Pine River Capital Management

Pine River Capital Management as of March 31, 2011

Portfolio Holdings for Pine River Capital Management

Pine River Capital Management holds 187 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
American Capital Agency 9.7 $85M 2.9M 29.14
Hatteras Financial 6.8 $59M 2.1M 28.12
Micron Technology Inc note 4.250%10/1 4.9 $43M 18M 2.36
MFA Mortgage Investments 3.7 $33M 4.0M 8.20
Dominion Res Inc Va New debt 3.6 $32M 25M 1.27
Phh Corp note 4.000% 4/1 3.4 $29M 25M 1.17
Financial Select Sector SPDR (XLF) 3.0 $26M 1.6M 16.39
Invesco Mortgage Capital 2.8 $24M 1.1M 21.85
Energy Select Sector SPDR (XLE) 2.7 $24M 296k 79.75
Crexus Investment 2.6 $23M 2.0M 11.42
Advanced Micro Devices Inc note 5.750% 8/1 1.8 $16M 15M 1.04
Oil Sts Intl Inc note 2.375% 7/0 1.7 $15M 6.0M 2.41
Oracle Corporation (ORCL) 1.6 $14M 415k 33.43
Cms Energy Corp note 2.875%12/0 1.5 $13M 8.5M 1.52
Apple (AAPL) 1.4 $12M 35k 348.60
Rambus Inc Del note 5.000% 6/1 1.4 $12M 9.5M 1.28
MGM Resorts International. (MGM) 1.3 $11M 854k 13.15
Omnicare Inc note 3.750%12/1 1.3 $11M 8.5M 1.29
Prologis debt 1.2 $11M 11M 0.99
Annaly Cap Mgmt Inc note 4.000% 2/1 1.2 $10M 8.7M 1.16
Microsoft Corporation (MSFT) 1.1 $9.7M 382k 25.39
Cms Energy Corp note 5.500% 6/1 1.1 $9.7M 6.7M 1.45
Dolan Company 1.1 $9.5M 781k 12.14
Cemex SAB de CV (CX) 1.1 $9.3M 1.0M 8.93
Dryships/drys 1.1 $9.3M 1.9M 4.95
iShares iBoxx $ High Yid Corp Bond (HYG) 1.1 $9.2M 100k 91.96
Dynex Capital 1.0 $8.8M 871k 10.06
E M C Corp Mass note 1.750%12/0 0.9 $8.3M 5.0M 1.66
CurrencyShares Euro Trust 0.9 $8.2M 58k 141.15
Consumer Staples Select Sect. SPDR (XLP) 0.9 $8.0M 268k 29.94
On Semiconductor Corp note 4/1 0.9 $7.9M 7.0M 1.13
NYSE Euronext 0.9 $7.8M 223k 35.17
Saks Incorporated 0.9 $7.8M 686k 11.31
Consumer Discretionary SPDR (XLY) 0.9 $7.8M 200k 39.07
Retail Opportunity Invts Cor *w exp 10/23/201 0.8 $7.4M 7.4M 1.00
JPMorgan Chase & Co. (JPM) 0.8 $7.3M 1.6M 4.61
Procter & Gamble Company (PG) 0.7 $6.2M 100k 61.60
Pride International 0.7 $6.2M 144k 42.95
Medicis Pharmaceutical Corp note 2.500% 6/0 0.7 $5.8M 5.0M 1.16
Health Care SPDR (XLV) 0.6 $5.4M 162k 33.08
International Coal 0.6 $5.4M 475k 11.30
BP (BP) 0.6 $5.2M 117k 44.14
Molson Coors Brewing Company (TAP) 0.6 $5.1M 108k 46.87
Illumina (ILMN) 0.6 $5.0M 72k 70.07
Golden Star Res Ltd Cda dbcv 4.000%11/3 0.6 $5.1M 5.0M 1.01
SAFEGUARD SCIENTIFICS INC Dbcv 10.125% 3/1 debt 0.6 $5.1M 3.4M 1.51
Macrovision Corp debt 0.5 $4.8M 2.5M 1.90
Owens-Illinois 0.5 $4.6M 154k 30.19
Gaylord Entertainment Company 0.5 $4.6M 133k 34.68
Eastman Kodak Co note 7.000% 4/0 0.5 $4.5M 5.0M 0.89
Resolute Energy Corp *w exp 09/25/201 0.5 $4.5M 862k 5.18
Liberty Media Corp bond 0.5 $4.2M 5.0M 0.83
IAC/InterActive 0.4 $3.8M 123k 30.91
JDS Uniphase Corporation 0.4 $3.8M 182k 20.84
American Med Sys Hldgs Inc note 3.250% 7/0 0.4 $3.7M 3.2M 1.15
Hartford Finl Svcs Wt Exp 0626 wt 0.4 $3.5M 193k 18.34
Lecroy Corp note 4.000%10/1 0.4 $3.5M 3.3M 1.06
