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 259 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
INVT CORP COM Annaly Cap Mgmt debt 0 6.0 $51M 4.5M 11.41
Apple 4.8 $42M 109k 381.32
DOMINION RES INC Va debt 2 4.2 $37M 25M 1.46
Amer Capital Strat Com Usd0.01 4.0 $35M 5.1M 6.82
MICRON Technology Inc D ebt 5 3.0 $26M 2.1M 12.49
Phh Corp Note D ebt 6 2.9 $25M 2.5M 9.91
NOTE 2.875%12/0 Cms Energy Corp debt 1 2.8 $24M 17M 1.46
LIBERTY MEDIA Corp D ebt 5 2.8 $24M 4.4M 5.40
Dolan Media 2.4 $20M 2.3M 8.99
Apple Computer 2.1 $19M 49k 381.32
MOTOROLA Mobility 2.0 $17M 457k 37.78
American Cap Mtg 1.9 $16M 954k 16.70
MOTOROLA Mobility 1.8 $16M 419k 37.78
D Medco Health Solutio Ns Inc Co Common Stock 5 1.7 $15M 321k 46.89
Southern Union 1.6 $14M 350k 40.57
MEDICIS Pharmaceutical D ebt 5 1.6 $14M 1.0M 13.02
PPTYS COM Cms Energy Corp debt 1 1.5 $13M 8.5M 1.56
General Mtrs Co wrt 3 1.5 $13M 1.7M 7.93
ADVANCED MICRO Devices debt 0 1.4 $12M 1.2M 10.12
NOTE 2.375% 7/0 Omnicare Inc D ebt 6 1.4 $12M 1.1M 11.12
ANNALY CAP MGMT Inc reit 0 1.4 $12M 732k 16.63
Southern Un 1.4 $12M 300k 40.57
Hewlett Packard 1.4 $12M 520k 22.45
Blackrock Income Tr 1.2 $11M 1.5M 7.21
MOTOROLA Mobility 1.1 $9.9M 261k 37.78
NOTE 3.250% 8/0 Oil Sts Intl Inc D ebt 6 1.1 $9.8M 6.0M 1.63
REAL EST Ishares Tr etp 4 1.1 $9.2M 300k 30.83
MOLSON COORS Brewing Co C om 6 0.9 $7.9M 200k 39.61
Mfa Financial 0.9 $7.8M 1.1M 7.02
MGM RESORTS International 0.9 $7.6M 817k 9.29
D Cubist Pharmaceutica Ls Inc Co Common Stock 2 0.9 $7.4M 211k 35.32
APOLLO Residential 0.8 $7.1M 436k 16.40
GLOBAL EAGLE Acquisition 0.8 $6.7M 710k 9.50
E M C Corp Mass debt 2 0.8 $6.6M 5.0M 1.31
Oracle Corp 0.8 $6.5M 226k 28.74
MF GLOBAL LTD Note D ebt 5 0.7 $6.1M 5.8M 1.06
Blackboard 0.7 $6.0M 134k 44.66
APOLLO SR Floating fund 0 0.7 $5.7M 363k 15.76
Ishares Tr etp 4 0.6 $5.5M 150k 36.48
Invesco Mortgage Capital shs 4 0.5 $4.5M 320k 14.13
CR OPP FD COM Ocwen Finl Corp D ebt 6 0.5 $4.2M 3.8M 1.11
GROUP INC COM Emdeon 0.5 $4.1M 217k 18.79
NUVEEN FLOATING Rate F und 6 0.5 $3.9M 381k 10.13
Dollar Gen Corp 0.4 $3.8M 100k 37.76
HAWAIIAN TELCOM Hold 0.4 $3.7M 268k 13.94
Apple 0.4 $3.5M 9.2k 381.30
Northern Tr 0.4 $3.5M 100k 34.98
10/1 Ing Prime Rate Tr fund 4 0.4 $3.6M 696k 5.12
Allstate Corp 0.4 $3.5M 147k 23.69
SHS Blackstone Gso fund 0 0.4 $3.4M 193k 17.67
Exxon Mobil 0.4 $3.4M 47k 72.62
Exxon Mobil 0.4 $3.4M 47k 72.62
Kinetic Concepts 0.4 $3.3M 50k 65.90
Eaton Vance Sr Fltng Rte Tr 0.4 $3.2M 225k 14.21
EATON VANCE FLTING Rate fund 2 0.4 $3.2M 229k 14.09
Alere 0.4 $3.1M 157k 19.65
iShares FTSE China 25 Index Fu Co m 4 0.4 $3.1M 100k 30.83
Lmp Corporate Ln fund 5 0.4 $3.1M 291k 10.69
Bp Plc-spons 0.3 $3.0M 84k 36.07
HUMAN GENOME Sciences debt 4 0.3 $3.0M 3.0M 0.99
