RenaissanceRe Holdings Ltd. bonds RNR
Who owns RenaissanceRe Holdings Ltd.'s debt and what their own filings say it is worth. Bond prices and yields are fund-reported marks (SEC Form N-PORT) as of Jul 2026; they lag the market by about two months. RNR stock page.
Every bond funds hold
Each bond's latest fund-reported mark. Price per 100 of face value; yield to maturity from price, coupon and maturity; spread over the matched-maturity Treasury for US-dollar bonds.
| Bond | Coupon | Maturity | Ccy | Price | Yield | Spread | Funds | Held | As of |
|---|---|---|---|---|---|---|---|---|---|
| 75973QAA5 | 3.45% fixed | 2027-07-01 | USD | 99.11 | 4.44% | 43 bp | 6 | $8.8M | Jul 2026 |
| 75968NAD3 | 3.6% fixed | 2029-04-15 | USD | 96.75 | 4.89% | 64 bp | 6 | $5.8M | Jul 2026 |
| 75968NAE1 | 5.75% fixed | 2033-06-05 | USD | 100.78 | 5.61% | 116 bp | 16 | $36.7M | Jul 2026 |
| 75968NAG6 | 5.8% fixed | 2035-04-01 | USD | 100.61 | 5.71% | 117 bp | 10 | $14.7M | Jul 2026 |
Spread history
Median spread of the US-dollar bonds over Treasuries, month-ends with complete filings. Fund-reported.
Price history
Median fund-marked price across the bonds, per 100 of face value.
By month
Funds file on staggered quarter-ends, so each month-end is marked by the funds that reported for it; the amount held moves with which funds filed, not only with buying and selling.
| Month-end | Bonds | Held | Median price | USD yield | USD spread | Most funds on one bond |
|---|---|---|---|---|---|---|
| Jul 2026 | 4 | $66.0M | 99.86 | 5.61% | 116 bp | 16 |
| Jun 2026 | 4 | $204.5M | 100.58 | 5.02% | 79 bp | 26 |
| May 2026 | 4 | $128.2M | 100.94 | 4.96% | 79 bp | 22 |
| Apr 2026 | 4 | $92.0M | 100.81 | 4.95% | 98 bp | 16 |
| Mar 2026 | 4 | $204.9M | 100.50 | 5.01% | 111 bp | 30 |
| Feb 2026 | 4 | $123.0M | 101.98 | 4.52% | 80 bp | 18 |
| Jan 2026 | 4 | $95.0M | 101.78 | 4.64% | 82 bp | 13 |
| Dec 2025 | 4 | $198.4M | 101.77 | 4.67% | 91 bp | 29 |
| Nov 2025 | 4 | $117.9M | 101.93 | 4.60% | 85 bp | 21 |
| Oct 2025 | 4 | $101.3M | 101.67 | 4.66% | 94 bp | 19 |
| Sep 2025 | 4 | $199.5M | 101.82 | 4.61% | 86 bp | 37 |
| Aug 2025 | 4 | $133.5M | 101.06 | 4.77% | 88 bp | 21 |
| Jul 2025 | 4 | $101.3M | 100.45 | 4.96% | 91 bp | 19 |
Who holds the debt
Fund series in their latest quarterly N-PORT report, largest first, with the change in face value against each fund's own previous report. Names as reported in the filings. 24 added, 18 cut, 4 new holders and 6 exits in the latest quarter.
