Pine River Capital Management L.P.
Follow13F filer, CIK 1288136, MINNETONKA, MN
Pine River Capital Management L.P. reported $1,381,424,000 across 46 holdings for the quarter ended 2017-09-30, in a 13F-HR filed 2017-11-14. Its ten largest share positions make up 97.16% of the portfolio.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001288136-17-000058
- Period
- 2017-09-30
- Reported value
- $1.38B
- Holdings
- 46
- Top 10 weight
- 97.16%
- New
- 10
- Sold out
- 100
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| TIME WARNER INCadded | +988,849 | $101M |
| BARD C R INCadded | +147,509 | $47.3M |
| MONSANTO CO NEWnew | +159,000 | $19.1M |
| SPYnew | +71,764 | $18M |
| GPROnew | +150,000 | $1.65M |
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 |
|---|---|---|
| REYNOLDS AMERICAN INCexited | -4,783,248 | -$311M |
| LEVEL 3 COMMUNICATIONS INCexited | -5,118,020 | -$303M |
| WHOLE FOODS MKT INCexited | -5,806,225 | -$244M |
| VCA ANTECH INCexited | -1,867,351 | -$172M |
| MOBILEYE NV XXXMAN…exited | -1,631,402 | -$102M |
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 2017
Share positions as resolved from 13F-HR 0001288136-17-000058, largest first. % of portfolio is the value over $710,721,000, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|---|---|---|---|---|---|---|
| TIME WARNER INCTIME WARNER INC | 2,875,984 | $295M | 41.46% | +988,849 | |||
| BARD C R INCBARD C R INC | 700,592 | $225M | 31.59% | +147,509 | |||
| MONSANTO CO NEWMONSANTO CO NEW | 159,000 | $19.1M | 2.68% | new | The filing omitted confidential holdings, a later amendment may add them. | ||
| SPYSTATE STR SPDR S&P 500 ETF T | 71,764 | $18M | 2.54% | new | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| TPG PACE HLDGS CORPTPG PACE HLDGS CORP | 200,000 | $2.06M | 0.29% | 0 | The filing omitted confidential holdings, a later amendment may add them. | ||
| GPROGOPRO INC | 150,000 | $1.65M | 0.23% | new | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| LOWLOWES COS INC | 12,432 | $994K | 0.14% | -69,231 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| GOOGALPHABET INC | 861 | $827K | 0.12% | -24,841 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 9,130 | $662K | 0.09% | -56,551 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| TAPMOLSON COORS BEVERAGE CO | 8,046 | $657K | 0.09% | -50,928 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| VZVERIZON COMMUNICATIONS INC | 12,807 | $634K | 0.09% | -447,315 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| CRMSALESFORCE INC | 6,544 | $611K | 0.09% | -38,791 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| APPSDIGITAL TURBINE INC | 383,943 | $580K | 0.08% | new | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| ROCKWELL COLLINS INCROCKWELL COLLINS INC | 4,006 | $523K | 0.07% | -8,887 | The filing omitted confidential holdings, a later amendment may add them. | ||
| INTCINTEL CORP | 13,048 | $497K | 0.07% | -81,420 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| HPQHP INC | 23,968 | $479K | 0.07% | -144,167 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| GOOGLALPHABET INC | 485 | $473K | 0.07% | -2,317 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| SYMANTEC CORPSYMANTEC CORP | 13,664 | $449K | 0.06% | -87,849 | The filing omitted confidential holdings, a later amendment may add them. | ||
| CMCSACOMCAST CORP NEW | 11,050 | $425K | 0.06% | -93,334 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| MSFTMICROSOFT CORP | 4,997 | $372K | 0.05% | -32,120 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| PANWPALO ALTO NETWORKS INC | 1,832 | $264K | 0.04% | -2,247 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| RED HAT INCRED HAT INC | 2,337 | $259K | 0.04% | -10,115 | The filing omitted confidential holdings, a later amendment may add them. | ||
| ROKROCKWELL AUTOMATION INC | 1,319 | $235K | 0.03% | -20,305 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| RCLROYAL CARIBBEAN GROUP | 1,969 | $233K | 0.03% | -3,626 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| ADSKAUTODESK INC | 1,967 | $221K | 0.03% | -2,446 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| FLEXFLEX LTD | 8,768 | $145K | 0.02% | -44,327 | The filing omitted confidential holdings, a later amendment may add them. | Timeline | |
| AMYRIS INCAMYRIS INC | 22,252 | $71K | 0.01% | new | The filing omitted confidential holdings, a later amendment may add them. | ||
| DELTA TECHNOLOGY HLDGS LTDDELTA TECHNOLOGY HLDGS LTD | 576,058 | $22K | <0.01% | 0 | The filing omitted confidential holdings, a later amendment may add them. | ||
| KBS FASHION GROUP LTDKBS FASHION GROUP LTD | 18,000 | $0 | 0% | 0 | Value filed as zero, left out of ratios.The filing omitted confidential holdings, a later amendment may add them. |
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 | put | 1,046,300 | $263M | -1,908,700 |
| TAT&T INC COM | put | 4,946,100 | $194M | new |
| HYGISHARES TR IBOXX HI YD ETF | put | 2,000,000 | $178M | -1,150,000 |
| IYRISHARES TR U.S. REAL ES ETF | put | 195,600 | $15.6M | new |
| EEMISHARES TR MSCI EMG MKT ETF | put | 243,200 | $10.9M | -6,800 |
| EWZISHARES INC MSCI BRAZIL ETF | put | 235,000 | $9.8M | new |
| CRMSALESFORCE INC COM | call | 2,800 | $262K | -38,700 |
Principal amounts
Notes and convertibles filed as a face amount (PRN). A face amount is never added to a share count (H6).
