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: Pending

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.

NAV per share

Net capital flows, % of NAV

Distribution coverage

Monthly performance eligibility

Canonical class: not designated · basis: no qualifying monthly chain · qualifying history: 0 months.

1y: Pending; 3y: Pending; 5y: Pending Manager-published observations remain distinct from SEC-filed facts and publish only after source-terms, class, date, and reconciliation gates pass.

03 / Portfolio

What moved inside the book.

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

Pending

04 / Redemptions

Where exit demand met the cap.

The disclosed history shows no rationed period.

Pending

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.

Pending

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.

Pending

Management fee: 2.00% of avg daily net assets per year, current as of latest filed disclosure. Research only: not used in a fee distribution. SEC source 0001133228-26-010229.

Filed fee conditions

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).

Canonical-class fee profile

Class	Management	Incentive	Load	Servicing	Gross expenses	Net expenses
not designated	2.00%	Pending	Pending	Pending	Pending	Pending

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	Pending

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