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Pine River Capital Management L.P. – ‘13F-HR’ for 6/30/04

On:  Friday, 8/13/04, at 1:51pm ET   ·   Effective:  8/13/04   ·   For:  6/30/04   ·   Accession #:  905148-4-3488   ·   File #:  28-10902

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  As Of                Filer                Filing    For·On·As Docs:Size              Issuer               Agent

 8/13/04  Pine River Capital Mgmt L.P.      13F-HR      6/30/04    1:27K                                    Sidley Austin LLP/FA

Quarterly Holdings or Combination Report by an Institutional Money Manager   —   Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Quarterly Holdings or Combination Report by an         5     54K 
                          Institutional Money Manager                            

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UNITED STATES SECURITIES AND EXCHANGE COMMISSION Washington, DC 20549 Form 13F Form 13F COVER PAGE Report for the Calendar Year or Quarter Ended: 6/30/2004 Check here if Amendment [ ]: Amendment Number: ---------------- This Amendment (Check only one): |_| is a restatement |_| adds new holdings entries Institutional Investment Manager Filing this Report: Name: Pine River Capital Management, L.P. Address: 800 Nicollet Mall, Suite 2710 Minneapolis, MN 55402 Form 13F File Number: 028-10902 --------- The institutional investment manager filing this report and the person by whom it is signed hereby represent that the person signing the report is authorized to submit it, that all information contained herein is true, correct and complete, and that it is understood that all required items, statements, schedules, lists, and tables are considered integral parts of this form. Person Signing this Report on Behalf of Reporting Manager: Name: Pine River Capital Management LLC by Brian Taylor Title: Sole Member Phone: 612-238-3302 Signature, Place and Date of Signing: /s/ Brian Taylor 800 Nicollet Mall, Suite 2710 Date: August 13, 2004 --------------------- Minneapolis, MN 55402 Report Type (Check only one): x 13F HOLDINGS REPORT |_| 13F NOTICE |_| 13F COMBINATION REPORT
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Form 13F Summary Page Report Summary: Number of Other Included Managers: 0 Form 13F Information Table Entry Total: 110 Form 13F Information Table Value Total: 255,323,000 List of Other Included Managers: None
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[Enlarge/Download Table] Form 13F INFORMATION TABLE ----------------------------------------------------------------------------------------------------------------------------------- Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 ----------------------------------------------------------------------------------------------------------------------------------- Name of Class Title CUSIP Value (x$1000) Shrs or SH/PRN Put/ Investment Other Voting authority ------------------------------------- ------------------- Issuer prn amt. Call discretion managers Sole Shared None ----------------------------------------------------------------------------------------------------------------------------------- AEP INDS INC COM 001031103 117 10,500 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- AFFILIATED MANAGERS GROUP DBCV 2/2 008252AE8 7685 6,000,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- AFFILIATED MANAGERS GROUP COM 8252108 1 23,500 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- AGILENT TECHNOLOGIES INC DBCV 00846UAB7 4223 4,000,000 PRN SOLE none Sole 3.000% 12/0 ---------------------------------------------------------------------------------------------------------------------------------- ALLERGAN INC NOTE 11/0 018490AE2 1058 1,000,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- ALLERGAN INC COM 18490102 1 10,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- ALTRIA GROUP INC COM 02209S103 10 200,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- AMERICAN GREETINGS CORP NOTE 026375AJ4 2744 1,500,000 PRN SOLE none Sole 7.000% 7/1 ---------------------------------------------------------------------------------------------------------------------------------- AMGEN INC COM 31162100 95 100,000 SH CALL SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- AMGEN INC NOTE 3/0 031162AE0 2936 4,000,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- AMR CORP NOTE 001765BA3 9427 10,000,000 PRN SOLE none Sole 4.250% 9/2 ---------------------------------------------------------------------------------------------------------------------------------- AMR CORP COM 1765106 31 119,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- AMYLIN PHARMACEUTICALS INC COM 32346108 11 750,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- ANDREW CORP NOTE 034425AB4 5073 3,000,000 PRN SOLE none Sole 3.250% 8/1 ---------------------------------------------------------------------------------------------------------------------------------- APOLLO INVT CORP COM 03761U106 69 5,000 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- AT&T WIRELESS SVCS INC COM 00209A106 286 20,000 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- BE AEROSPACE INC COM 073302101 379 50,000 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- BJ SVCS CO NOTE 055482AF0 6759 8,000,000 PRN SOLE none Sole 0.500% 4/2 ---------------------------------------------------------------------------------------------------------------------------------- BOWATER INC COM 102183100 18 