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Disclosery

Claren Road Asset Management, LLC

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13F filer, CIK 1568717, New York, NY

Claren Road Asset Management, LLC reported $29,346,000 across 4 holdings for the quarter ended 2016-09-30, in a 13F-HR filed 2016-11-14.

Filed (acceptance time not in the bulk data set), ingested 13F-HR 0000902664-16-008812

Period
2016-09-30
Reported value
$29.3M
Holdings
4
Top 10 weight
100%
New
2
Sold out
1

Largest buys vs the previous quarter

None.

Largest sells vs the previous quarter

SecurityShares changeApprox. value
NMIHreduced-1,011,691-$7.71M
VALEANT PHARMACEUTICALS INTLreduced-17,955-$441K

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, Q3 2016

Share positions as resolved from 13F-HR 0000902664-16-008812, largest first. % of portfolio is the value over $29,346,000, the sum of the share positions whose value is usable for ratios (method).

SecurityHistorySharesValue% of portfolioChangeLatest eventTimeline
NMIHNMI HLDGS INCQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: 3,000,000 shares; 2016Q1: 1,250,000 shares; 2016Q2: 1,250,000 shares; 2016Q3: 238,309 shares 238,309$1.82M6.19%-1,011,691Timeline
VALEANT PHARMACEUTICALS INTLVALEANT PHARMACEUTICALS INTLQuarterly shares; oldest to newest; scale is this security's eight-quarter maximum; 2014Q4: restricted; 2015Q1: restricted; 2015Q2: restricted; 2015Q3: restricted; 2015Q4: not reported; 2016Q1: 80,000 shares; 2016Q2: 77,527 shares; 2016Q3: 59,572 shares 59,572$1.46M4.98%-17,955

Principal amounts

Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).

SecurityTypeAmountValueChange
TORONTO DOMINION BK ONTTORONTO DOMINION BK ONT NOTE 3.625% 9/1principal15,000,000$15.1Mnew
WOORIB 4.5 49WOORIB 4.5 49 Bond30E/360P2 Uprincipal11,000,000$11Mnew

Sold out in Q3 2016

Positions in the previous quarter's report that this quarter's report no longer lists.

SecurityShares beforeValue beforeType
SPYSTATE STR SPDR S&P 500 ETF T46,500$47Kcall

How Q3 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).

FilingRoleAmendmentFiledAcceptedIngested
13F-HR 0000902664-16-008812 base2016-11-14acceptance time not in the bulk data set