Claren Road Asset Management, LLC
Follow13F filer, CIK 1568717, New York, NY
Claren Road Asset Management, LLC reported $11,621,000 across 4 holdings for the quarter ended 2016-03-31, in a 13F-HR filed 2016-05-16.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000902664-16-007090
- Period
- 2016-03-31
- Reported value
- $11.6M
- Holdings
- 4
- Top 10 weight
- 100%
- New
- 2
- Sold out
- 1
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| VALEANT PHARMACEUTICALS INTLnew | +80,000 | $2.82M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| NMIHreduced | -1,750,000 | -$11M |
Ranked by the share change valued at this quarter's implied price (value over shares in the 13F). A position sold out is valued at the previous quarter's price, its last report.
Holdings, Q1 2016
Share positions as resolved from 13F-HR 0000902664-16-007090, largest first. % of portfolio is the value over $11,279,000, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| NMIHNMI HLDGS INC | 1,250,000 | $7.83M | 69.38% | -1,750,000 | Timeline | ||
| VALEANT PHARMACEUTICALS INTLVALEANT PHARMACEUTICALS INTL | 80,000 | $2.82M | 25% | new | |||
| WARREN RESOURCES INCWARREN RESOURCES INC | 4,000,000 | $634K | 5.62% | 0 |
Options
Puts and calls, as filed. The amount and value describe the underlying shares, not the option premium, so they stay out of % of portfolio (H5).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| SPYSTATE STR SPDR S&P 500 ETF T SHS | call | 133,400 | $342K | new |
Sold out in Q1 2016
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| FCXFREEPORT MCMORAN INC | 11,500 | $58K | put |
How Q1 2016 was built
Available 13F filings of this filer for the quarter and their roles: the base report is the latest original or restatement, NEW HOLDINGS amendments filed after it are added (method).
| Filing | Role | Amendment | Filed | Accepted | Ingested |
|---|---|---|---|---|---|
| 13F-HR 0000902664-16-007090 | base | 2016-05-16 | acceptance time not in the bulk data set |