Pine River Capital Management

Pine River Capital Management as of March 31, 2012

Portfolio Holdings for Pine River Capital Management

Pine River Capital Management holds 182 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Apple (AAPL) 17.4 $379M 632k 599.55
American Capital Agency 10.0 $217M 7.3M 29.54
D Financial Select Sec Tor Spdr us etf's - us tr 8 4.2 $92M 5.8M 15.80
American Capital 4.2 $91M 1.0M 86.80
Ocwen Financial 3.2 $69M 4.4M 15.63
Ishares Tr russell 2000 4 2.9 $62M 750k 82.81
D Powershares Qqq Nasd Aq 100 us etf's - us tr 7 2.9 $62M 914k 67.55
D Medco Health Solutio Ns Inc Co Common Stock 5 2.3 $50M 710k 70.30
LIBERTY MEDIA Corp D ebt 5 1.9 $41M 6.7M 6.04
Phh Corp debt 6 1.8 $39M 2.7M 14.74
Home Depot 1.7 $38M 750k 50.31
American Capital Mortgage In 1.7 $37M 1.7M 21.77
DOMINION RES INC Va debt 2 1.7 $37M 2.5M 14.80
El Paso Corp 1.4 $30M 1.0M 29.55
Loopnet 1.3 $28M 1.5M 18.78
Microsoft Corp 1.3 $28M 860k 32.26
NOTE 2.875%12/0 Cms Energy Corp debt 1 1.2 $27M 1.7M 15.96
Energy Select Sector Spdr Fund Sb i 8 1.2 $26M 360k 71.75
General Mtrs Co wrt 3 1.1 $24M 2.2M 11.20
Annaly Cap Mgmt Inc note 4.000% 2/1 1.1 $23M 2.0M 11.64
NOTE 2.375% 7/0 Omnicare Inc D ebt 6 1.1 $23M 1.6M 14.54
iShares FTSE China 25 Index Fu Co m 4 1.0 $21M 570k 36.66
D R Horton Inc 2.000 may 15 14 2 1.0 $21M 1.6M 13.00
Citigroup Inc. 7.5% 12/15/12 preferred 1 0.9 $21M 200k 103.53
American International (AIG) 0.9 $20M 648k 30.83
MEDICIS Pharmaceutical D ebt 5 0.9 $20M 1.5M 13.33
Dolan Media 0.9 $19M 2.1M 9.11
RAYONIER TRS Holdings In debt 7 0.8 $18M 1.5M 12.20
Citigroup 0.8 $18M 480k 36.55
Allstate Corporation (ALL) 0.8 $17M 514k 32.92
Alliance Data Systems Corporation (BFH) 0.8 $17M 132k 125.96
Gencorp Inc debt 3 0.8 $16M 1.5M 10.65
Piper Jaffray Cos 0.7 $16M 601k 26.62
General Electric 0.7 $15M 750k 20.07
PPTYS COM Cms Energy Corp debt 1 0.7 $15M 8.5M 1.76
NOTE 3.250% 8/0 Oil Sts Intl Inc D ebt 6 0.7 $15M 6.0M 2.46
American Express Company (AXP) 0.7 $14M 245k 57.86
First Amern Finl Corp 0.6 $13M 805k 16.63
D Cubist Pharmaceutica Ls Inc Co Common Stock 2 0.6 $13M 292k 43.25
iShares MSCI Emerging Markets Co m 4 0.6 $13M 295k 42.95
Bank of New York Mellon Corporation (BK) 0.6 $12M 500k 24.13
Illumina 0.5 $12M 222k 52.61
Amgen Inc note 0.375% 2/0 0.5 $10M 1.0M 10.22
Mosaic Company 0.5 $9.9M 179k 55.20
Lincoln Natl Corp Ind 0.4 $9.6M 364k 26.36
Chart Industries 0.4 $9.3M 126k 73.33
HICKS ACQUISITION Co Ii 0.4 $9.3M 950k 9.82
MOTOROLA Mobility 0.4 $9.1M 231k 39.24
Capital One Financial (COF) 0.4 $8.7M 156k 55.74
Green Dot 0.4 $8.5M 319k 26.52
Gilead Sciences Inc 1.000 may 01 14 3 0.4 $8.5M 7.0M 1.22
D Health Care Select S Ector us etf's - us tr 8 0.4 $8.1M 216k 37.62
D Chesapeake Energy Co Rp Com St Common Stock 1 0.4 $7.8M 335k 23.17
BlackRock Income Trust 0.3 $7.7M 1.0M 7.42