| Security | Type | Amount | Value | Change |
|---|---|---|---|---|
| ACRES COMMERCIAL REALTY CORPACRES COMMERCIAL REALTY CORP NOTE 4.500% 8/1 | principal | 56,345,000 | $58.2M | new |
| RAS 4 10/1/33RAS 4 10/1/33 Bond 30/360P2 U | principal | 48,800,000 | $44.9M | +9,964,000 |
| PENNYMAC CORPPENNYMAC CORP NOTE 5.375% 5/0 | principal | 13,501,000 | $13.3M | -1,347,000 |
| ARBOR RLTY TR INCARBOR RLTY TR INC NOTE 6.50010/0 | principal | 7,308,000 | $7.8M | -8,045,000 |
| GSV CAP CORPGSV CAP CORP NOTE 5.250% 9/1 | principal | 7,028,000 | $7.02M | +300,000 |
| SAFEGUARD SCIENTIFICS INCSAFEGUARD SCIENTIFICS INC BOND | principal | 3,009,000 | $3.08M | 0 |
| NEW YORK MTG TRUSTNEW YORK MTG TRUST NOTE 6.250% 1/1 | principal | 2,795,000 | $2.79M | -3,705,000 |
| AMYRIS INCAMYRIS INC NOTE 9.500 4/1 | principal | 3,625,000 | $2.24M | 0 |
| INOTEK PHARMACEUTICALS CORPINOTEK PHARMACEUTICALS CORP NOTE 5.750% 8/0 | principal | 2,250,000 | $1.76M | new |
| COMSTOCK RES INCCOMSTOCK RES INC NOTE 7.750% 4/0 | principal | 13,304 | $11K | 0 |
Sold out in Q3 2017
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| REYNOLDS AMERICAN INCREYNOLDS AMERICAN INC | 4,783,248 | $311M | shares |
| LEVEL 3 COMMUNICATIONS INCLEVEL 3 COMMUNICATIONS INC | 5,118,020 | $303M | shares |
| ALLERGAN PLCALLERGAN PLC | 1,126,200 | $274M | call |
| ALLERGAN PLCALLERGAN PLC | 1,125,000 | $273M | put |
| WHOLE FOODS MKT INCWHOLE FOODS MKT INC | 5,806,225 | $244M | shares |
| VCA ANTECH INCVCA ANTECH INC | 1,867,351 | $172M | shares |
| MOBILEYE NV XXXMAN…MOBILEYE NV XXXMANDATORY… | 1,631,402 | $102M | shares |
| SMHVANECK ETF TRUST | 1,000,000 | $81.9M | put |
| RESOURCE CAP CORPRESOURCE CAP CORP | 41,715,000 | $43.2M | principal |
| SYNCHRONOSS TECHNOLOGIES INCSYNCHRONOSS TECHNOLOGIES INC | 37,959,000 | $35.3M | principal |
| RESOURCE CAP CORPRESOURCE CAP CORP | 30,630,000 | $31M | principal |
| APOLLO COML REAL EST FIN INCAPOLLO COML REAL EST FIN INC | 27,503,000 | $30.1M | principal |
| PARSLEY ENERGY INCPARSLEY ENERGY INC | 1,025,616 | $28.5M | shares |
| HALHALLIBURTON CO | 646,791 | $27.6M | shares |
| PANERA BREAD COPANERA BREAD CO | 71,293 | $22.4M | shares |
| PTENPATTERSON-UTI ENERGY INC | 1,025,000 | $20.7M | shares |
| COWEN INCCOWEN INC | 17,270,000 | $17.8M | principal |
| COPCONOCOPHILLIPS | 353,556 | $15.5M | shares |
| Concho Resources Inc.Concho Resources Inc. | 120,575 | $14.7M | shares |
| ANADARKO PETROLEUM CORPANADARKO PETROLEUM CORP | 305,438 | $13.8M | shares |
| NWSANEWS CORP NEW | 1,000,000 | $13.7M | put |
| AVID TECHNOLOGY INCAVID TECHNOLOGY INC | 17,230,000 | $12.7M | principal |
| RSP PERMIAN INCRSP PERMIAN INC | 373,174 | $12M | shares |
