
| &nbsp;&nbsp;&nbsp;&nbsp;Chile | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953807  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2953807  |
| &nbsp;&nbsp;&nbsp;&nbsp;Europe | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940720  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;5940720  |
| &nbsp;&nbsp;&nbsp;&nbsp;Global | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;12059329  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1430260  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;13489589  |
| &nbsp;&nbsp;&nbsp;&nbsp;Great Britain | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111623  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2111623  |
| &nbsp;&nbsp;&nbsp;&nbsp;Israel | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686347  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;686347  |
| &nbsp;&nbsp;&nbsp;&nbsp;Japan | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225075  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3225075  |
| &nbsp;&nbsp;&nbsp;&nbsp;Mexico | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4716768  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;4716768  |
| &nbsp;&nbsp;&nbsp;&nbsp;New Zealand | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338403  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1338403  |
| &nbsp;&nbsp;&nbsp;&nbsp;United States  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;228425014  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;2507423  | &nbsp;&nbsp;&nbsp;&nbsp;230932437  |
| Total Event-Linked Bonds | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;262632741  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;3937683  | &nbsp;&nbsp;&nbsp;&nbsp;266570424  |
| Quota Shares and Other Reinsurance-Related Securities |  |  |  |  |
| Participation Notes<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;22108178  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22108178  |
| &nbsp;&nbsp;Preference Shares  |  |  |  |  |
| &nbsp;&nbsp;&nbsp;&nbsp;Global<sup>(1)(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;872388699  | &nbsp;&nbsp;&nbsp;&nbsp;872388699  |
| &nbsp;&nbsp;&nbsp;&nbsp;United States<sup>(1)(2)</sup>  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;74483529  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;74483529  |
| Total Preference Shares  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;946872228  | &nbsp;&nbsp;&nbsp;&nbsp;946872228  |
| Total Quota Shares and Other Reinsurance-Related Securities | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;968980406  | &nbsp;&nbsp;&nbsp;&nbsp;968980406  |
| Limited Liability Partnership<sup>(2)</sup> | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;22945437  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;22945437  |
| Money Market Funds | &nbsp;&nbsp;&nbsp;&nbsp;144883979  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;144883979  |
| **Total Assets** <br>| &nbsp;&nbsp;&nbsp;&nbsp;**$144883979**  | &nbsp;&nbsp;&nbsp;&nbsp;**$262632741**  | &nbsp;&nbsp;&nbsp;&nbsp;**$995863526**  | **$1403380246** |

---

(1)<br> Includes Level 3 investments with a value of zero.

(2)<br> For further security characteristics, see the Fund's Consolidated Schedule of Investments.

Below is a reconciliation that details the activity of securities in Level 3 during the period ended January 31, 2026:

---

| | | | | |
|:---|:---|:---|:---|:---|
|  | **Event-**<br>**Linked** <br>**Bonds** | **Participation** <br>**Notes**  | **Preference** <br>**Shares** | **Limited** <br>**Liability** <br>**Partnership**  |
| &nbsp;&nbsp;**Beginning Balance - November 1, 2025** | $2570438  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$20519918  | &nbsp;&nbsp;$938600222  | &nbsp;&nbsp;&nbsp;&nbsp;$19345356  |
| Acquisitions | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;7166649  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  |
| Dispositions | &nbsp;&nbsp;&nbsp;&nbsp;(102752) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  |
| &nbsp;&nbsp;Realized gains (losses) | &nbsp;&nbsp;(2546928) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;166423  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  |
| Return of capital | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;(27653850) | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  |
| Change in unrealized appreciation | &nbsp;&nbsp;&nbsp;2623148  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;1588260  | &nbsp;&nbsp;&nbsp;&nbsp;28592784  | &nbsp;&nbsp;&nbsp;&nbsp;3600081  |
| Transfers out of Level 3 | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  |
| Transfers into Level 3 | &nbsp;&nbsp;&nbsp;1393777  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;—  |
| **Ending Balance - January 31, 2026**<br>| **$3937683**  | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;**$22108178**  | &nbsp;&nbsp;**$946872228**  | &nbsp;&nbsp;&nbsp;&nbsp;**$22945437** |

---

As of January 31, 2026, the change in unrealized appreciation (depreciation) on positions still held in the Fund was $76,614 for Event-Linked Bonds, $1,588,260 for Participation Notes, $28,925,227 for Preference Shares, and $3,600,081 for Limited Liability Partnerships.

**16**<br>

------

Notes to Consolidated Financial Statements as of January 31, 2026 (Unaudited)

Unobservable inputs included original transaction price, losses from severe weather events, other natural and non-natural catastrophes and insurance and estimated reinsurance premiums. Significant decreases in premiums or increases in losses related to severe weather or other natural and non-natural catastrophes in isolation would result in a significantly lower fair value measurement. Participation notes, preference shares, and private fund units are monitored daily for significant events that could affect the value of the instruments.

The following table summarizes the quantitative inputs used for investments categorized as Level 3 of the fair value hierarchy as of January 31, 2026.

---

| | | | | | | |
|:---|:---|:---|:---|:---|:---|:---|
| **Type of Security** | **INDUSTRY** | **FAIR VALUE** <br>**AT 1/31/26** | **VALUATION** <br>**TECHNIQUES** | **UNOBSERVABLE** <br>**INPUTS** | **RANGE** | **WEIGHTED** <br>**AVERAGE<sup>(1)</sup>**  |
| Event-Linked Bonds | Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$747116  | Insurance industry <br>model | Estimated losses:  | $0.0MM-$0.0MM | &nbsp;&nbsp;$0.0MM  |
| Event-Linked Bonds | Financial Services | &nbsp;&nbsp;&nbsp;&nbsp;&nbsp;&nbsp;$747116  | Insurance industry <br>model | Estimated premiums earned: | $0.0MM-$0.0MM | &nbsp;&nbsp;$0.0MM  |
| Participation Notes | Financial Services | &nbsp;&nbsp;$22108178  | Insurance industry <br>model | Estimated losses:  | $0.2MM-$1.2MM | &nbsp;&nbsp;$1.0MM  |
| Participation Notes | Financial Services | &nbsp;&nbsp;$22108178  | Insurance industry <br>model | Estimated premiums earned: | $0.5MM-$9.2MM | &nbsp;&nbsp;$9.1MM  |
| Preference Shares | Financial Services | $946872228  | Insurance industry <br>model | Estimated losses:  | $0.0MM-$87.4MM | &nbsp;&nbsp;$7.8MM  |
| Preference Shares | Financial Services | $946872228  | Insurance industry <br>model | Estimated premiums earned: | $0.0MM-$90.4MM | &nbsp;&nbsp;$37.0MM  |
| Limited Liabilty Partnership | Financial Services | &nbsp;&nbsp;$22945437  | Insurance industry <br>model | Estimated losses:  | $0.0MM-$25.6MM | &nbsp;&nbsp;$15.0MM  |
| Limited Liabilty Partnership | Financial Services | &nbsp;&nbsp;$22945437  | Insurance industry <br>model | Estimated premiums earned: | $0.0MM-$47.7MM | &nbsp;&nbsp;$34.6MM |

---

(1)<br> Weighted by relative fair value

The Level 3 securities listed above were fair valued by the Adviser Valuation Committee using an insurance industry model pursuant to procedures approved by the Board. Other Level 3 securities not listed above were fair valued by the Adviser Valuation Committee using indicative bids pursuant to procedures approved by the Board and have a value equal to $3,190,567 for Event-Linked Bonds.

**17**<br>

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Stone Ridge Trust II

- **b. Investment Company Act file number:** 811-22870

- **c. CIK number of Registrant:** 0001581005

- **d. LEI of Registrant:** 549300LQ130PDFGL9N50

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** One Vanderbilt Ave

  - **City:** New York

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10017

  - **Telephone number:** 833-612-1912

**Item A.2. Information about the Series.**

- **a. Name of Series:** Stone Ridge Reinsurance Risk Premium Interval Fund

- **c. LEI of Series:** 549300LQ130PDFGL9N50

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-10-31

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $1414028448.61

**Total Liabilities:** $5288665.73

**Net Assets:** $1408739782.88

**Amount of Assets Invested in Other Investment Companies:** $31699066.32

**Delayed Delivery Securities:** $743000.00

**Cash Not Reported:** $7337522.13

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** 0.000000000000 | **1-Year:** 0.000000000000 | **5-Year:** 0.000000000000 | **10-Year:** 0.000000000000 | **30-Year:** 0.000000000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 3.02%                | 2.61%                | 2.15%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $185340.68               | $20477695.60                               |
| Month 2  | $-167.11                 | $31253635.97                               |
| Month 3  | $-2544873.99             | $-17152907.87                              |