360,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- BRISTOL MYERS SQUIBB CO COM 110122108 245 10,000 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- CALAMOS CONV & HIGH COM 12811P108 141 9,200 SH SOLE none Sole INCOME F ---------------------------------------------------------------------------------------------------------------------------------- CALPINE CORP COM 131347106 4 275,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- CARNIVAL CORP DBCV 143658AV4 3110 4,000,000 PRN SOLE none Sole 1.132% 4/2 ---------------------------------------------------------------------------------------------------------------------------------- CARNIVAL CORP DBCV 143658AN2 3903 3,000,000 PRN SOLE none Sole 2.000% 4/1 ---------------------------------------------------------------------------------------------------------------------------------- CEPHALON INC NOTE 6/1 156708AG4 2605 2,500,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- CEPHALON INC NOTE 6/1 156708AJ8 2682 2,500,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- CEPHALON INC COM 156708109 13 255,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- CINCINNATI BELL INC COM 171871106 77 17,300 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- COLUMBUS MCKINNON CORP N Y COM 199333105 149 21,100 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- COMMONWEALTH TEL NOTE 203349AB1 1051 1,000,000 PRN SOLE none Sole ENTERPRISES 3.250% 7/1 ---------------------------------------------------------------------------------------------------------------------------------- CORNERSTONE STRATEGIC COM 21924B104 2 218 SH SOLE none Sole VALUE ---------------------------------------------------------------------------------------------------------------------------------- COUNTRYWIDE FINANCIAL NOTE 2/0 222372AE4 4922 3,000,000 PRN SOLE none Sole CORP ---------------------------------------------------------------------------------------------------------------------------------- CREDENCE SYS CORP NOTE 225302AF5 4202 3,000,000 PRN SOLE none Sole 1.500%5/1 ---------------------------------------------------------------------------------------------------------------------------------- CSX CORP DBCV 10/3 126408GA5 5016 6,000,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- CUMMINS INC COM 231021106 7 144,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- CYPRESS SEMICONDUCTOR NOTE 232806AH2 4708 4,000,000 PRN SOLE none Sole CORP 1.250%6/1 ---------------------------------------------------------------------------------------------------------------------------------- DELTA AIR LINES INC NOTE 247361YR3 2011 3,000,000 PRN SOLE none Sole DEL 2.875% 2/1 ---------------------------------------------------------------------------------------------------------------------------------- DELTA AIR LINES INC DEL COM 247361108 115 50,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- DELTA AIR LINES INC DEL COM 247361108 137 35,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- DEVON ENERGY CORP DEB 25179MAA1 2100 2,000,000 PRN SOLE none Sole 4.900% 8/1 ---------------------------------------------------------------------------------------------------------------------------------- DURA AUTOMOTIVE SYSTEMS CL A 265903104 343 37,500 SH SOLE none Sole CORP ---------------------------------------------------------------------------------------------------------------------------------- EASTMAN KODAK CO COM 277461109 7 108,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- EGL INC NOTE 268484AB8 4651 3,000,000 PRN SOLE none Sole 5.000% 12/1 ---------------------------------------------------------------------------------------------------------------------------------- EL PASO CORP COM 28336L109 20 2,600 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- FAIR ISAAC CORP NOTE 303250AB0 3047 3,000,000 PRN SOLE none Sole 1.500% 8/1 ---------------------------------------------------------------------------------------------------------------------------------- FRANKLIN RES INC NOTE 5/1 354613AC5 5490 9,000,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- FREEPORT-MCMORAN NOTE 35671DAK1 5638 4,000,000 PRN SOLE none Sole COPPER & GO 7.000% 2/1 ---------------------------------------------------------------------------------------------------------------------------------- GENERAL MTRS CORP COM 370442105 2 15,000 SH CALL SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- GENERAL MTRS CORP DEB SR 370442741 2925 114,400 PRN SOLE none Sole CONV A ---------------------------------------------------------------------------------------------------------------------------------- GETTY IMAGES INC SDCV 374276AG8 10642 8,000,000 PRN SOLE none Sole 0.500% 6/0 ---------------------------------------------------------------------------------------------------------------------------------- HILTON HOTELS CORP COM 432848109 187 10,000 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- HORACE MANN EDUCATORS NOTE 440327AG9 934 2,000,000 PRN SOLE none Sole CORP N 1.425% 5/1 ---------------------------------------------------------------------------------------------------------------------------------- INTERACTIVECORP COM 45840Q101 54 1,800 SH SOLE none Sole ----------------------------------------------------------------------------------------------------------------------------------