D Hornbeck Offshore Services Inc Common Stock 4 0.3 $7.7M 182k 42.03
Oracle Corp 0.3 $7.3M 250k 29.16
Equity Residential Pptys Tr sh ben int 2 0.3 $7.1M 113k 62.62
Post Properties 0.3 $7.1M 151k 46.86
Lmp Corporate Ln fund 5 0.3 $6.9M 582k 11.90
GLOBAL EAGLE Acquisition 0.3 $6.9M 710k 9.72
Newcastle Invt Corp 0.3 $6.8M 1.1M 6.28
D Goldman Sachs Group Inc Medium Common Stock 3 0.3 $6.7M 54k 124.37
Radian Group Inc debt 7 0.3 $6.8M 1.0M 6.75
Apollo Sr Floating Rate Fd I (AFT) 0.3 $6.5M 363k 17.91
Advance America, Cash Advance Centers 0.3 $6.0M 574k 10.49
NAUTILUS MARINE Acquisition 0.3 $5.8M 594k 9.79
Mi Developments 5 0.3 $5.8M 167k 34.59
Blue Wolf Mongolia Holdings 0.3 $5.7M 581k 9.73
Glimcher Realty Tr 0.2 $5.3M 517k 10.22
HAWAIIAN TELCOM Hold 0.2 $5.2M 299k 17.24
NUVEEN FLOATING Rate F und 6 0.2 $5.0M 420k 11.92
Alere 0.2 $4.7M 180k 26.01
Apollo Residential Mortgage 0.2 $4.7M 255k 18.38
Heartware Intl 0.2 $4.8M 73k 65.69
Mbia 0.2 $4.5M 464k 9.80
Heckmann Corp 0.2 $4.3M 993k 4.31
10/1 Ing Prime Rate Tr fund 4 0.2 $4.3M 7.8M 0.55
BP (BP) 0.2 $4.1M 92k 45.00
Principal Finl Group Onc 7 0.2 $4.2M 141k 29.51
INVESCO VAN Kamp fund 4 0.2 $4.2M 361k 11.68
Bgs Acquisition Corp unit 99/99/9999 0.2 $4.2M 426k 9.86
Platinum Underwriters Hldgs Lt 0.2 $4.0M 109k 36.50
Progress Energy 0.2 $4.0M 75k 53.11
Ciena Corp 0.2 $4.0M 246k 16.19
Cna Financial Corp Com Usd2.50 0.2 $3.6M 123k 29.33
Mannkind Corp debt 5 0.2 $3.7M 5.8M 0.63
Netapp Inc debt 6 0.2 $3.6M 2.5M 1.45
Gaylord Entmt 0.2 $3.5M 114k 30.80
CapitalSource 0.1 $3.3M 500k 6.60
Cisco Systems Inc Co m 1 0.1 $3.2M 153k 21.15
Nextera Energy Inc Co m 6 0.1 $3.2M 53k 61.08
Quality Distribution 0.1 $3.2M 229k 13.78
Home Properties In 0.1 $3.0M 50k 61.00
NUVEEN FLOATING Rt Inc Opp fund 6 0.1 $2.9M 244k 12.05
EATON VANCE FLTING Rate fund 2 0.1 $2.8M 171k 16.24
INCOME COM Nuveen Sht Dur F und 6 0.1 $2.8M 143k 19.42
Index Tracking Fund Powershares Senior Loan etp 7 0.1 $2.9M 118k 24.58
NOTE 7.000% 4/0 Eaton Vance Sr fund 2 0.1 $2.7M 380k 7.21
INVESCO VAN Kampen fund 4 0.1 $2.8M 565k 4.91
Acquisition 0.1 $2.9M 294k 9.84
AvalonBay Communities (AVB) 0.1 $2.5M 18k 141.36
Priceline.com Inc Co m 7 0.1 $2.7M 3.8k 717.40
Iconix Brand Grp 0.1 $2.5M 146k 17.38
NOTE 3.750%12/1 Omnicom Group D ebt 6 0.1 $2.6M 2.5M 1.02
Eaton Vance Sr Fltng Rte Tr 0.1 $2.5M 161k 15.24
Corelogic 0.1 $2.2M 135k 16.32
Prime Acquisition 0.1 $2.2M 226k 9.65
Convio 0.1 $2.2M 143k 15.47
Blackstone Gso Flting Rte Fu (BSL) 0.1 $2.1M 103k 19.95
Australia Acquisition Corp 0.1 $2.0M 206k 9.91
Ebay Inc Co m 2 0.1 $1.8M 50k 36.92
Ashford Hospitality Trust 0.1 $1.7M 184k 9.01
Hatteras Financial Corp 0.1 $1.8M 65k 27.91
Invesco Mortgage Capital shs 4 0.1 $1.7M 95k 17.65
Healthsouth Corp 0.1 $1.7M 84k 20.48
Old Republic Intl Com Usd1 0.1 $1.8M 169k 10.55
GLOBAL EAGLE Acquisition Cor unit 3 0.1 $1.7M 172k 10.15
Avis Budget (CAR) 0.1 $1.4M 100k 14.20