**Designated Index Information**

- **Index Name:** N/A

- **Index Identifier:** N/A

### Schedule of Portfolio Investments

| Name                                                 | Title                                           | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Everglades Re II Ltd.                                | Everglades Re II 2025-1 Class D                 | CUSIP: 30014LAW4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   1418000 | PA      | $1496699.00   | 0.11%             | 2028-05-19      | Floating      | 16.65%                | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                   | Four Lakes Re 2024-1 Class A                    | CUSIP: 35087TAG3<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    859000 | PA      | $875578.70    | 0.06%             | 2028-01-07      | Floating      | 8.72%                 | Yes           |                  2 | On Loan: No      |
| Longleaf Pine Re Ltd.                                | Longleaf Pine Re 2024-1 Class A                 | CUSIP: 54307MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1190000 | PA      | $1289900.50   | 0.09%             | 2027-05-25      | Floating      | 21.61%                | Yes           |                  2 | On Loan: No      |
| Lower Ferry Re Ltd.                                  | Lower Ferry Re 2023-1 Class A                   | CUSIP: 547915AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    456000 | PA      | $460332.00    | 0.03%             | 2026-07-08      | Floating      | 8.32%                 | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                    | Mayflower Re 2023-1 Class A                     | CUSIP: 57839MAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    837000 | PA      | $848215.80    | 0.06%             | 2026-07-08      | Floating      | 8.72%                 | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                    | Mayflower Re 2023-1 Class B                     | CUSIP: 57839MAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2082000 | PA      | $2118435.00   | 0.15%             | 2026-07-08      | Floating      | 10.19%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                      | Merna Re II 2025-1 Class A                      | CUSIP: 59013MAN2<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    545000 | PA      | $563502.75    | 0.04%             | 2028-07-07      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| Nakama Re Ltd.                                       | Nakama Re 2023-1 Class 2                        | CUSIP: 62983QAP8<br>LEI: 2549003ZFVVVVKMRJ633 | Long             | DBT              | CORP              | BM        |    802000 | PA      | $826340.70    | 0.06%             | 2028-05-09      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                 | Nature Coast Re 2025-2 Class A                  | CUSIP: 63901CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    382000 | PA      | $394281.30    | 0.03%             | 2029-04-10      | Floating      | 13.42%                | Yes           |                  2 | On Loan: No      |
| Palm Re Ltd.                                         | Palm Re 2024-1 Class A                          | CUSIP: 69664FAA6<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |    928000 | PA      | $972358.40    | 0.07%             | 2027-06-07      | Floating      | 13.17%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                       | Purple Re 2023-2 Class A                        | CUSIP: 74639NAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    674000 | PA      | $692872.00    | 0.05%             | 2026-06-05      | Floating      | 14.25%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                       | Purple Re 2025-1 Class A                        | CUSIP: 74639NAD5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    650000 | PA      | $681232.50    | 0.05%             | 2028-06-07      | Floating      | 10.87%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                 | Residential Re 2024-II Class 4                  | CUSIP: 76112AAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    888000 | PA      | $913796.40    | 0.06%             | 2028-12-06      | Floating      | 9.05%                 | Yes           |                  2 | On Loan: No      |
| Peregrine LCA2 (Peregrine Segregated Account)        | Peregrine LCA2                                  | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |   2990240 | NS      | $43216294.09  | 3.07%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Nakama Re Pte. Ltd.                                  | Nakama Re Pte. 2021-1 Class 1                   | CUSIP: 62984JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    307000 | PA      | $306923.25    | 0.02%             | 2026-10-13      | Floating      | 5.72%                 | Yes           |                  2 | On Loan: No      |
| Recoletos Re DAC                                     | Recoletos Re DAC 2024-1 Class A                 | CUSIP: 755933AA6<br>LEI: 635400FIY9UG8ZHKYH56 | Long             | DBT              | CORP              | IE        |    501000 | PA      | $509016.00    | 0.04%             | 2028-01-07      | Floating      | 9.25%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                 | Residential Re 2025-I Class 14                  | CUSIP: 76091DAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    725000 | PA      | $752550.00    | 0.05%             | 2029-06-06      | Floating      | 11.48%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                 | Residential Re 2024-II Class 2                  | CUSIP: 76112AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    418000 | PA      | $442641.10    | 0.03%             | 2028-12-06      | Floating      | 17.09%                | Yes           |                  2 | On Loan: No      |
| Residential Re 2021 Limited                          | Residential Re 2021-I Class 12                  | CUSIP: 76114NAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    301000 | PA      | $165550.00    | 0.01%             | 2028-06-06      | Floating      | 4.17%                 | Yes           |                  3 | On Loan: No      |
| Residential Re 2019 Ltd                              | Residential Re 2019-I Class 12                  | CUSIP: 76120FAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |     84167 | PA      | $38257.96     | 0.00%             | 2026-06-06      | Floating      | 4.17%                 | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2023 Limited                 | Residential Re 2023-I Class 13                  | CUSIP: 76133XAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1887000 | PA      | $1037850.00   | 0.07%             | 2027-06-06      | Floating      | 11.17%                | Yes           |                  3 | On Loan: No      |
| Riverfront Re Ltd                                    | Riverfront Re 2025 Class A                      | CUSIP: 76870YAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    677000 | PA      | $717653.85    | 0.05%             | 2029-01-08      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Mohonk (Artex Segregated Account Company)            | Mohonk (Artex Segregated Account Company)       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       103 | NS      | $58318575.17  | 4.14%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mulholland (Artex Segregated Account Company)        | Mulholland (Artex Segregated Account Company)   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       114 | NS      | $126871.52    | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Peregrine LCA (Peregrine Segregated Account)         | Peregrine LCA                                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |   2252060 | NS      | $40875258.34  | 2.90%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aragonite Re Ltd.                                    | Aragonite Re 2024-1 Class A                     | CUSIP: 03851YAA7<br>LEI: 254900LF29LPMNPHA287 | Long             | DBT              | CORP              | BM        |    627000 | PA      | $644618.70    | 0.05%             | 2027-04-07      | Floating      | 9.12%                 | Yes           |                  2 | On Loan: No      |
| Baldwin Re Ltd.                                      | Baldwin Re 2025-1 Class A                       | CUSIP: 05826BAC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1024000 | PA      | $1044480.00   | 0.07%             | 2029-07-09      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Azzurro Re II                                        | Azzurro Re II DAC 2024-1 Class A                | CUSIP: 000000000<br>LEI: 635400NZWVDIAI82JP08 | Long             | DBT              | CORP              | IE        |    628000 | PA      | $747863.64    | 0.05%             | 2028-04-20      | Floating      | 8.28%                 | Yes           |                  2 | On Loan: No      |
| Acorn Re Ltd.                                        | Acorn Re 2023-1 Class A                         | CUSIP: 00485YAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1096000 | PA      | $1113316.80   | 0.08%             | 2026-11-06      | Floating      | 8.02%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                   | Four Lakes Re 2023-1 Class A                    | CUSIP: 35087TAE8<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    314000 | PA      | $317925.00    | 0.02%             | 2027-01-07      | Floating      | 9.19%                 | Yes           |                  2 | On Loan: No      |
| Four Lakes Re Ltd.                                   | Four Lakes Re 2024-1 Class B                    | CUSIP: 35087TAH1<br>LEI: 549300MG4RRU6DT7MN54 | Long             | DBT              | CORP              | BM        |    341000 | PA      | $346319.60    | 0.02%             | 2028-01-07      | Floating      | 12.90%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                      | Gateway Re 2025-1 Class AAA                     | CUSIP: 36779CAM8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    419000 | PA      | $419942.75    | 0.03%             | 2028-07-07      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                       | Herbie Re 2024-2 Class B                        | CUSIP: 42703VAK9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    462000 | PA      | $480895.80    | 0.03%             | 2029-01-08      | Floating      | 15.32%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                       | Herbie Re 2024-2 Class C                        | CUSIP: 42703VAL7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    402000 | PA      | $401537.70    | 0.03%             | 2027-01-08      | Floating      | 28.47%                | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                       | Herbie Re 2025-1 Class A                        | CUSIP: 42703VAM5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    261000 | PA      | $292385.25    | 0.02%             | 2027-06-07      | Floating      | 34.67%                | Yes           |                  2 | On Loan: No      |
| High Point Re Ltd.                                   | High Point Re 2023-1 Class A                    | CUSIP: 429932AA4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2582000 | PA      | $2610531.10   | 0.19%             | 2027-01-06      | Floating      | 9.16%                 | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                   | Matterhorn Re SR2020-2 Class A                  | CUSIP: 577092AD1<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |   1787826 | PA      | $1430260.47   | 0.10%             | 2027-01-08      | Floating      | 3.77%                 | Yes           |                  3 | On Loan: No      |
| MetroCat Re Ltd                                      | Metrocat Re 2023-1 Class A                      | CUSIP: 59165HAD1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    321000 | PA      | $324226.05    | 0.02%             | 2026-05-08      | Floating      | 9.42%                 | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                    | Mona Lisa Re 2025-1 Class B                     | CUSIP: 608800AK4<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |    678000 | PA      | $690543.00    | 0.05%             | 2028-01-07      | Floating      | 14.26%                | Yes           |                  2 | On Loan: No      |