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Form 13F INFORMATION TABLE ---------------------------------------------------------------------------------------------------------------------------------- Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 ---------------------------------------------------------------------------------------------------------------------------------- Name of Class Title CUSIP Value (x$1000) Shrs or SH/PRN Put/ Investment Other Voting authority ---------------------------------------------------------------------------------------------------------------------------------- INTERNATIONAL GAME DBCV 1/2 459902AL6 6797 8,000,000 PRN SOLE none Sole TECHNOLOG ---------------------------------------------------------------------------------------------------------------------------------- INVITROGEN CORP NOTE 46185RAF7 5043 4,000,000 PRN SOLE none Sole 2.000% 8/0 ---------------------------------------------------------------------------------------------------------------------------------- JUNIPER NETWORKS INC NOTE 6/1 48203RAC8 6870 5,000,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- LABORATORY CORP AMER NOTE 9/1 50540RAC6 6444 9,000,000 PRN SOLE none Sole HLDGS ---------------------------------------------------------------------------------------------------------------------------------- LEAR CORP COM 521865105 236 4,000 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- LOWES COS INC NOTE 2/1 548661CF2 2606 3,000,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- LUCENT TECHNOLOGIES DBCV 549463AG2 347 250,000 PRN SOLE none Sole INC 2.750%6/1 A ---------------------------------------------------------------------------------------------------------------------------------- LUCENT TECHNOLOGIES DBCV 549463AH0 8395 5,750,000 PRN SOLE none Sole INC 2.750%6/1 B ---------------------------------------------------------------------------------------------------------------------------------- MANDALAY RESORT GROUP DBCV 3/2 562567AK3 11979 8,500,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- MANDALAY RESORT GROUP COM 562567107 10 193,600 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- MEDTRONIC INC COM 585055106 90 100,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- MERCURY INTERACTIVE COM 589405109 8 33,800 SH PUT SOLE none Sole CORP ---------------------------------------------------------------------------------------------------------------------------------- MERRILL LYNCH & CO FRNT 3/1 590188A73 2020 2,000,000 PRN SOLE none Sole INC ---------------------------------------------------------------------------------------------------------------------------------- MICRON TECHNOLOGY COM 595112103 640 100,000 SH CALL SOLE none Sole INC ---------------------------------------------------------------------------------------------------------------------------------- MICRON TECHNOLOGY INC COM 595112103 3041 198,600 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- MONOLITHIC SYS COM 609842109 15 2,000 SH SOLE none Sole TECHNOLOGY IN ---------------------------------------------------------------------------------------------------------------------------------- MONOLITHIC SYS COM 609842109 10 2,000 SH PUT SOLE none Sole TECHNOLOGY IN ---------------------------------------------------------------------------------------------------------------------------------- NABORS INDS INC DBCV 2/0 629568AF3 8180 12,500,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- NAVISTAR INTL CORP NOTE 63934EAG3 3888 3,000,000 PRN SOLE none Sole 2.500% 12/1 ---------------------------------------------------------------------------------------------------------------------------------- NAVISTAR INTL CORP COM 6.39E+112 64 3,200 SH PUT SOLE none Sole NEW ---------------------------------------------------------------------------------------------------------------------------------- NEXTEL COMMUNICATIONS NOTE 65332VAY9 2975 3,000,000 PRN SOLE none Sole INC 5.250% 1/1 ---------------------------------------------------------------------------------------------------------------------------------- NII HLDGS INC NOTE 62913FAD4 744 500,000 PRN SOLE none Sole 3.500% 9/1 ---------------------------------------------------------------------------------------------------------------------------------- NORTEL NETWORKS CORP COM 656568102 354 221,000 SH CALL SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- NORTEL NETWORKS CORP COM 656568102 2299 460,800 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- NORTHWEST AIRLS CORP CL A 667280101 340 200,000 SH CALL SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- PACIFICARE HEALTH DBCV 695112AG7 8882 4,500,000 PRN SOLE none Sole SYS DEL 3.000% 10/1 ---------------------------------------------------------------------------------------------------------------------------------- PEGASUS SOLUTIONS INC NOTE 705906AB1 2008 2,000,000 PRN SOLE none Sole 3.875% 7/1 ---------------------------------------------------------------------------------------------------------------------------------- PIMCO HIGH INCOME FD COM 722014107 137 10,000 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- PLAYTEX PRODS INC COM 72813P100 156 20,000 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- RADIAN GROUP INC DBCV 750236AF8 6727 6,500,000 PRN SOLE none Sole 2.250% 1/0 ---------------------------------------------------------------------------------------------------------------------------------- REGAL ENTMT GROUP NOTE 758766AB5 301 250,000 PRN SOLE none Sole 3.750% 5/1 ---------------------------------------------------------------------------------------------------------------------------------- REYNOLDS R J TOB COM 76182K105 10 200,000 SH PUT SOLE none