Pine River Capital Management

Pine River Capital Management as of Sept. 30, 2012

Portfolio Holdings for Pine River Capital Management

Pine River Capital Management holds 207 positions in its portfolio as reported in the September 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 6.8 $214M 210M 1.02
iShares Russell 2000 Index (IWM) 5.5 $174M 2.1M 83.44
American International (AIG) 5.5 $172M 5.2M 32.79
Financial Select Sector SPDR (XLF) 5.3 $167M 11M 15.59
Apple (AAPL) 5.1 $162M 242k 667.10
American Capital 4.4 $140M 12M 11.35
Cys Investments 4.3 $137M 9.7M 14.09
Ocwen Financial Corporation 3.9 $122M 4.4M 27.41
PennyMac Mortgage Investment Trust (PMT) 2.8 $87M 3.7M 23.37
Phh Corp cnv 2.3 $73M 40M 1.82
Nexen 2.1 $66M 2.6M 25.34
Goldman Sachs (GS) 1.4 $46M 401k 113.68
Exxon Mobil Corporation (XOM) 1.4 $43M 467k 91.45
Allstate Corporation (ALL) 1.3 $42M 1.1M 39.61
Dominion Res Inc Va New debt 1.2 $39M 25M 1.55
PowerShares QQQ Trust, Series 1 1.1 $36M 520k 68.58
General Mtrs Co *w exp 07/10/201 1.1 $34M 4.1M 8.28
Liberty Media Corp deb 3.500% 1/1 1.0 $32M 67M 0.47
General Electric Company 1.0 $31M 1.4M 22.71
Fifth Third Ban (FITB) 1.0 $31M 2.0M 15.51
Aetna 0.9 $29M 720k 39.60
Cms Energy Corp note 5.500% 6/1 0.9 $29M 17M 1.71
MFA Mortgage Investments 0.8 $26M 3.1M 8.50
MetLife (MET) 0.8 $26M 744k 34.46
International Business Machines (IBM) 0.8 $24M 115k 207.44
Chevron Corporation (CVX) 0.7 $23M 198k 116.56
At&t (T) 0.7 $23M 603k 37.70
Omnicare Inc note 3.750%12/1 0.7 $23M 16M 1.41
Microsoft Corporation (MSFT) 0.7 $22M 746k 29.76
Global Payments (GPN) 0.7 $22M 525k 41.83
Axis Capital Holdings (AXS) 0.7 $22M 630k 34.92
Discover Financial Services (DFS) 0.7 $22M 549k 39.73
Medicis Pharmaceutical Corporation 0.7 $22M 500k 43.27
Rayonier Trs Hldgs Inc note 3.750%10/1 0.7 $21M 15M 1.37
Salesforce Com Inc note 0.750% 1/1 0.7 $21M 11M 1.86
Medicis Pharmaceutical Corp note 2.500% 6/0 0.6 $20M 14M 1.49
Johnson & Johnson (JNJ) 0.6 $19M 279k 68.91
Pfizer (PFE) 0.6 $19M 770k 24.85
Procter & Gamble Company (PG) 0.6 $19M 276k 69.37
iShares MSCI Australia Index Fund (EWA) 0.6 $19M 815k 23.79
Mylan Inc note 3.750% 9/1 0.6 $19M 10M 1.92
Google 0.6 $19M 25k 754.42
American Campus Communities 0.6 $19M 425k 43.88
Chimera Investment Corporation 0.6 $19M 6.9M 2.71
Principal Financial (PFG) 0.6 $17M 642k 26.94
Coca-Cola Company (KO) 0.5 $17M 453k 37.93
National Retail Properties I note 5.125% 6/1 0.5 $16M 14M 1.20
