Pine River Capital Management

Pine River Capital Management as of March 31, 2013

Portfolio Holdings for Pine River Capital Management

Pine River Capital Management holds 287 positions in its portfolio as reported in the March 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
American Capital Agency 6.3 $231M 7.0M 32.78
iShares Russell 2000 Index (IWM) 6.0 $219M 2.3M 94.43
Annaly Cap Mgmt Inc note 5.000% 5/1 5.8 $215M 207M 1.04
Ocwen Financial Corporation 4.3 $158M 4.2M 37.92
Cys Investments 3.9 $144M 12M 11.74
American Capital 3.3 $120M 8.3M 14.59
Annaly Capital Management 3.1 $115M 7.2M 15.89
American International (AIG) 2.6 $96M 2.5M 38.82
General Mtrs Co *w exp 07/10/201 2.6 $95M 8.0M 11.79
H.J. Heinz Company 1.6 $60M 831k 72.27
iShares FTSE/Xinhua China 25 Index (FXI) 1.6 $59M 1.6M 36.93
Knight Capital Group Inc. 3.50% dbcv 1.6 $59M 59M 1.00
Humana (HUM) 1.6 $58M 838k 69.10
Anworth Mortgage Asset Corporation 1.6 $58M 9.1M 6.33
Phh Corp cnv 1.4 $51M 27M 1.92
Home Loan Servicing Solution ord 1.4 $50M 2.1M 23.33
Google 1.2 $46M 58k 794.36
Dominion Res Inc Va New debt 1.2 $43M 25M 1.71
Apollo Residential Mortgage 1.1 $41M 1.8M 22.29
Knight Capital 1.1 $39M 11M 3.72
Global Payments (GPN) 1.0 $37M 737k 49.66
Liberty Media Corp deb 3.500% 1/1 1.0 $36M 67M 0.53
National Retail Properties I note 5.125% 6/1 0.9 $35M 25M 1.42
SanDisk Corporation 0.9 $35M 632k 54.96
General Mtrs Co *w exp 07/10/201 0.9 $34M 1.8M 18.56
Cms Energy Corp note 5.500% 6/1 0.9 $34M 17M 2.03
Home Depot (HD) 0.8 $30M 425k 69.78
Lincoln National Corporation (LNC) 0.8 $28M 855k 32.61
American Capital Mortgage In 0.8 $28M 1.1M 25.84
Prudential Financial (PRU) 0.7 $27M 449k 58.99
Exxon Mobil Corporation (XOM) 0.7 $25M 275k 90.11
Apple (AAPL) 0.7 $25M 56k 442.63
Cibc Cad (CM) 0.7 $25M 310k 79.68
Heartland Payment Systems 0.7 $24M 730k 32.97
Schlumberger (SLB) 0.6 $23M 313k 74.89
MFA Mortgage Investments 0.6 $23M 2.5M 9.32
Aspen Insurance Holdings 0.6 $22M 567k 38.58
Mylan Inc note 3.750% 9/1 0.6 $22M 10M 2.22
eBay (EBAY) 0.6 $22M 399k 54.22
China Mobile 0.6 $21M 400k 53.13
MetLife (MET) 0.6 $21M 559k 38.02
CapitalSource 0.5 $20M 2.1M 9.62
Aetna 0.5 $20M 387k 51.13
Brookdale Senior Living (BKD) 0.5 $20M 710k 27.88
Bank Of Montreal Cadcom (BMO) 0.5 $20M 310k 63.95
Discover Financial Services (DFS) 0.5 $19M 423k 44.84
Rbc Cad (RY) 0.5 $19M 310k 61.20
First Republic Bank/san F (FRCB) 0.5 $19M 485k 38.62
Liberty Global 0.5 $18M 257k 68.63
Baidu (BIDU) 0.5 $18M 200k 87.70
CNA Financial Corporation (CNA) 0.5 $17M 520k 32.69
Everest Re Group (EG) 0.5 $17M 128k 129.86
Halliburton Company (HAL) 0.4 $16M 399k 40.41
