Pine River Capital Management

Pine River Capital Management as of June 30, 2011

Portfolio Holdings for Pine River Capital Management

Pine River Capital Management holds 194 positions in its portfolio as reported in the June 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
American Capital 7.3 $85M 8.5M 9.93
American Capital Agency 5.4 $62M 2.1M 29.11
Microsoft Corporation (MSFT) 3.9 $46M 1.8M 26.00
Apple (AAPL) 3.5 $40M 120k 335.65
Micron Technology Inc note 4.250%10/1 3.4 $39M 24M 1.63
Dominion Res Inc Va New debt 3.0 $35M 25M 1.38
Invesco Mortgage Capital 2.6 $30M 1.4M 21.13
General Mtrs Co *w exp 07/10/201 2.6 $30M 1.9M 15.96
Phh Corp note 4.000% 4/1 2.4 $28M 25M 1.11
Google 2.2 $25M 50k 506.38
Cisco Systems (CSCO) 2.1 $24M 1.6M 15.61
Salesforce Com Inc note 0.750% 1/1 2.0 $23M 13M 1.82
Monsanto Company 1.8 $21M 290k 72.54
Citigroup (C) 1.8 $21M 505k 41.64
Rayonier Trs Hldgs Inc note 3.750%10/1 1.7 $20M 16M 1.23
General Motors Company (GM) 1.6 $19M 620k 30.36
Cms Energy Corp note 5.500% 6/1 1.6 $18M 13M 1.45
iShares FTSE/Xinhua China 25 Index (FXI) 1.6 $18M 418k 42.95
Financial Select Sector SPDR (XLF) 1.5 $17M 1.1M 15.35
Market Vectors Gold Miners ETF 1.4 $17M 304k 54.60
MFA Mortgage Investments 1.4 $16M 2.0M 8.04
Advanced Micro Devices Inc note 5.750% 8/1 1.4 $16M 15M 1.03
Oil Sts Intl Inc note 2.375% 7/0 1.3 $15M 6.0M 2.52
Omnicare Inc note 3.750%12/1 1.3 $15M 11M 1.34
Annaly Capital Management 1.1 $13M 732k 18.04
Oracle Corporation (ORCL) 1.1 $13M 401k 32.91
Cms Energy Corp note 2.875%12/0 1.1 $13M 8.5M 1.54
NYSE Euronext 1.1 $13M 376k 34.27
eBay (EBAY) 1.1 $12M 378k 32.27
MGM Resorts International. (MGM) 1.1 $12M 922k 13.21
Medicis Pharmaceutical Corp note 2.500% 6/0 1.0 $12M 9.0M 1.34
Intel Corporation (INTC) 1.0 $11M 500k 22.16
Rambus Inc Del note 5.000% 6/1 0.9 $11M 9.5M 1.11
Amazon (AMZN) 0.9 $10M 50k 204.50
American International (AIG) 0.8 $9.8M 334k 29.32
Illumina (ILMN) 0.8 $9.4M 126k 75.15
Dynex Capital 0.8 $9.4M 968k 9.68
Cemex SAB de CV (CX) 0.8 $8.9M 1.0M 8.60
Dolan Company 0.8 $8.7M 1.0M 8.47
E M C Corp Mass note 1.750%12/0 0.7 $8.6M 5.0M 1.71
Lincare Hldgs 2.75% 11/37 note 0.7 $8.3M 7.5M 1.11
Dryships/drys 0.7 $7.9M 1.9M 4.19
Saks Incorporated 0.7 $7.7M 686k 11.17
PetroChina Company 0.6 $7.3M 50k 146.04
Global Eagle Acquisition Cor unit 99/99/9999 0.6 $7.2M 710k 10.13
Industrial SPDR (XLI) 0.6 $7.1M 191k 37.24
Seagate Technology Com Stk 0.6 $7.0M 434k 16.16
Consumer Staples Select Sect. SPDR (XLP) 0.6 $7.0M 224k 31.23
Energy Select Sector SPDR (XLE) 0.6 $6.6M 88k 75.36
Mosaic (MOS) 0.6 $6.5M 96k 67.76
JDS Uniphase Corporation 0.5 $6.0M 360k 16.66
Consumer Discretionary SPDR (XLY) 0.5 $6.0M 150k 40.22
Evergreen Solar Inc note 13.000% 4/1 0.5 $5.9M 16M 0.38
Qualcomm (QCOM) 0.5 $5.7M 100k 56.79
Crexus Investment 0.5 $5.6M 508k 11.11
Graham Packaging Company 0.5 $5.7M 225k 25.22
SanDisk Corporation 0.5 $5.2M 124k 41.50
BP (BP) 0.4 $5.1M 115k 44.29
Research In Motion 0.4 $5.1M 178k 28.57
Macrovision Corp debt 0.4 $5.1M 2.5M 2.03
American Med Sys Hldgs Inc note 3.250% 7/0 0.4 $4.9M 3.2M 1.54