| Ocelot Re Ltd.                                       | Ocelot Re 2025-1 Class A                        | CUSIP: 675951AB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1407000 | PA      | $1436687.70   | 0.10%             | 2029-02-26      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| PoleStar Re Ltd.                                     | PoleStar Re 2024-3 Class A                      | CUSIP: 73110JAC6<br>LEI: 254900VQQ6V3O4PG3408 | Long             | DBT              | CORP              | BM        |   1682000 | PA      | $1752644.00   | 0.12%             | 2028-01-07      | Floating      | 14.26%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                       | Purple Re 2025-1 Class B                        | CUSIP: 74639NAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    709000 | PA      | $731865.25    | 0.05%             | 2028-06-07      | Floating      | 11.37%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                  | Sanders Re III 2024-1 Class A                   | CUSIP: 799927AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1627000 | PA      | $1699482.85   | 0.12%             | 2028-04-07      | Floating      | 9.23%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                   | Sanders Re II 2024-3 Class A                    | CUSIP: 80001RAA9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1446000 | PA      | $1470509.70   | 0.10%             | 2029-04-07      | Floating      | 7.66%                 | Yes           |                  2 | On Loan: No      |
| 3264 Re Ltd.                                         | 3264 Re 2025-1 Class A                          | CUSIP: 88577CAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    491000 | PA      | $523847.90    | 0.04%             | 2028-02-07      | Floating      | 24.92%                | Yes           |                  2 | On Loan: No      |
| Iseo (Artex Segregated Account Company)              | Iseo (Artex Segregated Account Company)         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    183543 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Pelham (Horseshoe Re)                                | Pelham (Horseshoe Re)                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    264553 | NS      | $6862944.77   | 0.49%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IBRD                                                 | IBRD CAR 131                                    | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   2946000 | PA      | $2953806.90   | 0.21%             | 2026-03-31      | Floating      | 8.40%                 | Yes           |                  2 | On Loan: No      |
| IBRD                                                 | IBRD CAR 134 Class C                            | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1408000 | PA      | $1498182.40   | 0.11%             | 2028-04-24      | Floating      | 17.15%                | Yes           |                  2 | On Loan: No      |
| Acorn Re Ltd.                                        | Acorn Re 2024-1 Class A                         | CUSIP: 00485YAE9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1080000 | PA      | $1095228.00   | 0.08%             | 2027-11-05      | Floating      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Ashera Re Ltd.                                       | Ashera Re 2024-1 Class A                        | CUSIP: 04401RAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    506000 | PA      | $517840.40    | 0.04%             | 2027-04-07      | Floating      | 8.86%                 | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                        | Bayou Re 2024-1 Class B                         | CUSIP: 07304LAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    419000 | PA      | $453902.70    | 0.03%             | 2027-04-30      | Floating      | 21.60%                | Yes           |                  2 | On Loan: No      |
| Chartwell Re Ltd.                                    | Chartwell Re 2025-1 Class A                     | CUSIP: 16140YAA0<br>LEI: 984500FFT645KFFE6F50 | Long             | DBT              | CORP              | BM        |    710000 | PA      | $739074.50    | 0.05%             | 2028-06-07      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                       | Citrus Re 2025-1 Class A                        | CUSIP: 177510AQ7<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    483000 | PA      | $497151.90    | 0.04%             | 2028-06-07      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                       | Citrus Re 2025-1 Class B                        | CUSIP: 177510AR5<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    410000 | PA      | $424903.50    | 0.03%             | 2028-06-07      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Re Ltd.                                 | Commonwealth Re 2023-1 Class A                  | CUSIP: 203235AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    783000 | PA      | $788011.20    | 0.06%             | 2026-07-08      | Floating      | 7.53%                 | Yes           |                  2 | On Loan: No      |
| Commonwealth Re Ltd.                                 | Commonwealth Re 2025-1 Class A                  | CUSIP: 203235AC0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    912000 | PA      | $935712.00    | 0.07%             | 2028-07-10      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                                | Everglades Re II 2025-1 Class B                 | CUSIP: 30014LAU8<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   1949000 | PA      | $2033976.40   | 0.14%             | 2028-05-19      | Floating      | 13.40%                | Yes           |                  2 | On Loan: No      |
| Mayflower Re Ltd.                                    | Mayflower Re 2025-1 Class A                     | CUSIP: 57839MAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1159000 | PA      | $1186931.90   | 0.08%             | 2028-07-07      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                      | Merna Re II 2025-3 Class A                      | CUSIP: 59013FAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1945000 | PA      | $2040888.50   | 0.14%             | 2028-07-07      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                    | Mona Lisa Re 2025-1 Class A                     | CUSIP: 608800AJ7<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |    648000 | PA      | $659016.00    | 0.05%             | 2029-01-08      | Floating      | 11.56%                | Yes           |                  2 | On Loan: No      |
| MSILF Government Portfolio                           | MSILF Government Portfolio                      | CUSIP: 61747C707<br>LEI: 549300BI6Y5SI6BYPB26 | Long             | STIV             | RF                | US        |  72348478 | NS      | $72348478.36  | 5.14%             |  |  |  | No            |                  1 | On Loan: No      |
| Purple Re Ltd.                                       | Purple Re 2023-1 Class A                        | CUSIP: 74639NAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    959000 | PA      | $982016.00    | 0.07%             | 2026-04-24      | Floating      | 16.68%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                 | Residential Re 2025-I Class 13                  | CUSIP: 76091DAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    266000 | PA      | $270601.80    | 0.02%             | 2029-06-06      | Floating      | 16.73%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                  | Sanders Re III 2023-1 Class A                   | CUSIP: 80001QAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    423000 | PA      | $434886.30    | 0.03%             | 2027-04-07      | Floating      | 9.14%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                   | Sanders Re II 2025-1 Class A-2                  | CUSIP: 80001TAB3<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |    942000 | PA      | $990277.50    | 0.07%             | 2030-04-08      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Rondout (Artex Segregated Account Company)           | Rondout (Artex Segregated Account Company)      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     48289 | NS      | $56229191.22  | 3.99%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Lion Re DAC                                          | Lion Re DAC 2025-1 Class B                      | CUSIP: 000000000<br>LEI: 635400VAABXOBOWHZR32 | Long             | DBT              | CORP              | IE        |    406000 | PA      | $482817.70    | 0.03%             | 2029-06-15      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Eden Re II Segregated Account 2022-1                 | Eden Re II 2022-1 Class B                       | CUSIP: 27955KAB9<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |     19608 | PA      | $37895.59     | 0.00%             | 2026-03-20      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Residential Reinsurance 2025 Limited                 | Residential Re 2025-II Class 2                  | CUSIP: 76091JAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    420000 | PA      | $419181.00    | 0.03%             | 2029-12-06      | Floating      | 13.92%                | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                   | Sanders Re II 2025-2 Class A-1                  | CUSIP: 80001AAA6<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |    304000 | PA      | $317148.00    | 0.02%             | 2028-06-07      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                   | Sanders Re II 2024-3 Class B                    | CUSIP: 80001RAB7<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1475000 | PA      | $1519471.25   | 0.11%             | 2029-04-07      | Floating      | 9.03%                 | Yes           |                  2 | On Loan: No      |
| Skyline Re II Ltd.                                   | Skyline Re II 2025-1 Class A                    | CUSIP: 83087AAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    403000 | PA      | $402294.75    | 0.03%             | 2030-01-07      | Floating      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| Stabilitas Re Ltd.                                   | Stabilitas Re 2023-1 Class A                    | CUSIP: 85237TAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    336000 | PA      | $342048.00    | 0.02%             | 2026-06-05      | Floating      | 12.15%                | Yes           |                  2 | On Loan: No      |
| SR0006 (Horseshoe Re)                                | SR0006 (Horseshoe Re)                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |  39381541 | NS      | $71950.08     | 0.01%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Merna Re II Ltd                                      | Merna Re II 2023-1 Class A                      | CUSIP: 59013MAH5<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   1066000 | PA      | $1097020.60   | 0.08%             | 2026-07-07      | Floating      | 12.05%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                      | Merna Re II 2025-2 Class A                      | CUSIP: 59013MAP7<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |    943000 | PA      | $993450.50    | 0.07%             | 2028-07-07      | Floating      | 12.42%                | Yes           |                  2 | On Loan: No      |
| Mona Lisa Re Ltd.                                    | Mona Lisa Re 2024-1 Class A                     | CUSIP: 608800AH1<br>LEI: 549300R6SO6XBFDC7M25 | Long             | DBT              | CORP              | BM        |    299000 | PA      | $321096.10    | 0.02%             | 2027-06-25      | Floating      | 13.42%                | Yes           |                  2 | On Loan: No      |
| Montoya Re Ltd.                                      | Montoya Re 2025-2 Class A                       | CUSIP: 613752AF1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    446000 | PA      | $445063.40    | 0.03%             | 2030-04-09      | Floating      | 8.89%                 | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                    | Mystic Re IV 2025-1 Class A                     | CUSIP: 62865LAF4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    446000 | PA      | $450237.00    | 0.03%             | 2028-01-10      | Floating      | 8.57%                 | Yes           |                  2 | On Loan: No      |
| Nakama Re Ltd.                                       | Nakama Re 2025-1 Class 1                        | CUSIP: 62984JAD0<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    268000 | PA      | $269929.60    | 0.02%             | 2030-04-23      | Floating      | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                 | Nature Coast Re 2023-1 Class A                  | CUSIP: 63901CAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1341000 | PA      | $1365138.00   | 0.10%             | 2026-12-07      | Floating      | 13.67%                | Yes           |                  2 | On Loan: No      |
| MMIFS Re Ltd.                                        | MMIFS Re 2025-1 Class A                         | CUSIP: 000000000<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |    942000 | PA      | $691773.14    | 0.05%             | 2028-01-10      | Floating      | 4.99%                 | Yes           |                  2 | On Loan: No      |
| MMIFS Re Ltd                                         | MMIFS Re 2026-1 Class A                         | CUSIP: 000000000<br>LEI: 254900C86PCL10JRTQ88 | Long             | DBT              | CORP              | BM        |    660000 | PA      | $483882.05    | 0.03%             | 2029-01-08      | Floating      | 10.42%                | Yes           |                  2 | On Loan: No      |
