Pine River Capital Management

Pine River Capital Management as of June 30, 2012

Portfolio Holdings for Pine River Capital Management

Pine River Capital Management holds 210 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Annaly Cap Mgmt Inc note 5.000% 5/1 10.5 $201M 203M 0.99
American Capital 5.8 $111M 11M 10.06
Apple (AAPL) 5.4 $103M 176k 583.99
Ocwen Financial Corporation 3.6 $69M 3.7M 18.78
Phh Corp cnv 3.1 $59M 37M 1.61
Financial Select Sector SPDR (XLF) 2.9 $56M 3.8M 14.64
Energy Select Sector SPDR (XLE) 2.8 $54M 810k 66.37
Microsoft Corporation (MSFT) 2.6 $51M 1.7M 30.59
Intel Corporation (INTC) 2.5 $48M 1.8M 26.65
American Capital Agency 2.4 $46M 1.4M 33.61
PennyMac Mortgage Investment Trust (PMT) 2.4 $45M 2.3M 19.73
Dominion Res Inc Va New debt 2.0 $39M 25M 1.57
iShares Dow Jones US Real Estate (IYR) 2.0 $38M 600k 63.94
Liberty Media Corp deb 3.500% 1/1 1.6 $30M 67M 0.44
Cms Energy Corp note 5.500% 6/1 1.5 $28M 17M 1.70
Johnson & Johnson (JNJ) 1.4 $26M 385k 67.56
Quest Software 1.3 $26M 925k 27.81
iShares MSCI Australia Index Fund (EWA) 1.3 $25M 1.2M 21.85
Home Depot (HD) 1.3 $25M 464k 52.99
Omnicare Inc note 3.750%12/1 1.1 $21M 16M 1.32
Exxon Mobil Corporation (XOM) 1.0 $20M 229k 85.57
General Mtrs Co *w exp 07/10/201 1.0 $20M 2.9M 6.78
JPMorgan Chase & Co. (JPM) 1.0 $19M 534k 35.73
Medicis Pharmaceutical Corp note 2.500% 6/0 1.0 $19M 15M 1.25
Rayonier Trs Hldgs Inc note 3.750%10/1 1.0 $19M 15M 1.24
Notes Gencorp Inc. 4.0625% dbcv 0.9 $17M 16M 1.04
Kinder Morgan (KMI) 0.9 $17M 520k 32.22
Procter & Gamble Company (PG) 0.8 $16M 259k 61.25
American International (AIG) 0.8 $15M 461k 32.08
Morgan Stanley (MS) 0.7 $14M 942k 14.59
Pfizer (PFE) 0.7 $14M 589k 23.01
First Horizon National Corporation (FHN) 0.7 $13M 1.6M 8.65
Invesco Mortgage Capital 0.7 $13M 731k 18.34
iShares MSCI Brazil Index (EWZ) 0.7 $13M 255k 51.69
Mbia (MBI) 0.7 $13M 1.2M 10.81
Oil Sts Intl Inc note 2.375% 7/0 0.7 $13M 6.0M 2.09
Dolan Company 0.7 $13M 1.9M 6.73
CoreLogic 0.7 $13M 684k 18.31
Global Payments (GPN) 0.6 $12M 285k 43.23
Digital Realty Trust (DLR) 0.6 $12M 159k 75.07
Cubist Pharmaceuticals 0.6 $11M 292k 37.91
International Business Machines (IBM) 0.6 $11M 56k 195.59
General Electric Company 0.6 $11M 512k 20.84
At&t (T) 0.6 $11M 293k 35.66
Chevron Corporation (CVX) 0.5 $10M 96k 105.51
Netapp Inc note 1.750% 6/0 0.5 $9.8M 8.5M 1.15
USD0.01 Hicks Acquisition Co Ii cmn 0.5 $9.4M 950k 9.93
Lincoln National Corporation (LNC) 0.5 $9.2M 420k 21.87
