Stone Ridge Reinsurance Risk Premium Interval Fund

Sponsored by Stone Ridge. Interval Fund structure focused on insurance-linked securities.

Interval FundInsurance-linked securities

Sponsor: Stone Ridge
CIK: 0001581005
Liquidity: Periodic repurchase offers at NAV
Inception: 2014

Net assets: $1.52B

source

Monthly portfolio report (Form N-PORT) · filed 2026-06-29 · period 2026-04-30

Net assets (N-PORT Part B, Item B.2)

Method Direct: read from a structured filing field

Open the filing on SEC.gov · Full observation history

Technical locator

NPORT-P netAssets | https://www.sec.gov/Archives/edgar/data/1581005/000119312526287710/xslFormNPORT-P_X01/primary_doc.xml
NAV / share: $59.18

source

Semiannual shareholder report (Form N-CSRS) · filed 2026-07-09 · period 2026-04-30

financial-highlights end-of-period NAV (fallback)

“Net asset value, end of year $ 59.18”

Method Matched text template against the filing

Open the filing on SEC.gov · Full observation history

Technical locator

https://www.sec.gov/Archives/edgar/data/1581005/000113322826010229/srtll-efp25316_ncsrs.htm | financial-highlights end-of-period NAV (fallback)
Net flows, last qtr: +4.7%
Distribution coverage (NII): 51%
Leverage in use: 0%
Total return, 12m: +34.4%

01 / Signals

What changed in the latest filings.

Current findings ordered by severity. Each observation remains traceable to its filed source.

Urgent

NAV per share fell 6.7% from $63.41 to $59.18 (2026-04-30).

NAV per share fell 6.7% from $63.41 to $59.18 (2026-04-30). (Rule B12: NAV per share drop, severe: >= 5% decline month over month; Urgent.)

Why it matters and what changed

A 5%+ single-month NAV decline is a severe markdown for a private-markets vehicle and usually coincides with a portfolio-level credit or valuation problem being recognized.

63.41 -> 59.18 (down 6.7% vs prior period); trailing 4-period average 58.41; same period prior year 52.34; comparison interval: ~6 months (2025-10-31 -> 2026-04-30; this fund's series is observed at that frequency, so 'month over month' rules compare consecutive observations)

Source: https://www.sec.gov/Archives/edgar/data/1581005/000113322826010229/srtll-efp25316_ncsrs.htm | financial-highlights end-of-period NAV (fallback)

Historical findings (30)

NAV per share fell 10.8% from $58.70 to $52.34 (2025-04-30).
NAV per share fell 10.8% from $58.70 to $52.34 (2025-04-30). (Rule B12: NAV per share drop, severe: >= 5% decline month over month; Urgent.)

NAV per share fell 11.7% from $9.18 to $8.11 (2019-04-30).
NAV per share fell 11.7% from $9.18 to $8.11 (2019-04-30). (Rule B12: NAV per share drop, severe: >= 5% decline month over month; Urgent.)

NAV per share fell 11.4% from $10.36 to $9.18 (2017-10-31).
NAV per share fell 11.4% from $10.36 to $9.18 (2017-10-31). (Rule B12: NAV per share drop, severe: >= 5% decline month over month; Urgent.)

NAV per share fell 4.0% from $54.75 to $52.57 (2024-04-30).
NAV per share fell 4.0% from $54.75 to $52.57 (2024-04-30). (Rule B11: NAV per share drop >= 2% decline month over month; Notify.)

Net outflow of 6.9% of NAV in the period ended 2024-02-29.
Net outflow of 6.9% of NAV in the period ended 2024-02-29. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 5.5% of NAV in the period ended 2023-08-31.
Net outflow of 5.5% of NAV in the period ended 2023-08-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 5.1% of NAV in the period ended 2023-05-31.
Net outflow of 5.1% of NAV in the period ended 2023-05-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 11.7% of NAV in the period ended 2023-02-28.
Net outflow of 11.7% of NAV in the period ended 2023-02-28. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 9.5% of NAV in the period ended 2022-12-31.
Net outflow of 9.5% of NAV in the period ended 2022-12-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

NAV per share fell 2.0% from $38.95 to $38.17 (2022-10-31).
NAV per share fell 2.0% from $38.95 to $38.17 (2022-10-31). (Rule B11: NAV per share drop >= 2% decline month over month; Notify.)

Net outflow of 11.1% of NAV in the period ended 2022-08-31.
Net outflow of 11.1% of NAV in the period ended 2022-08-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 6.9% of NAV in the period ended 2022-05-31.
Net outflow of 6.9% of NAV in the period ended 2022-05-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 22.8% of NAV in the period ended 2022-02-28.
Net outflow of 22.8% of NAV in the period ended 2022-02-28. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 9.2% of NAV in the period ended 2021-12-31.
Net outflow of 9.2% of NAV in the period ended 2021-12-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

NAV per share fell 4.4% from $39.57 to $37.82 (2021-10-31).
NAV per share fell 4.4% from $39.57 to $37.82 (2021-10-31). (Rule B11: NAV per share drop >= 2% decline month over month; Notify.)

Net outflow of 10.9% of NAV in the period ended 2021-08-31.
Net outflow of 10.9% of NAV in the period ended 2021-08-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 9.5% of NAV in the period ended 2021-05-31.
Net outflow of 9.5% of NAV in the period ended 2021-05-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

NAV per share fell 3.1% from $40.84 to $39.57 (2021-04-30).
NAV per share fell 3.1% from $40.84 to $39.57 (2021-04-30). (Rule B11: NAV per share drop >= 2% decline month over month; Notify.)