| RESRPC INC | 550,530 | $11.1M | shares |
| JELDJELD-WEN HLDG INC | 320,000 | $10.4M | shares |
| DGDOLLAR GEN CORP | 141,103 | $10.2M | shares |
| ADVANCED DISP SVCS INC DELADVANCED DISP SVCS INC DEL | 425,000 | $9.66M | shares |
| PIONEER NATURAL RESOURCES COPIONEER NATURAL RESOURCES CO | 54,984 | $8.77M | shares |
| VZVERIZON COMMUNICATIONS INC | 193,000 | $8.62M | call |
| PDLI 4 2/1/18PDLI 4 2/1/18 | 8,109,000 | $8.1M | principal |
| FTITECHNIPFMC PLC | 291,527 | $7.93M | shares |
| SINCLAIR BROADCAST GROUP INCSINCLAIR BROADCAST GROUP INC | 200,025 | $6.58M | shares |
| AAALCOA CORP | 200,000 | $6.53M | shares |
| INVHINVITATION HOMES INC | 300,000 | $6.49M | shares |
| KEYW HLDG CORPKEYW HLDG CORP | 6,300,000 | $6.07M | principal |
| LAYNE CHRISTENSEN COLAYNE CHRISTENSEN CO | 5,380,000 | $5.62M | principal |
| CIMAREX ENERGY CO COMCIMAREX ENERGY CO COM | 58,660 | $5.51M | shares |
| GWWWW GRAINGER INC | 30,000 | $5.42M | put |
| MODUSLINK GLOBAL SOLUTIONS IMODUSLINK GLOBAL SOLUTIONS I | 5,720,000 | $5.35M | principal |
| APHAMPHENOL CORP | 69,000 | $5.09M | put |
| DGDOLLAR GEN CORP | 69,400 | $5M | call |
| ATHENE HOLDING LTDATHENE HOLDING LTD | 100,000 | $4.96M | shares |
| CVXCHEVRON CORPORATION | 45,861 | $4.78M | shares |
| GARDNER DENVER HLDGS INCGARDNER DENVER HLDGS INC | 220,000 | $4.75M | shares |
| RTW HLDGS INCRTW HLDGS INC | 4,449,000 | $4.62M | principal |
| TUSKMAMMOTH ENERGY SVCS INC | 238,700 | $4.44M | shares |
| WIDEOPENWEST INCWIDEOPENWEST INC | 250,400 | $4.36M | shares |
| ENERNOC INCENERNOC INC | 4,092,000 | $4.07M | principal |
| HARMONIC INCHARMONIC INC | 3,275,000 | $3.75M | principal |
| FHBFIRST HAWAIIAN INC | 121,602 | $3.72M | shares |
| CSXCSX CORP | 67,022 | $3.66M | shares |
| BMABANCO MACRO S A | 39,100 | $3.6M | shares |
| EXTRACTION OIL AND GAS INCEXTRACTION OIL AND GAS INC | 250,000 | $3.36M | shares |
| WPX ENERGY INCWPX ENERGY INC | 339,971 | $3.28M | shares |
| OPTUOPTIMUM COMMUNICATIONS INC | 100,000 | $3.23M | shares |
| YPFYPF SOCIEDAD ANONIMA | 140,000 | $3.07M | shares |
| FNDFLOOR & DECOR HLDGS INC | 75,000 | $2.94M | shares |
| ICHRICHOR HOLDINGS | 140,000 | $2.82M | shares |
| PBRPETROLEO BRASILEIRO S A | 350,000 | $2.8M | shares |
| SNAPSNAP INC | 157,100 | $2.79M | put |
| ALTERYX, INC (CLASS A)ALTERYX, INC (CLASS A) | 140,000 | $2.73M | shares |
| KEANE GROUP INCKEANE GROUP INC | 165,671 | $2.65M | shares |
| HCCWARRIOR MET COAL INC | 150,000 | $2.57M | shares |
| FAIRMOUNT SANTROL HLDGS INCFAIRMOUNT SANTROL HLDGS INC | 652,821 | $2.55M | shares |
| TTDTHE TRADE DESK INC | 50,000 | $2.51M | shares |
| PUMPPROPETRO HLDG CORP | 171,486 | $2.39M | shares |
