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Pine River Capital Management L.P. – ‘13F-HR’ for 9/30/04

On: Friday, 11/12/04, at 5:08pm ET · Effective: 11/12/04 · For: 9/30/04 · Accession #: 905148-4-4837 · File #: 28-10902

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

11/12/04  Pine River Capital Mgmt, L.P.     13F-HR      9/30/04    1:24K                                    Sidley Austin LLP/FA

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents

Document/Exhibit                   Description                      Pages   Size 

 1: 13F-HR      Pine River Capital Management                          4     33K 

13F-HR 1st Page of 4 TOC ↑Top Previous Next ↓Bottom Just 1st
 
 UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, DC 20549

Form 13F

 Form 13F COVER PAGE

Report for the Calendar Year or Quarter Ended: 9/30/2004

                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                                                           

                                                        [Enlarge/Download Table]


Signature, Place and Date of Signing:                                                   

                                                                                        
/s/ Brian Taylor                  800 Nicollet Mall, Suite 2710  Date: November 12, 2004
---------------------------       Minneapolis, MN 55402                                 


Report Type (Check only one):                                                   

x 13F HOLDINGS REPORT                                                         

|_| 13F NOTICE                                                                  

|_| 13F COMBINATION REPORT                                                      

13F-HR 2nd Page of 4 TOC 1st Previous Next ↓Bottom Just 2nd
 Form 13F Summary Page

 Report Summary:

Number of Other Included Managers: 0                                            

Form 13F Information Table Entry Total: 95                                      

Form 13F Information Table Value Total:  199,813,000                            

List of Other Included Managers: None                                           

13F-HR 3rd Page of 4 TOC 1st Previous Next ↓Bottom Just 3rd
                                                        [Enlarge/Download Table]

                                                     Form 13F INFORMATION TABLE                                                    

-----------------------------------------------------------------------------------------------------------------------------------