| Vitality Re XV Limited                               | Vitality Re XV 2024 Class A                     | CUSIP: 92847CAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    372000 | PA      | $375329.40    | 0.03%             | 2028-01-07      | Floating      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XIV Limited                              | Vitality Re XIV 2023 Class B                    | CUSIP: 92851QAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    334000 | PA      | $340329.30    | 0.02%             | 2027-01-05      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd                                       | Winston Re 2024-1 Class A                       | CUSIP: 975660AA9<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    927000 | PA      | $975760.20    | 0.07%             | 2027-02-26      | Floating      | 13.88%                | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd                                       | Winston Re 2025-1 Class A                       | CUSIP: 975660AC5<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    675000 | PA      | $691503.75    | 0.05%             | 2028-02-21      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Wrigley Re Ltd.                                      | Wrigley Re 2023-1 Class B                       | CUSIP: 982533AC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1166000 | PA      | $1183140.20   | 0.08%             | 2026-08-07      | Floating      | 10.37%                | Yes           |                  2 | On Loan: No      |
| Woodside (Horseshoe Re)                              | Woodside (Horseshoe Re)                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |   1012875 | NS      | $901610.68    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Alamo Re Ltd.                                        | Alamo Re 2024-1 Class C                         | CUSIP: 011395AQ3<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   3851000 | PA      | $3983281.85   | 0.28%             | 2026-06-07      | Floating      | 15.55%                | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                   | Blue Ridge Re 2023-1 Class B                    | CUSIP: 096003AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2518000 | PA      | $2591399.70   | 0.18%             | 2027-01-08      | Floating      | 11.95%                | Yes           |                  2 | On Loan: No      |
| Eden Re II Segregated Account 2023-1                 | Eden Re II 2023-1 Class B                       | CUSIP: 27955GAB8<br>LEI: 549300LKX8PCP3SC3F42 | Long             | DBT              | CORP              | BM        |      5282 | PA      | $65558.24     | 0.00%             | 2027-03-19      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Everglades Re II Ltd.                                | Everglades Re II 2024-1 Class B                 | CUSIP: 30014LAN4<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   2980000 | PA      | $3108289.00   | 0.22%             | 2027-05-13      | Floating      | 15.17%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                                | Everglades Re II 2024-1 Class C                 | CUSIP: 30014LAP9<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   2066000 | PA      | $2167853.80   | 0.15%             | 2027-05-13      | Floating      | 16.42%                | Yes           |                  2 | On Loan: No      |
| FloodSmart Re Ltd.                                   | FloodSmart Re 2024-1 Class B                    | CUSIP: 33975CAQ8<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |    967000 | PA      | $994946.30    | 0.07%             | 2027-03-12      | Floating      | 21.25%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                      | Gateway Re 2024-1 Class AA                      | CUSIP: 36779CAG1<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    638000 | PA      | $652993.00    | 0.05%             | 2027-07-08      | Floating      | 9.57%                 | Yes           |                  2 | On Loan: No      |
| London Bridge 2 PCC Limited                          | Fuchsia 2 2024-1 Class A                        | CUSIP: 541917AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |   1324000 | PA      | $1362329.80   | 0.10%             | 2028-04-06      | Floating      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                   | Matterhorn Re 2025-1 Class A                    | CUSIP: 577092AW9<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    283000 | PA      | $284613.10    | 0.02%             | 2028-02-04      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| Meritage Re Ltd.                                     | Meritage Re 2026-1 Class A                      | CUSIP: 59002JAA0<br>LEI: 254900TG8PO2J3ZD4Q82 | Long             | DBT              | CORP              | BM        |   1347000 | PA      | $1344036.60   | 0.10%             | 2029-03-08      | Floating      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                      | Merna Re II 2023-2 Class A                      | CUSIP: 59013MAJ1<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   1279000 | PA      | $1322230.20   | 0.09%             | 2026-07-07      | Floating      | 14.14%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                      | Merna Re II 2024-1 Class A                      | CUSIP: 59013MAK8<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   1379000 | PA      | $1442502.95   | 0.10%             | 2027-07-07      | Floating      | 11.14%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                      | Merna Re II 2024-2 Class A                      | CUSIP: 59013MAL6<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   1758000 | PA      | $1838428.50   | 0.13%             | 2027-07-07      | Floating      | 12.42%                | Yes           |                  2 | On Loan: No      |
| Montoya Re Ltd.                                      | Montoya Re 2022-2 Class A                       | CUSIP: 613752AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    476000 | PA      | $484853.60    | 0.03%             | 2026-04-07      | Floating      | 17.07%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                    | Mystic Re IV 2025-1 Class B                     | CUSIP: 62865LAG2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    282000 | PA      | $288951.30    | 0.02%             | 2028-01-10      | Floating      | 13.33%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                    | Mystic Re IV 2026-1 Class A                     | CUSIP: 62865LAJ6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    287000 | PA      | $286411.65    | 0.02%             | 2029-01-08      | Floating      | 6.89%                 | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                 | Nature Coast Re 2023-1 Class B                  | CUSIP: 63901CAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    470000 | PA      | $480081.50    | 0.03%             | 2026-12-07      | Floating      | 17.17%                | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                 | Nature Coast Re 2025-1 Class A                  | CUSIP: 63901CAD3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1161000 | PA      | $1204073.10   | 0.09%             | 2029-01-16      | Floating      | 14.30%                | Yes           |                  2 | On Loan: No      |
| Vitality Re XV Limited                               | Vitality Re XV 2024 Class B                     | CUSIP: 92847CAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    255000 | PA      | $260061.75    | 0.02%             | 2028-01-07      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Florblanca (Artex Segregated Account Company)        | Florblanca (Artex Segregated Account Company)   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     77550 | NS      | $18925841.15  | 1.34%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Harambee Re Segregated Account 2019-1                | Harambee Re 2019                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      2199 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Magnolia (Artex Segregated Account Company)          | Magnolia (Artex Segregated Account Company)     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     24436 | NS      | $48161979.98  | 3.42%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Integrity Re Ltd                                     | Integrity Re 2024-1 Class B                     | CUSIP: 45833UAK7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    310000 | PA      | $322291.50    | 0.02%             | 2026-06-06      | Floating      | 17.00%                | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                     | Integrity Re 2024-1 Class D                     | CUSIP: 45833UAM3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    852000 | PA      | $899363.11    | 0.06%             | 2026-06-06      | Floating      | 26.47%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                                | Integrity Re III 2025-1 Class C                 | CUSIP: 45870GAE6<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    786000 | PA      | $825300.00    | 0.06%             | 2028-06-06      | Floating      | 15.90%                | Yes           |                  2 | On Loan: No      |
| Hudson Charles (Mt. Logan Re)                        | Hudson Charles 2 (Mt. Logan Re)                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     42034 | NS      | $68680252.87  | 4.88%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aquila Re I Ltd.                                     | Aquila Re I 2024-1 Class B-1                    | CUSIP: 037987AB0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    299000 | PA      | $314921.75    | 0.02%             | 2027-06-07      | Floating      | 12.02%                | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                        | Bayou Re 2023-1 Class A                         | CUSIP: 07304LAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    750000 | PA      | $774187.50    | 0.05%             | 2026-05-26      | Floating      | 16.06%                | Yes           |                  2 | On Loan: No      |
| 1886 Re Ltd.                                         | 1886 Re 2025-1 Class A                          | CUSIP: 68252UAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    427000 | PA      | $443524.90    | 0.03%             | 2029-07-09      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                                | Everglades Re II 2025-1 Class C                 | CUSIP: 30014LAV6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   2362000 | PA      | $2504428.60   | 0.18%             | 2028-05-19      | Floating      | 14.90%                | Yes           |                  2 | On Loan: No      |
| Fish Pond Re Ltd.                                    | Fish Pond Re 2024-1 Class A                     | CUSIP: 33774EAA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    842000 | PA      | $853240.70    | 0.06%             | 2027-01-08      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                       | Herbie Re 2024-2 Class A                        | CUSIP: 42703VAJ2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    462000 | PA      | $467913.60    | 0.03%             | 2029-01-08      | Floating      | 11.82%                | Yes           |                  2 | On Loan: No      |
| Kizuna Re III Pte. Ltd.                              | Kizuna Re III 2024-1 Class A                    | CUSIP: 49835JAB2<br>LEI: 984500004749BBB42B88 | Long             | DBT              | CORP              | SG        |    266000 | PA      | $270123.00    | 0.02%             | 2029-04-09      | Floating      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| Emerald Lake (Artex Segregated Account Company)      | Emerald Lake (Artex Segregated Account Company) | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    504899 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hudson Charles (Mt. Logan Re)                        | Hudson Charles (Mt. Logan Re)                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     30133 | NS      | $30649307.62  | 2.18%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Riverdale (Horseshoe Re)                             | Riverdale (Horseshoe Re)                        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    251610 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sheepshead (Horseshoe Re)                            | Sheepshead (Horseshoe Re)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    969034 | NS      | $1694891.82   | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Sussex 2022-A Segregated Account (Sussex Re Limited) | Sussex Re 2022-A                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1820000 | PA      | $0.00         | 0.00%             | 2026-04-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Thopas Re Ltd. Segregated Account 2024-2 (S)         | Thopas Re Ltd. 2024-2 (S)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    348656 | NS      | $47761453.96  | 3.39%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Eiffel Re Ltd.                                       | Eiffel Re 2023-1 Class A                        | CUSIP: 000000000<br>LEI: 5493000KHTJQAOS8QP53 | Long             | DBT              | CORP              | BM        |   1073000 | PA      | $1289055.04   | 0.09%             | 2027-01-19      | Floating      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Viribus Re Ltd. Series 2019 Segregated Account       | Viribus Re 2019                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    526336 | NS      | $7991.88      | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Blue Ridge Re Ltd                                    | Blue Ridge Re 2025-1 Class B                    | CUSIP: 096003AD0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    587000 | PA      | $584270.45    | 0.04%             | 2029-01-08      | Floating      | 9.67%                 | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd                                    | Blue Ridge Re 2025-1 Class D                    | CUSIP: 096003AF5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    687000 | PA      | $685557.30    | 0.05%             | 2029-01-08      | Floating      | 14.67%                | Yes           |                  2 | On Loan: No      |