Hatteras Financial Corp 0.3 $2.7M 109k 25.16
Clorox Co Del 0.3 $2.7M 40k 66.33
Northern Tr Corp 0.3 $2.5M 73k 34.98
Express Scripts C ommon stock 3 0.3 $2.6M 70k 37.07
Capital One Financial Corp 0.3 $2.5M 64k 39.64
Dynex Capital 0.3 $2.5M 309k 8.06
NOTE 3.750%12/1 Omnicom Group D ebt 6 0.3 $2.5M 2.5M 0.99
PENNYMAC MTG Invt Re it 7 0.3 $2.5M 159k 15.90
American Capital Agency Corp 0.3 $2.4M 90k 27.10
INCOME COM Nuveen Sht Dur F und 6 0.3 $2.5M 143k 17.17
NOTE 7.000% 4/0 Eaton Vance Sr fund 2 0.3 $2.4M 380k 6.31
Gaylord Entmt 0.3 $2.2M 114k 19.34
Heartware Intl 0.3 $2.2M 35k 64.41
Chimera Investment 0.3 $2.3M 820k 2.77
Bank Of America 0.2 $2.1M 350k 6.12
Mf Global Hldgs Lt 0.2 $2.1M 503k 4.13
International 0.2 $2.0M 12k 174.87
BUSINESS MACHS International 0.2 $2.0M 12k 174.87
PEABODY ENERGY Corp D ebt 7 0.2 $2.1M 2.0M 1.04
Cemex Sab-spons Adr Part Cer sponadr5ord 1 0.2 $2.0M 639k 3.16
BANCORP COM Yahoo 0.2 $2.0M 150k 13.17
Hartford Financial Svcs Group *W EXP Inc 06/26/2019 4 0.2 $1.9M 193k 9.62
INVESCO VAN Kamp fund 4 0.2 $1.9M 179k 10.65
ADR NEW Chevron Corp 0.2 $1.8M 19k 92.58
Chevron Corp 0.2 $1.8M 19k 92.58
Microsoft 0.2 $1.8M 72k 24.89
Microsoft 0.2 $1.8M 72k 24.89
Johnson Controls Inc ....... C ommon stock 4 0.2 $1.7M 27k 63.69
INC COM Ecolab 0.2 $1.7M 36k 48.88
Johnson & Johnson 0.2 $1.7M 27k 63.69
Ocwen Finl 0.2 $1.7M 130k 13.21
Procter & Gamble 0.2 $1.7M 27k 63.17
Procter & Gamble 0.2 $1.7M 27k 63.17
Pfizer 0.2 $1.6M 93k 17.67
INVESCO VAN Kampen fund 4 0.2 $1.6M 389k 4.22
Bpz Resources 0.2 $1.5M 552k 2.77
D Advanced Analogic Technologies Common Stock 0 0.2 $1.5M 350k 4.33
CRAWFORD & CO Cl A 0.2 $1.5M 402k 3.77
General Electric 0.2 $1.6M 103k 15.22
General Electric 0.2 $1.6M 103k 15.22
Temple Inland 0.2 $1.6M 50k 31.38
Old Republic Intl Com Usd1 0.2 $1.5M 169k 8.92
Coca Cola 0.2 $1.5M 22k 67.58
Coca Cola 0.2 $1.5M 22k 67.58
PENNANTPARK Floating C om 7 0.2 $1.4M 137k 10.55
NUVEEN SR Income F und 6 0.2 $1.4M 207k 6.73
WESCO AIRCRAFT Hldgs 0.2 $1.3M 123k 10.93
Alliance One International 0.1 $1.3M 516k 2.44
Corelogic 0.1 $1.3M 118k 10.67
Google Inc C ommon stock 3 0.1 $1.3M 2.5k 515.20
Pfizer 0.1 $1.3M 76k 17.68
Eastman Kodak Co debt 2 0.1 $1.3M 5.0M 0.26
Google 0.1 $1.3M 2.5k 515.20
BERKSHIRE Hathaway 0.1 $1.2M 17k 71.05
BERKSHIRE Hathaway 0.1 $1.2M 17k 71.05
Wells Fargo & Co 0.1 $1.2M 51k 24.12
Wells Fargo & Co 0.1 $1.2M 51k 24.12
D Fidelity National Financial Cl Common Stock 3 0.1 $1.2M 76k 15.17
Iconix Brand Grp 0.1 $1.2M 73k 15.81
INC COM Intel 0.1 $1.1M 52k 21.34
Intel 0.1 $1.1M 52k 21.34
Oracle Corp C om 6 0.1 $1.1M 38k 28.74
Oracle Corp C om 6 0.1 $1.1M 38k 28.74
MTG INC COM Beazer Homes Usa pref 0 0.1 $1.1M 111k 9.93