Green Dot Corporation (GDOT) 0.5 $9.1M 411k 22.12
Legg Mason 0.5 $8.7M 329k 26.37
Coca-Cola Company (KO) 0.5 $8.6M 110k 78.18
Chart Industries (GTLS) 0.5 $8.7M 126k 68.77
CNA Financial Corporation (CNA) 0.4 $8.4M 305k 27.72
Piper Jaffray Companies (PIPR) 0.4 $8.4M 360k 23.43
CapitalSource 0.4 $8.3M 1.2M 6.72
BlackRock Income Trust 0.4 $7.8M 1.0M 7.48
iShares FTSE/Xinhua China 25 Index (FXI) 0.4 $7.7M 230k 33.67
Philip Morris International (PM) 0.4 $7.3M 84k 87.27
ROI ACQUISITION Corp unit 99/99/9999 0.4 $7.2M 721k 10.00
Berkshire Hathaway (BRK.B) 0.4 $7.0M 84k 83.31
Google 0.4 $7.0M 12k 580.00
Bank of America Corporation (BAC) 0.4 $6.9M 840k 8.18
Global Eagle Acquisition Cor 0.4 $6.9M 710k 9.77
Axis Capital Holdings (AXS) 0.3 $6.5M 199k 32.55
Human Genome Sciences 0.3 $6.6M 500k 13.13
HeartWare International 0.3 $6.4M 73k 88.81
Merck & Co (MRK) 0.3 $6.2M 148k 41.75
CBOE Holdings (CBOE) 0.3 $6.1M 219k 27.68
Radian Group Inc note 3.000%11/1 0.3 $6.0M 10M 0.60
Hawaiian Telcom Holdco 0.3 $5.8M 299k 19.51
Nautilus Marine Acquisit Cor shsadded 0.3 $5.8M 594k 9.82
Apartment Investment and Management 0.3 $5.5M 204k 27.03
Oracle Corporation (ORCL) 0.3 $5.6M 190k 29.69
Omnicom Group Inc debt 0.3 $5.6M 5.5M 1.02
General Mtrs Co *w exp 07/10/201 0.3 $5.5M 500k 11.02
Blue Wolf Mongolia Holdings 0.3 $5.6M 581k 9.68
Pepsi (PEP) 0.3 $5.4M 76k 70.64
Advanced Micro Devices Inc note 6.000% 5/0 0.3 $5.1M 5.0M 1.02
Gilead Sciences conv 0.3 $5.2M 4.0M 1.30
Abbott Laboratories (ABT) 0.3 $4.9M 76k 64.47
Ariba 0.3 $5.1M 113k 44.76
Comstock Resources 0.3 $4.9M 325k 15.14
Hornbeck Offshore Services 0.2 $4.7M 122k 38.77
Qualcomm (QCOM) 0.2 $4.5M 81k 55.70
Rite Aid Corp note 8.500% 5/1 0.2 $4.5M 4.3M 1.06
iShares MSCI South Korea Index Fund (EWY) 0.2 $4.6M 84k 54.81
McDonald's Corporation (MCD) 0.2 $4.4M 49k 88.50
Cisco Systems (CSCO) 0.2 $4.4M 259k 17.17
Retail Opportunity Invts Cor *w exp 10/23/201 0.2 $4.4M 4.9M 0.90
Comcast Corporation (CMCSA) 0.2 $4.2M 130k 31.99
Ciena Corporation (CIEN) 0.2 $4.2M 254k 16.37
SAFEGUARD SCIENTIFICS INC Dbcv 10.125% 3/1 debt 0.2 $4.2M 3.4M 1.26
Bgs Acquisition Corp unit 99/99/9999 0.2 $4.2M 426k 9.84
Principal Financial (PFG) 0.2 $4.0M 151k 26.23
Amazon (AMZN) 0.2 $4.0M 18k 228.34
Chesapeake Energy Corp note 2.500% 5/1 0.2 $4.1M 5.0M 0.82
ConocoPhillips (COP) 0.2 $3.5M 64k 55.86
Market Vectors Oil Service Etf 0.2 $3.6M 100k 35.64
Altria (MO) 0.2 $3.5M 102k 34.57
Occidental Petroleum Corporation (OXY) 0.2 $3.4M 39k 85.77