Capital One Financial (COF) 0.4 $15M 280k 54.95
General Electric Company 0.4 $15M 630k 23.12
Netflix (NFLX) 0.4 $15M 78k 189.27
Coca-Cola Company (KO) 0.4 $14M 352k 40.44
Melco Crown Entertainment (MLCO) 0.4 $14M 592k 23.35
Johnson & Johnson (JNJ) 0.4 $14M 171k 81.50
Lennar Corporation (LEN) 0.4 $14M 329k 41.48
Noble Energy 0.4 $14M 117k 115.66
International Business Machines (IBM) 0.4 $14M 64k 213.35
Evercore Partners (EVR) 0.4 $14M 330k 41.60
Colony Financial 0.4 $14M 606k 22.20
Microsoft Corporation (MSFT) 0.4 $13M 459k 28.61
Pfizer (PFE) 0.4 $13M 456k 28.85
Anadarko Petroleum Corporation 0.3 $13M 149k 87.45
Biomarin Pharmaceutical Inc note 1.875% 4/2 0.3 $13M 4.0M 3.09
SEI Investments Company (SEIC) 0.3 $13M 435k 28.85
At&t (T) 0.3 $12M 338k 36.69
Procter & Gamble Company (PG) 0.3 $13M 163k 77.06
Rait Financial Trust - Putable At 100 conv bond 0.3 $12M 9.4M 1.28
Prospect Capital Corp note 6.250%12/1 0.3 $12M 11M 1.08
Advanced Micro Devices Inc note 6.000% 5/0 0.3 $12M 12M 1.00
Berkshire Hathaway (BRK.B) 0.3 $11M 110k 104.22
Dresser-Rand 0.3 $12M 187k 61.66
priceline.com Incorporated 0.3 $11M 16k 688.18
Saks Inc note 2.000% 3/1 0.3 $11M 11M 1.00
JPMorgan Chase & Co. (JPM) 0.3 $11M 228k 47.46
Platinum Underwriter/ptp 0.3 $11M 192k 55.81
Chart Industries (GTLS) 0.3 $10M 126k 80.01
Ipath S&p 500 Vix Short Term F 0.3 $10M 500k 20.25
Hecla Mining Company (HL) 0.3 $9.9M 2.5M 3.95
Bk Nova Cad (BNS) 0.3 $9.5M 160k 59.12
Petroleo Brasileiro SA (PBR) 0.2 $9.1M 548k 16.57
Merck & Co (MRK) 0.2 $9.3M 210k 44.20
Philip Morris International (PM) 0.2 $9.3M 101k 92.72
Financial Select Sector SPDR (XLF) 0.2 $9.1M 500k 18.21
Notes Gencorp Inc. 4.0625% dbcv 0.2 $9.0M 5.8M 1.56
Cobalt Intl Energy 0.2 $8.5M 300k 28.20
Liberty Media Corp New deb 3.125% 3/3 0.2 $8.1M 5.0M 1.62
Fidelity National Information Services (FIS) 0.2 $7.9M 200k 39.62
Office Depot 0.2 $8.0M 2.0M 3.93
Endurance Specialty Hldgs Lt 0.2 $8.1M 169k 47.80
Retail Opportunity Investments (ROIC) 0.2 $8.0M 569k 14.01
Scg Finl Acquisition 0.2 $8.2M 820k 9.98
Bank of America Corporation (BAC) 0.2 $7.8M 643k 12.18
Hospitality Properties Trust 0.2 $7.5M 275k 27.44
Marathon Oil Corporation (MRO) 0.2 $7.8M 232k 33.72
Hawaiian Telcom Holdco 0.2 $7.9M 341k 23.07
Citigroup (C) 0.2 $7.8M 177k 44.22
Pepsi (PEP) 0.2 $7.4M 93k 79.12
Oracle Corporation (ORCL) 0.2 $7.4M 229k 32.33
New Oriental Education & Tech 0.2 $7.2M 398k 18.00
Qualcomm (QCOM) 0.2 $6.8M 102k 66.90
Lufkin Industries 0.2 $6.8M 102k 66.39
Roi Acquisition 0.2 $7.1M 721k 9.89
Comcast Corporation (CMCSA) 0.2 $6.6M 157k 41.99
Chemed Corp New note 1.875% 5/1 0.2 $6.6M 6.0M 1.10