CHINA MED Technologies debt 1 0.1 $1.1M 2.0M 0.55
JPMORGAN CHASE & Co 0.1 $1.1M 37k 30.11
JPMORGAN CHASE & Co 0.1 $1.1M 37k 30.11
Brookfield Residential Properties 0.1 $1.1M 160k 6.65
PHILIP MORRIS Intl 0.1 $1.1M 17k 62.40
PHILIP MORRIS Intl 0.1 $1.1M 17k 62.40
D Gamestop Corp New Cl A Com Stk Common Stock 3 0.1 $970k 42k 23.10
D Sei Investments Comp Any Com S Common Stock 7 0.1 $944k 61k 15.38
First Amern Finl Corp 0.1 $934k 73k 12.81
Pepsi 0.1 $959k 16k 61.87
Pepsi 0.1 $959k 16k 61.87
ZWEIG TOTAL Return fund 9 0.1 $930k 307k 3.03
MERCK & CO INC New C om 5 0.1 $981k 30k 32.70
MERCK & CO INC New C om 5 0.1 $981k 30k 32.70
Alpine Global Premier Pptys 0.1 $850k 159k 5.34
James Riv Coal 0.1 $865k 136k 6.37
COM Mcdonalds 0.1 $887k 10k 87.82
Mcdonalds 0.1 $887k 10k 87.82
Rowan Cos 0.1 $906k 30k 30.20
Wal Mart Stores 0.1 $887k 17k 51.87
Wal Mart Stores 0.1 $887k 17k 51.87
6.250%12/1 Cisco Sys 0.1 $832k 54k 15.49
Cisco Sys 0.1 $832k 54k 15.49
Conocophillips 0.1 $848k 13k 63.28
Conocophillips 0.1 $848k 13k 63.28
Pharmerica Corp 0.1 $750k 53k 14.27
Abbott Labs option 0.1 $793k 16k 51.16
Abbott Labs option 0.1 $793k 16k 51.16
Schlumberger 0.1 $751k 13k 59.70
D Southwest Airlines C O Com Stk Common Stock 8 0.1 $762k 95k 8.04
Ciena Corp 0.1 $734k 66k 11.21
Qualcomm Inc C ommon stock 7 0.1 $802k 17k 48.61
Amazon 0.1 $778k 3.6k 216.11
Amazon 0.1 $778k 3.6k 216.11
Blackrock Floating Rate Inc Stra tegies fund 0 0.1 $761k 65k 11.63
Qualcomm 0.1 $802k 17k 48.61
Schlumberger 0.1 $776k 13k 59.69
Schlumberger 0.1 $776k 13k 59.69
5/1 Kb Home 0.1 $762k 130k 5.86
Blackrock Float Rate Ome Str 0.1 $690k 54k 12.73
Eog Resources Inc Co m 2 0.1 $696k 9.8k 71.02
Exterran Holdings 0.1 $663k 68k 9.72
Griffon 0.1 $713k 87k 8.18
Southern Un 0.1 $702k 17k 40.58
Newcastle Invt Corp 0.1 $631k 155k 4.07
Kraft Foods Inc option 0.1 $581k 17k 33.58
Medcath Corporation 0.1 $600k 43k 13.87
Lennar Corp C ommon stock 5 0.1 $645k 48k 13.55
Altra Holdings 0.1 $570k 49k 11.56
EASTN EUR FD Com fund 6 0.1 $567k 42k 13.52
Kraft Foods 0.1 $581k 17k 33.58
OCCIDENTAL PETE Corp Del 0.1 $572k 8.0k 71.50
OCCIDENTAL PETE Corp Del 0.1 $572k 8.0k 71.50
UNITED PARCEL Service 0.1 $606k 9.6k 63.12
UNITED PARCEL Service 0.1 $606k 9.6k 63.12
UNITED Technologies 0.1 $626k 8.9k 70.34
UNITED Technologies 0.1 $626k 8.9k 70.34
EINSTEIN NOAH Rest 0.1 $590k 46k 12.83
RTE INCM FD COM Freeport-mcmoran 0.1 $609k 20k 30.45
COPPER & GO Gsv Cap 0.1 $590k 44k 13.55
D Hornbeck Offshore Services Inc Common Stock 4 0.1 $516k 21k 24.93
D Ishares Dj Us Real E State us etf's - us tr 4 0.1 $540k 11k 50.58
First Tr Sr Flg Rte Incm 0.1 $515k 38k 13.43
Crexus Investment Corp 0.1 $549k 62k 8.88
Amgen 0.1 $500k 9.1k 54.95
Amgen 0.1 $500k 9.1k 54.95
Barnes & Noble 0.1 $551k 47k 11.82