NVIDIA Corporation (NVDA) 0.4 $3.5M 190k 18.46
Gsi Commerce Inc note 2.500% 6/0 0.4 $3.4M 3.0M 1.12
Cisco Systems (CSCO) 0.4 $3.3M 190k 17.15
Cubist Pharmaceuticals 0.4 $3.1M 124k 25.24
Penson Worldwide 0.4 $3.2M 472k 6.71
Berkshire Hathaway (BRK.B) 0.3 $3.0M 36k 83.64
Pmi Group 0.3 $2.9M 1.1M 2.70
Alliance One International 0.3 $2.8M 691k 4.02
Ocwen Financial Corporation 0.3 $2.8M 258k 11.02
Nabors Industries 0.3 $2.8M 92k 30.38
Lubrizol Corporation 0.3 $2.7M 20k 133.95
Newcastle Investment 0.3 $2.7M 450k 6.04
American Capital 0.3 $2.7M 271k 9.91
RC2 Corporation 0.3 $2.6M 94k 28.10
Digital River 0.3 $2.6M 70k 37.44
Best Buy Inc sdcv 2.250% 1/1 0.3 $2.6M 2.5M 1.02
Omnicom Group Inc debt 0.3 $2.6M 2.5M 1.03
Beazer Homes Usa Inc. unit 99/99/99 0.3 $2.3M 111k 20.94
GameStop (GME) 0.3 $2.3M 100k 22.52
Exterran Holdings 0.2 $2.2M 91k 23.73
AirTran Holdings 0.2 $2.2M 295k 7.45
Barclays Bk Plc ipth s^p vix 0.2 $2.2M 75k 29.36
Kulicke & Soffa Inds Inc note 0.875% 6/0 0.2 $2.0M 2.0M 1.01
Australia Acquisition Corp 0.2 $2.0M 206k 9.64
CurrencyShares Japanese Yen Trust 0.2 $2.0M 17k 118.67
InterMune 0.2 $1.9M 41k 47.20
Seadrill 0.2 $1.8M 50k 36.08
RAIT Financial Trust 0.2 $1.7M 697k 2.46
AMR Corporation 0.2 $1.7M 263k 6.46
Old Republic International Corporation (ORI) 0.2 $1.6M 124k 12.69
Energy Partners 0.2 $1.6M 87k 18.00
Chesapeake Lodging Trust sh ben int 0.2 $1.5M 89k 17.41
Powerwave Technologies Inc note 3.875%10/0 0.2 $1.5M 1.6M 0.97
Ambassadors Intl Inc note 3.750% 4/1 0.2 $1.5M 3.6M 0.43
Assured Guaranty (AGO) 0.2 $1.5M 100k 14.90
iShares Silver Trust (SLV) 0.2 $1.4M 39k 36.76
General Maritime Corporation 0.2 $1.4M 665k 2.05
Bon-Ton Stores (BONTQ) 0.2 $1.4M 90k 15.50
CurrencyShares Canadian Dollar Trust 0.2 $1.4M 13k 102.65
Royce Focus Tr 0.2 $1.4M 166k 8.36
Cazador Acquisition Corporat 0.2 $1.4M 140k 9.68
Lear Corporation (LEA) 0.1 $1.3M 27k 48.85
PowerShares DB US Dollar Index Bullish 0.1 $1.3M 60k 21.78
Alpine Global Premier Properties Fund 0.1 $1.3M 184k 7.01
Global Power Equipment Grp I 0.1 $1.3M 47k 27.51
Hyperdynamics Corp 0.1 $1.3M 292k 4.62
EOG Resources (EOG) 0.1 $1.2M 10k 118.50
Marshall & Ilsley Corporation 0.1 $1.2M 156k 7.99
Iron Mountain Incorporated 0.1 $1.1M 35k 31.23
Basic Energy Services 0.1 $1.2M 46k 25.51
drugstore 0.1 $1.2M 300k 3.85
Owens Corning New *w exp 10/30/201 0.1 $1.1M 328k 3.50
China Gerui Advanced Materials 0.1 $1.1M 224k 4.70
Acxiom Corporation 0.1 $934k 65k 14.37
Cephalon 0.1 $928k 12k 76.07
Schlumberger (SLB) 0.1 $968k 10k 93.27
Information Services (III) 0.1 $943k 431k 2.19
Safeguard Scientifics (SFE) 0.1 $948k 47k 20.34
DEVELOPERS DIVERSIFIED RLTY Note 3.500% 8/1 debt 0.1 $1.0M 1.0M 1.00
Jaguar Mng 0.1 $911k 175k 5.22
DOUBLE HULL TANKERS INC COM Stk 0.1 $826k 172k 4.81
Einstein Noah Restaurant 0.1 $803k 49k 16.28
InfuSystem Holdings (INFU) 0.1 $733k 271k 2.70
Anchor Bancorp 0.1 $663k 62k 10.69
Baker Hughes Incorporated 0.1 $633k 8.6k 73.46