    Column 1                 Column 2         Column 3        Column 4         Column 5         Column 6  Column 7   Column 8      
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                               Investment                          
 Name of                    Class Title        CUSIP           Value      Shrs or   SH/PRN Put/ discretion Other  Voting authority 
 Issuer                                                      (x$1000)    prn amt.         Call          managers  Sole Shared None 
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                                                                   
AFFILIATED MANAGERS GROUP          DBCV 2/2    008252AE8            7974   6,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
AFFILIATED MANAGERS GROUP            COM       008252108               1         235   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
AGILENT TECHNOLOGIES INC     DBCV 3.000% 12/0  00846UAB7            2038   2,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
ALLERGAN INC                      NOTE 11/0    018490AE2             916   1,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
ALLERGAN INC                         COM       018490102               1         100   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
ALTRIA GROUP INC                     COM       02209S103              10       2,000   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
AMERICAN GREETINGS CORP       NOTE 7.000% 7/1  026375AJ4            1910   1,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
AMGEN INC                            COM       031162100              65       1,000   SH   CALL  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
AMGEN INC                         NOTE 3/0     031162AE0            2950   4,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
AMR CORP                      NOTE 4.250% 9/2  001765BA3            4938   7,500,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
AMR CORP                             COM       001765106              41       1,190   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
AMYLIN PHARMACEUTICALS                                                                                                             
INC                                  COM       032346108               8         750   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
ANDREW CORP                   NOTE 3.250% 8/1  034425AB4            3710   3,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
AT&T WIRELESS SVCS INC               COM       00209A106             222      15,000   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
ATLANTIC COAST AIRLINES HLDG  NOTE 6.000% 2/1  048396AE5            1763   3,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
BE AEROSPACE INC                     COM       073302101             228      25,000   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
BJ SVCS CO                           COM       055482103             157       3,000   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
BJ SVCS CO                    NOTE 0.500% 4/2  055482AF0            3497   4,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
BOULDER TOTAL RETURN FD INC          COM       101541100             428      24,700   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
BOWATER INC                          COM       102183100              84       2,200   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
BOWATER INC                          COM       102183100              18        360    SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
BRAZILIAN EQUITY FD INC              COM       105884100             231      32,100   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
BRISTOL MYERS SQUIBB CO              COM       110122108             237      10,000   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
CADENCE DESIGN SYSTEM INC         NOTE 8/1     127387AB4            4138   4,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
CALPINE CORP                         COM       131347106               6        275    SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
CARNIVAL CORP                 DBCV 1.132% 4/2  143658AV4            4724   6,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
CASUAL MALE RETAIL GRP INC    NOTE 5.000% 1/0  148711AB0            1776   2,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
CEPHALON INC                      NOTE 6/1     156708AG4            5007   5,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
CEPHALON INC                         COM       156708109              13       2,550   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
CHARTER COMMUNICATIONS INC D  NOTE 5.750%10/1  16117MAB3            3159   3,500,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
COLUMBUS MCKINNON CORP N Y           COM       199333105              55       6,100   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
COMMONWEALTH TEL ENTERPRISES  NOTE 3.250% 7/1  203349AB1            1024   1,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
CONNETICS CORP                NOTE 2.250% 5/3  208192AB0            2776   2,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
CSX CORP                           DBCV 10/3   126408GA5            3381   4,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
CUMMINS INC                          COM       231021106              12       1,440   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
DELTA AIR LINES INC DEL              COM       247361108             155        500    SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
DEVON ENERGY CORP NEW           DEB 4.900%8/1  25179MAA1            5475   5,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
DURA AUTOMOTIVE SYSTEMS                                                                                                            
CORP                                CL A *     265903104             266      37,500   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
EASTMAN KODAK CO                     COM       277461109               6       1,080   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
EGL INC                       NOTE 5.000%12/1  268484AB8            6152   3,500,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
EL PASO CORP                         COM       28336L109              24       2,600   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
FAIR ISAAC CORP               NOTE 1.500% 8/1  303250AB0            6961   7,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
FLIR SYS INC                  NOTE 3.000% 6/0  302445AB7            3866   2,500,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS CORP                    COM       370442105               1        150    SH   CALL  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
GENERAL MTRS CORP               DEB SR CONV A  370442741            2914     114,400  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
GETTY IMAGES INC              SDCV 0.500% 6/0  374276AG8            7344   6,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
HILTON HOTELS CORP                   COM       432848109             188      10,000   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
HORACE MANN EDUCATORS CORP N  NOTE 1.425% 5/1  440327AG9             957   2,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
INTERNATIONAL GAME TECHNOLOG        DBCV 1/2   459902AL6            4770   6,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
JAKKS PAC INC                 NOTE 4.625% 6/1  47012EAB2           14237  10,250,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
LABORATORY CORP AMER HLDGS         NOTE 9/1    50540RAC6            6671   9,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
LEAR CORP                            COM       521865105             218       4,000   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
LOWES COS INC                        COM       548661107              92       1,700   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------

13F-HR Last Page of 4 TOC 1st Previous Next ↓Bottom Just 4th
                                                     Form 13F INFORMATION TABLE                                                    

-----------------------------------------------------------------------------------------------------------------------------------