| Bluebonnet Re Ltd.                                   | Bluebonnet Re 2025-2 Class A                    | CUSIP: 09610NAD4<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |   1145000 | PA      | $1202421.75   | 0.09%             | 2027-06-07      | Floating      | 15.67%                | Yes           |                  2 | On Loan: No      |
| Bonanza Re Ltd.                                      | Bonanza Re 2024-1 Class C                       | CUSIP: 09785EAQ4<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    802000 | PA      | $816957.30    | 0.06%             | 2027-12-19      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                      | Merna Re II 2025-4 Class A                      | CUSIP: 59013HAA1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2004000 | PA      | $2050593.00   | 0.15%             | 2028-07-07      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| Mountain Re Ltd.                                     | Mountain Re 2023-1 Class A                      | CUSIP: 62426LAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    804000 | PA      | $818914.20    | 0.06%             | 2026-06-05      | Floating      | 10.41%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                    | Mystic Re IV 2025-1 Class C                     | CUSIP: 62865LAH0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    714000 | PA      | $660450.00    | 0.05%             | 2028-01-10      | Floating      | 17.80%                | Yes           |                  2 | On Loan: No      |
| Mystic Re IV Ltd.                                    | Mystic Re IV 2026-1 Class B                     | CUSIP: 62865LAK3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    488000 | PA      | $486438.40    | 0.03%             | 2029-01-08      | Floating      | 10.57%                | Yes           |                  2 | On Loan: No      |
| Nature Coast Re Ltd.                                 | Nature Coast Re 2024-1 Class A                  | CUSIP: 63901CAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    469000 | PA      | $523146.05    | 0.04%             | 2028-06-07      | Floating      | 19.10%                | Yes           |                  2 | On Loan: No      |
| Northshore Re II Limited                             | Northshore Re II 2025-1 Class A                 | CUSIP: 666842AF6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    897000 | PA      | $908257.35    | 0.06%             | 2028-04-07      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                 | Residential Re 2023-II Class 3                  | CUSIP: 76090WAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    817000 | PA      | $852907.15    | 0.06%             | 2027-12-06      | Floating      | 12.37%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                 | Residential Re 2023-II Class 5                  | CUSIP: 76090WAC4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1906000 | PA      | $1992055.90   | 0.14%             | 2027-12-06      | Floating      | 9.64%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                 | Residential Re 2024-I Class 14                  | CUSIP: 76091BAC9<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    439000 | PA      | $438912.20    | 0.03%             | 2028-06-06      | Floating      | 9.65%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2022 Limited                 | Residential Re 2022-I Class 14                  | CUSIP: 76119YAE3<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   2000000 | PA      | $2012200.00   | 0.14%             | 2026-06-06      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2023 Limited                 | Residential Re 2023-I Class 14                  | CUSIP: 76133XAB3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3072000 | PA      | $3138048.00   | 0.22%             | 2027-06-06      | Floating      | 10.43%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                  | Sanders Re III 2022-1 Class A                   | CUSIP: 80000XAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    900000 | PA      | $900540.00    | 0.06%             | 2026-04-07      | Floating      | 7.01%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                  | Sanders Re III 2022-3 Class A                   | CUSIP: 80000YAA5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    789000 | PA      | $818429.70    | 0.06%             | 2027-04-07      | Floating      | 9.66%                 | Yes           |                  3 | On Loan: No      |
| Solis Re Ltd.                                        | Solis Re 2025-1 Class A                         | CUSIP: 83423TAA9<br>LEI: 98450059AF1FA0FE4B29 | Long             | DBT              | CORP              | BM        |    497000 | PA      | $506840.60    | 0.04%             | 2028-07-07      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Titania Re Ltd.                                      | Titania Re 2024-1 Class A                       | CUSIP: 888329AE9<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |    566000 | PA      | $570499.70    | 0.04%             | 2027-11-26      | Floating      | 10.68%                | Yes           |                  2 | On Loan: No      |
| Tomoni Re Pte. Ltd.                                  | Tomoni Re Pte 2024-1 Class B                    | CUSIP: 89009PAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    853000 | PA      | $868140.75    | 0.06%             | 2028-04-05      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                  | Torrey Pines Re 2024-1 Class C                  | CUSIP: 89141WAK8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    598000 | PA      | $606162.70    | 0.04%             | 2026-06-05      | Floating      | 13.05%                | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                  | Torrey Pines Re 2025-1 Class A                  | CUSIP: 89141WAL6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    913000 | PA      | $935870.65    | 0.07%             | 2028-06-07      | Floating      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                     | Veraison Re 2023-1 Class A                      | CUSIP: 92335TAA7<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    760000 | PA      | $762356.00    | 0.05%             | 2026-03-09      | Variable      | 10.32%                | Yes           |                  2 | On Loan: No      |
| Vitality Re XIV Limited                              | Vitality Re XIV 2023 Class A                    | CUSIP: 92851QAA7<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    629000 | PA      | $637365.70    | 0.05%             | 2027-01-05      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Cypress (Horseshoe Re)                               | Cypress (Horseshoe Re)                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        | 125090500 | NS      | $853492.48    | 0.06%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Excelsa Re Ltd. Segregated Account 6                 | Excelsa Re Ltd.                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |  17021000 | NS      | $22004723.95  | 1.56%             |  |  |  | Yes           |                  3 | On Loan: No      |
| POINT DUME LLP                                       | POINT DUME LLP                                  | CUSIP: N/A<br>LEI: N/A                        | Long             | EP               | CORP              | US        |         1 | NS      | $22945436.82  | 1.63%             |  |  |  | No            |                  3 | On Loan: No      |
| Ursa Re Ltd.                                         | Ursa Re 2025-1 Class F                          | CUSIP: 90323WAR1<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   2333000 | PA      | $2361812.55   | 0.17%             | 2028-02-22      | Floating      | 11.17%                | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                     | Veraison Re 2023-1 Class B                      | CUSIP: 92335TAB5<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    729000 | PA      | $732900.15    | 0.05%             | 2026-03-09      | Variable      | 16.16%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                                | Integrity Re III 2025-1 Class A-2               | CUSIP: 45870GAB2<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    317000 | PA      | $326478.30    | 0.02%             | 2028-06-06      | Floating      | 11.65%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                                | Integrity Re III 2025-1 Class B-2               | CUSIP: 45870GAD8<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    257000 | PA      | $267331.40    | 0.02%             | 2028-06-06      | Floating      | 13.40%                | Yes           |                  2 | On Loan: No      |
| Integrity Re III Ltd.                                | Integrity Re III 2025-1 Class D                 | CUSIP: 45870GAF3<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    483000 | PA      | $547891.05    | 0.04%             | 2027-06-06      | Floating      | 29.15%                | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                  | Torrey Pines Re 2023-1 Class A                  | CUSIP: 89141WAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1132000 | PA      | $1137943.00   | 0.08%             | 2026-06-05      | Floating      | 8.98%                 | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                     | Veraison Re 2025-1 Class A                      | CUSIP: 92335TAD1<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   1795000 | PA      | $1816719.50   | 0.13%             | 2028-03-08      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Viribus Re Ltd. Series 2018 Segregated Account       | Viribus Re 2018                                 | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    265173 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| IBRD                                                 | IBRD CAR 135 Class D                            | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    613000 | PA      | $658086.15    | 0.05%             | 2028-04-24      | Floating      | 15.67%                | Yes           |                  2 | On Loan: No      |
| Hexagon IV Re Ltd.                                   | Hexagon IV Re 2025-1 Class A                    | CUSIP: 000000000<br>LEI: 984500B4771ADC9FDE26 | Long             | DBT              | CORP              | BM        |    666000 | PA      | $792524.45    | 0.06%             | 2030-01-22      | Floating      | 7.03%                 | Yes           |                  2 | On Loan: No      |
| Hypatia Ltd.                                         | Hypatia Ltd. 2023-1 Class A                     | CUSIP: 44914CAC0<br>LEI: 98450041F85DB4C2C372 | Long             | DBT              | CORP              | BM        |    377000 | PA      | $381184.70    | 0.03%             | 2026-04-08      | Floating      | 14.17%                | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                     | Integrity Re 2024-1 Class A                     | CUSIP: 45833UAJ0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    542000 | PA      | $557799.30    | 0.04%             | 2026-06-06      | Floating      | 14.23%                | Yes           |                  2 | On Loan: No      |
| Integrity Re Ltd                                     | Integrity Re 2024-1 Class C                     | CUSIP: 45833UAL5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    542000 | PA      | $566471.30    | 0.04%             | 2026-06-06      | Floating      | 20.91%                | Yes           |                  2 | On Loan: No      |
