Varde Management, L.P. Quant / Systematic

CIK: 0001559130 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 13, 2017

Total Value ($000): $115,617 (53.5% shares, 46.5% debt)

Holdings (4)

— Royal Bk Scotlnd Grp Plc 46.5%

Value ($000) $53,730 Shares 54,000,000 Est. Cost $0.99 Unrealized —

— Williams Partners LP 44.4%

Value ($000) $51,277 Shares 1,431,544 Est. Cost $35.82 Unrealized —

— SPDR S&P 500 ETF Trust 6.8%

Value ($000) $7,875 Shares 45,000 Est. Cost — Unrealized —

WRN Western Copper and Gold Corp 2.4%

Value ($000) $2,735 Shares 3,671,000 Est. Cost $0.91 Unrealized 0.0%

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	Royal Bk Scotlnd Grp Plc	54,000,000	$53,730	46.5%	$0.99	—	Royal Bk Scotlnd Grp Plc FRN 12/31/2049 USD	780097BB6
—	Williams Partners LP	1,431,544	$51,277	44.4%	$35.82	—	Williams Partners LP Equity	96949L105
—	SPDR S&P 500 ETF Trust	45,000	$7,875	6.8%	—	—	Put	9EDNSK664
WRN	Western Copper and Gold Corp	3,671,000	$2,735	2.4%	$0.91	0.0%	Western Copper and Gold Corp Equity	95805V108