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PRCM
Pine River Capital Management Portfolio holdings
AUM
$32.9M
1-Year Est. Return
4.47%
This Fund
S&P 500
This Quarter
Est. Return
+4.6%
1 Year Est. Return
+4.47%
3 Year Est. Return
+108.42%
5 Year Est. Return
+124.09%
10 Year Est. Return
–
AUM
$8.21B
AUM Growth
-$1.1B
(-12%)
Cap. Flow
-$2.33B
Cap. Flow
% of AUM
-28.38%
Top 10 Holdings %
Top 10 Hldgs %
24.15%
Holding
776
New
298
Increased
149
Reduced
116
Closed
137
Top Buys
| Rank | Stock | Value |
|---|---|---|
| 1 |
Annaly Capital Management
NLY
|
+$184M |
| 2 |
AGNC Investment
AGNC
|
+$157M |
| 3 |
State Street Financial Select Sector SPDR ETF
XLF
|
+$66.2M |
| 4 |
GM.WS.B
General Motors Company
GM.WS.B
|
+$55.7M |
| 5 |
Visa
V
|
+$42.7M |
Top Sells
| Rank | Stock | Value |
|---|---|---|
| 1 |
MOLX
MOLEX INC
MOLX
|
+$84M |
| 2 |
HCBK
HUDSON CITY BANCORP INC
HCBK
|
+$72.6M |
| 3 |
ODP
ODP
ODP
|
+$53.6M |
| 4 |
ELN
ELAN CORP ADS(RP1 ORD4IRISH PN
ELN
|
+$49.2M |
| 5 |
State Street SPDR S&P 500 ETF Trust
SPY
|
+$44.3M |
Sector Composition
| Rank | Sector | Weight |
|---|---|---|
| 1 | Real Estate | 9.62% |
| 2 | Financials | 9.21% |
| 3 | Technology | 4% |
| 4 | Energy | 3.53% |
| 5 | Consumer Discretionary | 3.47% |
| Name | Market Value | Portfolio Weight | Shares or Principal |
Change in Stake | Capital Flow | |
|---|---|---|---|---|---|---|
|
1
CALL
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $333M | 4.05% |
1,800,900
-2,249,100
| -56% | -$398M |
|
|
GM.WS.B
2
DELISTED
General Motors Company
GM.WS.B
| $323M | 3.94% |
13,957,192
+2,735,486
| +24% | +$55.7M |
|
|
3
AGNC Investment
AGNC
$12.9B
| $281M | 3.42% |
14,542,825
+7,361,696
| +103% | +$157M |
|
|
ACAS
4
DELISTED
American Capital Ltd
ACAS
| $209M | 2.54% |
13,332,644
+1,129,330
| +9% | +$16.4M |
|
|
5
Annaly Capital Management
NLY
$16.9B
| $169M | 2.06% |
+4,241,067
| New | +$184M |
|
|
6
PUT
State Street SPDR S&P 500 ETF Trust
SPY
$774B
| $142M | 1.74% |
770,900
-7,319,100
| -90% | -$1.3B |
|
|
ONIT
7
Onity Group
ONIT
$344M
| $120M | 1.47% |
144,737
-26,753
| -16% | -$22M |
|
8
iShares iBoxx $ High Yield Corporate Bond ETF
HYG
$16.9B
| $96.5M | 1.18% |
1,039,100
+327,979
| +46% | +$30.5M |
|
|
GM.WS.A
9
DELISTED
GENERAL MOTORS COMPANY WARRANT (EXPIRES 07/10/2016)
GM.WS.A
| $95.7M | 1.17% |
3,068,766
+222,438
| +8% | +$6.27M |
|
10
CALL
iShares MSCI Emerging Markets ETF
EEM
$28B
| $88.3M | 1.08% |
+2,112,600
| New | +$88.5M |
|
|
WAC
11
DELISTED
Walter Investment Mgt Corp
WAC
| $86.2M | 1.05% |
2,438,700
+616,702
| +34% | +$23.2M |
|
12
PUT
Apple
AAPL
$4.9T
| $81.4M | 0.99% |
4,060,000
-1,503,600
| -27% | -$28.4M |
|
|
13
PUT
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
| $75M | 0.91% |
3,910,346
-1,731,161
| -31% | -$31.8M |
|
|
14
State Street Financial Select Sector SPDR ETF
XLF
$54.8B
| $69.1M | 0.84% |
+3,599,474
| New | +$66.2M |
|
|
MTGE
15
DELISTED
MTGE Investment Corp. Common Stock
MTGE
| $66.2M | 0.81% |
3,789,276
-1,345,215
| -26% | -$25.8M |
|
16
iShares MSCI EAFE ETF
EFA
$76.5B
| $64.6M | 0.79% |
962,170
-267,130
| -22% | -$17.5M |
|
17
Allstate
ALL
$64.3B
| $61.9M | 0.75% |
1,134,996
+399,919
| +54% | +$21.3M |
|
18
American International
AIG
$42.7B
| $56.9M | 0.69% |
1,114,713
+489,162
| +78% | +$24.4M |
|
19
Prudential Financial
PRU
$41.4B
| $56.2M | 0.69% |
609,813
+214,978
| +54% | +$18.4M |
|
|
ARR
20
Armour Residential REIT
ARR
$2.06B
| $55.6M | 0.68% |
346,595
-125,221
| -27% | -$20.2M |
|
21
Rithm Capital
RITM
$5.2B
| $55.4M | 0.68% |
4,146,492
-24,619
| -0.6% | -$317K |
|
|
22
CALL
Apple
AAPL
$4.9T
| $55.2M | 0.67% |
2,752,400
-5,362,000
| -66% | -$101M |
|
23
CALL
Nabors Industries
NBR
$1.24B
| $54.5M | 0.66% |
+64,108
| New | +$54.3M |
|
24
CALL
ExxonMobil
XOM
$611B
| $52.2M | 0.64% |
515,900
-131,100
| -20% | -$12.1M |
|
|
25
Visa
V
$682B
| $47.1M | 0.57% |
+846,780
| New | +$42.7M |
|
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Pine River Capital Management's Q4 2013 Portfolio in Review
As of Q4 2013, Pine River Capital Management held 776 positions worth $8.21B, down 12% from $9.31B the previous quarter. Its ten largest holdings account for 24% of the portfolio.
Pine River Capital Management withdrew a net $2.33B in Q4 2013, closing 137 positions and reducing 116 holdings. Its most notable exit was MOLEX INC, an estimated $84M position sold in full.
By sector, the portfolio is most concentrated in Real Estate at 9.6% of assets, up from 6.6% a quarter earlier, followed by Financials and Technology.
Against the trend, Pine River Capital Management opened a new position in Annaly Capital Management worth $169M.
- Pine River Capital Management's largest Q4 2013 buy was Annaly Capital Management: 4,241,067 shares worth $169M.
- Pine River Capital Management added most to AGNC Investment in Q4 2013, an estimated $157M increase.
- Pine River Capital Management's biggest Q4 2013 reduction was ODP, cutting an estimated $53.6M.
- Pine River Capital Management fully exited MOLEX INC in Q4 2013, selling an estimated $84M.
- Pine River Capital Management's ten largest holdings make up 24% of its $8.21B portfolio in Q4 2013.
- Pine River Capital Management opened 298 new positions and closed 137 in Q4 2013.
- Pine River Capital Management's portfolio value fell 12% quarter-over-quarter to $8.21B.
Based on Pine River Capital Management's 13F filing for Q4 2013, filed 13 Feb 2014.