D Nuance Communication S Inc Com Common Stock 6 0.1 $1.5M 57k 25.57
Hologic 0.1 $1.6M 72k 21.55
Mfa Financial 0.1 $1.5M 195k 7.47
Collective Brands 0.1 $1.5M 76k 19.66
CHINA GROWTH Equity Investme 0.1 $1.4M 150k 9.61
MACQUARIE GLOBAL Infr Tot Rt fund 5 0.1 $1.5M 81k 18.45
CapLease 0.1 $1.4M 350k 4.03
Intel Corp 0.1 $1.4M 50k 28.12
Greenbrier Companies 0.1 $1.3M 68k 19.79
NUVEEN SR Income F und 6 0.1 $1.4M 192k 7.13
Corp Nisource 0.1 $1.2M 50k 24.36
Red Hat 0.1 $1.2M 20k 59.90
MEDLEY CAP Corp Com C om 5 0.1 $1.4M 123k 11.27
Fuelcell Energy 0.1 $1.4M 874k 1.56
Alpine Global Premier Properties Fund 0.1 $1.0M 159k 6.50
D Janus Capital Group Inc Com St Common Stock 4 0.1 $1.1M 129k 8.91
Eog Resources Inc Co m 2 0.1 $1.1M 9.8k 111.12
Las Vegas Sands Corp C om 5 0.1 $1.0M 18k 57.54
Cubesmart Com Usd0.01 0.1 $1.2M 99k 11.90
Netflix Inc Com Stk Comm on stock 6 0.1 $1.2M 10k 115.00
DISCOVERY Laboratories 0.1 $1.0M 378k 2.68
Avon Products 0.0 $968k 50k 19.36
ATP Oil & Gas Corporation 0.0 $806k 110k 7.35
Altra Holdings 0.0 $947k 49k 19.21
BlackRock Floating Rate Income Strat. Fn (FRA) 0.0 $894k 60k 14.81
Blackrock Fl Rate Ome Stra I 0.0 $913k 65k 13.95
Jaguar Mng 0.0 $877k 188k 4.67
CRAWFORD & CO Cl A 0.0 $869k 223k 3.90
AK Steel Holding Corporation 0.0 $567k 75k 7.56
Halliburton 0.0 $564k 17k 33.18
D Red Robin Gourmet Bu Rgers Inc Common Stock 7 0.0 $584k 16k 37.18
Jc Penney Co Inc Co m 7 0.0 $709k 20k 35.45
Griffon 0.0 $616k 58k 10.69
EASTN EUR FD Com fund 6 0.0 $695k 42k 16.57
PENNANTPARK Floating C om 7 0.0 $737k 63k 11.75
PIMCO INCOME Strategy Fu nd 7 0.0 $548k 54k 10.16
EINSTEIN NOAH Rest 0.0 $655k 44k 14.91
Baker Hughes Incorporated 0.0 $502k 12k 41.95
Pfizer 0.0 $394k 17k 22.64
First Tr Sr Flg Rte Incm 0.0 $541k 36k 14.97
Neostem 0.0 $347k 913k 0.38
Medcath Corporation 0.0 $340k 43k 7.86
Denali Fd Inc Com fund 2 0.0 $386k 26k 14.79
GLOBAL EAGLE Acquisition wrt 3 0.0 $344k 703k 0.49
HICKS ACQUISITION Co Ii-cw17 wrt 4 0.0 $440k 709k 0.62
NOVAGOLD Resources 0.0 $359k 50k 7.18
A. H. Belo Corporation 0.0 $185k 38k 4.90
Blackrock Diversified Income Stra. Fund (DVF) 0.0 $251k 24k 10.28
K V Pharmaceutical Co note 2.500% 5/1 4 0.0 $260k 1.0M 0.26
Anchor Bancorp 0.0 $202k 24k 8.48
Hercules Offshore 0.0 $237k 50k 4.74
Hertz Global Holdings 0.0 $321k 21k 15.02
JOURNAL Communications 0.0 $285k 51k 5.64
Intermolecular 0.0 $241k 39k 6.22
Armour Residential Reit Inc *w exp 11/07/201 0.0 $101k 5.0M 0.02
AUSTRALIA ACQUISITION Corp *w Exp99/99/999 warrant 0.0 $86k 227k 0.38
HLDGS INC Neostem Inc wrt 6 0.0 $1.3k 131k 0.01
Owens Corning New wrt 6 0.0 $33k 138k 0.24
57th Street General Acq-cw16 rt 0.0 $19k 96k 0.20
ACQUISITION Cor-cw15 wrt g 0.0 $49k 157k 0.31
HYDROELECTRONIC Cp wrt g 0.0 $20k 649k 0.03
PRIME ACQUISITION Corp-cw16 wrt g 0.0 $63k 181k 0.35
Cosi 0.0 $108k 100k 1.08
Hyperdynamics 0.0 $22k 17k 1.28