Pine River Capital Management

Pine River Capital Management as of Dec. 31, 2010

Portfolio Holdings for Pine River Capital Management

Pine River Capital Management holds 169 positions in its portfolio as reported in the December 2010 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
General Mtrs Co jr pfd cnv srb 5.9 $33M 602k 54.11
Micron Technology Inc note 4.250%10/1 5.7 $32M 18M 1.75
Radian Group Inc note 3.000%11/1 3.6 $20M 20M 0.98
Molson Coors Brewing Company (TAP) 3.2 $18M 350k 50.19
Microsoft Corporation (MSFT) 3.0 $16M 582k 27.91
Dominion Res Inc Va New debt 2.9 $16M 13M 1.22
Oracle Corporation (ORCL) 2.9 $16M 500k 31.30
Financial Select Sector SPDR (XLF) 2.5 $14M 860k 15.95
MGM Resorts International. (MGM) 2.3 $13M 854k 14.85
Cms Energy Corp note 2.875%12/0 2.2 $12M 8.5M 1.45
Rambus Inc Del note 5.000% 6/1 2.2 $12M 9.5M 1.30
Oil Sts Intl Inc note 2.375% 7/0 2.2 $12M 6.0M 2.04
Lincare Hldgs 2.75% 11/37 note 2.0 $11M 10M 1.09
JPMorgan Chase & Co. (JPM) 1.9 $11M 250k 42.42
Resolute Energy Corp *w exp 09/25/201 1.9 $10M 3.2M 3.22
Annaly Cap Mgmt Inc note 4.000% 2/1 1.8 $10M 8.7M 1.16
Life Technologies 1.8 $10M 181k 55.50
Industries N shs - a - (LYB) 1.8 $9.9M 288k 34.40
Cemex SAB de CV (CX) 1.8 $9.7M 908k 10.71
Apple (AAPL) 1.8 $9.7M 30k 322.55
American Capital Agency 1.5 $8.3M 290k 28.74
On Semiconductor Corp note 4/1 1.4 $7.8M 7.0M 1.11
Saks Incorporated 1.3 $7.3M 686k 10.70
Beazer Homes Usa Inc. unit 99/99/99 1.3 $7.3M 311k 23.56
Liberty Media Corp bond 1.3 $6.9M 10M 0.69
Omnicare Inc note 3.750%12/1 1.2 $6.7M 6.0M 1.12
salesforce (CRM) 1.2 $6.6M 50k 132.00
Dryships/drys 1.2 $6.4M 1.2M 5.49
NVIDIA Corporation (NVDA) 1.1 $6.2M 400k 15.40
Consumer Staples Select Sect. SPDR (XLP) 1.1 $6.2M 210k 29.31
Dolan Company 1.1 $6.1M 439k 13.92
Advanced Micro Devices Inc note 5.750% 8/1 1.1 $5.9M 5.7M 1.03
Macrovision Corp debt 1.0 $5.5M 2.5M 2.21
Sandisk Corp note 1.000% 5/1 1.0 $5.5M 5.7M 0.97
PHH Corporation 1.0 $5.4M 233k 23.15
Retail Opportunity Invts Cor *w exp 10/23/201 1.0 $5.4M 7.7M 0.70
Medicis Pharmaceutical Corp note 2.500% 6/0 1.0 $5.3M 5.0M 1.06
Intermune Inc bond 0.9 $5.0M 3.0M 1.68
Gaylord Entertainment Company 0.9 $4.8M 133k 35.94
Hologic Inc frnt 2.000%12/1 0.9 $4.7M 5.0M 0.94
Health Care SPDR (XLV) 0.9 $4.7M 150k 31.50
Mylan 0.8 $4.2M 200k 21.13
Energy Select Sector SPDR (XLE) 0.8 $4.1M 60k 68.25
Industrial SPDR (XLI) 0.7 $4.0M 115k 34.87
Liberty Global 0.7 $3.8M 112k 33.89
Owens-Illinois 0.7 $3.8M 122k 30.70
Consumer Discretionary SPDR (XLY) 0.7 $3.7M 100k 37.41
Alliance One International 0.5 $2.9M 691k 4.24
JDS Uniphase Corporation 0.5 $2.9M 200k 14.48
Cypress Sharpridge Investments 0.5 $2.7M 210k 12.91
Cubist Pharmaceuticals 0.5 $2.7M 124k 21.40