Cisco Systems (CSCO) 0.2 $6.7M 323k 20.89
PPG Industries (PPG) 0.2 $6.5M 49k 133.94
Intel Corporation (INTC) 0.2 $6.5M 299k 21.83
HeartWare International 0.2 $6.7M 76k 88.39
Scorpio Tankers 0.2 $6.7M 750k 8.92
Safeguard Scientifics dbcv 5.250% 5/1 0.2 $6.7M 6.0M 1.11
McDonald's Corporation (MCD) 0.2 $6.1M 61k 99.67
KB Home (KBH) 0.2 $5.8M 264k 21.78
Amazon (AMZN) 0.2 $6.0M 22k 266.43
Key Energy Services 0.2 $5.9M 728k 8.08
Oil States International (OIS) 0.1 $5.6M 68k 81.57
AsiaInfo-Linkage 0.1 $5.5M 464k 11.87
Healthsouth 0.1 $5.5M 208k 26.37
Molson Coors Brewing Co note 2.500% 7/3 0.1 $5.2M 5.0M 1.03
Amgen (AMGN) 0.1 $4.7M 46k 102.55
Chesapeake Energy Corp note 2.500% 5/1 0.1 $4.7M 5.0M 0.93
ConocoPhillips (COP) 0.1 $4.4M 74k 60.08
Gilead Sciences (GILD) 0.1 $4.4M 91k 48.90
Montpelier Re Holdings/mrh 0.1 $4.3M 164k 26.05
7 Days Group Holdings 0.1 $4.0M 300k 13.43
American Express Company (AXP) 0.1 $3.9M 58k 67.50
Bristol Myers Squibb (BMY) 0.1 $4.1M 99k 41.21
3M Company (MMM) 0.1 $4.0M 38k 106.32
CVS Caremark Corporation (CVS) 0.1 $4.1M 75k 54.99
Altria (MO) 0.1 $4.2M 121k 34.38
Oceaneering International (OII) 0.1 $4.0M 60k 66.41
Market Vector Russia ETF Trust 0.1 $4.0M 145k 27.75
GulfMark Offshore 0.1 $4.1M 105k 38.96
Mgm Mirage conv 0.1 $4.2M 3.8M 1.09
Kosmos Energy 0.1 $4.0M 350k 11.30
Bgs Acquisition Corp sh 0.1 $4.1M 412k 10.00
Goldman Sachs (GS) 0.1 $3.9M 26k 147.02
Occidental Petroleum Corporation (OXY) 0.1 $3.8M 49k 78.37
Pioneer Natural Resources (PXD) 0.1 $3.5M 28k 124.24
Graphic Packaging Holding Company (GPK) 0.1 $3.7M 500k 7.49
Hornbeck Offshore Services 0.1 $3.7M 80k 46.46
ARGO GROUP INTERNATIONAL Holdi Com Stk 0.1 $3.6M 86k 41.38
Dollar General (DG) 0.1 $3.6M 72k 50.59
Generac Holdings (GNRC) 0.1 $3.5M 100k 35.34
Collabrium Japan 0.1 $3.5M 350k 10.00
Perfect World 0.1 $3.2M 293k 10.84
Omnicom Group Inc debt 0.1 $3.4M 3.0M 1.13
Emeritus Corporation 0.1 $3.2M 114k 27.79
Cemex SAB de CV (CX) 0.1 $2.8M 230k 12.21
Investment Technology 0.1 $2.8M 250k 11.04
Sinovac Biotech (SVA) 0.1 $2.8M 747k 3.72
DigitalGlobe 0.1 $2.9M 100k 28.91
Caterpillar (CAT) 0.1 $2.4M 28k 87.00
iShares MSCI EAFE Index Fund (EFA) 0.1 $2.5M 43k 58.97
Kennedy-Wilson Holdings (KW) 0.1 $2.7M 174k 15.51
Kimco Realty Corporation (KIM) 0.1 $2.7M 122k 22.40
Edgen 0.1 $2.5M 345k 7.23
Edwards Group Ltd Sponsored 0.1 $2.7M 330k 8.05
Ambarella (AMBA) 0.1 $2.4M 155k 15.66
Abbvie (ABBV) 0.1 $2.7M 67k 40.77
Lifelock 0.1 $2.6M 273k 9.63
Luxfer Holdings 0.1 $2.7M 172k 15.49
Infinity Cross Bo 0.1 $2.4M 315k 7.70
Credit Suisse Group 0.1 $2.2M 82k 26.20
Sina Corporation 0.1 $2.4M 49k 48.59
Mead Johnson Nutrition 0.1 $2.3M 30k 77.50