Liberty Global 0.1 $568k 14k 40.00
Quicksilver Resources 0.1 $641k 45k 14.31
Freeseas 0.1 $588k 212k 2.78
Medley Capital Corporation 0.1 $650k 53k 12.17
SandRidge Energy 0.1 $512k 40k 12.80
Rite Aid Corporation 0.1 $563k 531k 1.06
Industrial SPDR (XLI) 0.1 $490k 13k 37.69
Life Technologies 0.1 $524k 10k 52.40
Red Robin Gourmet Burgers (RRGB) 0.1 $560k 21k 26.91
SanDisk Corporation 0.1 $496k 11k 46.05
iShares Dow Jones US Real Estate (IYR) 0.1 $534k 9.0k 59.35
General Motors Company (GM) 0.1 $531k 17k 31.05
BlackRock Debt Strategies Fund 0.1 $484k 121k 3.99
Pimco Income Strategy Fund II (PFN) 0.1 $563k 54k 10.44
Jack in the Box (JACK) 0.1 $430k 19k 22.66
Regis Corporation 0.1 $444k 25k 17.76
Chesapeake Energy Corporation 0.1 $426k 13k 33.54
Heckmann Corp *w exp 11/09/201 0.1 $453k 477k 0.95
KKR & Co 0.1 $410k 25k 16.40
Scorpio Tankers 0.1 $403k 39k 10.32
Community Bankers Trust 0.1 $402k 346k 1.16
Oceanfreight Inc shs -a - 0.1 $402k 574k 0.70
Denali Fund 0.1 $420k 26k 16.09
Pfizer (PFE) 0.0 $353k 17k 20.29
McClatchy Company 0.0 $356k 105k 3.40
Financial Institutions (FISI) 0.0 $350k 20k 17.50
Online Resources Corporation 0.0 $378k 100k 3.78
Northstar Realty Finance 0.0 $349k 65k 5.34
Ruth's Hospitality 0.0 $355k 69k 5.16
Golub Capital BDC (GBDC) 0.0 $387k 25k 15.80
Crude Carriers Corp 0.0 $314k 21k 15.10
Armour Residential Reit Inc *w exp 11/07/201 0.0 $353k 5.0M 0.07
Essex Rental 0.0 $336k 48k 7.06
Aberdeen Chile Fund (AEF) 0.0 $318k 15k 21.20
Avatar Hldgs Inc note 4.500% 4/0 0.0 $250k 250k 1.00
Citi 0.0 $221k 50k 4.42
Hilltop Holdings (HTH) 0.0 $251k 25k 10.04
Oceaneering International (OII) 0.0 $300k 3.4k 89.53
Dex One Corporation 0.0 $252k 52k 4.85
Neostem (NBS) 0.0 $258k 150k 1.72
One Liberty Properties (OLP) 0.0 $228k 15k 15.09
Accuride Corporation 0.0 $278k 20k 13.90
Mines Management 0.0 $264k 92k 2.88
Alliance Bancorp Inc Pa 0.0 $268k 25k 10.72
Oxford Lane Cap Corp (OXLC) 0.0 $228k 12k 18.77
Horizon Lines (HRZ) 0.0 $159k 187k 0.85
Lennar Corporation (LEN.B) 0.0 $214k 15k 14.66
Hypercom Corporation (HYC) 0.0 $172k 14k 12.00
FedFirst Financial Corporation 0.0 $171k 12k 13.79
EpiCept Corporation (EPCT) 0.0 $180k 250k 0.72
China Hydroelectric Corporat w exp 01/25/201 0.0 $201k 649k 0.31
Reddy Ice Holdings 0.0 $120k 40k 3.00
Kingsway Finl Svcs 0.0 $96k 103k 0.93
Boise Inc *w exp 06/18/201 0.0 $85k 50k 1.71
Decode Genetics Inc note 3.500% 4/1 0.0 $110k 11M 0.01
D Banro Corp warrant 0.0 $57k 100k 0.57
Bionovo (BNVI) 0.0 $126k 191k 0.66
Marina Biotech 0.0 $111k 159k 0.70
Seanergy Maritime Hldgs Corp *w exp 09/24/201 0.0 $105k 3.5M 0.03
Iridium Communications Inc *w exp 02/14/201 0.0 $88k 63k 1.40
AUSTRALIA ACQUISITION Corp *w Exp99/99/999 warrant 0.0 $75k 227k 0.33
CAZADOR ACQUISITION CORPORAT W* Exp 99/99/999 warrant 0.0 $63k 141k 0.45
Full Circle Cap Corp 0.0 $109k 14k 8.01
Searchmedia Holdings Ltd *w exp 11/19/201 0.0 $27k 226k 0.12
Community Bankers Tr Corp *w exp 06/04/201 0.0 $0 18k 0.00