| Kendall Re Ltd.                                      | Kendall Re 2024-1 Class A                       | CUSIP: 48878QAD2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1023000 | PA      | $1062385.50   | 0.08%             | 2027-04-30      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| Locke Tavern Re Ltd.                                 | Locke Tavern Re 2023-1 Class A                  | CUSIP: 539694AA7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1161000 | PA      | $1166456.70   | 0.08%             | 2026-04-09      | Floating      | 8.63%                 | Yes           |                  2 | On Loan: No      |
| Bridge Street Re Ltd                                 | Bridge Street Re 2025-2 Class A                 | CUSIP: 10807LAB3<br>LEI: 2549008NKPLMU6X7ID58 | Long             | DBT              | CORP              | BM        |   1510000 | PA      | $1507735.00   | 0.11%             | 2029-01-08      | Floating      | 11.40%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                       | Citrus Re 2023-1 Class B                        | CUSIP: 177510AM6<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    876000 | PA      | $896367.00    | 0.06%             | 2026-06-07      | Floating      | 12.38%                | Yes           |                  2 | On Loan: No      |
| Galileo Re Ltd.                                      | Galileo Re 2023-1 Class A                       | CUSIP: 36354TAN2<br>LEI: 549300MXI75DHMS7JH38 | Long             | DBT              | CORP              | BM        |   1313000 | PA      | $1369655.95   | 0.10%             | 2028-01-07      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                      | Gateway Re 2023-1 Class A                       | CUSIP: 36779CAC0<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   2215000 | PA      | $2231058.75   | 0.16%             | 2026-02-24      | Floating      | 17.59%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                       | Hestia Re 2025-1 Class A                        | CUSIP: 42815KAC6<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |   1148000 | PA      | $1177733.20   | 0.08%             | 2028-03-13      | Floating      | 10.42%                | Yes           |                  2 | On Loan: No      |
| Bowery (Artex Segregated Account Company)            | Bowery (Artex Segregated Account Company)       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    200075 | NS      | $48977163.75  | 3.48%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Alamo Re Ltd.                                        | Alamo Re 2023-1 Class A                         | CUSIP: 011395AJ9<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   2579000 | PA      | $2642056.55   | 0.19%             | 2026-06-07      | Floating      | 12.75%                | Yes           |                  2 | On Loan: No      |
| Armor Re II Ltd.                                     | Armor Re II 2024-1 Class A                      | CUSIP: 04227FAE5<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |   1321000 | PA      | $1406336.60   | 0.10%             | 2027-05-07      | Floating      | 13.87%                | Yes           |                  2 | On Loan: No      |
| Baldwin Re Ltd.                                      | Baldwin Re 2023-1 Class A                       | CUSIP: 05826BAB2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    423000 | PA      | $433934.55    | 0.03%             | 2027-07-07      | Floating      | 8.72%                 | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                        | Bayou Re 2025-1 Class A                         | CUSIP: 07304LAE1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    992000 | PA      | $996315.20    | 0.07%             | 2028-05-08      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd.                                   | Blue Ridge Re 2023-1 Class A                    | CUSIP: 096003AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2068000 | PA      | $2103156.00   | 0.15%             | 2027-01-08      | Floating      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| Bluebonnet Re Ltd.                                   | Bluebonnet Re 2025-1 Class B                    | CUSIP: 09610NAB8<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |    690000 | PA      | $723568.50    | 0.05%             | 2028-06-07      | Floating      | 12.17%                | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                 | Cape Lookout Re 2024-1 Class A                  | CUSIP: 13947LAF9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4180000 | PA      | $4303101.00   | 0.31%             | 2027-04-05      | Floating      | 12.38%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                       | Citrus Re 2024-1 Class B                        | CUSIP: 177510AP9<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |    508000 | PA      | $535889.20    | 0.04%             | 2027-06-07      | Floating      | 14.11%                | Yes           |                  2 | On Loan: No      |
| East Lane Re VII Ltd.                                | East Lane Re VII 2024-1 Class A                 | CUSIP: 27332EAA9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    569000 | PA      | $572357.10    | 0.04%             | 2026-03-31      | Floating      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| Foundation Re VI Ltd.                                | Foundation Re 2023-1 Class A                    | CUSIP: 349939AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    968000 | PA      | $992296.80    | 0.07%             | 2027-01-08      | Floating      | 9.92%                 | Yes           |                  2 | On Loan: No      |
| Gateway Re II Ltd.                                   | Gateway Re II 2023-1 Class A                    | CUSIP: 367927AA8<br>LEI: 5493000ENKV5WXNA8Z86 | Long             | DBT              | CORP              | BM        |    608000 | PA      | $618396.80    | 0.04%             | 2026-04-27      | Floating      | 13.22%                | Yes           |                  2 | On Loan: No      |
| Hestia Re Ltd.                                       | Hestia Re 2022-1 Class A                        | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      8829 | PA      | $4635.00      | 0.00%             | 2029-04-22      | Floating      | 3.77%                 | Yes           |                  3 | On Loan: No      |
| Hestia Re Ltd.                                       | Hestia Re 2025-1 Class B                        | CUSIP: 42815KAD4<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |    530000 | PA      | $543250.00    | 0.04%             | 2028-03-13      | Floating      | 11.92%                | Yes           |                  2 | On Loan: No      |
| Fuchsia 2023-1 (London Bridge 2 PCC Protected Cell)  | Fuchsia 2023-1 Class A                          | CUSIP: 54180TAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    815000 | PA      | $852571.50    | 0.06%             | 2027-04-06      | Floating      | 13.96%                | Yes           |                  2 | On Loan: No      |
| Lower Ferry Re Ltd.                                  | Lower Ferry Re 2023-1 Class B                   | CUSIP: 547915AB4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1139000 | PA      | $1157053.15   | 0.08%             | 2026-07-08      | Floating      | 9.18%                 | Yes           |                  2 | On Loan: No      |
| Sabine Re Ltd.                                       | Sabine Re 2024-1 Class A                        | CUSIP: 785628AA6<br>LEI: 254900FU1Z2XK88D3602 | Long             | DBT              | CORP              | BM        |    488000 | PA      | $505616.80    | 0.04%             | 2027-04-07      | Floating      | 12.19%                | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                   | Sanders Re II 2025-1 Class B-2                  | CUSIP: 80001TAD9<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1854000 | PA      | $1955877.30   | 0.14%             | 2030-04-08      | Floating      | 8.42%                 | Yes           |                  2 | On Loan: No      |
| Sutter Re Ltd.                                       | Sutter Re 2023-1 Class B                        | CUSIP: 86944RAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1973000 | PA      | $1995689.50   | 0.14%             | 2026-06-19      | Floating      | 10.42%                | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                  | Torrey Pines Re 2024-1 Class A                  | CUSIP: 89141WAH5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1862000 | PA      | $1935735.20   | 0.14%             | 2027-06-07      | Floating      | 9.71%                 | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                  | Torrey Pines Re 2025-1 Class C                  | CUSIP: 89141WAN2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    913000 | PA      | $938746.60    | 0.07%             | 2028-06-07      | Floating      | 10.17%                | Yes           |                  2 | On Loan: No      |
| Turris Re Ltd.                                       | Turris Re 2025-1 Class A                        | CUSIP: 900442AA2<br>LEI: 254900AYLTVDMB8FO181 | Long             | DBT              | CORP              | BM        |    687000 | PA      | $686347.35    | 0.05%             | 2029-01-08      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                         | Ursa Re 2023-2 Class E                          | CUSIP: 90323WAN0<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   2489000 | PA      | $2568150.20   | 0.18%             | 2026-12-07      | Floating      | 12.92%                | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                     | Veraison Re 2024-1 Class A                      | CUSIP: 92335TAC3<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |   1096000 | PA      | $1121372.40   | 0.08%             | 2027-03-08      | Floating      | 8.41%                 | Yes           |                  2 | On Loan: No      |
| Windrose Re Ltd                                      | Windrose Re 2026-1 Class A                      | CUSIP: 972917AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    743000 | PA      | $743000.00    | 0.05%             | 2029-02-13      | Floating      | 8.80%                 | Yes           |                  2 | On Loan: No      |
| Hatteras (Artex Segregated Account Company)          | Hatteras (Artex Segregated Account Company)     | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     58673 | NS      | $55838014.72  | 3.96%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Kensington                                           | Kensington (Horseshoe Re)                       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    954585 | NS      | $570594.59    | 0.04%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Seawall Re Ltd. Segregated Account 2025-B            | Seawall Re Ltd 2025-B                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |      6866 | NS      | $22765896.90  | 1.62%             |  |  |  | Yes           |                  3 | On Loan: No      |
| SR0005 (Horseshoe Re)                                | SR0005 (Horseshoe Re)                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |   6966774 | NS      | $0.00         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Aquila Re I Ltd.                                     | Aquila Re I 2024-1 Class A-1                    | CUSIP: 037987AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    492000 | PA      | $506563.20    | 0.04%             | 2027-06-07      | Floating      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| Taranis Reinsurance DAC                              | Taranis Re DAC 2023-1 Class A                   | CUSIP: 000000000<br>LEI: 635400FQ9HHTLYKADZ22 | Long             | DBT              | CORP              | IE        |    257000 | PA      | $312952.48    | 0.02%             | 2028-01-21      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| London Bridge 2 PCC Limited                          | Vision 2039 2025-1 Class A                      | CUSIP: YQ2208250<br>LEI: N/A                  | Long             | DBT              | CORP              | GB        |    996000 | PA      | $1364506.78   | 0.10%             | 2028-04-06      | Floating      | 9.40%                 | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                        | Bayou Re 2024-1 Class A                         | CUSIP: 07304LAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1257000 | PA      | $1319158.65   | 0.09%             | 2027-04-30      | Floating      | 12.01%                | Yes           |                  2 | On Loan: No      |
