Pine River Capital Management L.P. Hedge Fund

CIK: 0001288136 · Show all filings

Period: Q3 2017 (← Previous) (Next →)

Filing Date: Feb 14, 2018

Total Value ($000): $1,381,424

Holdings (46)

— TIME WARNER INC 21.3%

Value ($000) $294,645 Shares 2,875,984 Est. Cost $101.11 Unrealized —

SPY SPDR S&P 500 ETF TRUST 19.0%

Value ($000) $262,862 Shares 1,046,300 Est. Cost $251.23 Unrealized —

— CR BARD INC 16.3%

Value ($000) $224,540 Shares 700,592 Est. Cost $317.04 Unrealized —

T AT&T INC 14.0%

Value ($000) $193,739 Shares 4,946,100 Est. Cost — Unrealized —

HYG ISHARES IBOXX USD HIGH YIELD 12.9%

Value ($000) $177,520 Shares 2,000,000 Est. Cost — Unrealized —

— RESOURCE CAPITAL CORP 4.2%

Value ($000) $58,173 Shares 56,345,000 Est. Cost $1.03 Unrealized —

— RAIT FINANCIAL TRUST 3.2%

Value ($000) $44,891 Shares 48,800,000 Est. Cost $0.90 Unrealized —

— MONSANTO CO 1.4%

Value ($000) $19,051 Shares 159,000 Est. Cost $119.82 Unrealized —

SPY SPDR S&P 500 ETF TRUST 1.3%

Value ($000) $18,029 Shares 71,764 Est. Cost $251.23 Unrealized —

IYR ISHARES US REAL ESTATE ETF 1.1%

Value ($000) $15,625 Shares 195,600 Est. Cost — Unrealized —

— PENNYMAC CORP 1.0%

Value ($000) $13,344 Shares 13,501,000 Est. Cost $0.97 Unrealized —

EEM ISHARES MSCI EMERGING MARKET 0.8%

Value ($000) $10,898 Shares 243,200 Est. Cost — Unrealized —

EWZ ISHARES MSCI BRAZIL CAPPED E 0.7%

Value ($000) $9,797 Shares 235,000 Est. Cost — Unrealized —

— ARBOR REALTY TRUST INC 0.6%

Value ($000) $7,796 Shares 7,308,000 Est. Cost $1.00 Unrealized —

— GSV CAPITAL CORP 0.5%

Value ($000) $7,016 Shares 7,028,000 Est. Cost $0.92 Unrealized —

— SAFEGUARD SCIENTIFICS INC 0.2%

Value ($000) $3,082 Shares 3,009,000 Est. Cost $1.30 Unrealized —

— NEW YORK MORTGAGE TRUST 0.2%

Value ($000) $2,792 Shares 2,795,000 Est. Cost $0.97 Unrealized —

— AMYRIS INC 0.2%

Value ($000) $2,244 Shares 3,625,000 Est. Cost $0.70 Unrealized —

TPGH/U TPG PACE HOLDINGS CORP 0.1%

Value ($000) $2,058 Shares 200,000 Est. Cost $10.26 Unrealized —

— ITEK 5.75 21 0.1%

Value ($000) $1,764 Shares 2,250,000 Est. Cost $0.78 Unrealized —

GPRO GOPRO INC-CLASS A 0.1%

Value ($000) $1,652 Shares 150,000 Est. Cost $9.37 Unrealized 0.0%

LOW LOWE'S COS INC 0.1%

Value ($000) $994 Shares 12,432 Est. Cost $65.08 Unrealized +0.9%

GOOG ALPHABET INC-CL C 0.1%

Value ($000) $827 Shares 861 Est. Cost $36.07 Unrealized +28.2%

CTSH COGNIZANT TECH SOLUTIONS-A 0.0%

Value ($000) $662 Shares 9,130 Est. Cost $46.23 Unrealized +35.1%

