Pine River Capital Management L.P.
Follow13F filer, CIK 1288136, MINNETONKA, MN
Pine River Capital Management L.P. reported $44,129,000 across 4 holdings for the quarter ended 2018-03-31, in a 13F-HR filed 2018-05-14.
Filed (acceptance time not in the bulk data set), ingested 13F-HR 0001288136-18-000015
- Period
- 2018-03-31
- Reported value
- $44.1M
- Holdings
- 4
- Top 10 weight
- 100%
- New
- 1
- Sold out
- 4
Largest buys vs the previous quarter
None.
Largest sells vs the previous quarter
| Security | Shares change | Approx. value |
|---|---|---|
| SPYexited | -116,050 | -$31M |
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, Q1 2018
Share positions as resolved from 13F-HR 0001288136-18-000015, largest first. % of portfolio is the value over $6,281,000, the sum of the share positions whose value is usable for ratios (method).
| Security | History | Shares | Value | % of portfolio | Change | Latest event | Timeline |
|---|
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 |
|---|---|---|---|---|
| BARCLAYS BK PLCBARCLAYS BK PLC IPATH S&P500 VIX | put | 800,000 | $37.8M | new |
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 |
|---|---|---|---|---|
| AMYRIS INCAMYRIS INC NOTE 9.500 4/1 | principal | 3,625,000 | $3.26M | 0 |
| SAFEGUARD SCIENTIFICS INCSAFEGUARD SCIENTIFICS INC BOND | principal | 3,009,000 | $3M | 0 |
| COMSTOCK RES INCCOMSTOCK RES INC NOTE 7.750% 4/0 | principal | 13,819 | $13K | 0 |
Sold out in Q1 2018
Positions in the previous quarter's report that this quarter's report no longer lists.
| Security | Shares before | Value before | Type |
|---|---|---|---|
| SPYSTATE STR SPDR S&P 500 ETF T | 726,300 | $194M | put |
| SPYSTATE STR SPDR S&P 500 ETF T | 116,050 | $31M | shares |
| RAS 4 10/1/33RAS 4 10/1/33 | 6,000,000 | $5.58M | principal |
| GSV CAP CORPGSV CAP CORP | 1,167,000 | $1.17M | principal |
How Q1 2018 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 0001288136-18-000015 | base | 2018-05-14 | acceptance time not in the bulk data set |