| SEISOLARIS ENERGY INFRAS INC | 200,000 | $2.31M | shares |
| TPG PACE ENERGY HLDGS CORPTPG PACE ENERGY HLDGS CORP | 200,000 | $2.08M | shares |
| GORES HLDGS II INCGORES HLDGS II INC | 200,000 | $2.01M | shares |
| KMIKINDER MORGAN INC DEL | 101,026 | $1.94M | shares |
| ENCORE CAP GROUP INCENCORE CAP GROUP INC | 2,000,000 | $1.9M | principal |
| J JILL INCJ JILL INC | 150,000 | $1.84M | shares |
| CONTINENTAL RES INCCONTINENTAL RES INC | 56,637 | $1.83M | shares |
| PHYSICIANS REALTY TRUSTPHYSICIANS REALTY TRUST | 89,776 | $1.81M | shares |
| WEATHERFORD INTL INC ORD SHSWEATHERFORD INTL INC ORD SHS | 400,328 | $1.55M | shares |
| AMYRIS INCAMYRIS INC | 2,000,000 | $1.3M | principal |
| FOUNDATION BLDG MATLS INCFOUNDATION BLDG MATLS INC | 100,000 | $1.29M | shares |
| NCS MULTISTAGE HLDGS INCNCS MULTISTAGE HLDGS INC | 50,000 | $1.26M | shares |
| RGENREPLIGEN CORP | 28,400 | $1.18M | shares |
| SNDRSCHNEIDER NATIONAL INC | 50,000 | $1.12M | shares |
| SILVER RUN ACQUISITIONSILVER RUN ACQUISITION | 100,000 | $1.01M | shares |
| RRCRANGE RES CORP | 39,970 | $926K | shares |
| BLUE CAP REINS HLDGS LTD CO…BLUE CAP REINS HLDGS LTD COM COM | 45,285 | $829K | shares |
| LAURLAUREATE ED INC | 44,500 | $780K | shares |
| DOUBLE EAGLE ACQUISITION CORDOUBLE EAGLE ACQUISITION COR | 1,600,000 | $768K | shares |
| FPHFIVE POINT HOLDINGS LLC | 50,000 | $738K | shares |
| THSTREEHOUSE FOODS INC | 7,509 | $613K | shares |
| BOULEVARD ACQUISITIONBOULEVARD ACQUISITION | 855,100 | $599K | shares |
| ELECTRUM SPL ACQUISITION CORELECTRUM SPL ACQUISITION COR | 1,617,500 | $582K | shares |
| NXPINXP SEMICONDUCTORS N V | 5,256 | $575K | shares |
| POSTPOST HLDGS INC | 6,885 | $535K | shares |
| MINERVA NEUROSCIENCES INC C…MINERVA NEUROSCIENCES INC COM NEW | 50,000 | $443K | shares |
| JUNIPER NETWORKS INCJUNIPER NETWORKS INC | 15,467 | $431K | shares |
| TABLEAU SOFTWARE INCTABLEAU SOFTWARE INC | 5,391 | $330K | shares |
| CTRIP COM INTL LTDCTRIP COM INTL LTD | 4,411 | $238K | shares |
| COMMUNITY HEALTH SYS INC NEWCOMMUNITY HEALTH SYS INC NEW | 5,303,225 | $103K | shares |
| GORES HLDGS II INCGORES HLDGS II INC | 66,666 | $99K | shares |
| SILVER RUN ACQUISITIONSILVER RUN ACQUISITION | 33,333 | $60K | shares |
| RUBICON PROJ INCRUBICON PROJ INC | 10,853 | $56K | shares |
| AVISTA HEALTHCARE PUB ACQ COAVISTA HEALTHCARE PUB ACQ CO | 120,000 | $54K | shares |
How Q3 2017 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 0001288136-17-000058 | base | 2017-11-14 | acceptance time not in the bulk data set | ||
| 13F-HR/A 0001288136-18-000011 | added | new holdings | 2018-02-14 | acceptance time not in the bulk data set |