BRISTOL MYERS Squibb 0.1 $543k 17k 31.39
BRISTOL MYERS Squibb 0.1 $543k 17k 31.39
INC COM Disney Walt 0.1 $540k 18k 30.17
Disney Walt 0.1 $540k 18k 30.17
Eastman Kodak 0.1 $510k 654k 0.78
Home Depot 0.1 $503k 15k 32.88
Home Depot 0.1 $503k 15k 32.88
Oxford Lane Cap 0.1 $558k 41k 13.64
INC COM Western Liberty 0.1 $547k 206k 2.65
FD INC COM Universal Amern 0.1 $503k 50k 10.06
Altria 0.1 $542k 20k 26.83
Altria 0.1 $542k 20k 26.83
Comcast 0.1 $560k 27k 20.82
Comcast 0.1 $560k 27k 20.82
Baker Hughes 0.1 $458k 9.9k 46.18
American Express Co option 0.1 $453k 10k 44.85
Halliburton 0.1 $427k 14k 30.50
AMERICAN Express 0.1 $453k 10k 44.85
Superior Energy Svcs 0.1 $457k 17k 26.26
Golden Minerals Company C ommon 3 0.1 $413k 56k 7.39
Boeing 0.1 $436k 7.2k 60.56
Boeing 0.1 $436k 7.2k 60.56
CVS CAREMARK Corporation 0.1 $447k 13k 33.61
CVS CAREMARK Corporation 0.1 $447k 13k 33.61
CATERPILLAR INC Del 0.1 $465k 6.3k 73.81
CATERPILLAR INC Del 0.1 $465k 6.3k 73.81
E M C Corp Mass 0.1 $422k 20k 21.00
E M C Corp Mass 0.1 $422k 20k 21.00
Hewlett Packard 0.1 $445k 20k 22.47
PIMCO INCOME Strategy Fu nd 7 0.1 $473k 54k 8.77
Us Bancorp Del 0.1 $438k 19k 23.55
Us Bancorp Del 0.1 $438k 19k 23.55
Bon-ton Stores 0.1 $465k 94k 4.97
Enteromedics 0.1 $456k 266k 1.71
GLOBAL POWER Equipment 0.1 $445k 19k 23.26
GLOBAL EAGLE Acquisition wrt 3 0.1 $422k 703k 0.60
Goldman Sachs 0.1 $463k 4.9k 94.49
Goldman Sachs 0.1 $463k 4.9k 94.49
HERTZ GLOBAL Holdings 0.1 $445k 50k 8.90
Ishares Silver Trust ishares 4 0.0 $337k 12k 28.89
Teradyne Inc Common Stock Usd. 0.0 $308k 28k 11.00
Swift Energy 0.0 $332k 14k 24.32
Cys Investments In Com Usd0.01 0.0 $376k 31k 12.07
COMMUNITY BANKERS Tr 0.0 $316k 263k 1.20
CRAWFORD & CO Cl B 0.0 $384k 72k 5.37
Denali Fd Inc Com fund 2 0.0 $354k 26k 13.56
Genworth Finl 0.0 $344k 60k 5.73
05/13/201 Gmx Res 0.0 $373k 164k 2.27
M/I HOMES INC Com C om 5 0.0 $306k 51k 6.00
A. H. Belo Corporation 0.0 $242k 58k 4.19
K V Pharmaceutical Co note 2.500% 5/1 4 0.0 $230k 1.0M 0.23
Cfindustrieshldgscomstkusd0.01 C om 1 0.0 $239k 1.9k 123.58
Jack In The Box Com Stk Commo n stock 4 0.0 $258k 13k 19.89
Mcg Capital 0.0 $219k 55k 3.95
MEDLEY CAP Corp Com C om 5 0.0 $294k 29k 10.08
JOURNAL Communications 0.0 $210k 71k 2.98
Owens Corning New wrt 6 0.0 $182k 141k 1.29
Ruths Hospitality 0.0 $170k 40k 4.30
Broadwind Energy 0.0 $160k 500k 0.32
Thq 0.0 $122k 71k 1.73
Bionovo 0.0 $100k 159k 0.63
ARMOUR Residential Reit wrt 0 0.0 $101k 5.0M 0.02
Essex Rent Corp 0.0 $117k 48k 2.46
Heckmann Corp *w wrt 4 0.0 $48k 477k 0.10
SH BEN INT Infusystem Hldgs 0.0 $88k 93k 0.95
57TH STR GEN Acquisition wrt 3 0.0 $34k 96k 0.35
HLDGS INC Neostem Inc wrt 6 0.0 $6.6k 131k 0.05
Penson Worldwide 0.0 $40k 28k 1.45