Alere 0.1 $2.3M 90k 25.54
National Financial Partners 0.1 $2.4M 106k 22.44
AK Steel Holding Corporation 0.1 $2.2M 666k 3.31
Immunomedics 0.1 $2.1M 875k 2.41
Rda Microelectronics 0.1 $2.2M 235k 9.25
Rlj Lodging Trust (RLJ) 0.1 $2.3M 100k 22.76
Prime Acquisition Corp 0.1 $2.3M 226k 9.95
Del Friscos Restaurant 0.1 $2.2M 133k 16.60
News Corporation 0.1 $1.8M 60k 30.50
Lexington Realty Trust (LXP) 0.1 $1.7M 147k 11.80
Ctrip.com International 0.1 $1.8M 86k 21.38
NetEase (NTES) 0.1 $1.9M 35k 54.76
Cimarex Energy 0.1 $1.8M 24k 75.45
Molina Healthcare (MOH) 0.1 $1.8M 57k 30.88
Arbor Realty Trust (ABR) 0.1 $2.0M 250k 7.84
Giant Interactive 0.1 $1.8M 274k 6.50
Invesco Mortgage Capital 0.1 $2.0M 94k 21.39
BlackRock Corporate High Yield Fund VI (HYT) 0.1 $1.7M 133k 12.90
Qualys (QLYS) 0.1 $2.0M 160k 12.34
Realogy Hldgs (HOUS) 0.1 $1.7M 35k 48.83
Cognizant Technology Solutions (CTSH) 0.0 $1.5M 19k 76.63
Hologic (HOLX) 0.0 $1.5M 65k 22.58
Las Vegas Sands (LVS) 0.0 $1.4M 25k 56.34
Hewlett-Packard Company 0.0 $1.5M 62k 23.85
Dean Foods Company 0.0 $1.3M 71k 18.14
Rite Aid Corp note 8.500% 5/1 0.0 $1.3M 1.2M 1.17
Activision Blizzard 0.0 $1.5M 100k 14.57
F5 Networks (FFIV) 0.0 $1.3M 15k 89.07
Qihoo 360 Technologies Co Lt 0.0 $1.6M 54k 29.62
Ofs Capital (OFS) 0.0 $1.4M 98k 14.01
KKR Financial Holdings 0.0 $1.1M 100k 11.07
Best Buy (BBY) 0.0 $1.1M 48k 22.18
Red Hat 0.0 $978k 19k 50.54
CIGNA Corporation 0.0 $1.3M 20k 62.39
Cyberonics 0.0 $1.0M 22k 46.82
Ciena Corporation (CIEN) 0.0 $1.2M 75k 16.02
Jarden Corporation 0.0 $1.2M 28k 42.86
Greenbrier Companies (GBX) 0.0 $1.2M 54k 22.72
Memsic 0.0 $1.1M 416k 2.72
Global Power Equipment Grp I 0.0 $1.1M 61k 17.63
Inland Real Estate Corp note 5.000%11/1 0.0 $1.1M 1.1M 1.04
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $1.3M 929k 1.35
Microvision Inc Del (MVIS) 0.0 $1.2M 730k 1.59
Andina Acquisition 0.0 $1.2M 117k 9.99
Amira Nature Foods 0.0 $1.1M 138k 7.92
R.R. Donnelley & Sons Company 0.0 $577k 48k 12.05
Simcere Pharmaceutical 0.0 $710k 77k 9.21
Community Health Systems (CYH) 0.0 $802k 17k 47.40
Banco Itau Holding Financeira (ITUB) 0.0 $570k 32k 17.81
Poly 0.0 $554k 50k 11.08
Silver Standard Res 0.0 $633k 60k 10.55
Arlington Asset Investment 0.0 $630k 24k 25.82
Changyou 0.0 $739k 26k 28.88
Nordic American Tanker Shippin (NAT) 0.0 $866k 75k 11.55
BroadSoft 0.0 $630k 24k 26.46
Morgan Stanley East. Euro 0.0 $551k 33k 16.63
Acadia Healthcare (ACHC) 0.0 $882k 30k 29.40
Roi Acquisition Corp *w exp 02/28/201 0.0 $577k 721k 0.80
IAC/InterActive 0.0 $509k 11k 44.70
Cardinal Health (CAH) 0.0 $415k 10k 41.59
LifePoint Hospitals 0.0 $494k 10k 48.41