| Fund series | Report | Face value | Value | Change in face value |
|---|---|---|---|---|
| VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND VANGUARD SCOTTSDALE FUNDS | 2026-05-31 | $47.2M | $48.5M | $5.0M |
| VANGUARD TOTAL BOND MARKET II INDEX FUND VANGUARD BOND INDEX FUNDS | 2026-06-30 | $40.5M | $41.3M | $0 |
| VANGUARD INTERMEDIATE-TERM INVESTMENT-GRADE FUND VANGUARD FIXED INCOME SECURITIES FUNDS | 2026-07-31 | $35.3M | $35.5M | -$10.3M |
| VANGUARD TOTAL BOND MARKET INDEX FUND VANGUARD BOND INDEX FUNDS | 2026-06-30 | $32.7M | $32.9M | $0 |
| VANGUARD INSTITUTIONAL INTERMEDIATE-TERM BOND FUND VANGUARD MALVERN FUNDS | 2026-06-30 | $17.2M | $17.6M | $0 |
| VANGUARD INTERMEDIATE-TERM BOND INDEX FUND VANGUARD BOND INDEX FUNDS | 2026-06-30 | $16.0M | $16.4M | $75K |
| VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND VANGUARD SCOTTSDALE FUNDS | 2026-05-31 | $15.9M | $15.6M | -$420K |
| BlackRock Systematic Multi-Strategy Fund BlackRock Funds IV | 2026-06-30 | $14.3M | $14.3M | $0 |
| VANGUARD SHORT-TERM BOND INDEX FUND VANGUARD BOND INDEX FUNDS | 2026-06-30 | $13.7M | $13.3M | $0 |
| Allspring Core Plus Bond Fund ALLSPRING FUNDS TRUST | 2026-05-31 | $12.3M | $12.6M | $405K |
| iShares Core U.S. Aggregate Bond ETF iShares Trust | 2026-05-31 | $11.5M | $11.5M | -$325K |
| Guggenheim Total Return Bond Fund Guggenheim Funds Trust | 2026-06-30 | $9.9M | $10.1M | $0 |
| Thornburg Strategic Income Fund THORNBURG INVESTMENT TRUST | 2026-06-30 | $9.4M | $9.6M | $0 |
| iShares 5-10 Year Investment Grade Corporate Bond ETF iShares Trust | 2026-05-31 | $8.9M | $9.2M | -$305K |
| Schwab 5-10 Year Corporate Bond ETF SCHWAB STRATEGIC TRUST | 2026-06-30 | $6.6M | $6.8M | $605K |
| College Retirement Equities Fund - Core Bond Account College Retirement Equities Fund | 2026-06-30 | $6.6M | $6.7M | $0 |
| Nuveen Core Bond Fund TIAA-CREF Funds | 2026-06-30 | $5.3M | $5.4M | $0 |
| Lord Abbett Core Plus Bond Fund LORD ABBETT INVESTMENT TRUST | 2026-05-31 | $4.5M | $4.6M | $0 |
| VANGUARD ULTRA-SHORT-TERM BOND FUND VANGUARD FIXED INCOME SECURITIES FUNDS | 2026-07-31 | $4.6M | $4.6M | $0 |
| iShares 1-5 Year Investment Grade Corporate Bond ETF iShares Trust | 2026-05-31 | $4.1M | $4.0M | -$165K |
| Fidelity SAI Enhanced Core Bond Fund Fidelity Salem Street Trust | 2026-05-31 | $3.9M | $4.0M | $2.5M |
| iShares iBonds Dec 2029 Term Corporate ETF iShares Trust | 2026-07-31 | $3.9M | $3.8M | $84K |
| VANGUARD ULTRA-SHORT BOND ETF VANGUARD BOND INDEX FUNDS | 2026-06-30 | $3.8M | $3.8M | $0 |
| State Street(R) SPDR(R) Portfolio Intermediate Term Corporate Bond ETF SPDR SERIES TRUST | 2026-06-30 | $3.2M | $3.3M | -$166K |
| iShares Broad USD Investment Grade Corporate Bond ETF iShares Trust | 2026-05-31 | $3.2M | $3.3M | $105K |
Largest exits in the latest quarter (fund held the bonds in its previous report, none now): VANGUARD SHORT-TERM INVESTMENT-GRADE FUND ($14.8M), Transamerica Aegon Bond VP ($739K), Transamerica Aegon Core Bond VP ($518K), JPMorgan BetaBuilders U.S. Aggregate Bond ETF ($305K), Transamerica Multi-Managed Balanced VP ($204K), Transamerica Bond Active ETF ($67K).
