Pine River Capital Management L.P. Last Quarter Change: USA Everything Else, New

Pine River Capital Management L.P. quarter change: USA Everything Else, New

In partnership units, exchange-traded notes and anything else (listed in the US), from the quarter ended 2016-06-30 to 2016-09-30, Pine River Capital Management L.P. opened 5 positions, added to 0, reduced 5, sold out of 7 and left 9 unchanged. The largest increase in value was HSBC 6.375 P12/29/49-V2 (+$497,500,000); the largest decrease was AMERICAN CAPITAL MORTGAGE IN (-$6,908,000).

HSBC 6.375 P12/29/49-V2: Country of operation —; Class DEBT; Shares 2016-06-30 0; Shares 2016-09-30 5,000,000.
ARMOUR RESIDENTIAL REIT INC: Country of operation United States; Class REIT; Shares 2016-06-30 0; Shares 2016-09-30 41,959.
VALIDUS HOLDINGS LTD: Country of operation —; Class DEBT; Shares 2016-06-30 0; Shares 2016-09-30 14,702.
ANWORTH MORTGAGE ASSET CORP: Country of operation —; Class REIT; Shares 2016-06-30 0; Shares 2016-09-30 30,648.

Two Form 13F-HR filings compared (SEC CIK 1288136): 2016-06-30 (filed 2016-08-16) and 2016-09-30 (filed 2016-11-15). Rows for the same security, class and put/call are added together. Value change is the filed value at each quarter end, so it includes the price move; share change is the position change.

Stock	Country of operation	Class	Shares 2016-09-30	Share change	Value 2016-06-30	Value 2016-09-30	Value change
HSBC 6.375 P12/29/49-V2 CUSIP 404280AT6		DEBT	5,000,000	+5,000,000	$0	$497,500,000	+$497,500,000
ARMOUR RESIDENTIAL REIT INC CUSIP 042315507	United States	REIT	41,959	+41,959	$0	$946,000	+$946,000
VALIDUS HOLDINGS LTD CUSIP G9319H102		DEBT	14,702	+14,702	$0	$732,000	+$732,000
ANWORTH MORTGAGE ASSET CORP CUSIP 037347101		REIT	30,648	+30,648	$0	$151,000	+$151,000
COMMUNITY HEALTH SYSTEMS-CVR CUSIP 203668116		WRT	5,303,225	+5,303,225	$0	$47,000	+$47,000

Similar Firms

Firm Name	Country	13F Value	Holdings
Not available yet