Pine River Capital Management

Pine River Capital Management as of Dec. 31, 2012

Portfolio Holdings for Pine River Capital Management

Pine River Capital Management holds 243 positions in its portfolio as reported in the December 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Annaly Capital Management 9.0 $394M 28M 14.04
Nexen 5.4 $236M 8.7M 26.94
Annaly Cap Mgmt Inc note 5.000% 5/1 4.8 $212M 210M 1.01
Financial Select Sector SPDR (XLF) 4.6 $200M 12M 16.39
iShares Russell 2000 Index (IWM) 3.3 $143M 1.7M 84.32
Ocwen Financial Corporation 3.1 $135M 3.9M 34.59
Focus Media Holding 2.9 $129M 5.0M 25.67
JPMorgan Chase & Co. (JPM) 2.7 $118M 2.7M 43.97
Goldman Sachs (GS) 2.5 $109M 855k 127.56
American International (AIG) 2.4 $105M 3.0M 35.30
American Capital 2.4 $104M 8.6M 12.02
Apple (AAPL) 2.3 $100M 187k 532.18
Cys Investments 2.2 $97M 8.2M 11.81
Phh Corp cnv 1.8 $80M 40M 1.99
General Mtrs Co *w exp 07/10/201 1.6 $70M 5.6M 12.49
General Electric Company 1.6 $69M 3.3M 20.99
Exxon Mobil Corporation (XOM) 1.5 $66M 760k 86.56
Procter & Gamble Company (PG) 1.5 $65M 963k 67.89
International Business Machines (IBM) 1.3 $58M 304k 191.55
American Capital Agency 1.3 $56M 1.9M 28.90
IntercontinentalEx.. 1.2 $54M 432k 123.81
Home Loan Servicing Solution ord 1.1 $49M 2.6M 18.90
Knight Capital Group Inc. 3.50% dbcv 1.1 $48M 49M 0.99
Allstate Corporation (ALL) 0.9 $40M 999k 40.17
Anworth Mortgage Asset Corporation 0.9 $40M 6.9M 5.78
Coca-Cola Company (KO) 0.9 $39M 1.1M 36.25
Dominion Res Inc Va New debt 0.9 $38M 25M 1.52
American Capital Mortgage In 0.8 $36M 1.5M 23.57
Microsoft Corporation (MSFT) 0.8 $35M 1.3M 26.71
At&t (T) 0.8 $35M 1.0M 33.71
Liberty Media Corp deb 3.500% 1/1 0.7 $32M 67M 0.48
PowerShares QQQ Trust, Series 1 0.7 $33M 500k 65.13
MFA Mortgage Investments 0.7 $32M 3.9M 8.11
Ipath S&p 500 Vix Short Term F 0.7 $31M 963k 31.81
Philip Morris International (PM) 0.7 $30M 352k 83.64
Cms Energy Corp note 5.500% 6/1 0.7 $30M 17M 1.77
Aetna 0.7 $29M 621k 46.31
Global Payments (GPN) 0.6 $28M 623k 45.30
iShares MSCI Australia Index Fund (EWA) 0.6 $28M 1.1M 25.14
Merck & Co (MRK) 0.6 $27M 661k 40.94
Johnson & Johnson (JNJ) 0.6 $27M 380k 70.06
Pfizer (PFE) 0.6 $27M 1.1M 25.07
Robbins & Myers 0.6 $26M 437k 59.45
General Mtrs Co *w exp 07/10/201 0.6 $26M 1.3M 19.50
Google 0.6 $25M 36k 707.38
Intel Corporation (INTC) 0.6 $24M 1.2M 20.62
Chimera Investment Corporation 0.6 $24M 9.3M 2.61
Berkshire Hathaway (BRK.B) 0.5 $23M 261k 89.70
Comcast Corporation (CMCSA) 0.5 $23M 608k 37.36
SanDisk Corporation 0.5 $21M 493k 43.50
Mylan Inc note 3.750% 9/1 0.5 $21M 10M 2.13
Pepsi (PEP) 0.5 $20M 294k 68.47
CNA Financial Corporation (CNA) 0.4 $19M 677k 28.01
National Retail Properties I note 5.125% 6/1 0.4 $18M 15M 1.23
Capital One Financial (COF) 0.4 $18M 302k 57.93
Bank of America Corporation (BAC) 0.4 $17M 1.5M 11.61