USD.01 Mannkind Corp sr unsecured 0.2 $3.4M 5.8M 0.59
Kraft Foods 0.2 $3.3M 86k 38.61
Amgen (AMGN) 0.2 $3.3M 46k 72.91
Rovi Corporation 0.2 $3.2M 165k 19.62
3M Company (MMM) 0.2 $3.0M 34k 89.57
Platinum Underwriter/ptp 0.2 $3.0M 78k 38.10
Edgen 0.2 $3.1M 414k 7.52
American Express Company (AXP) 0.1 $2.8M 48k 58.21
Bristol Myers Squibb (BMY) 0.1 $2.9M 82k 35.95
CVS Caremark Corporation (CVS) 0.1 $2.9M 62k 46.71
Cazador Acquisition Corporat 0.1 $2.9M 294k 9.88
Andina Acquisition 0.1 $3.0M 295k 10.00
Caterpillar (CAT) 0.1 $2.7M 31k 84.89
Boeing Company (BA) 0.1 $2.7M 36k 74.28
iShares MSCI Taiwan Index 0.1 $2.8M 225k 12.23
Citigroup (C) 0.1 $2.6M 96k 27.42
Pdc Energy 0.1 $2.7M 109k 24.51
Iconix Brand 0.1 $2.6M 146k 17.47
Global Eagle Acquisition Cor unit 99/99/9999 0.1 $2.4M 242k 10.05
Materials SPDR (XLB) 0.1 $2.3M 65k 35.29
Australia Acquisition Corp 0.1 $2.1M 206k 10.00
Prime Acquisition Corp 0.1 $2.2M 226k 9.65
JDS Uniphase Corporation 0.1 $1.9M 175k 11.01
Healthsouth 0.1 $1.9M 84k 23.27
Hatteras Financial 0.1 $1.9M 65k 28.60
Market Vector Russia ETF Trust 0.1 $1.8M 70k 26.16
Blackstone Gso Flting Rte Fu (BSL) 0.1 $1.9M 100k 19.05
Facebook Inc cl a (META) 0.1 $1.9M 60k 31.10
Edwards Group Ltd Sponsored 0.1 $2.0M 250k 8.00
Acquity 0.1 $2.0M 199k 9.85
Aetna 0.1 $1.7M 43k 38.77
Macy's (M) 0.1 $1.7M 50k 34.36
EMC Corporation 0.1 $1.7M 66k 25.65
Alere 0.1 $1.8M 90k 19.44
Goldman Sachs (GS) 0.1 $1.5M 16k 95.74
MFA Mortgage Investments 0.1 $1.5M 195k 7.89
China Growth Equity Inv 0.1 $1.5M 150k 9.80
Hologic (HOLX) 0.1 $1.3M 72k 18.02
Gap (GPS) 0.1 $1.4M 50k 27.36
Newcastle Investment 0.1 $1.4M 208k 6.70
BRE Properties 0.1 $1.2M 25k 50.00
Greenbrier Companies (GBX) 0.1 $1.2M 68k 17.58
iShares MSCI Mexico Inv. Mt. Idx. (EWW) 0.1 $1.2M 20k 61.50
Chiquita Brands Intl Inc note 4.250% 8/1 0.1 $1.1M 1.5M 0.72
Eaton Vance Floating-Rate Income Trust (EFT) 0.1 $1.1M 69k 15.46
Microvision Inc Del (MVIS) 0.1 $1.2M 730k 1.61
KB Home (KBH) 0.1 $980k 100k 9.80
EOG Resources (EOG) 0.1 $883k 9.8k 90.10
Dryships/drys 0.1 $952k 435k 2.19
Janus Capital 0.1 $1.0M 129k 7.82
Rite Aid Corporation 0.1 $938k 670k 1.40
JAKKS Pacific 0.1 $901k 56k 16.00
ROYAL BK SCOTLAND Group Plc sp adr pref s 0.1 $886k 50k 17.72
Neostem (NBS) 0.1 $898k 1.8M 0.49
Ocean Rig Udw 0.1 $1.0M 75k 13.51
Gold Std Ventures 0.1 $960k 500k 1.92
Gen-Probe Incorporated 0.0 $732k 8.9k 82.25
Constellation Brands (STZ) 0.0 $677k 25k 27.08
Red Robin Gourmet Burgers (RRGB) 0.0 $784k 26k 30.50
