Pine River Capital Management L.P.
Follow13F filer, CIK 1288136, MINNETONKA, MN
Pine River Capital Management L.P. reported $236,883,000 across 7 holdings for the quarter ended 2017-12-31, in a 13F-HR filed 2018-02-14.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001288136-18-000012
- Period
- 2017-12-31
- Reported value
- $237M
- Holdings
- 7
- Top 10 weight
- 100%
- New
- 0
- Sold out
- 39
Largest buys vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| SPYadded | +44,286 | $11.8M |
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 |
|---|---|---|
| TIME WARNER INCexited | -2,875,984 | -$295M |
| BARD C R INCexited | -700,592 | -$225M |
| MONSANTO CO NEWexited | -159,000 | -$19.1M |
| TPG PACE HLDGS CORPexited | -200,000 | -$2.06M |
| GPROexited | -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.
Holdings, Q4 2017
Share positions as resolved from 13F-HR 0001288136-18-000012, largest first. % of portfolio is the value over $43,063,000, the sum of the share positions whose value is usable for ratios (method).
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 | 726,300 | $194M | -320,000 |
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 |
|---|---|---|---|---|
| RAS 4 10/1/33RAS 4 10/1/33 Bond 30/360P2 U | principal | 6,000,000 | $5.58M | -42,800,000 |
| SAFEGUARD SCIENTIFICS INCSAFEGUARD SCIENTIFICS INC BOND | principal | 3,009,000 | $3.03M | 0 |
| AMYRIS INCAMYRIS INC NOTE 9.500 4/1 | principal | 3,625,000 | $2.3M | 0 |
| GSV CAP CORPGSV CAP CORP NOTE 5.250% 9/1 | principal | 1,167,000 | $1.17M | -5,861,000 |
| COMSTOCK RES INCCOMSTOCK RES INC NOTE 7.750% 4/0 | principal | 13,819 | $13K | +515 |
Sold out in Q4 2017
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| TIME WARNER INCTIME WARNER INC | 2,875,984 | $295M | shares |
| BARD C R INCBARD C R INC | 700,592 | $225M | shares |
| TAT&T INC | 4,946,100 | $194M | put |
| HYGISHARES TR | 2,000,000 | $178M | put |
| ACRES COMMERCIAL REALTY CORPACRES COMMERCIAL REALTY CORP | 56,345,000 | $58.2M | principal |
| MONSANTO CO NEWMONSANTO CO NEW | 159,000 | $19.1M | shares |
| IYRISHARES TR | 195,600 | $15.6M | put |
| PENNYMAC CORPPENNYMAC CORP | 13,501,000 | $13.3M | principal |
| EEMISHARES TR | 243,200 | $10.9M | put |
| EWZISHARES INC | 235,000 | $9.8M | put |
| ARBOR RLTY TR INCARBOR RLTY TR INC | 7,308,000 | $7.8M | principal |
| NEW YORK MTG TRUSTNEW YORK MTG TRUST | 2,795,000 | $2.79M | principal |
| TPG PACE HLDGS CORPTPG PACE HLDGS CORP | 200,000 | $2.06M | shares |
| INOTEK PHARMACEUTICALS CORPINOTEK PHARMACEUTICALS CORP | 2,250,000 | $1.76M | principal |
| GPROGOPRO INC | 150,000 | $1.65M | shares |
| LOWLOWES COS INC | 12,432 | $994K | shares |
| GOOGALPHABET INC | 861 | $827K | shares |
| CTSHCOGNIZANT TECHNOLOGY SOLUTIO | 9,130 | $662K | shares |
| TAPMOLSON COORS BEVERAGE CO | 8,046 | $657K | shares |
| VZVERIZON COMMUNICATIONS INC | 12,807 | $634K | shares |
| CRMSALESFORCE INC | 6,544 | $611K | shares |
| APPSDIGITAL TURBINE INC | 383,943 | $580K | shares |
| ROCKWELL COLLINS INCROCKWELL COLLINS INC | 4,006 | $523K | shares |
| INTCINTEL CORP | 13,048 | $497K | shares |
| HPQHP INC | 23,968 | $479K | shares |
| GOOGLALPHABET INC | 485 | $473K | shares |
| SYMANTEC CORPSYMANTEC CORP | 13,664 | $449K | shares |
| CMCSACOMCAST CORP NEW | 11,050 | $425K | shares |
| MSFTMICROSOFT CORP | 4,997 | $372K | shares |
| PANWPALO ALTO NETWORKS INC | 1,832 | $264K | shares |
| CRMSALESFORCE INC | 2,800 | $262K | call |
| RED HAT INCRED HAT INC | 2,337 | $259K | shares |
| ROKROCKWELL AUTOMATION INC | 1,319 | $235K | shares |
| RCLROYAL CARIBBEAN GROUP | 1,969 | $233K | shares |
| ADSKAUTODESK INC | 1,967 | $221K | shares |
| FLEXFLEX LTD | 8,768 | $145K | shares |
| AMYRIS INCAMYRIS INC | 22,252 | $71K | shares |
| DELTA TECHNOLOGY HLDGS LTDDELTA TECHNOLOGY HLDGS LTD | 576,058 | $22K | shares |
| KBS FASHION GROUP LTDKBS FASHION GROUP LTD | 18,000 | $0 | shares |
How Q4 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 0001288136-18-000012 | base | 2018-02-14 | acceptance time not in the bulk data set |