AvalonBay Communities (AVB) 0.4 $17M 126k 135.58
Digital Realty Trust (DLR) 0.4 $17M 245k 67.89
Oracle Corporation (ORCL) 0.4 $16M 487k 33.32
Citigroup (C) 0.4 $16M 398k 39.57
Colony Financial 0.3 $15M 784k 19.50
Occidental Petroleum Corporation (OXY) 0.3 $15M 193k 76.62
Heartland Payment Systems 0.3 $15M 506k 29.50
Advanced Micro Devices Inc note 6.000% 5/0 0.3 $14M 15M 0.94
Altria (MO) 0.3 $15M 466k 31.44
Cisco Systems (CSCO) 0.3 $14M 717k 19.65
Dole Food Company 0.3 $14M 1.2M 11.47
Qualcomm (QCOM) 0.3 $13M 211k 61.87
Schlumberger (SLB) 0.3 $12M 174k 69.30
iShares MSCI Germany Index Fund (EWG) 0.3 $12M 500k 24.70
National Financial Partners 0.3 $11M 661k 17.14
Nautilus Marine Acquisit Cor shsadded 0.3 $12M 1.1M 10.10
McDonald's Corporation (MCD) 0.2 $10M 115k 88.20
Amazon (AMZN) 0.2 $10M 40k 250.93
iShares iBoxx $ High Yid Corp Bond (HYG) 0.2 $10M 110k 93.35
MetroPCS Communications 0.2 $9.5M 953k 9.94
Home Depot (HD) 0.2 $9.3M 151k 61.85
Platinum Underwriter/ptp 0.2 $9.0M 197k 46.00
MetLife (MET) 0.2 $9.0M 274k 32.94
CVS Caremark Corporation (CVS) 0.2 $8.6M 179k 48.34
Acadia Healthcare (ACHC) 0.2 $8.9M 383k 23.35
Prospect Capital Corp note 6.250%12/1 0.2 $8.6M 8.1M 1.07
Amgen (AMGN) 0.2 $8.2M 95k 86.19
Chart Industries (GTLS) 0.2 $8.4M 126k 66.69
Scg Finl Acquisition 0.2 $8.1M 820k 9.91
Liberty Media Corp New deb 3.125% 3/3 0.2 $7.3M 5.0M 1.46
Hartford Financial Services (HIG) 0.2 $7.4M 332k 22.44
American Express Company (AXP) 0.2 $7.5M 131k 57.49
Caterpillar (CAT) 0.2 $7.4M 82k 89.62
ConocoPhillips (COP) 0.2 $7.4M 128k 57.99
Intel Corp sdcv 0.2 $7.5M 7.3M 1.04
Baidu (BIDU) 0.2 $7.6M 76k 100.31
Asml Holding (ASML) 0.2 $7.4M 115k 64.40
SEI Investments Company (SEIC) 0.2 $7.0M 301k 23.34
Montpelier Re Holdings/mrh 0.2 $7.1M 310k 22.86
Astoria Financial Corporation 0.2 $6.9M 740k 9.36
Endurance Specialty Hldgs Lt 0.2 $6.9M 175k 39.69
Gardner Denver 0.2 $6.9M 100k 68.50
Cobalt Intl Energy 0.2 $7.0M 286k 24.56
Crexus Investment 0.2 $6.8M 559k 12.25
Notes Gencorp Inc. 4.0625% dbcv 0.2 $7.1M 5.8M 1.23
ROI ACQUISITION Corp unit 99/99/9999 0.2 $7.2M 721k 10.00
Piper Jaffray Companies (PIPR) 0.1 $6.8M 211k 32.13
Safeguard Scientifics dbcv 5.250% 5/1 0.1 $6.4M 6.0M 1.06
Health Care SPDR (XLV) 0.1 $6.0M 150k 39.88
Bristol Myers Squibb (BMY) 0.1 $6.1M 187k 32.59
3M Company (MMM) 0.1 $6.2M 67k 92.85
Best Buy (BBY) 0.1 $5.9M 500k 11.85
Anadarko Petroleum Corporation 0.1 $6.0M 80k 74.31
HeartWare International 0.1 $6.1M 73k 83.94
Hawaiian Telcom Holdco 0.1 $6.0M 310k 19.50
Industrial SPDR (XLI) 0.1 $5.7M 150k 37.90
Consumer Discretionary SPDR (XLY) 0.1 $5.6M 117k 47.44
Intel Corp. Jr. Sub. Cv. Deb. conv 0.1 $5.9M 5.0M 1.18
7 Days Group Holdings 0.1 $5.3M 442k 12.06
Molson Coors Brewing Co note 2.500% 7/3 0.1 $5.1M 5.0M 1.01
Noble Energy 0.1 $5.3M 52k 101.73
EMC Corporation 0.1 $5.4M 212k 25.30
