Pine River Capital Management

Pine River Capital Management as of Dec. 31, 2011

Portfolio Holdings for Pine River Capital Management

Pine River Capital Management holds 192 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Ocwen Financial 6.1 $54M 3.7M 14.48
Amer Capital Strat Com Usd0.01 5.8 $51M 7.6M 6.73
DOMINION RES INC Va debt 2 4.3 $38M 25M 1.53
MOTOROLA Mobility 4.2 $37M 960k 38.80
Apple Computer 3.7 $33M 81k 404.99
LIBERTY MEDIA Corp D ebt 5 3.6 $32M 57M 0.57
Pharmasset 3.2 $29M 223k 128.20
NOTE 2.875%12/0 Cms Energy Corp debt 1 3.0 $27M 17M 1.61
Bk Of America Corp 2.5 $22M 3.9M 5.56
Phh Corp Note D ebt 6 2.2 $19M 20M 0.97
Dolan Media 2.1 $18M 2.2M 8.52
NOTE 2.375% 7/0 Omnicare Inc D ebt 6 2.1 $18M 13M 1.40
MEDICIS Pharmaceutical D ebt 5 2.1 $18M 15M 1.21
American Cap Mtg 1.9 $17M 888k 18.82
PPTYS COM Cms Energy Corp debt 1 1.7 $15M 8.5M 1.76
NOTE 3.250% 8/0 Oil Sts Intl Inc D ebt 6 1.6 $15M 6.0M 2.41
General Mtrs Co wrt 3 1.5 $13M 1.7M 7.92
D Medco Health Solutio Ns Inc Co Common Stock 5 1.4 $13M 227k 55.90
RAYONIER TRS Holdings In debt 7 1.4 $13M 10M 1.25
iShares FTSE China 25 Index Fu Co m 4 1.4 $12M 200k 61.02
Piper Jaffray Cos 1.4 $12M 601k 20.20
Annaly C 1.3 $12M 732k 15.96
D Cubist Pharmaceutica Ls Inc Co Common Stock 2 1.3 $12M 292k 39.62
American Capital Agency Corp 1.2 $10M 371k 28.08
D Fidelity National Financial Cl Common Stock 3 1.1 $10M 627k 15.93
Pharmerica Corp 1.1 $9.8M 645k 15.18
APOLLO Residential 1.1 $9.3M 609k 15.26
MGM RESORTS International 1.0 $8.9M 853k 10.43
Molson Coors Brewing Co cl b 6 1.0 $8.7M 200k 43.54
Blackrock Income Tr 0.9 $8.2M 1.1M 7.33
CR OPP FD COM Ocwen Finl Corp D ebt 6 0.9 $7.6M 6.3M 1.21
Oracle Corp 0.8 $7.3M 286k 25.65
GLOBAL EAGLE Acquisition 0.8 $6.8M 710k 9.57
Jpmorgan Chase & Co Co m 4 0.8 $6.7M 200k 33.25
Newmont Mining Corp 0.7 $6.3M 105k 60.01
NAUTILUS MARINE Acquisition 0.6 $5.7M 594k 9.58
E M C Corp 0.6 $5.4M 250k 21.54
Intel Corp 0.6 $5.3M 217k 24.24
El Paso Corp 0.6 $5.3M 200k 26.57
Omnicare 0.6 $5.2M 150k 34.45
iShares FTSE China 25 Index Fu Co m 4 0.6 $5.2M 150k 34.87
Manning & Napier 0.6 $4.8M 386k 12.49
First Amern Finl Corp 0.5 $4.7M 370k 12.67
D Advanced Analogic Technologies Common Stock 0 0.5 $4.5M 783k 5.78
NUVEEN FLOATING Rate F und 6 0.5 $4.3M 400k 10.86
Alere 0.5 $4.1M 180k 23.09
Novellus Systems 0.5 $4.1M 100k 41.29
HAWAIIAN TELCOM Hold 0.5 $4.1M 268k 15.40
Cvs Corp 0.5 $4.1M 100k 40.78
Bp Plc-spons 0.4 $3.9M 92k 42.74
Partnerre 0.4 $3.9M 60k 64.22
10/1 Ing Prime Rate Tr fund 4 0.4 $3.8M 743k 5.10
Caterpillar 0.4 $3.6M 40k 90.60
Capital One Financial Corp 0.4 $3.5M 83k 42.29
Mannkind Corp debt 5 0.4 $3.5M 5.8M 0.61
NUVEEN FLOATING Rt Inc Opp fund 6 0.4 $3.6M 322k 11.04
Radian Group Inc debt 7 0.4 $3.5M 8.0M 0.44
Platinum Underwriters Hldgs Lt 0.4 $3.4M 100k 34.11
American Express 0.4 $3.4M 72k 47.17
Eaton Vance Sr Fltng Rte Tr 0.4 $3.2M 225k 14.38
Invesco Mortgage Capital shs 4 0.4 $3.3M 232k 14.05