Sole HLDGS INC ---------------------------------------------------------------------------------------------------------------------------------- ROYAL CARIBBEAN NOTE 2/0 780153AK8 3207 6,000,000 PRN SOLE none Sole CRUISES LTD ---------------------------------------------------------------------------------------------------------------------------------- ROYAL CARIBBEAN NOTE 5/1 780153AM4 2799 4,000,000 PRN SOLE none Sole CRUISES LTD ---------------------------------------------------------------------------------------------------------------------------------- ROYAL CARIBBEAN COM V7780T103 15 150,000 SH PUT SOLE none Sole CRUISES LTD ---------------------------------------------------------------------------------------------------------------------------------- RURAL CELLULAR CORP CL A 781904107 133 15,000 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- SALOMON BROTHERS FD INC COM 795477108 1236 100,900 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- SALTON INC COM 795757103 214 40,000 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- SEPRACOR INC COM 817315104 11 52,700 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- SIERRA PAC RES NOTE 826428AF1 492 250,000 PRN SOLE none Sole 7.250% 2/1 ---------------------------------------------------------------------------------------------------------------------------------- SILICONWARE PRECISION SPONSD 827084864 1346 345,035 SH SOLE none Sole INDS L ADR SPL ---------------------------------------------------------------------------------------------------------------------------------- SIRIUS SATELLITE RADIO COM 82966U103 124 206,200 SH CALL SOLE none Sole INC ---------------------------------------------------------------------------------------------------------------------------------- SK TELECOM LTD SPONSORED 78440P108 126 6,000 SH SOLE none Sole ADR ---------------------------------------------------------------------------------------------------------------------------------- SKYWORKS SOLUTIONS NOTE 83088MAB8 2403 2,000,000 PRN SOLE none Sole INC 4.750% 11/1 ---------------------------------------------------------------------------------------------------------------------------------- SLM CORP DBCV 7/2 78442PAC0 1990 2,000,000 PRN SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- STMICROELECTRONICS NOTE 9/2 861012AB8 3529 4,000,000 PRN SOLE none Sole N V ---------------------------------------------------------------------------------------------------------------------------------- STMICROELECTRONICS NY REGISTRY * 861012102 83 3,800 SH SOLE none Sole N V ---------------------------------------------------------------------------------------------------------------------------------- TEKELEC NOTE 879101AE3 289 250,000 PRN SOLE none Sole 2.250% 6/1 ---------------------------------------------------------------------------------------------------------------------------------- TEVA PHARMACEUTICALS DBCV 88164MAB4 4791 3,000,000 PRN SOLE none Sole FIN B V 0.375% 11/1 ---------------------------------------------------------------------------------------------------------------------------------- TRITON PCS HLDGS INC CL A * 89677M106 762 174,700 SH SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- TYCO INTL GROUP S A DBCV 902118BF4 6067 4,000,000 PRN SOLE none Sole 2.750% 1/1 ---------------------------------------------------------------------------------------------------------------------------------- TYCO INTL GROUP S A DBCV 902118BG2 9826 6,000,000 PRN SOLE none Sole 3.125% 1/1 ---------------------------------------------------------------------------------------------------------------------------------- UTSTARCOM INC NOTE 918076AB6 1416 1,000,000 PRN SOLE none Sole 0.875%3/0 ---------------------------------------------------------------------------------------------------------------------------------- VALASSIS NOTE 918866AK0 5838 9,000,000 PRN SOLE none Sole COMMUNICATIONS 1.625% 5/2 INC ---------------------------------------------------------------------------------------------------------------------------------- VERITAS DGC INC FRNT 3/1 92343PAD9 4936 4,000,000 PRN SOLE none Sole ----------------------------------------------------------------------------------------------------------------------------------
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Form 13F INFORMATION TABLE ---------------------------------------------------------------------------------------------------------------------------------- Column 1 Column 2 Column 3 Column 4 Column 5 Column 6 Column 7 Column 8 ---------------------------------------------------------------------------------------------------------------------------------- Name of Class Title CUSIP Value (x$1000) Shrs or SH/PRN Put/ Investment Other Voting authority ---------------------------------------------------------------------------------------------------------------------------------- XEROX CORP COM 817315104 10 200,000 SH PUT SOLE none Sole ---------------------------------------------------------------------------------------------------------------------------------- XM SATELLITE RADIO CL A * 983759101 1 50 SH Sole none Sole HLDGS INC ---------------------------------------------------------------------------------------------------------------------------------- 255,323.00

Dates Referenced Herein

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Filed on / Effective on:8/13/041None on these Dates
For Period End:6/30/04
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