Consumer Staples Select Sect. SPDR (XLP) 0.1 $5.2M 150k 34.90
Lincoln National Corporation (LNC) 0.1 $4.8M 185k 25.90
Arthur J. Gallagher & Co. (AJG) 0.1 $4.8M 139k 34.65
Arbitron 0.1 $4.7M 100k 46.68
Boeing Company (BA) 0.1 $4.4M 59k 74.52
Gulfport Energy Corporation 0.1 $4.4M 116k 38.22
Market Vector Russia ETF Trust 0.1 $4.3M 145k 29.91
Retail Opportunity Invts Cor *w exp 10/23/201 0.1 $4.2M 4.7M 0.89
Chesapeake Energy Corp note 2.500% 5/1 0.1 $4.4M 5.0M 0.88
Lifelock 0.1 $4.4M 547k 8.13
Pbf Energy Inc cl a (PBF) 0.1 $4.4M 150k 29.05
Luxfer Holdings 0.1 $4.2M 346k 12.27
Melco Crown Entertainment (MLCO) 0.1 $4.0M 240k 16.83
Halliburton Company (HAL) 0.1 $4.1M 120k 34.69
Perfect World 0.1 $3.7M 351k 10.68
USD.01 Mannkind Corp sr unsecured 0.1 $3.8M 6.0M 0.63
Bgs Acquisition Corp sh 0.1 $4.0M 402k 9.90
Mbia (MBI) 0.1 $3.6M 463k 7.85
NetEase (NTES) 0.1 $3.4M 81k 42.54
Hatteras Financial 0.1 $3.4M 139k 24.82
Global Eagle Acquisition Cor 0.1 $3.4M 345k 9.97
Collabrium Japan 0.1 $3.6M 350k 10.19
iShares FTSE/Xinhua China 25 Index (FXI) 0.1 $3.2M 80k 40.45
Graphic Packaging Holding Company (GPK) 0.1 $3.2M 500k 6.46
AK Steel Holding Corporation 0.1 $3.1M 666k 4.60
Cameron International Corporation 0.1 $3.1M 55k 56.45
Omnicom Group Inc debt 0.1 $3.2M 3.0M 1.05
Qihoo 360 Technologies Co Lt 0.1 $3.0M 100k 29.69
New Mountain Finance Corp (NMFC) 0.1 $3.0M 199k 14.90
FleetCor Technologies 0.1 $2.7M 50k 53.64
Genco Shipping & Trading Ltd note 5.000% 8/1 0.1 $2.5M 6.9M 0.36
Edgen 0.1 $2.6M 369k 7.06
Qualys (QLYS) 0.1 $2.6M 174k 14.79
Aquasition Corp Unit Ex 000017 0.1 $2.5M 250k 10.03
Infinity Cross Bo 0.1 $2.5M 315k 7.90
Investment Technology 0.1 $2.3M 250k 9.00
American Equity Investment Life Holding 0.1 $2.3M 189k 12.21
Iconix Brand 0.1 $2.2M 98k 22.32
Prime Acquisition Corp 0.1 $2.2M 226k 9.92
Edwards Group Ltd Sponsored 0.1 $2.3M 380k 6.08
Ambarella (AMBA) 0.1 $2.2M 200k 11.15
Apartment Investment and Management 0.0 $1.7M 62k 27.07
Alere 0.0 $1.7M 90k 18.49
AsiaInfo-Linkage 0.0 $1.8M 163k 10.85
Casella Waste Systems (CWST) 0.0 $1.9M 425k 4.38
Healthsouth 0.0 $1.8M 84k 21.11
Materials SPDR (XLB) 0.0 $1.9M 51k 37.55
Nuveen Multi-Strategy Inc & Growth Fd 2 (JQC) 0.0 $1.7M 175k 9.65
Invesco Mortgage Capital 0.0 $1.9M 94k 19.70
Prospect Global Res In 0.0 $1.6M 1.1M 1.45
Kraft Foods 0.0 $1.9M 42k 46.20
Ofs Capital (OFS) 0.0 $1.6M 115k 13.69
Hologic (HOLX) 0.0 $1.3M 65k 20.01
Marathon Oil Corporation (MRO) 0.0 $1.5M 50k 30.66
New Oriental Education & Tech 0.0 $1.3M 67k 19.44
PSS World Medical 0.0 $1.4M 50k 28.88
Key Energy Services 0.0 $1.2M 166k 6.95
Concho Resources 0.0 $1.5M 18k 80.57
Cimarex Energy 0.0 $1.5M 27k 57.74
Ciena Corporation (CIEN) 0.0 $1.2M 75k 15.70
PRGX Global 0.0 $1.3M 200k 6.46
Memsic 0.0 $1.3M 388k 3.34
BlackRock Corporate High Yield Fund VI (HYT) 0.0 $1.1M 91k 12.39