EATON VANCE FLTING Rate fund 2 0.4 $3.3M 229k 14.23
Lmp Corporate Ln fund 5 0.4 $3.2M 291k 11.11
PENNYMAC MTG Invt Re it 7 0.4 $3.2M 190k 16.62
Cna Financial Corp Com Usd2.50 0.3 $3.1M 116k 26.75
Cubesmart Com Usd0.01 0.3 $3.1M 293k 10.64
Delta Air Lines 0.3 $2.9M 356k 8.10
Acquisition 0.3 $2.9M 294k 9.78
Index Tracking Fund Powershares Senior Loan etp 7 0.3 $2.8M 118k 23.81
Comerica 0.3 $2.8M 107k 25.80
Gaylord Entmt 0.3 $2.7M 114k 24.14
Allstate Corp 0.3 $2.6M 95k 27.41
Clorox Co Del 0.3 $2.7M 40k 66.56
NOTE 3.750%12/1 Omnicom Group D ebt 6 0.3 $2.5M 2.5M 1.00
NOTE 7.000% 4/0 Eaton Vance Sr fund 2 0.3 $2.5M 380k 6.53
Metlife Inc Co m 5 0.3 $2.3M 75k 31.19
Lincoln Natl Corp Ind 0.3 $2.4M 125k 19.42
Heartware Intl 0.3 $2.4M 35k 69.01
INVESCO VAN Kampen fund 4 0.3 $2.4M 565k 4.28
INVESCO VAN Kamp fund 4 0.3 $2.4M 228k 10.57
Pulte Group 0.3 $2.3M 363k 6.31
Prime Acquisition 0.2 $2.2M 226k 9.71
Principal Finl Group Onc 7 0.2 $2.1M 85k 24.60
AUSTRALIA Acquisition 0.2 $2.0M 206k 9.86
Bpz Resources 0.2 $1.9M 670k 2.84
D Hornbeck Offshore Services Inc Common Stock 4 0.2 $1.9M 62k 31.02
James Riv Coal 0.2 $1.9M 272k 6.92
Jc Penney Co Inc Co m 7 0.2 $1.8M 50k 35.12
Monsanto 0.2 $1.7M 24k 70.08
D Archer-daniels Midla Nd Co Com Common Stock 0 0.2 $1.7M 60k 28.60
Dynex Capital 0.2 $1.7M 185k 9.13
Everest Reins Hldgs 0.2 $1.7M 20k 84.10
Mfa Financial 0.2 $1.6M 235k 6.72
Armour Residential Reit 0.2 $1.6M 225k 7.05
Old Republic Intl Com Usd1 0.2 $1.6M 169k 9.27
D Financial Select Sec Tor Spdr us etf's - us tr 8 0.2 $1.5M 117k 13.00
Dell Inc 2 0.2 $1.5M 100k 14.64
Kennedy-wilson Hldgs 0.2 $1.5M 140k 10.58
Healthsouth Corp 0.2 $1.5M 84k 17.67
Mosaic Company 0.2 $1.5M 30k 50.40
Apollo Inv 0.2 $1.5M 228k 6.44
Hatteras Financial Corp 0.2 $1.4M 55k 26.36
NUVEEN SR Income F und 6 0.2 $1.4M 207k 6.62
Eastman Kodak Co debt 2 0.2 $1.4M 5.0M 0.28
CHINA GROWTH Equity Investme 0.2 $1.4M 150k 9.54
Las Vegas Sands Corp C om 5 0.1 $1.3M 30k 42.73
Exp 9/28/14 W Exp 9/28/2014 7 0.1 $1.3M 894k 1.49
MTG INC COM Beazer Homes Usa pref 0 0.1 $1.3M 111k 12.09
Assured Guaranty 0.1 $1.3M 100k 13.14
Cemex Sab De Cv debt 1 0.1 $1.3M 2.0M 0.65
D.r. Horton Inc. C ommon 2 0.1 $1.3M 100k 12.61
Iconix Brand Grp 0.1 $1.2M 73k 16.28
PENNANTPARK Floating C om 7 0.1 $1.3M 123k 10.30
Dryships Inc y 0.1 $1.2M 598k 2.00
D Federated Invs Inc P A Cl B Co Common Stock 3 0.1 $1.1M 75k 15.15
Diamond Foods Inc. C ommon 2 0.1 $1.1M 35k 32.26
Chimera Investment 0.1 $1.2M 465k 2.51
CRAWFORD & CO Cl A 0.1 $1.2M 288k 4.07
Blue Coat System Ord Shs Com mon 0 0.1 $1.0M 40k 25.45
Eog Resources Inc Co m 2 0.1 $965k 9.8k 98.47
Lennar Corp C ommon stock 5 0.1 $983k 50k 19.66
Altra Holdings 0.1 $928k 49k 18.82
Alcoa 0.1 $865k 100k 8.65
Alpine Global Premier Pptys 0.1 $844k 159k 5.30
Cys Investments In Com Usd0.01 0.1 $854k 65k 13.14
D Advance Amer Cash Ad Vance Ctr Common Stock 0 0.1 $820k 92k 8.95