| Bridge Street Re Ltd                                 | Bridge Street Re 2025-1 Class A                 | CUSIP: 10807LAA5<br>LEI: 2549008NKPLMU6X7ID58 | Long             | DBT              | CORP              | BM        |   1018000 | PA      | $1029503.40   | 0.07%             | 2028-01-07      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Yoho (Artex Segregated Account Company)              | Yoho (Artex Segregated Account Company)         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    357363 | NS      | $1747055.15   | 0.12%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Baltic PCC Ltd                                       | Baltic PCC 2025-1 Class A                       | CUSIP: 000000000<br>LEI: 549300GX6EH3ZRCQFX14 | Long             | DBT              | CORP              | GB        |    546000 | PA      | $747116.21    | 0.05%             | 2028-04-06      | Floating      | 9.55%                 | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                         | Ursa Re 2023-3 Class AA                         | CUSIP: 90323WAP5<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   2194000 | PA      | $2243803.80   | 0.16%             | 2026-12-07      | Floating      | 9.17%                 | Yes           |                  2 | On Loan: No      |
| St Kevins (Artex Segregated Account Company)         | St. Kevins (Artex Segregated Account Company)   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     42944 | NS      | $3831444.33   | 0.27%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Series 2021-A Segregated Account (Sussex Re Limited) | Sussex Re 2021-A                                | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    344570 | PA      | $0.00         | 0.00%             | 2026-04-15      | Fixed         | 0.00%                 | Yes           |                  3 | On Loan: No      |
| Alamo Re Ltd.                                        | Alamo Re 2024-1 Class A                         | CUSIP: 011395AN0<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   3865000 | PA      | $4039504.75   | 0.29%             | 2027-06-07      | Floating      | 10.21%                | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                     | Aquila Re I 2023-1 Class B-1                    | CUSIP: 03843AAB8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1079000 | PA      | $1098529.90   | 0.08%             | 2026-06-08      | Floating      | 10.93%                | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                     | Aquila Re I 2023-1 Class C-1                    | CUSIP: 03843AAC6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1530000 | PA      | $1565266.50   | 0.11%             | 2026-06-08      | Floating      | 12.50%                | Yes           |                  2 | On Loan: No      |
| Ursa Re Ltd.                                         | Ursa Re 2023-3 Class D                          | CUSIP: 90323WAQ3<br>LEI: 549300O8X4DWGDJZ6W59 | Long             | DBT              | CORP              | BM        |   2614000 | PA      | $2694772.60   | 0.19%             | 2026-12-07      | Floating      | 12.42%                | Yes           |                  2 | On Loan: No      |
| Veraison Re Ltd.                                     | Veraison Re 2025-1 Class B                      | CUSIP: 92335TAE9<br>LEI: 2549007WYB39A966J434 | Long             | DBT              | CORP              | BM        |    852000 | PA      | $869423.40    | 0.06%             | 2028-03-08      | Floating      | 8.67%                 | Yes           |                  2 | On Loan: No      |
| King Max Re DAC                                      | King Max Re DAC                                 | CUSIP: 000000000<br>LEI: 635400D6MW4WMVI42S36 | Long             | DBT              | CORP              | IE        |    774000 | PA      | $927739.41    | 0.07%             | 2027-01-06      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Bayou Re Ltd.                                        | Bayou Re 2023-1 Class B                         | CUSIP: 07304LAB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1206000 | PA      | $1268832.60   | 0.09%             | 2026-05-26      | Floating      | 22.72%                | Yes           |                  2 | On Loan: No      |
| Charles River Re Ltd.                                | Charles River Re 2024-1 Class A                 | CUSIP: 159873AA6<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    885000 | PA      | $919028.25    | 0.07%             | 2027-05-10      | Floating      | 11.30%                | Yes           |                  2 | On Loan: No      |
| Citrus Re Ltd.                                       | Citrus Re 2023-1 Class A                        | CUSIP: 177510AL8<br>LEI: 549300VWWT5SE805NK88 | Long             | DBT              | CORP              | BM        |   1009000 | PA      | $1024538.60   | 0.07%             | 2026-06-07      | Floating      | 10.26%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                      | Gateway Re 2025-1 Class C2                      | CUSIP: 36779CAN6<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |   1525000 | PA      | $1589431.25   | 0.11%             | 2027-07-07      | Floating      | 13.17%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                      | Gateway Re 2025-1 Class A                       | CUSIP: 36779CAQ9<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    254000 | PA      | $268757.40    | 0.02%             | 2028-07-07      | Floating      | 14.17%                | Yes           |                  2 | On Loan: No      |
| Greengrove Re Ltd.                                   | Greengrove Re 2025-1 Class A                    | CUSIP: 39526JAA9<br>LEI: 254900WH3CK41D9L7T70 | Long             | DBT              | CORP              | BM        |    422000 | PA      | $434111.40    | 0.03%             | 2028-04-07      | Floating      | 11.37%                | Yes           |                  2 | On Loan: No      |
| Handshake Re Ltd.                                    | Handshake Re 2025-1 Class A                     | CUSIP: 410290AA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    296000 | PA      | $295304.40    | 0.02%             | 2030-01-08      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Herbie Re Ltd.                                       | Herbie Re 2022-1 Class A                        | CUSIP: 42703VAF0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    392000 | PA      | $409796.80    | 0.03%             | 2027-01-08      | Floating      | 17.15%                | Yes           |                  3 | On Loan: No      |
| Torrey Pines Re Ltd                                  | Torrey Pines Re 2024-1 Class B                  | CUSIP: 89141WAJ1<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1263000 | PA      | $1310109.90   | 0.09%             | 2027-06-07      | Floating      | 10.78%                | Yes           |                  2 | On Loan: No      |
| Ursa Re II Ltd.                                      | Ursa Re II 2025-1 Class G                       | CUSIP: 91734PAH9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3086000 | PA      | $3131981.40   | 0.22%             | 2028-06-07      | Floating      | 12.67%                | Yes           |                  2 | On Loan: No      |
| Greenshoots Re Ltd. Segregated Account 2025-B        | Greenshoots Re 2025-B                           | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     10000 | NS      | $13143021.22  | 0.93%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Totara Re Pte. Ltd.                                  | Totara Re Pte. 2023-1                           | CUSIP: 000000000<br>LEI: 984500B2A09D0F655059 | Long             | DBT              | CORP              | SG        |   2171000 | PA      | $1338403.17   | 0.10%             | 2027-06-08      | Fixed         | 13.38%                | Yes           |                  2 | On Loan: No      |
| Blue Sky Re DAC                                      | Blue Sky Re DAC 2023-1                          | CUSIP: 000000000<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    353000 | PA      | $431129.23    | 0.03%             | 2027-01-26      | Floating      | 8.48%                 | Yes           |                  2 | On Loan: No      |
| IBRD                                                 | IBRD CAR 132 Class A                            | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |   1865000 | PA      | $1902859.50   | 0.14%             | 2028-04-24      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Fidelity Government Portfolio                        | Fidelity Government Portfolio                   | CUSIP: 316175108<br>LEI: 549300FQDFZGLUOCWN51 | Long             | STIV             | RF                | US        |  72200507 | NS      | $72200506.57  | 5.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Gateway Re Ltd.                                      | Gateway Re 2023-1 Class B                       | CUSIP: 36779CAD8<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    479000 | PA      | $483119.40    | 0.03%             | 2026-02-24      | Floating      | 24.65%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                      | Gateway Re 2025-2 Class A                       | CUSIP: 36779CAS5<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    583000 | PA      | $600781.50    | 0.04%             | 2028-07-07      | Floating      | 10.67%                | Yes           |                  2 | On Loan: No      |
| Genesee Street Re Ltd.                               | Genesee Street Re 2025-1 Class A                | CUSIP: 37173WAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    766000 | PA      | $772357.80    | 0.05%             | 2028-04-07      | Floating      | 6.87%                 | Yes           |                  2 | On Loan: No      |
| Golden Bear Re Ltd.                                  | Golden Bear Re 2026-1 Class A                   | CUSIP: 38090EAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3900000 | PA      | $3900390.00   | 0.28%             | 2029-01-08      | Floating      | 13.39%                | Yes           |                  2 | On Loan: No      |
| Lightning Re Ltd.                                    | Lightning Re 2023-1 Class A                     | CUSIP: 532242AA2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4190000 | PA      | $4245517.50   | 0.30%             | 2026-03-31      | Floating      | 14.64%                | Yes           |                  2 | On Loan: No      |
| Long Point Re IV Ltd                                 | Long Point Re IV 2022-1 Class A                 | CUSIP: 54279PAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    261000 | PA      | $262383.30    | 0.02%             | 2026-06-01      | Floating      | 7.92%                 | Yes           |                  2 | On Loan: No      |
| Matterhorn Re Ltd.                                   | Matterhorn Re 2025-1 Class B                    | CUSIP: 577092AX7<br>LEI: 549300QRZ77PO1BYWT39 | Long             | DBT              | CORP              | BM        |    432000 | PA      | $440078.40    | 0.03%             | 2028-02-04      | Floating      | 16.06%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                 | Residential Re 2025-I Class 15                  | CUSIP: 76091DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1006000 | PA      | $1041713.00   | 0.07%             | 2029-06-06      | Floating      | 9.48%                 | Yes           |                  2 | On Loan: No      |
| Titania Re Ltd.                                      | Titania Re 2024-1 Class B                       | CUSIP: 888329AF6<br>LEI: 5493008E73M6FH2NSB56 | Long             | DBT              | CORP              | BM        |    535000 | PA      | $538477.50    | 0.04%             | 2027-11-26      | Floating      | 13.98%                | Yes           |                  2 | On Loan: No      |
| Torrey Pines Re Ltd                                  | Torrey Pines Re 2025-1 Class B                  | CUSIP: 89141WAM4<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   1016000 | PA      | $1037183.60   | 0.07%             | 2028-06-07      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVII Ltd                                 | Vitality Re XVII 2026 Class B                   | CUSIP: 92853KAB6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    257000 | PA      | $256987.15    | 0.02%             | 2030-01-08      | Floating      | 6.07%                 | Yes           |                  2 | On Loan: No      |
| Winston Re Ltd                                       | Winston Re 2024-1 Class B                       | CUSIP: 975660AB7<br>LEI: 2549001Q4VX5Y31QFJ88 | Long             | DBT              | CORP              | BM        |    387000 | PA      | $406640.25    | 0.03%             | 2027-02-26      | Floating      | 15.36%                | Yes           |                  2 | On Loan: No      |
| Yosemite Re Ltd.                                     | Yosemite Re 2025-1 Class A                      | CUSIP: 98740RAB5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    497000 | PA      | $524185.90    | 0.04%             | 2028-06-07      | Floating      | 10.92%                | Yes           |                  2 | On Loan: No      |