American Greetings Corporation 0.0 $394k 25k 16.08
Hovnanian Enterprises 0.0 $315k 55k 5.78
Centene Corporation (CNC) 0.0 $492k 11k 44.06
Medivation 0.0 $547k 12k 46.75
Casella Waste Systems (CWST) 0.0 $483k 111k 4.36
Einstein Noah Restaurant 0.0 $445k 30k 14.80
Ameres (AMRC) 0.0 $281k 38k 7.39
Camelot Information Systems 0.0 $481k 283k 1.70
Royce Focus Tr 0.0 $400k 57k 6.98
Blackrock Muni Intermediate Drtn Fnd (MUI) 0.0 $196k 12k 15.96
RMK Advantage Income Fund (HAV) 0.0 $338k 37k 9.10
Invesco Quality Municipal Inc Trust (IQI) 0.0 $200k 15k 13.33
Managed High Yield Plus Fund 0.0 $280k 129k 2.16
Macquarie Global Infr Total Rtrn Fnd 0.0 $452k 21k 21.17
First Tr High Income L/s (FSD) 0.0 $531k 28k 19.00
Nuveen Select Quality Municipal Fund 0.0 $236k 16k 15.03
Athersys 0.0 $529k 315k 1.68
Denali Fund 0.0 $480k 26k 18.39
Hca Holdings (HCA) 0.0 $532k 13k 40.65
Blue Wolf Mongolia Holdings *w exp 07/20/201 0.0 $233k 581k 0.40
First Trust Strategic 0.0 $264k 15k 17.24
Prospect Global Res In 0.0 $295k 982k 0.30
Globus Med Inc cl a (GMED) 0.0 $244k 17k 14.69
Atlas Financial H debt 0.0 $255k 127k 2.01
China XD Plastics 0.0 $52k 13k 4.00
China Digital TV Holding 0.0 $86k 49k 1.76
Owens Corning New *w exp 10/30/201 0.0 $32k 25k 1.27
ParkerVision 0.0 $182k 50k 3.64
Concord Medical Services Holding (CCM) 0.0 $124k 28k 4.36
CAMAC Energy 0.0 $0 150k 0.00
EnteroMedics 0.0 $60k 60k 1.00
Neostem (NBS) 0.0 $28k 1.4M 0.02
Armour Residential Reit Inc *w exp 11/07/201 0.0 $151k 5.0M 0.03
RMK Multi-Sector High Income Fund (HMH) 0.0 $69k 11k 6.30
Resolute Energy Corp *w exp 09/25/201 0.0 $23k 20k 1.18
Hyperdynamics Corp 0.0 $10k 17k 0.58
Nuveen Maryland Premium Income Municipal 0.0 $174k 12k 14.56
Bionovo (BNVI) 0.0 $0 150k 0.00
Pluristem Therapeutics 0.0 $8.1k 30k 0.27
MFS Investment Grade Municipal Trust (CXH) 0.0 $125k 12k 10.18
Discovery Laboratories 0.0 $36k 200k 0.18
Cleveland BioLabs 0.0 $1.5k 150k 0.01
EpiCept Corporation (EPCT) 0.0 $0 250k 0.00
China Hydroelectric Corporat w exp 01/25/201 0.0 $20k 649k 0.03
AUSTRALIA ACQUISITION Corp *w Exp99/99/999 warrant 0.0 $6.3k 627k 0.01
Netqin Mobile 0.0 $179k 20k 9.02
Prime Acquisition Corp *w exp 99/99/999 0.0 $74k 181k 0.41
Marina Biotech 0.0 $0 26k 0.00
57th Street General Acq-cw16 rt 0.0 $8.6k 96k 0.09
1869300 Rxi Pharmaceuticals 0.0 $0 145k 0.00
Andina Acquisition Corp *w exp 99/99/999 0.0 $44k 295k 0.15
Bgs Acquisition Corp *w exp 99/99/999 0.0 $51k 426k 0.12
Novelos Therapeutics 0.0 $25k 500k 0.05
Infinity Cross Bo 0.0 $176k 315k 0.56
Collabrium Japan Acquisitn C *w exp 99/99/999 0.0 $56k 350k 0.16
Nautilus Marine A unit 0.0 $70k 697k 0.10