TAP MOLSON COORS BREWING CO -B 0.0%

Value ($000) $657 Shares 8,046 Est. Cost $73.26 Unrealized -3.6%

VZ VERIZON COMMUNICATIONS INC 0.0%

Value ($000) $634 Shares 12,807 Est. Cost $27.26 Unrealized +10.9%

CRM SALESFORCE.COM INC 0.0%

Value ($000) $611 Shares 6,544 Est. Cost $86.04 Unrealized +5.6%

APPS DIGITAL TURBINE INC 0.0%

Value ($000) $580 Shares 383,943 Est. Cost $1.18 Unrealized 0.0%

— ROCKWELL COLLINS INC 0.0%

Value ($000) $523 Shares 4,006 Est. Cost $96.87 Unrealized —

INTC INTEL CORP 0.0%

Value ($000) $497 Shares 13,048 Est. Cost $28.99 Unrealized +2.0%

HPQ HP INC 0.0%

Value ($000) $479 Shares 23,968 Est. Cost $9.74 Unrealized +48.3%

GOOGL ALPHABET INC-CL A 0.0%

Value ($000) $473 Shares 485 Est. Cost $39.19 Unrealized +20.1%

— SYMANTEC CORP 0.0%

Value ($000) $449 Shares 13,664 Est. Cost $23.89 Unrealized —

CMCSA COMCAST CORP-CLASS A 0.0%

Value ($000) $425 Shares 11,050 Est. Cost $24.05 Unrealized +33.2%

MSFT MICROSOFT CORP 0.0%

Value ($000) $372 Shares 4,997 Est. Cost $53.67 Unrealized +24.2%

PANW PALO ALTO NETWORKS INC 0.0%

Value ($000) $264 Shares 1,832 Est. Cost $22.36 Unrealized +1.9%

CRM SALESFORCE.COM INC 0.0%

Value ($000) $262 Shares 2,800 Est. Cost $86.04 Unrealized +5.6%

— RED HAT INC 0.0%

Value ($000) $259 Shares 2,337 Est. Cost $69.75 Unrealized —

ROK ROCKWELL AUTOMATION INC 0.0%

Value ($000) $235 Shares 1,319 Est. Cost $107.77 Unrealized +32.2%

RCL ROYAL CARIBBEAN CRUISES LTD 0.0%

Value ($000) $233 Shares 1,969 Est. Cost $85.28 Unrealized +26.1%

ADSK AUTODESK INC 0.0%

Value ($000) $221 Shares 1,967 Est. Cost $50.12 Unrealized +120.1%

FLEX FLEX LTD 0.0%

Value ($000) $145 Shares 8,768 Est. Cost $12.38 Unrealized -0.5%

— AMYRIS INC 0.0%

Value ($000) $71 Shares 22,252 Est. Cost $3.19 Unrealized —

— DELTA TECHNOLOGY HOLDINGS LT 0.0%

Value ($000) $22 Shares 576,058 Est. Cost $0.06 Unrealized —

— COMSTOCK RESOURCES INC 0.0%

Value ($000) $11 Shares 13,304 Est. Cost $0.83 Unrealized —

— KBS FASION GROUP LTD 0.0%

Value ($000) $0 Shares 18,000 Est. Cost — Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	TIME WARNER INC	2,875,984	$294,645	21.3%	$101.11	—	—	887317303
SPY	SPDR S&P 500 ETF TRUST	1,046,300	$262,862	19.0%	$251.23	—	PUT	78462F103
—	CR BARD INC	700,592	$224,540	16.3%	$317.04	—	—	067383109
T	AT&T INC	4,946,100	$193,739	14.0%	—	—	PUT	00206R102
HYG	ISHARES IBOXX USD HIGH YIELD	2,000,000	$177,520	12.9%	—	—	PUT	464288513
—	RESOURCE CAPITAL CORP	56,345,000	$58,173	4.2%	$1.03	—	—	76120WAC8
—	RAIT FINANCIAL TRUST	48,800,000	$44,891	3.2%	$0.90	—	—	749227AB0
