PINE RIVER CAPITAL MANAGEMENT L.P. Information

601 CARLSON PARKWAY, MINNETONKA, Minnesota, 55305, (612) 238-3300

Report Date: 03/31/2013

Position Statistics:

Total Positions 323
New Positions 119
Increased Positions 166
Decreased Positions 106
Positions with Activity 272
Sold Out Positions 65
Total Mkt Value
(in $ millions)
2,447

Sector Weighting

Basic Materials 0.73%
Capital Goods 2.3%
Conglomerates 0.09%
Consumer Cyclical 8.39%
Consumer/Non-Cyclical 1.4%
Energy 6.24%
Financial 43.89%
Healthcare 2.24%
Services 30.13%
Technology 3.62%
Transportation 0.72%
Utilities

Institutional Holdings information is filed by major institutions on form 13-F with the Securities and Exchange Commission.

323 Positions as of 03/31/2013

Company Class Value of Shares ($1,000s) Change in Value ($1,000s) Change (%) Shares Held
AMERICAN CAPITAL AGENCY CORP COM 201,226 150,637 297.76 7,048,197
OCWEN FINL CORP COM NEW 181,213 11,072 6.51 4,162,943
CYS INVTS INC COM 142,615 46,773 48.80 12,241,614
GENERAL MTRS CO WT EXP 071019 131,049 39,132 42.57 8,015,202
AMERICAN CAP LTD COM 118,900 9,214 8.40 8,251,224
AMERICAN INTL GROUP INC COM NEW 110,768 -23,027 (17.21) 2,463,698
WALTER INVT MGMT CORP COM 63,524 14,706 30.13 1,580,207
ANWORTH MORTGAGE ASSET CP COM 54,102 13,439 33.05 9,123,514
HOME LN SERVICING SOLUTIONS LT ORD SHS 50,278 -9,818 (16.34) 2,146,803
ANNALY CAP MGMT INC COM 45,771 -305,416 (86.97) 3,124,283
SPRINT NEXTEL CORP COM SER 1 44,933 44,933 New 6,080,278
GENERAL MTRS CO WT EXP 071016 44,081 12,387 39.08 1,841,328
APOLLO RESIDENTIAL MTG INC COM 38,184 38,184 New 1,831,360
SANDISK CORP COM 36,834 8,140 28.37 632,337
KNIGHT CAP GROUP INC CL A COM 36,340 36,340 New 9,821,751
GLOBAL PMTS INC COM 34,917 5,370 18.17 736,651
PRUDENTIAL FINL INC COM 30,529 30,529 New 448,628
WESTERN ASSET MTG CAP CORP COM 30,213 New 1,519,023
LINCOLN NATL CORP IND COM 30,128 23,613 362.43 854,940
ZHONGPIN INC COM 25,668 9,044 54.40 1,980,572

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