JPMorgan Chase & Co. (JPM) 0.5 $16M 382k 40.48
Philip Morris International (PM) 0.5 $16M 173k 89.95
SanDisk Corporation 0.5 $16M 358k 43.43
Berkshire Hathaway (BRK.B) 0.5 $15M 173k 88.21
CoreLogic 0.5 $15M 549k 26.53
General Mtrs Co *w exp 07/10/201 0.5 $14M 1.0M 13.78
Merck & Co (MRK) 0.4 $14M 308k 45.09
Jefferies 0.4 $14M 1.0M 13.69
Shares Tr Ii Vix Shttrm Fut Ad 0.4 $14M 750k 18.15
Capital One Financial (COF) 0.4 $13M 231k 57.01
CNA Financial Corporation (CNA) 0.4 $13M 489k 26.80
Dole Food Company 0.4 $13M 905k 14.03
Oracle Corporation (ORCL) 0.4 $12M 387k 31.46
Intel Corporation (INTC) 0.4 $11M 503k 22.65
Altria (MO) 0.4 $11M 340k 33.39
American Capital Agency 0.4 $11M 329k 34.60
Pepsi (PEP) 0.3 $11M 158k 70.78
Abbott Laboratories (ABT) 0.3 $11M 158k 68.57
Schlumberger (SLB) 0.3 $11M 147k 72.32
Qualcomm (QCOM) 0.3 $11M 170k 62.46
Cisco Systems (CSCO) 0.3 $10M 536k 19.09
iShares MSCI Germany Index Fund (EWG) 0.3 $9.9M 440k 22.57
Comcast Corporation (CMCSA) 0.3 $9.6M 269k 35.75
McDonald's Corporation (MCD) 0.3 $9.4M 103k 91.73
Chart Industries (GTLS) 0.3 $9.3M 126k 73.85
Home Depot (HD) 0.3 $9.2M 152k 60.38
Amazon (AMZN) 0.3 $9.0M 35k 254.32
Piper Jaffray Companies (PIPR) 0.3 $9.0M 355k 25.45
Knight Capital Group Inc. 3.50% dbcv 0.3 $9.1M 10M 0.91
Best Buy (BBY) 0.3 $8.6M 500k 17.20
Aircastle 0.3 $8.4M 741k 11.33
Home Loan Servicing Solution ord 0.3 $8.4M 517k 16.28
Bank of America Corporation (BAC) 0.3 $8.2M 923k 8.84
Moody's Corporation (MCO) 0.2 $7.8M 178k 44.17
iShares iBoxx $ High Yid Corp Bond (HYG) 0.2 $7.9M 85k 92.30
Citigroup (C) 0.2 $8.0M 244k 32.73
ConocoPhillips (COP) 0.2 $7.3M 127k 57.17
Mbia (MBI) 0.2 $7.2M 712k 10.13
Heartland Payment Systems 0.2 $7.4M 234k 31.68
Dollar General (DG) 0.2 $7.2M 140k 51.54
Notes Gencorp Inc. 4.0625% dbcv 0.2 $7.2M 5.8M 1.25
ROI ACQUISITION Corp unit 99/99/9999 0.2 $7.2M 721k 10.05
Arthur J. Gallagher & Co. (AJG) 0.2 $6.9M 192k 35.82
Healthcare Realty Trust Incorporated 0.2 $7.0M 303k 23.05
Occidental Petroleum Corporation (OXY) 0.2 $7.0M 81k 86.06
HeartWare International 0.2 $6.9M 73k 94.49
Global Eagle Acquisition Cor 0.2 $7.1M 710k 9.95
Amgen (AMGN) 0.2 $6.5M 77k 84.32
Platinum Underwriter/ptp 0.2 $6.7M 163k 40.87
3M Company (MMM) 0.2 $6.4M 69k 92.46
Hornbeck Offshore Services 0.2 $6.3M 171k 36.65
CVS Caremark Corporation (CVS) 0.2 $6.1M 127k 48.43
Comstock Resources 0.2 $6.0M 325k 18.38
Nautilus Marine Acquisit Cor shsadded 0.2 $5.9M 594k 9.96