Ford Mtr Co Cap Tr Ii pfd tr cv6.5% 0.5 $2.6M 50k 51.88
Omnicom Group Inc debt 0.5 $2.5M 2.5M 1.01
Ocwen Financial Corporation 0.5 $2.5M 258k 9.54
Digital River 0.4 $2.4M 70k 34.43
Hartford Finl Svcs Wt Exp 0626 wt 0.4 $2.4M 135k 18.05
Nabors Industries 0.4 $2.3M 100k 23.46
GameStop (GME) 0.4 $2.3M 100k 22.88
Penson Worldwide 0.4 $2.3M 472k 4.89
AirTran Holdings 0.4 $2.2M 295k 7.39
Boise 0.4 $2.0M 255k 7.93
Prologis debt 0.4 $2.0M 2.0M 0.99
Australia Acquisition Corp 0.4 $2.0M 206k 9.65
MFA Mortgage Investments 0.3 $1.9M 231k 8.16
Annaly Capital Management 0.3 $1.8M 100k 17.92
SAFEGUARD SCIENTIFICS INC Dbcv 10.125% 3/1 debt 0.3 $1.8M 1.4M 1.32
Assured Guaranty (AGO) 0.3 $1.8M 100k 17.70
Morgans Hotel Group Co note 2.375%10/1 0.3 $1.7M 2.0M 0.83
Pmi Group 0.3 $1.6M 478k 3.30
International Business Machines (IBM) 0.3 $1.5M 10k 146.80
Playboy Enterprises (PLA) 0.3 $1.5M 278k 5.22
Cazador Acquisition Corporat 0.3 $1.4M 150k 9.65
Ambassadors Intl Inc note 3.750% 4/1 0.2 $1.4M 3.6M 0.38
Dow Chemical Company 0.2 $1.4M 40k 34.15
Morgan Stanley (MS) 0.2 $1.4M 50k 27.20
Lear Corporation (LEA) 0.2 $1.3M 14k 98.74
Energy Partners 0.2 $1.3M 90k 14.86
Owens Corning New *w exp 10/30/201 0.2 $1.3M 528k 2.37
Alpine Global Premier Properties Fund 0.2 $1.3M 178k 7.09
Royce Focus Tr 0.2 $1.2M 164k 7.57
Capitalsource Inc sdcv 4.000% 7/1 0.2 $1.2M 1.2M 1.00
Anworth Mortgage Asset Corporation 0.2 $1.1M 164k 7.00
Informatica Corp note 3.000% 3/1 0.2 $1.1M 500k 2.20
SandRidge Energy 0.2 $1.1M 153k 7.32
Powerwave Technologies 0.2 $1.0M 403k 2.54
Ivanhoe Mines 0.2 $1.0M 44k 22.91
Global Power Equipment Grp I 0.2 $982k 42k 23.20
DEVELOPERS DIVERSIFIED RLTY Note 3.500% 8/1 debt 0.2 $1.0M 1.0M 1.00
EOG Resources (EOG) 0.2 $914k 10k 91.40
Alpine Global Premier Properties Fund 0.2 $907k 120k 7.56
FXCM 0.2 $928k 70k 13.26
Schlumberger (SLB) 0.2 $867k 10k 83.53
Information Services (III) 0.2 $892k 431k 2.07
Blackrock Inc dbcv 2.625% 2/1 0.2 $867k 447k 1.94
H&R Block (HRB) 0.1 $845k 71k 11.92
Bon-Ton Stores (BONTQ) 0.1 $805k 64k 12.66
Best Buy (BBY) 0.1 $768k 22k 34.29
Basic Energy Services 0.1 $788k 48k 16.47
Freeseas 0.1 $791k 212k 3.74
PennyMac Mortgage Investment Trust (PMT) 0.1 $726k 40k 18.15
Exxon Mobil Corporation (XOM) 0.1 $731k 10k 73.10
Home Depot (HD) 0.1 $701k 20k 35.05
Mannkind Corp note 3.750%12/1 0.1 $650k 1.0M 0.65
Coca-Cola Company (KO) 0.1 $658k 10k 65.80
Oceanfreight Inc shs -a - 0.1 $637k 693k 0.92
China Gerui Adv Mat Gr Ltd *w exp 03/19/201 0.1 $644k 796k 0.81
Johnson & Johnson (JNJ) 0.1 $619k 10k 61.90
3M Company (MMM) 0.1 $604k 7.0k 86.29
Jack in the Box (JACK) 0.1 $528k 25k 21.14
Baker Hughes Incorporated 0.1 $550k 9.6k 57.19
Pimco Income Strategy Fund II (PFN) 0.1 $534k 54k 9.90
Rite Aid Corporation 0.1 $467k 531k 0.88