SAFEGUARD SCIENTIFICS INC Dbcv 10.125% 3/1 debt 0.4 $4.9M 3.4M 1.45
Lecroy Corp note 4.000%10/1 0.4 $4.5M 4.3M 1.04
Molson Coors Brewing Company (TAP) 0.4 $4.5M 100k 44.74
Eastman Kodak Co note 7.000% 4/0 0.4 $4.4M 5.0M 0.87
Liberty Media Corp bond 0.4 $4.3M 5.0M 0.86
ConAgra Foods (CAG) 0.3 $4.1M 159k 25.81
MasterCard Incorporated (MA) 0.3 $3.9M 13k 301.31
Gaylord Entertainment Company 0.3 $4.0M 133k 30.00
Retail Opportunity Invts Cor *w exp 10/23/201 0.3 $3.9M 5.4M 0.72
Gen-Probe Incorporated 0.3 $3.8M 55k 69.15
Central Vermont Public Service 0.3 $3.7M 102k 36.15
Hartford Finl Svcs Wt Exp 0626 wt 0.3 $3.5M 193k 17.89
Resolute Energy Corp *w exp 09/25/201 0.3 $3.5M 951k 3.64
PennyMac Mortgage Investment Trust (PMT) 0.3 $3.4M 205k 16.57
BlackRock Income Trust 0.3 $3.3M 472k 7.04
PetroChina Company 0.3 $3.2M 22k 146.05
Owens-Illinois 0.3 $3.3M 126k 25.81
Capstead Mortgage Corporation 0.3 $3.0M 223k 13.40
Aon Corporation 0.2 $2.8M 55k 51.30
ARMOUR Residential REIT 0.2 $2.9M 392k 7.35
Family Dollar Stores 0.2 $2.6M 50k 52.56
Omnicom Group Inc debt 0.2 $2.6M 2.5M 1.02
Integral Systems 0.2 $2.4M 195k 12.17
Grifols S A 0.2 $2.4M 316k 7.51
Eastman Kodak Company 0.2 $2.3M 629k 3.58
Newcastle Investment 0.2 $2.2M 389k 5.78
Newcastle Investment 0.2 $2.2M 389k 5.78
Ashford Hospitality Trust 0.2 $2.2M 175k 12.45
Digital River 0.2 $2.2M 70k 32.16
Chimera Investment Corporation 0.2 $2.1M 600k 3.46
Health Care SPDR (XLV) 0.2 $2.0M 130k 15.35
Australia Acquisition Corp 0.2 $2.0M 206k 9.70
Exterran Holdings 0.2 $1.8M 91k 19.83
GameStop (GME) 0.2 $1.8M 69k 26.67
Nabors Industries 0.2 $1.8M 75k 24.64
Beazer Homes Usa Inc. unit 99/99/99 0.2 $1.8M 111k 16.38
PRIME ACQUISITION CORP Unit 99/99/9999 unit 0.2 $1.8M 180k 10.00
Ciena Corporation (CIEN) 0.1 $1.7M 92k 18.38
Molina Healthcare (MOH) 0.1 $1.7M 64k 27.12
Alliance One International 0.1 $1.7M 516k 3.23
Assured Guaranty (AGO) 0.1 $1.6M 100k 16.31
Old Republic International Corporation (ORI) 0.1 $1.5M 124k 11.75
Key (KEY) 0.1 $1.5M 175k 8.33
Anworth Mortgage Asset Corporation 0.1 $1.5M 200k 7.51
Savient Pharmaceuticals 0.1 $1.5M 197k 7.49
Rlj Lodging Trust (RLJ) 0.1 $1.5M 88k 17.37
AMR Corporation 0.1 $1.4M 263k 5.40
Cazador Acquisition Corporat 0.1 $1.4M 140k 9.69
& PROD CO shares Brookfield 0.1 $1.3M 135k 9.92
Barnes & Noble 0.1 $1.3M 78k 16.58
BPZ Resources 0.1 $1.2M 372k 3.28
Alpine Global Premier Properties Fund 0.1 $1.3M 184k 7.19
iShares Silver Trust (SLV) 0.1 $1.3M 37k 33.83
Royce Focus Tr 0.1 $1.3M 168k 7.79
First American Financial (FAF) 0.1 $1.1M 72k 15.65
EOG Resources (EOG) 0.1 $1.0M 9.8k 104.59
Owens Corning New *w exp 10/30/201 0.1 $996k 241k 4.14
Global Power Equipment Grp I 0.1 $1.0M 39k 26.53
DEVELOPERS DIVERSIFIED RLTY Note 3.500% 8/1 debt 0.1 $1.0M 1.0M 1.00
Schlumberger (SLB) 0.1 $897k 10k 86.42
Ocwen Financial Corporation 0.1 $924k 72k 12.76
Bon-Ton Stores (BONTQ) 0.1 $910k 94k 9.72
Hatteras Financial 0.1 $881k 31k 28.23
Northern Trust Corporation (NTRS) 0.1 $827k 18k 45.94
H&R Block (HRB) 0.1 $802k 50k 16.04
Fifth Third Ban (FITB) 0.1 $765k 60k 12.75