ETFs holding these bonds
From each ETF's own latest N-PORT report: the issuer's bonds as a share of the ETF's net assets. A holdings list, not a recommendation.
| ETF | Report | Bonds | Face value | Value | % of net assets |
|---|---|---|---|---|---|
| VCIT VANGUARD INTERMEDIATE-TERM CORPORATE BOND INDEX FUND | 2026-05-31 | 2 | $47.2M | $48.5M | 0.07% |
| BND VANGUARD TOTAL BOND MARKET INDEX FUND | 2026-06-30 | 4 | $32.7M | $32.9M | 0.01% |
| BIV VANGUARD INTERMEDIATE-TERM BOND INDEX FUND | 2026-06-30 | 2 | $16.0M | $16.4M | 0.03% |
| VCSH VANGUARD SHORT-TERM CORPORATE BOND INDEX FUND | 2026-05-31 | 2 | $15.9M | $15.6M | 0.03% |
| BSV VANGUARD SHORT-TERM BOND INDEX FUND | 2026-06-30 | 2 | $13.7M | $13.3M | 0.02% |
| AGG iShares Core U.S. Aggregate Bond ETF | 2026-05-31 | 4 | $11.5M | $11.5M | 0.01% |
| IGIB iShares 5-10 Year Investment Grade Corporate Bond ETF | 2026-05-31 | 2 | $8.9M | $9.2M | 0.05% |
| SCHI Schwab 5-10 Year Corporate Bond ETF | 2026-06-30 | 2 | $6.6M | $6.8M | 0.06% |
| IGSB iShares 1-5 Year Investment Grade Corporate Bond ETF | 2026-05-31 | 2 | $4.1M | $4.0M | 0.02% |
| IBDU iShares iBonds Dec 2029 Term Corporate ETF | 2026-07-31 | 1 | $3.9M | $3.8M | 0.09% |
| VUSB VANGUARD ULTRA-SHORT BOND ETF | 2026-06-30 | 1 | $3.8M | $3.8M | 0.04% |
| SPIB State Street(R) SPDR(R) Portfolio Intermediate Term Corporate Bond ETF | 2026-06-30 | 3 | $3.2M | $3.3M | 0.03% |
| USIG iShares Broad USD Investment Grade Corporate Bond ETF | 2026-05-31 | 4 | $3.2M | $3.3M | 0.02% |
| GTO Invesco Total Return Bond ETF | 2026-07-31 | 1 | $2.9M | $2.9M | 0.12% |
| IUSB iShares Core Universal USD Bond ETF | 2026-07-31 | 4 | $2.9M | $2.9M | 0.01% |
Default risk, three ways
Stock market: distance-to-default
Not computed: financial company (banks, insurers, BDCs and REITs carry leverage as their business, which the model misreads).
Bond market: priced-in odds
A 116 bp spread prices in about 1.9% a year of default odds (spread ÷ (1 − 40% recovery)). Fund-reported marks as of Jul 2026; the spread also pays for liquidity and risk premium, so this overstates actual defaults.
Accounts: Altman Z
Not available.
Against its own government
Yield minus the government's fitted curve at the same maturity, same currency, bonds with at least $25M held and 3 funds pricing them: USD 6.8y +22 bp (as of Jul 2026).
The stock side: 13F filings
What institutions report holding in RNR's stock and options. Options are reported at the value of the underlying shares, not the premium paid; 13F lists long positions only, lags 45 days after quarter-end, and does not show whether puts hedge a stock position.
| Quarter-end | Stock holders | Stock value | Put managers | Puts (underlying value) | Call managers | Calls (underlying value) | Convertible holders |
|---|---|---|---|---|---|---|---|
| 2026-09-30 filings still arriving | 61 | $66.8M | 0 | — | 0 | — | 0 |
| 2026-06-30 | 564 | $12.31B | 5 | $4.3M | 5 | $13.8M | 0 |
| 2026-03-31 | 544 | $9.96B | 3 | $4.2M | 4 | $4.5M | 0 |
| 2025-12-31 | 536 | $11.14B | 4 | $4.6M | 3 | $4.4M | 0 |
| 2025-09-30 | 493 | $10.23B | 4 | $6.8M | 2 | $12.1M | 0 |
| 2025-06-30 | 480 | $10.43B | 6 | $7.5M | 4 | $23.9M | 0 |
Sources: fund holdings and fund-reported marks from SEC Form N-PORT (published about 60 days after each month-end); 13F filings; House and Senate periodic transaction reports and OGE Form 278-T; Treasury yields from FRED. Findings from filings, not advice. How each number is computed.