| Trouvaille Re Ltd.                                   | Trouvaille Re Ltd.                              | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       135 | NS      | $38502661.22  | 2.73%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Hexagon IV Re Ltd.                                   | Hexagon IV Re 2023-1 Class A                    | CUSIP: 000000000<br>LEI: 984500B4771ADC9FDE26 | Long             | DBT              | CORP              | BM        |    772000 | PA      | $956638.34    | 0.07%             | 2028-01-21      | Floating      | 10.45%                | Yes           |                  2 | On Loan: No      |
| IBRD                                                 | IBRD CAR 133 Class B                            | CUSIP: 000000000<br>LEI: ZTMSNXROF84AHWJNKQ93 | Long             | DBT              | CORP              | US        |    651000 | PA      | $657640.20    | 0.05%             | 2028-04-24      | Floating      | 14.67%                | Yes           |                  2 | On Loan: No      |
| Yorkville (Artex Segregated Account Company)         | Yorkville (Artex Segregated Account Company)    | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    143394 | NS      | $231249518.70 | 16.42%            |  |  |  | Yes           |                  3 | On Loan: No      |
| Palm Re Ltd.                                         | Palm Re 2025-1 Class A                          | CUSIP: 69664FAB4<br>LEI: 984500D3C66DA10DAP11 | Long             | DBT              | CORP              | BM        |    824000 | PA      | $857166.00    | 0.06%             | 2028-06-07      | Floating      | 11.42%                | Yes           |                  2 | On Loan: No      |
| Purple Re Ltd.                                       | Purple Re 2024-1 Class A                        | CUSIP: 74639NAC7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2373000 | PA      | $2488565.10   | 0.18%             | 2027-06-07      | Floating      | 12.80%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2024 Limited                 | Residential Re 2024-II Class 3                  | CUSIP: 76112AAD4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1096000 | PA      | $1122030.00   | 0.08%             | 2028-12-06      | Floating      | 10.61%                | Yes           |                  2 | On Loan: No      |
| Alamo Re Ltd.                                        | Alamo Re 2024-1 Class B                         | CUSIP: 011395AP5<br>LEI: 5493003E22VRD25G0S03 | Long             | DBT              | CORP              | BM        |   4761000 | PA      | $5028806.25   | 0.36%             | 2027-06-07      | Floating      | 12.11%                | Yes           |                  2 | On Loan: No      |
| Aquila Re I Ltd.                                     | Aquila Re I 2023-1 Class A-1                    | CUSIP: 03843AAA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    265000 | PA      | $268153.50    | 0.02%             | 2026-06-08      | Floating      | 9.01%                 | Yes           |                  2 | On Loan: No      |
| Armor Re II Ltd.                                     | Armor Re II 2024-2 Class A                      | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |    548000 | PA      | $579893.60    | 0.04%             | 2028-01-07      | Floating      | 12.28%                | Yes           |                  2 | On Loan: No      |
| Blue Ridge Re Ltd                                    | Blue Ridge Re 2025-1 Class A                    | CUSIP: 096003AC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    587000 | PA      | $584798.75    | 0.04%             | 2029-01-08      | Floating      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Bluebonnet Re Ltd.                                   | Bluebonnet Re 2025-1 Class C                    | CUSIP: 09610NAC6<br>LEI: 2549007DQLA6K2ACFN15 | Long             | DBT              | CORP              | BM        |    558000 | PA      | $596362.50    | 0.04%             | 2028-06-07      | Floating      | 15.42%                | Yes           |                  2 | On Loan: No      |
| East Lane Re VII Ltd.                                | East Lane Re VII 2026-1 Class A                 | CUSIP: 27332EAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    621000 | PA      | $620037.45    | 0.04%             | 2028-03-31      | Floating      | 12.15%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                                | Everglades Re II 2024-1 Class A                 | CUSIP: 30014LAM6<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   2964000 | PA      | $3078558.60   | 0.22%             | 2027-05-13      | Floating      | 14.17%                | Yes           |                  2 | On Loan: No      |
| Everglades Re II Ltd.                                | Everglades Re II 2025-1 Class A                 | CUSIP: 30014LAT1<br>LEI: 5493000EE11S6ONK0372 | Long             | DBT              | CORP              | BM        |   2126000 | PA      | $2209126.60   | 0.16%             | 2028-05-19      | Floating      | 12.40%                | Yes           |                  2 | On Loan: No      |
| FloodSmart Re Ltd.                                   | FloodSmart Re 2022-1 Class B                    | CUSIP: 33975CAK1<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |     52645 | PA      | $32903.33     | 0.00%             | 2029-02-26      | Floating      | 4.17%                 | Yes           |                  3 | On Loan: No      |
| FloodSmart Re Ltd.                                   | FloodSmart Re 2024-1 Class A                    | CUSIP: 33975CAP0<br>LEI: 549300KK1LNVFW95S875 | Long             | DBT              | CORP              | BM        |   4099000 | PA      | $4363385.50   | 0.31%             | 2027-03-12      | Floating      | 17.98%                | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                  | Sanders Re III 2023-2 Class A                   | CUSIP: 799925AA0<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2129000 | PA      | $2172857.40   | 0.15%             | 2026-06-05      | Floating      | 11.39%                | Yes           |                  2 | On Loan: No      |
| Solomon Re Ltd.                                      | Solomon Re 2023-1 Class A                       | CUSIP: 83427GAA3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    379000 | PA      | $383851.20    | 0.03%             | 2026-06-08      | Floating      | 8.99%                 | Yes           |                  2 | On Loan: No      |
| Arenal (Artex Segregated Account Company)            | Arenal (Artex Segregated Account Company)       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |    165450 | NS      | $51826228.70  | 3.68%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Brighton (Horseshoe Re)                              | Brighton (Horseshoe Re)                         | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |   1022526 | NS      | $1188551.50   | 0.08%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Blue Ridge Re Ltd                                    | Blue Ridge Re 2025-1 Class C                    | CUSIP: 096003AE8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    301000 | PA      | $299269.25    | 0.02%             | 2029-01-08      | Floating      | 11.67%                | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                 | Cape Lookout Re 2023-1 Class A                  | CUSIP: 13947LAE2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   3445000 | PA      | $3484962.00   | 0.25%             | 2026-04-28      | Floating      | 10.88%                | Yes           |                  2 | On Loan: No      |
| Cape Lookout Re Ltd.                                 | Cape Lookout Re 2025-1 Class A                  | CUSIP: 13947LAG7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   4143000 | PA      | $4337099.55   | 0.31%             | 2028-03-13      | Floating      | 10.57%                | Yes           |                  2 | On Loan: No      |
| Gateway Re Ltd.                                      | Gateway Re 2023-3 Class A                       | CUSIP: 36779CAF3<br>LEI: 549300ZYFWQV9RCIN520 | Long             | DBT              | CORP              | BM        |    594000 | PA      | $615918.60    | 0.04%             | 2026-07-08      | Floating      | 14.53%                | Yes           |                  2 | On Loan: No      |
| Merna Re II Ltd                                      | Merna Re II 2024-3 Class A                      | CUSIP: 59013MAM4<br>LEI: 549300478X5RX87PYX60 | Long             | DBT              | CORP              | BM        |   2931000 | PA      | $3036222.90   | 0.22%             | 2027-07-07      | Floating      | 12.16%                | Yes           |                  2 | On Loan: No      |
| Residential Reinsurance 2025 Limited                 | Residential Re 2025-II Class 5                  | CUSIP: 76091JAB4<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    420000 | PA      | $417438.00    | 0.03%             | 2029-12-06      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re III Ltd.                                  | Sanders Re III 2023-1 Class B                   | CUSIP: 80001QAB9<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    528000 | PA      | $533834.40    | 0.04%             | 2027-04-07      | Floating      | 19.51%                | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                   | Sanders Re II 2025-1 Class A                    | CUSIP: 80001TAA5<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |   1074000 | PA      | $1104233.10   | 0.08%             | 2028-04-07      | Floating      | 7.67%                 | Yes           |                  2 | On Loan: No      |
| Sanders Re II Ltd.                                   | Sanders Re II 2025-1 Class B-1                  | CUSIP: 80001TAC1<br>LEI: 254900VRQU0N0MF3CT92 | Long             | DBT              | CORP              | BM        |    618000 | PA      | $633882.60    | 0.04%             | 2028-04-07      | Floating      | 8.17%                 | Yes           |                  2 | On Loan: No      |
| Sutter Re Ltd.                                       | Sutter Re 2023-1 Class E                        | CUSIP: 86944RAF5<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |   2177000 | PA      | $2223478.95   | 0.16%             | 2026-06-19      | Floating      | 13.42%                | Yes           |                  2 | On Loan: No      |
| 3264 Re Ltd.                                         | 3264 Re 2025-1 Class B                          | CUSIP: 88577CAF8<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    491000 | PA      | $493872.35    | 0.04%             | 2028-02-07      | Floating      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| Tomoni Re Pte. Ltd.                                  | Tomoni Re Pte 2024-1 Class A                    | CUSIP: 89009PAE8<br>LEI: N/A                  | Long             | DBT              | CORP              | SG        |    679000 | PA      | $683617.20    | 0.05%             | 2028-04-05      | Floating      | 6.92%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVI Limited                              | Vitality Re XVI 2025 Class A                    | CUSIP: 92849FAA6<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    359000 | PA      | $356989.60    | 0.03%             | 2029-01-08      | Floating      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Wrigley Re Ltd.                                      | Wrigley Re 2023-1 Class A                       | CUSIP: 982533AB7<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    507000 | PA      | $517114.65    | 0.04%             | 2026-08-07      | Floating      | 9.90%                 | Yes           |                  2 | On Loan: No      |
| Madison (Artex Segregated Account Company)           | Madison (Artex Segregated Account Company)      | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     97141 | NS      | $26133719.97  | 1.86%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Mayflower Re Ltd.                                    | Mayflower Re 2024-1 Class A                     | CUSIP: 57839MAC2<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    650000 | PA      | $667875.00    | 0.05%             | 2027-07-08      | Floating      | 8.60%                 | Yes           |                  2 | On Loan: No      |
| Kauai (Artex Segregated Account Company)             | Kauai (Artex Segregated Account Company)        | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |     51394 | NS      | $0.21         | 0.00%             |  |  |  | Yes           |                  3 | On Loan: No      |
| Latigo (Artex Segregated Account Company)            | Latigo (Artex Segregated Account Company)       | CUSIP: 000000000<br>LEI: N/A                  | Long             | EP               | CORP              | BM        |       473 | NS      | $27760449.69  | 1.97%             |  |  |  | Yes           |                  3 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-01

**Name of Applicant:** Stone Ridge Trust II

**Signature:** Maura Keselowsky

**Name of Signer:** Maura Keselowsky

**Title:** Treasurer and Principal Financial Officer