Platinum Underwriter/ptp 0.1 $831k 25k 33.24
Penson Worldwide 0.1 $780k 219k 3.57
Morgan Stanley East. Euro 0.1 $780k 42k 18.60
Lennar Corporation (LEN) 0.1 $726k 40k 18.15
J.C. Penney Company 0.1 $691k 20k 34.55
Rite Aid Corporation 0.1 $671k 505k 1.33
Oriental Financial 0.1 $739k 57k 12.90
Einstein Noah Restaurant 0.1 $738k 49k 14.96
Jaguar Mng 0.1 $722k 151k 4.78
Genco Shipping & Trading 0.1 $537k 71k 7.52
Ameriprise Financial (AMP) 0.1 $577k 10k 57.70
Baker Hughes Incorporated 0.1 $625k 8.6k 72.53
Capital One Financial (COF) 0.1 $620k 12k 51.67
Halliburton Company (HAL) 0.1 $612k 12k 51.00
Hornbeck Offshore Services 0.1 $569k 21k 27.49
Iconix Brand 0.1 $567k 23k 24.22
Information Services (III) 0.1 $565k 319k 1.77
A. H. Belo Corporation 0.1 $582k 78k 7.43
Pimco Income Strategy Fund II (PFN) 0.1 $581k 54k 10.77
Medley Capital Corporation 0.1 $569k 49k 11.73
Pennantpark Floating Rate Capi (PFLT) 0.1 $608k 48k 12.69
JPMorgan Chase & Co. (JPM) 0.0 $454k 11k 40.90
ARGO GROUP INTERNATIONAL Holdi Com Stk 0.0 $458k 15k 29.74
Journal Communications 0.0 $517k 100k 5.18
Denali Fund 0.0 $415k 26k 15.90
Anchor Bancorp 0.0 $473k 51k 9.20
Pfizer (PFE) 0.0 $358k 17k 20.57
Jack in the Box (JACK) 0.0 $364k 16k 22.79
Ares Capital Corporation (ARCC) 0.0 $378k 24k 16.09
Raymond James Financial (RJF) 0.0 $383k 12k 32.18
Red Robin Gourmet Burgers (RRGB) 0.0 $393k 11k 36.36
MCG Capital Corporation 0.0 $304k 50k 6.08
Aegerion Pharmaceuticals 0.0 $403k 26k 15.74
Safeguard Scientifics (SFE) 0.0 $381k 20k 18.86
Essex Rental 0.0 $314k 48k 6.60
Community Bankers Trust 0.0 $358k 265k 1.35
optionsXpress Holdings 0.0 $271k 16k 16.69
McClatchy Company 0.0 $229k 82k 2.81
CF Industries Holdings (CF) 0.0 $274k 1.9k 141.68
Marshall & Ilsley Corporation 0.0 $282k 35k 7.98
National Financial Partners 0.0 $175k 15k 11.51
General Maritime Corporation 0.0 $205k 152k 1.35
Ruth's Hospitality 0.0 $245k 44k 5.60
Heckmann Corp *w exp 11/09/201 0.0 $210k 477k 0.44
Identive 0.0 $209k 90k 2.32
Invesco Van Kampen Bond Fund (VBF) 0.0 $261k 14k 19.07
Armour Residential Reit Inc *w exp 11/07/201 0.0 $202k 5.0M 0.04
Navios Maritime Acquis Corp 0.0 $202k 50k 4.06
Oceanfreight Inc shs -a - 0.0 $179k 527k 0.34
InfuSystem Holdings (INFU) 0.0 $226k 105k 2.16
Oxford Lane Cap Corp (OXLC) 0.0 $225k 12k 18.52
McCormick & Schmick's Seafood Restaurant (MSSR) 0.0 $94k 11k 8.55
Reddy Ice Holdings 0.0 $112k 40k 2.80
Odyssey Marine Exploration 0.0 $98k 31k 3.13
Caliper Life Sciences Inc *w 0.0 $99k 75k 1.32
D Banro Corp warrant 0.0 $160k 100k 1.60
Bionovo (BNVI) 0.0 $121k 159k 0.76
Cazador Acquisition Corporat *w exp 99/99/999 0.0 $63k 157k 0.40
China Hydroelectric Corporat w exp 01/25/201 0.0 $97k 649k 0.15
AUSTRALIA ACQUISITION Corp *w Exp99/99/999 warrant 0.0 $109k 227k 0.48
Box Ships 0.0 $145k 15k 9.91
Newpark Resources (NR) 0.0 $40k 10k 4.00
Northstar Realty Finance 0.0 $40k 10k 4.00
China Gerui Advanced Materials 0.0 $49k 13k 3.81
Searchmedia Holdings Ltd *w exp 11/19/201 0.0 $45k 226k 0.20
Seanergy Maritime Hldgs Corp *w exp 09/24/201 0.0 $35k 3.5M 0.01
Neostem Inc *w exp 07/16/201 0.0 $20k 150k 0.13