Scg Finl Acquisition 0.2 $6.1M 620k 9.83
American Express Company (AXP) 0.2 $5.7M 100k 56.88
Caterpillar (CAT) 0.2 $5.6M 65k 86.04
Bristol Myers Squibb (BMY) 0.2 $5.8M 171k 33.75
Blue Wolf Mongolia Holdings 0.2 $5.7M 581k 9.82
Performant Finl (PFMT) 0.2 $5.5M 516k 10.73
Brown & Brown (BRO) 0.2 $5.4M 207k 26.07
Education Realty Trust 0.2 $5.4M 493k 10.90
Hawaiian Telcom Holdco 0.2 $5.3M 300k 17.73
Prospect Capital Corp note 6.250%12/1 0.2 $5.4M 5.0M 1.07
Advanced Micro Devices Inc note 6.000% 5/0 0.2 $5.1M 5.0M 1.01
Molson Coors Brewing Co note 2.500% 7/3 0.2 $5.2M 5.0M 1.03
PennantPark Investment (PNNT) 0.2 $5.1M 483k 10.61
Retail Opportunity Invts Cor *w exp 10/23/201 0.2 $5.1M 4.8M 1.05
New Mountain Finance Corp (NMFC) 0.2 $5.2M 350k 14.82
Chesapeake Energy Corp note 2.500% 5/1 0.1 $4.5M 5.0M 0.89
Netapp Inc note 1.750% 6/0 0.1 $4.0M 3.5M 1.14
Boeing Company (BA) 0.1 $4.0M 58k 69.36
SAFEGUARD SCIENTIFICS INC Dbcv 10.125% 3/1 debt 0.1 $4.1M 3.4M 1.23
Global Eagle Acquisition Cor unit 99/99/9999 0.1 $4.3M 428k 9.95
Bgs Acquisition Corp unit 99/99/9999 0.1 $4.2M 426k 9.90
EMC Corporation 0.1 $3.9M 144k 27.29
FirstMerit Corporation 0.1 $3.9M 263k 14.71
USD.01 Mannkind Corp sr unsecured 0.1 $3.9M 5.8M 0.67
Facebook Inc cl a (META) 0.1 $3.9M 180k 21.66
Baidu (BIDU) 0.1 $3.5M 30k 116.90
Colony Financial 0.1 $3.4M 176k 19.48
Casella Waste Systems (CWST) 0.1 $3.2M 760k 4.27
Apollo Investment 0.1 $3.1M 399k 7.88
Omnicom Group Inc debt 0.1 $3.2M 3.0M 1.05
Novellus Systems, Inc. note 2.625% 5/1 0.1 $3.2M 2.9M 1.11
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $2.8M 80k 34.60
AsiaInfo-Linkage 0.1 $2.7M 233k 11.71
Edgen 0.1 $2.9M 369k 7.75
Andina Acquisition 0.1 $2.9M 295k 9.98
Focus Media Holding 0.1 $2.5M 105k 23.40
Everbank Finl 0.1 $2.4M 176k 13.77
Infinity Cross Border Acquisition unit 0.1 $2.6M 315k 8.11
Eagle Materials (EXP) 0.1 $2.3M 50k 46.26
Prime Acquisition Corp 0.1 $2.2M 226k 9.89
Alere 0.1 $1.8M 90k 19.50
Iconix Brand 0.1 $1.8M 98k 18.24
Ciena Corporation (CIEN) 0.1 $1.8M 130k 13.59
Healthsouth 0.1 $2.0M 84k 24.06
Edwards Group Ltd Sponsored 0.1 $1.8M 266k 6.94
MGIC Investment (MTG) 0.1 $1.5M 1.0M 1.53
Apartment Investment and Management 0.1 $1.6M 62k 25.99
Nuveen Multi-Strategy Inc & Growth Fd 2 (JQC) 0.1 $1.7M 175k 9.72
China Growth Equity Inv 0.1 $1.6M 150k 10.36
Microvision Inc Del (MVIS) 0.1 $1.7M 730k 2.32
Del Friscos Restaurant 0.1 $1.7M 114k 14.90
Hologic (HOLX) 0.0 $1.3M 65k 20.20