Net outflow of 20.3% of NAV in the period ended 2021-03-31.
Net outflow of 20.3% of NAV in the period ended 2021-03-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 5.9% of NAV in the period ended 2020-11-30.
Net outflow of 5.9% of NAV in the period ended 2020-11-30. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 11.0% of NAV in the period ended 2020-08-31.
Net outflow of 11.0% of NAV in the period ended 2020-08-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 5.4% of NAV in the period ended 2020-06-30.
Net outflow of 5.4% of NAV in the period ended 2020-06-30. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

NAV per share fell 4.5% from $8.23 to $7.86 (2020-04-30).
NAV per share fell 4.5% from $8.23 to $7.86 (2020-04-30). (Rule B11: NAV per share drop >= 2% decline month over month; Notify.)

NAV per share ($7.86) is 5.8% below its trailing four-observation average ($8.35) as of 2020-04-30.
NAV per share ($7.86) is 5.8% below its trailing four-observation average ($8.35) as of 2020-04-30. (Rule C23: Sustained NAV decline: NAV per share >= 2% below its trailing 4-observation average; Notify.)

Net outflow of 24.5% of NAV in the period ended 2020-03-31.
Net outflow of 24.5% of NAV in the period ended 2020-03-31. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

Net outflow of 6.5% of NAV in the period ended 2019-11-30.
Net outflow of 6.5% of NAV in the period ended 2019-11-30. (Rule B6: Single-period outflow at gate scale: net outflow >= 5% of NAV in one period; Notify.)

NAV per share ($8.23) is 4.8% below its trailing four-observation average ($8.65) as of 2019-10-31.
NAV per share ($8.23) is 4.8% below its trailing four-observation average ($8.65) as of 2019-10-31. (Rule C23: Sustained NAV decline: NAV per share >= 2% below its trailing 4-observation average; Notify.)

NAV per share ($8.11) is 8.7% below its trailing four-observation average ($8.88) as of 2019-04-30.
NAV per share ($8.11) is 8.7% below its trailing four-observation average ($8.88) as of 2019-04-30. (Rule C23: Sustained NAV decline: NAV per share >= 2% below its trailing 4-observation average; Notify.)

NAV per share ($9.18) is 2.8% below its trailing four-observation average ($9.45) as of 2018-10-31.
NAV per share ($9.18) is 2.8% below its trailing four-observation average ($9.45) as of 2018-10-31. (Rule C23: Sustained NAV decline: NAV per share >= 2% below its trailing 4-observation average; Notify.)

NAV per share ($9.07) is 7.7% below its trailing four-observation average ($9.83) as of 2018-04-30.
NAV per share ($9.07) is 7.7% below its trailing four-observation average ($9.83) as of 2018-04-30. (Rule C23: Sustained NAV decline: NAV per share >= 2% below its trailing 4-observation average; Notify.)

02 / Trends

How the fund has moved.

Net asset value, total return, capital flows, and distribution coverage across the filing record.

Total return index

NAV per share

Net capital flows, % of NAV

Distribution coverage

03 / Portfolio

What moved inside the book.

Filed portfolio-health facts and position changes. Missing disclosures stay visibly missing.

No structured portfolio-health series or position-change events have been captured for this fund.

04 / Redemptions

Where exit demand met the cap.

The disclosed history shows no rationed period.

No structured redemption history has been captured for this fund.

05 / Financing

How the balance sheet is funded.

Borrowings, unused capacity, and synthetic exposure are separated so unlike risks do not collapse into one ratio.

No structured financing components have been captured for this fund.

06 / Share classes

How the offering is divided.

A filed share-class breakdown and terms-based role descriptions. This is not an estimate of who owns the fund.

No filed share-class terms have been captured for this fund; ownership type is therefore not inferred.

Management fee: 2.00% of avg daily net assets per year. source. As compensation for its services, the Adviser is paid by the Fund a fee, computed daily and paid monthly in arrears, at an annual rate of 2.00% of the Fund's average daily net assets. Separately, the Fund pays intermediary fees of up to 0.05% under a Distribution and Servicing Plan and up to 0.05% under a Services Agreement (both already reflected in the Fund's own Service fees / Distribution and service fees expense lines, not part of the 2.00% Adviser fee itself).

07 / Sources

The evidence beneath the page.

Filed terms and recent documents remain available without crowding the primary research flow.

Term register (1)

Term	Description	Value	Effective
advisory_fee_schedule	As compensation for its services, the Adviser is paid by the Fund a fee, computed daily and paid monthly in arrears, at an annual rate of 2.00% of the Fund's average daily net assets. Separately, the Fund pays intermediary fees of up to 0.05% under a Distribution and Servicing Plan and up to 0.05% under a Services Agreement (both already reflected in the Fund's own Service fees / Distribution and service fees expense lines, not part of the 2.00% Adviser fee itself).	2.0 pct_annual_of_avg_daily_net_assets	Date not captured

Recent filings

Filed	Form	Accession
2026-07-09	N-CSRS	0001133228-26-010229
2026-06-29	NPORT-P	0001193125-26-287710
2026-04-24	N-23C3A	0001193125-26-175652
2026-04-01	NPORT-P	0001193125-26-136831
2026-01-30	N-23C3A	0001193125-26-030787
2026-01-09	N-CSR	0001133228-26-000277
2025-12-30	NPORT-P	0001193125-25-336557
2025-10-24	N-23C3A	0001193125-25-249502
2025-09-26	NPORT-P	0001193125-25-220223
2025-07-25	N-23C3A	0001193125-25-165059
2025-07-03	N-CSRS	0001133228-25-007055
2025-06-27	NPORT-P	0001145549-25-043980
2025-04-25	N-23C3A	0001193125-25-095489
2025-04-01	NPORT-P	0001145549-25-023703
2025-01-31	N-23C3A	0001193125-25-017907