    Column 1                 Column 2         Column 3        Column 4         Column 5         Column 6  Column 7   Column 8      
-----------------------------------------------------------------------------------------------------------------------------------
                                                                                               Investment                          
 Name of                    Class Title        CUSIP           Value      Shrs or   SH/PRN Put/ discretion Other  Voting authority 
 Issuer                                                      (x$1000)    prn amt.         Call          managers  Sole Shared None 
-----------------------------------------------------------------------------------------------------------------------------------
LUCENT TECHNOLOGIES INC       DBCV 2.750% 6/1  549463AG2            7856   6,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
MANDALAY RESORT GROUP              DBCV 3/2    562567AK3            7768   5,500,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
MANDALAY RESORT GROUP COM            COM       562567107              10       1,936   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
MEDTRONIC INC                        COM       585055106              90       1,000   SH   CALL  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
MERRILL LYNCH & CO INC             FRNT 3/1    590188A73            1995   2,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY INC                COM       595112103            1050       3,000   SH   CALL  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
MICRON TECHNOLOGY INC                COM       595112103             358      29,800   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
NABORS INDS INC                    DBCV 2/0    629568AF3            8297  12,500,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
NAVISTAR INTL CORP NEW        NOTE 2.500%12/1  63934EAG3            3850   3,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
NAVISTAR INTL CORP NEW               COM       63934E108              84       4,200   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
NEXTEL COMMUNICATIONS INC     NOTE 5.250% 1/1  65332VAY9            3022   3,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
NII HLDGS INC                 NOTE 3.500% 9/1  62913FAD4             863     500,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
NORTEL NETWORKS CORP NEW              COM      656568102             122       2,210   SH   CALL  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
NORTEL NETWORKS CORP NEW              COM      656568102            1123     330,300   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
NORTHWEST AIRLS CORP                 CL A      667280101             130       2,000   SH   CALL  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
PACIFICARE HEALTH SYS DEL    DBCV 3.000% 10/1  695112AG7            8460   4,500,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
PEGASUS SOLUTIONS INC         NOTE 3.875% 7/1  705906AB1            1938   2,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
PHARMACEUTICAL RES INC        NOTE 2.875% 9/3  717125AC2            1796   2,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
PIMCO HIGH INCOME FD                  COM SHS  722014107             522      35,400   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
PLAYTEX PRODS INC                     COM      72813P100             170      27,000   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
QUEST DIAGNOSTICS INC                 COM      74834L100             820       9,300   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
RADIAN GROUP INC              DBCV 2.250% 1/0  750236AF8            6596   6,500,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
REYNOLDS R J TOB HLDGS INC            COM      76182K105              10       2,000   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
ROYAL CARIBBEAN CRUISES LTD        NOTE 2/0    780153AK8            3188   6,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
ROYAL CARIBBEAN CRUISES LTD        NOTE 5/1    780153AM4            2809   4,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
ROYAL CARIBBEAN CRUISES LTD           COM      V7780T103               8       1,500   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
RURAL CELLULAR CORP                  CL A      781904107             117      17,000   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
SALOMON BROTHERS FD INC               COM      795477108            1202     100,900   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
SALTON INC                            COM      795757103             265      42,000   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
SEPRACOR INC                          COM      817315104               3        527    SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
SEPRACOR INC                  SDCV 0.500% 2/1  817315AL8            1033   1,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
SIERRA PAC RES NEW            NOTE 7.250% 2/1  826428AF1             546     250,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
SILICONWARE PRECISION INDS L   SPONSD ADR SPL  827084864            1231     365,338   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
SIRIUS SATELLITE RADIO INC            COM      82966U103             113       2,062   SH   CALL  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
SLM CORP                           DBCV 7/2    78442PAC0            2007   2,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
SOUTHERN AFRICA FD INC                COM      842157109             937      43,900   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
STMICROELECTRONICS N V           NY REGISTRY   861012102              50       2,900   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
TEKELEC                       NOTE 2.250% 6/1  879101AE3             286     250,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
TEVA PHARMACEUTICALS FIN B V  DBCV 0.375%11/1  88164MAB4            5168   4,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
VALASSIS COMMUNICATIONS INC   NOTE 1.625% 5/2  918866AK0            5826   9,000,000  PRN         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
VAN KAMPEN SENIOR INCOME TR           COM      920961109             287      33,000   SH         SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
XEROX CORP                            COM      984121103              10       2,000   SH    PUT  SOLE     none     Sole           
-----------------------------------------------------------------------------------------------------------------------------------
-----------------------------------------------------------------------------------------------------------------------------------
                                                                 199,813                                                           
-----------------------------------------------------------------------------------------------------------------------------------

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Dates Referenced Herein

		Referenced-On Page
This ‘13F-HR’ Filing	Date	First	Last	Other Filings

Filed on / Effective on:	11/12/04	1		None on these Dates
For Period end:	9/30/04
				List all Filings

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Filing Submission 0000905148-04-004837 – Alternative Formats (Word / Rich Text, HTML, Plain Text, et al.)

Pine River Capital Management L.P. – ‘13F-HR’ for 9/30/04

On: Friday, 11/12/04, at 5:08pm ET · Effective: 11/12/04 · For: 9/30/04 · Accession #: 905148-4-4837 · File #: 28-10902

Previous ‘13F-HR’: ‘13F-HR’ on 8/13/04 for 6/30/04 · Next: ‘13F-HR’ on 2/15/05 for 12/31/04 · Latest: ‘13F-HR’ on 11/13/18 for 9/30/18

Quarterly Holdings and Combination Report by a Money Manager — Form 13FFiling Table of Contents

Dates Referenced Herein

Quarterly Holdings and Combination Report by a Money Manager — Form 13F
Filing Table of Contents