D Janus Capital Group Inc Com St Common Stock 4 0.1 $812k 129k 6.31
Ciena Corp 0.1 $793k 66k 12.11
Franklin Street Pr 0.1 $829k 83k 9.95
Blackrock Floating Rate Inc Stra tegies fund 0 0.1 $807k 65k 12.33
Endurance Specialty Holdings 0.1 $803k 21k 38.24
D Capstead Mortgage Co Rp Com Re Reits/rics 1 0.1 $746k 60k 12.43
Blackrock Float Rate Ome Str 0.1 $724k 54k 13.36
Brookfield Residential Properties 0.1 $701k 90k 7.82
EINSTEIN NOAH Rest 0.1 $695k 44k 15.82
Anvil Mining 0.1 $664k 93k 7.18
Exterran Holdings 0.1 $621k 68k 9.11
Baker Hughes 0.1 $582k 12k 48.63
Halliburton 0.1 $587k 17k 34.53
Amer Intl Grp Com Usd2.50 0.1 $580k 25k 23.20
Crexus Investment Corp 0.1 $577k 56k 10.37
Netspend Holdings 0.1 $608k 75k 8.11
Juniper Networks 0.1 $510k 25k 20.40
First Tr Sr Flg Rte Incm 0.1 $506k 38k 13.19
Griffon 0.1 $526k 58k 9.13
EASTN EUR FD Com fund 6 0.1 $564k 42k 13.45
PIMCO INCOME Strategy Fu nd 7 0.1 $494k 54k 9.16
D Abercrombie & Fitch Co Cl A Co Common Stock 0 0.1 $464k 9.5k 48.84
D Red Robin Gourmet Bu Rgers Inc Common Stock 7 0.1 $435k 16k 27.69
Bk Of America Corp 0.1 $438k 79k 5.57
Knight Capital Grp 0.1 $453k 38k 11.83
GLOBAL POWER Equipment 0.1 $454k 19k 23.73
GLOBAL EAGLE Acquisition wrt 3 0.1 $408k 703k 0.58
Corning 0.0 $334k 26k 13.00
Hewlett Packard 0.0 $332k 13k 25.74
Pfizer 0.0 $377k 17k 21.67
D Boston Scientific Co Rp Com St Common Stock 1 0.0 $332k 62k 5.34
D Memc Electronic Mate Rials Inc Common Stock 5 0.0 $340k 86k 3.94
Best Buy 0.0 $332k 14k 23.38
Cree 0.0 $335k 15k 22.04
Harris Corp Del 0.0 $332k 9.2k 36.09
Huntsman Corp 0.0 $332k 33k 10.00
Frontiercom.cls'bcomstkusd0.25 C om 3 0.0 $328k 64k 5.15
Newfieldexplor.co.comstusd0.01 C om 6 0.0 $328k 8.7k 37.70
Eastman Chemical 0.0 $332k 8.5k 39.06
First Solar Inc C ommon stock 3 0.0 $338k 10k 33.80
Medcath Corporation 0.0 $315k 43k 7.28
Citigroup 0.0 $332k 13k 26.35
Parkway Properties 0.0 $329k 33k 9.85
Quicksilver Res Com Usd0.01 0.0 $332k 50k 6.71
Netflix Inc Com Stk Comm on stock 6 0.0 $333k 4.8k 69.38
CHINA MED Technologies debt 1 0.0 $350k 1.0M 0.35
Denali Fd Inc Com fund 2 0.0 $345k 26k 13.22
Pharmaceuticals 0.0 $369k 625k 0.59
Newcastle Invt Corp 0.0 $233k 50k 4.65
K V Pharmaceutical Co note 2.500% 5/1 4 0.0 $270k 1.0M 0.27
Cfindustrieshldgscomstkusd0.01 C om 1 0.0 $280k 1.9k 144.78
COMMUNITY BANKERS Tr 0.0 $302k 263k 1.15
JOURNAL Communications 0.0 $223k 51k 4.41
Owens Corning New wrt 6 0.0 $256k 138k 1.85
Bon-ton Stores 0.0 $281k 84k 3.37
Essex Rent Corp 0.0 $140k 48k 2.94
Ah Belo Corp-a 0.0 $179k 38k 4.74
ARMOUR Residential Reit wrt 0 0.0 $50k 5.0M 0.01
Broadwind Energy 0.0 $95k 140k 0.68
SH BEN INT Infusystem Hldgs 0.0 $94k 58k 1.61
AUSTRALIA Acquisition-cw15 wrt g 0.0 $84k 227k 0.37
PRIME ACQUISITION Corp-cw16 wrt g 0.0 $62k 181k 0.34
Bionovo 0.0 $37k 159k 0.23
57TH STREET General Acq-cw16 wrt 2 0.0 $12k 96k 0.12
ACQUISITION Cor-cw15 wrt g 0.0 $31k 157k 0.20
HYDROELECTRONIC Cp wrt g 0.0 $26k 649k 0.04