Claren Road Asset Management, LLC
Follow13F filer, CIK 1568717, New York, NY
Claren Road Asset Management, LLC reported $8,458,000 across 3 holdings for the quarter ended 2016-06-30, in a 13F-HR filed 2016-08-15.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000902664-16-007896
- Period
- 2016-06-30
- Reported value
- $8.46M
- Holdings
- 3
- Top 10 weight
- 100%
- New
- 0
- Sold out
- 1
Largest buys vs the previous quarter
None.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| WARREN RESOURCES INCexited | -4,000,000 | -$634K |
| VALEANT PHARMACEUTICALS INTLreduced | -2,473 | -$49.8K |
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, Q2 2016
Share positions as resolved from 13F-HR 0000902664-16-007896, largest first. % of portfolio is the value over $8,411,000, 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 | $6.85M | 81.44% | 0 | Timeline | ||
| VALEANT PHARMACEUTICALS INTLVALEANT PHARMACEUTICALS INTL | 77,527 | $1.56M | 18.56% | -2,473 |
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 | 46,500 | $47K | -86,900 |
Sold out in Q2 2016
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| WARREN RESOURCES INCWARREN RESOURCES INC | 4,000,000 | $634K | shares |
How Q2 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 0000902664-16-007896 | base | 2016-08-15 | acceptance time not in the bulk data set |