Feihe Intl 0.0 $1.5M 229k 6.60
Medley Capital Corporation 0.0 $1.5M 100k 14.56
China Growth Equity Inv 0.0 $1.5M 150k 10.03
Microvision Inc Del (MVIS) 0.0 $1.4M 730k 1.91
Andina Acquisition 0.0 $1.1M 112k 9.88
Mondelez Int (MDLZ) 0.0 $1.4M 55k 25.45
Realogy Hldgs (HOUS) 0.0 $1.5M 35k 41.97
Activision Blizzard 0.0 $956k 90k 10.62
Red Robin Gourmet Burgers (RRGB) 0.0 $907k 26k 35.28
Brookdale Senior Living (BKD) 0.0 $906k 36k 25.31
Greenbrier Companies (GBX) 0.0 $865k 54k 16.17
3SBio (SSRX) 0.0 $1.1M 77k 13.64
Lj International Inc. ord 0.0 $1.1M 603k 1.80
Inland Real Estate Corp note 5.000%11/1 0.0 $1.1M 1.1M 1.00
Global Eagle Acquisition Cor *w exp 05/13/201 0.0 $813k 1.1M 0.74
stock 0.0 $1000k 77k 12.99
Del Friscos Restaurant 0.0 $960k 62k 15.60
Performant Finl (PHLT) 0.0 $1.0M 104k 10.10
Griffon Corporation (GFF) 0.0 $507k 44k 11.45
Einstein Noah Restaurant 0.0 $266k 22k 12.20
Concord Medical Services Holding 0.0 $294k 71k 4.12
inContact, Inc . 0.0 $406k 78k 5.18
Global Power Equipment Grp I 0.0 $514k 30k 17.13
ADVENTRX Pharmaceuticals 0.0 $356k 625k 0.57
Royce Focus Tr 0.0 $378k 57k 6.59
RMK Advantage Income Fund (HAV) 0.0 $321k 37k 8.64
Macquarie Global Infr Total Rtrn Fnd 0.0 $408k 21k 19.11
First Tr High Income L/s (FSD) 0.0 $499k 28k 18.11
Morgan Stanley East. Euro 0.0 $568k 33k 17.14
Athersys 0.0 $334k 315k 1.06
Denali Fund 0.0 $424k 26k 16.25
Rait Financial Trust 0.0 $316k 56k 5.65
First Trust Strategic 0.0 $254k 15k 16.59
Gse Holding 0.0 $484k 78k 6.20
Acquity 0.0 $523k 68k 7.70
Roi Acquisition Corp *w exp 02/28/201 0.0 $245k 721k 0.34
Corenergy Infrastructure Tr 0.0 $603k 100k 6.03
Rite Aid Corp note 8.500% 5/1 0.0 $164k 150k 1.09
China XD Plastics 0.0 $49k 13k 3.77
China Digital TV Holding 0.0 $17k 10k 1.70
Owens Corning New *w exp 10/30/201 0.0 $26k 25k 1.03
Giant Interactive 0.0 $145k 27k 5.39
CAMAC Energy 0.0 $0 150k 0.00
EnteroMedics 0.0 $168k 60k 2.80
Neostem (NBS) 0.0 $28k 1.4M 0.02
Armour Residential Reit Inc *w exp 11/07/201 0.0 $101k 5.0M 0.02
RMK Multi-Sector High Income Fund (HMH) 0.0 $64k 11k 6.01
Resolute Energy Corp *w exp 09/25/201 0.0 $9.0k 20k 0.46
Hyperdynamics Corp 0.0 $10k 17k 0.58
Pluristem Therapeutics 0.0 $9.0k 30k 0.30
Managed High Yield Plus Fund 0.0 $189k 89k 2.14
Discovery Laboratories 0.0 $32k 200k 0.16
Cleveland BioLabs 0.0 $0 150k 0.00
China Hydroelectric Corporat w exp 01/25/201 0.0 $6.5k 649k 0.01
AUSTRALIA ACQUISITION Corp *w Exp99/99/999 warrant 0.0 $6.3k 627k 0.01
Prime Acquisition Corp *w exp 99/99/999 0.0 $29k 181k 0.16
Blue Wolf Mongolia Holdings unit 99/99/9999 0.0 $58k 581k 0.10
57th Street General Acq-cw16 rt 0.0 $6.7k 96k 0.07
1869300 Rxi Pharmaceuticals 0.0 $0 145k 0.00
Andina Acquisition Corp *w exp 99/99/999 0.0 $74k 295k 0.25
Bgs Acquisition Corp *w exp 99/99/999 0.0 $55k 426k 0.13
Infinity Cross Bo 0.0 $186k 315k 0.59