Dex One Corporation 0.1 $485k 65k 7.46
iShares Dow Jones US Real Estate (IYR) 0.1 $503k 9.0k 55.91
BlackRock Debt Strategies Fund 0.1 $494k 130k 3.81
PIMCO High Income Fund (PHK) 0.1 $508k 40k 12.70
Iridium Communications Inc *w exp 02/14/201 0.1 $480k 361k 1.33
Corning Incorporated (GLW) 0.1 $425k 22k 19.32
SanDisk Corporation 0.1 $412k 8.3k 49.82
Crexus Investment 0.1 $462k 35k 13.10
Asia Special Situation Ac 0.1 $447k 15k 30.01
Evergreen Solar Inc note 4.000% 7/1 0.1 $364k 984k 0.37
Safeguard Scientifics Inc dbcv 2.625% 3/1 0.1 $376k 380k 0.99
Red Robin Gourmet Burgers (RRGB) 0.1 $404k 19k 21.48
Einstein Noah Restaurant 0.1 $398k 28k 14.05
Scorpio Tankers 0.1 $395k 39k 10.12
MLP & Strategic Equity Fund 0.1 $396k 22k 17.76
Community Bankers Trust 0.1 $366k 349k 1.05
Denali Fund 0.1 $397k 26k 15.21
Pfizer (PFE) 0.1 $305k 17k 17.53
Advanced Micro Devices (AMD) 0.1 $327k 40k 8.18
Ruth's Hospitality 0.1 $318k 69k 4.63
KKR & Co 0.1 $355k 25k 14.20
Costamare (CMRE) 0.1 $345k 24k 14.46
Armour Residential Reit Inc *w exp 11/07/201 0.1 $353k 5.0M 0.07
Hutchinson Technology Inc note 3.250% 1/1 0.1 $288k 400k 0.72
Hilltop Holdings (HTH) 0.1 $248k 25k 9.92
Oceaneering International (OII) 0.1 $247k 3.4k 73.71
Invesco Van Kampen Senior Income Trust (VVR) 0.1 $267k 57k 4.69
Citi 0.0 $237k 50k 4.74
Citigroup Inc unit 0.0 $204k 1.5k 136.09
Lennar Corporation (LEN.B) 0.0 $227k 15k 15.56
First Trust/Four Corners SFRI Fund II (FCT) 0.0 $224k 16k 14.00
China Hydroelectric Corporat w exp 01/25/201 0.0 $195k 649k 0.30
Mediacom Communications Corporation 0.0 $178k 21k 8.48
Kingsway Finl Svcs 0.0 $146k 103k 1.42
Fox Chase Ban 0.0 $161k 14k 11.84
CAMAC Energy 0.0 $141k 170k 0.83
LMP Corporate Loan Fund 0.0 $188k 16k 11.71
BlackRock Senior High Income Fund 0.0 $155k 40k 3.88
Expedia 0.0 $107k 123k 0.87
IAC/InterActive 0.0 $105k 123k 0.85
Horizon Lines (HRZ) 0.0 $97k 22k 4.38
Micron Technology (MU) 0.0 $120k 15k 8.00
Heckmann Corp *w exp 11/09/201 0.0 $101k 327k 0.31
ING Prime Rate Trust 0.0 $102k 18k 5.67
Decode Genetics Inc note 3.500% 4/1 0.0 $110k 11M 0.01
Seanergy Maritime Hldgs Corp *w exp 09/24/201 0.0 $105k 3.5M 0.03
Conmed Corp note 2.500%11/1 0.0 $35k 35k 1.00
Dover Motorsports 0.0 $43k 24k 1.77
General Maritime Corporation 0.0 $64k 20k 3.27
Neostem (NBS) 0.0 $36k 150k 0.24
Searchmedia Holdings Ltd *w exp 11/19/201 0.0 $57k 226k 0.25
AUSTRALIA ACQUISITION Corp *w Exp99/99/999 warrant 0.0 $41k 206k 0.20
CAZADOR ACQUISITION CORPORAT W* Exp 99/99/999 warrant 0.0 $50k 150k 0.33
Information Services Group warrant 0.0 $19k 1.9M 0.01
Clark Hldgs Inc *w exp 02/15/201 0.0 $13k 1.3M 0.01
Essex Rental Corp. @5.00 Exp. 3/4/11 0.0 $19k 48k 0.40
Community Bankers Tr Corp *w exp 06/04/201 0.0 $0 18k 0.00