McMoRan Exploration 0.0 $855k 68k 12.67
Altra Holdings 0.0 $776k 49k 15.74
Bank Of America Corporation preferred (BAC.PL) 0.0 $717k 735.00 975.51
Crawford & Company (CRD.A) 0.0 $829k 215k 3.86
Baker Hughes Incorporated 0.0 $492k 12k 41.11
Halliburton Company (HAL) 0.0 $482k 17k 28.35
Monster Worldwide 0.0 $498k 60k 8.30
Griffon Corporation (GFF) 0.0 $494k 58k 8.58
ATP Oil & Gas Corporation 0.0 $495k 147k 3.36
Mack-Cali Realty (VRE) 0.0 $599k 21k 29.04
Brookdale Senior Living (BKD) 0.0 $636k 36k 17.77
Navistar International Corporation 0.0 $593k 21k 28.37
Global Power Equipment Grp I 0.0 $655k 30k 21.83
Blackrock Fl Rate Ome Stra I 0.0 $494k 38k 13.16
Invesco Van Kampen Dyn Cr Opp Fund 0.0 $543k 46k 11.73
Macquarie Global Infr Total Rtrn Fnd 0.0 $642k 37k 17.37
Morgan Stanley East. Euro 0.0 $606k 41k 14.77
Hicks Acquisition Co Ii-cw17 0.0 $480k 961k 0.50
Nationstar Mortgage 0.0 $665k 31k 21.52
Genco Shipping & Trading 0.0 $332k 109k 3.04
Forest Oil Corporation 0.0 $367k 50k 7.34
H&R Block (HRB) 0.0 $400k 25k 16.00
Aol 0.0 $292k 10k 28.08
MedCath Corporation 0.0 $323k 43k 7.47
Einstein Noah Restaurant 0.0 $383k 22k 17.56
ADVENTRX Pharmaceuticals 0.0 $319k 625k 0.51
Eaton Vance Senior Floating Rate Fund (EFR) 0.0 $416k 27k 15.26
Royce Focus Tr 0.0 $360k 57k 6.28
BlackRock Floating Rate Income Strat. Fn (FRA) 0.0 $471k 33k 14.42
Nuveen Fltng Rte Incm Opp 0.0 $340k 29k 11.89
Pimco Income Strategy Fund II (PFN) 0.0 $328k 31k 10.47
Denali Fund 0.0 $374k 26k 14.33
Apollo Residential Mortgage 0.0 $419k 22k 19.28
Blue Wolf Mongolia Holdings *w exp 07/20/201 0.0 $349k 581k 0.60
Journal Communications 0.0 $270k 52k 5.15
Owens Corning New *w exp 10/30/201 0.0 $135k 138k 0.98
A. H. Belo Corporation 0.0 $252k 63k 4.02
EnteroMedics 0.0 $207k 60k 3.45
Banro Corp 0.0 $116k 31k 3.74
Armour Residential Reit Inc *w exp 11/07/201 0.0 $101k 5.0M 0.02
LMP Corporate Loan Fund 0.0 $131k 11k 12.02
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $176k 703k 0.25
Retail Properties Of America 0.0 $193k 20k 9.75
Cosi 0.0 $71k 100k 0.71
Hyperdynamics Corp 0.0 $14k 17k 0.82
Neostem Inc *w exp 07/16/201 0.0 $1.5k 150k 0.01
Cazador Acquisition Corporat *w exp 99/99/999 0.0 $24k 157k 0.15
China Hydroelectric Corporat w exp 01/25/201 0.0 $13k 649k 0.02
AUSTRALIA ACQUISITION Corp *w Exp99/99/999 warrant 0.0 $80k 727k 0.11
Prime Acquisition Corp *w exp 99/99/999 0.0 $58k 181k 0.32
57th Street General Acq-cw16 rt 0.0 $8.6k 96k 0.09