—	MONSANTO CO	159,000	$19,051	1.4%	$119.82	—	—	61166W101
SPY	SPDR S&P 500 ETF TRUST	71,764	$18,029	1.3%	$251.23	—	—	78462F103
IYR	ISHARES US REAL ESTATE ETF	195,600	$15,625	1.1%	—	—	PUT	464287739
—	PENNYMAC CORP	13,501,000	$13,344	1.0%	$0.97	—	—	70932AAB9
EEM	ISHARES MSCI EMERGING MARKET	243,200	$10,898	0.8%	—	—	PUT	464287234
EWZ	ISHARES MSCI BRAZIL CAPPED E	235,000	$9,797	0.7%	—	—	PUT	464286400
—	ARBOR REALTY TRUST INC	7,308,000	$7,796	0.6%	$1.00	—	—	038923AA6
—	GSV CAPITAL CORP	7,028,000	$7,016	0.5%	$0.92	—	—	36191JAB7
—	SAFEGUARD SCIENTIFICS INC	3,009,000	$3,082	0.2%	$1.30	—	—	786449AK4
—	NEW YORK MORTGAGE TRUST	2,795,000	$2,792	0.2%	$0.97	—	—	649604AD7
—	AMYRIS INC	3,625,000	$2,244	0.2%	$0.70	—	—	03236MAF8
TPGH/U	TPG PACE HOLDINGS CORP	200,000	$2,058	0.1%	$10.26	—	—	G89827102
—	ITEK 5.75 21	2,250,000	$1,764	0.1%	$0.78	—	—	45780VAB8
GPRO	GOPRO INC-CLASS A	150,000	$1,652	0.1%	$9.37	0.0%	—	38268T103
LOW	LOWE'S COS INC	12,432	$994	0.1%	$65.08	+0.9%	—	548661107
GOOG	ALPHABET INC-CL C	861	$827	0.1%	$36.07	+28.2%	—	02079K107
CTSH	COGNIZANT TECH SOLUTIONS-A	9,130	$662	0.0%	$46.23	+35.1%	—	192446102
TAP	MOLSON COORS BREWING CO -B	8,046	$657	0.0%	$73.26	-3.6%	—	60871R209
VZ	VERIZON COMMUNICATIONS INC	12,807	$634	0.0%	$27.26	+10.9%	—	92343V104
CRM	SALESFORCE.COM INC	6,544	$611	0.0%	$86.04	+5.6%	—	79466L302
APPS	DIGITAL TURBINE INC	383,943	$580	0.0%	$1.18	0.0%	—	25400W102
—	ROCKWELL COLLINS INC	4,006	$523	0.0%	$96.87	—	—	774341101
INTC	INTEL CORP	13,048	$497	0.0%	$28.99	+2.0%	—	458140100
HPQ	HP INC	23,968	$479	0.0%	$9.74	+48.3%	—	40434L105
GOOGL	ALPHABET INC-CL A	485	$473	0.0%	$39.19	+20.1%	—	02079K305
—	SYMANTEC CORP	13,664	$449	0.0%	$23.89	—	—	871503108
CMCSA	COMCAST CORP-CLASS A	11,050	$425	0.0%	$24.05	+33.2%	—	20030N101
MSFT	MICROSOFT CORP	4,997	$372	0.0%	$53.67	+24.2%	—	594918104
PANW	PALO ALTO NETWORKS INC	1,832	$264	0.0%	$22.36	+1.9%	—	697435105
CRM	SALESFORCE.COM INC	2,800	$262	0.0%	$86.04	+5.6%	CALL	79466L302
—	RED HAT INC	2,337	$259	0.0%	$69.75	—	—	756577102
ROK	ROCKWELL AUTOMATION INC	1,319	$235	0.0%	$107.77	+32.2%	—	773903109
RCL	ROYAL CARIBBEAN CRUISES LTD	1,969	$233	0.0%	$85.28	+26.1%	—	V7780T103
ADSK	AUTODESK INC	1,967	$221	0.0%	$50.12	+120.1%	—	052769106
FLEX	FLEX LTD	8,768	$145	0.0%	$12.38	-0.5%	—	Y2573F102
—	AMYRIS INC	22,252	$71	0.0%	$3.19	—	—	03236M200
—	DELTA TECHNOLOGY HOLDINGS LT	576,058	$22	0.0%	$0.06	—	—	G8477B113
—	COMSTOCK RESOURCES INC	13,304	$11	0.0%	$0.83	—	—	205768AM6
—	KBS FASION GROUP LTD	18,000	$0	0.0%	—	—	—	Y46002203