Pine River Capital Management L.P. Current Holdings: USA Options

Pine River Capital Management L.P. current holdings: USA Options

Pine River Capital Management L.P. reported $2.20 billion in put and call options, at their filed underlying value (listed in the US), 10 positions, in its Form 13F for the quarter ended 2016-09-30; the largest are SPY, PG, SPDR S&P OIL & GAS EXP & PR.

• SPY: Country of operation —; Class ETP · Put; Shares 5,655,000; Value $1,223,180,000.
• PG: Country of operation United States; Class COM · Put; Shares 7,000,000; Value $628,250,000.
• SPDR S&P OIL & GAS EXP & PR: Country of operation —; Class ETP · Put; Shares 2,500,000; Value $96,150,000.
• EEM: Country of operation —; Class ETP · Put; Shares 1,864,300; Value $69,819,000.