Entropic Communications 0.0 $1.2M 200k 5.82
stock 0.0 $1.4M 102k 13.95
Bloomin Brands (BLMN) 0.0 $1.2M 75k 16.45
Dryships/drys 0.0 $1.0M 435k 2.34
Resource Capital 0.0 $820k 140k 5.88
Red Robin Gourmet Burgers (RRGB) 0.0 $838k 26k 32.60
Brookdale Senior Living (BKD) 0.0 $832k 36k 23.24
Greenbrier Companies (GBX) 0.0 $863k 54k 16.13
Neostem (NBS) 0.0 $863k 1.3M 0.69
BlackRock Corporate High Yield Fund VI (HYT) 0.0 $789k 60k 13.15
Crawford & Company (CRD.A) 0.0 $810k 188k 4.32
Gse Holding 0.0 $908k 116k 7.85
Exacttarget 0.0 $1.0M 42k 24.22
EOG Resources (EOG) 0.0 $549k 4.9k 112.04
Hovnanian Enterprises 0.0 $519k 150k 3.46
Rite Aid Corporation 0.0 $784k 670k 1.17
Peet's Coffee & Tea 0.0 $771k 11k 73.43
3SBio (SSRX) 0.0 $520k 40k 13.00
inContact, Inc . 0.0 $639k 98k 6.50
Global Power Equipment Grp I 0.0 $555k 30k 18.50
HiSoft Technology International (HSFT) 0.0 $709k 69k 10.33
China TransInfo Technology 0.0 $725k 126k 5.74
Intel Corp. Jr. Sub. Cv. Deb. conv 0.0 $571k 464k 1.23
Macquarie Global Infr Total Rtrn Fnd 0.0 $708k 37k 19.15
Morgan Stanley East. Euro 0.0 $537k 33k 16.20
Genco Shipping & Trading 0.0 $403k 109k 3.69
Perfect World 0.0 $396k 36k 10.87
Griffon Corporation (GFF) 0.0 $456k 44k 10.30
Journal Communications 0.0 $273k 52k 5.21
Cosi 0.0 $446k 579k 0.77
Einstein Noah Restaurant 0.0 $386k 22k 17.70
ADVENTRX Pharmaceuticals 0.0 $450k 625k 0.72
A. H. Belo Corporation 0.0 $303k 63k 4.83
EnteroMedics 0.0 $219k 60k 3.65
Royce Focus Tr 0.0 $386k 57k 6.73
Pimco Income Strategy Fund II (PFN) 0.0 $358k 31k 11.43
Lj International Inc. ord 0.0 $317k 174k 1.82
Denali Fund 0.0 $426k 26k 16.32
AUSTRALIA ACQUISITION Corp *w Exp99/99/999 warrant 0.0 $184k 707k 0.26
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $176k 703k 0.25
Acquity 0.0 $238k 24k 9.79
Rite Aid Corp note 8.500% 5/1 0.0 $158k 150k 1.05
China XD Plastics 0.0 $49k 13k 3.77
MannKind Corporation 0.0 $156k 213k 0.73
Owens Corning New *w exp 10/30/201 0.0 $98k 112k 0.87
Armour Residential Reit Inc *w exp 11/07/201 0.0 $101k 5.0M 0.02
Resolute Energy Corp *w exp 09/25/201 0.0 $13k 20k 0.67
Hyperdynamics Corp 0.0 $13k 17k 0.76
Pluristem Therapeutics 0.0 $16k 30k 0.53
Discovery Laboratories 0.0 $108k 200k 0.54
Neostem Inc *w exp 07/16/201 0.0 $1.5k 150k 0.01
China Hydroelectric Corporat w exp 01/25/201 0.0 $6.5k 649k 0.01
Prime Acquisition Corp *w exp 99/99/999 0.0 $54k 181k 0.30
57th Street General Acq-cw16 rt 0.0 $4.8k 96k 0.05