You should report it to the Police. You should go in person to Swansea Central Police station and ask for a report number. If the Police say that they cannot give you a report number, you must request a letter from them stating why they will not give you a report number. After you have done this, make an appointment with an adviser so you can apply for a new residence permit.
Web link: http://www.swansea.ac.uk/isas/immigration/biometricresidencepermitbrpc/