LINDEN ADVISORS LP Q1 2016 Filing
Filed May 16, 2016
Portfolio Value
$1.8T
Holdings
74
Report Date
Q1 2016
Filing Type
13F-HR
All Holdings (74 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —YAHOO INC 0% 1DEC18 | 172,155,000 | $170.7B | 9.45% | |
| 2 | —ALERE INC 3% 31DEC49 SER B PFD | 330,514 | $124.7B | 6.90% | |
| 3 | —LIGAND PHARMA 0.75% 15AUG19 | 56,665,000 | $86.5B | 4.79% | |
| 4 | SPYS&P 500 DEPOSITORY RECEIPT | 300,000 | $61.7B | 3.41% | Call |
| 5 | —COLONY FINANCIA 3.875% 15JAN21 | 65,826,000 | $59.1B | 3.27% | |
| 6 | —APOLLO CMMRL REAL 5.5% 15MAR19 | 50,651,000 | $51.1B | 2.83% | |
| 7 | —QIHOO 360 TECH CO 2.5% 15SEP18 | 50,360,000 | $50.2B | 2.78% | |
| 8 | —STARWOOD PRPRTY TR3.75 15OCT17 | 50,723,000 | $50.2B | 2.78% | |
| 9 | AAPLAPPLE INC | 460,000 | $50.1B | 2.77% | Put |
| 10 | BABAALIBABA GROUP HOLDING-SP ADR | 600,000 | $47.4B | 2.62% | Put |
| 11 | —STARWOOD WAYPOINT 3% 1JUL19 | 47,569,000 | $47.2B | 2.61% | |
| 12 | —VECTOR GROUP LTD 1.75% 15APR20 | 42,145,000 | $46.8B | 2.59% | |
| 13 | —TWITTER INC 0.25% 15SEP19 | 51,670,000 | $45.5B | 2.52% | |
| 14 | —SPIRIT REALTY 2.875% 15MAY19 | 43,987,000 | $44.0B | 2.44% | |
| 15 | —STARWOOD WAYPOINT 4.5 15OCT17 | 35,131,000 | $36.2B | 2.00% | |
| 16 | —TRINA SOLAR LTD 3.5% 15JUN19 | 38,905,000 | $35.8B | 1.98% | |
| 17 | —WORKDAY INC 1.5% 15JUL20 | 30,000,000 | $35.4B | 1.96% | |
| 18 | —INCYTE CORP LTD 1.25% 15NOV20 | 22,232,000 | $35.1B | 1.94% | |
| 19 | —QUIDEL CORP 3.25% 15DEC20 | 38,464,000 | $34.4B | 1.91% | |
| 20 | —51JOB INC 3.25 15APR19 | 32,885,000 | $33.5B | 1.86% | |
| 21 | —LEXICON PHARMA 5.25 1DEC21 | 20,125,000 | $32.3B | 1.79% | |
| 22 | XLEAMEX ENERGY SELECT SPDR IDX | 500,000 | $30.9B | 1.71% | Call |
| 23 | —TESARO INC 3% 01OCT21 | 18,895,000 | $27.8B | 1.54% | |
| 24 | MSFTMICROSOFT CORP | 500,000 | $27.6B | 1.53% | Put |
| 25 | GOOGALPHABET INC-CL C | 36,000 | $26.8B | 1.48% | Put |
| 26 | —LINKEDIN CORP 0.50% 01NOV19 | 29,500,000 | $26.8B | 1.48% | |
| 27 | —MICRON TECHN 3.125% 01MAY32 A | 20,745,000 | $26.5B | 1.47% | |
| 28 | —MOLINA HEALTHCAR 1.625%15AUG44 | 20,250,000 | $25.5B | 1.41% | |
| 29 | —PROOFPOINT INC 1.25% 15DEC18 | 17,255,000 | $25.2B | 1.40% | |
| 30 | —MOLINA HEALTH 1.125% 15JAN20 | 14,936,000 | $24.6B | 1.36% | |
| 31 | —AMERICAN REALTY 3% 1AUG18 | 25,000,000 | $24.4B | 1.35% | |
| 32 | —WORKDAY INC .75% 15JUL18 | 20,920,000 | $23.7B | 1.31% | |
| 33 | —MICRON TECH INC 2.125% 15FEB33 | 19,750,000 | $23.7B | 1.31% | |
| 34 | —SINA CORP 1% 01DEC18 | 21,906,000 | $21.5B | 1.19% | |
| 35 | —TRINA SOLAR LTD 4% 15OCT17 | 21,500,000 | $19.4B | 1.07% | |
| 36 | —NETSUITE INC 0.25% 01JUL18 | 20,150,000 | $19.3B | 1.07% | |
| 37 | STWD 4.55 03/01/18STARWOOD PROPERTY 4.55% 1MAR18 | 18,500,000 | $18.6B | 1.03% | |
| 38 | —AMERICAN REALTY 3.75 15DEC20 | 17,400,000 | $16.7B | 0.92% | |
| 39 | —BIOMARIN PHARMA 1.5 15OCT20 | 12,760,000 | $15.1B | 0.84% | |
| 40 | —PACIRA PHARMA 3.25% 1FEB19 | 6,582,000 | $14.6B | 0.81% | |
| 41 | —CANADIAN SOLAR 4.25% 15FEB19 | 16,605,000 | $14.0B | 0.78% | |
| 42 | —BIOMARIN PHARMA 0.75 15OCT18 | 11,517,000 | $13.4B | 0.74% | |
| 43 | —CHENIERE ENERGY 4.25 15MAR45 | 25,393,000 | $13.3B | 0.74% | |
| 44 | —MICRON TECH 2.375% 01MAY32 A | 10,500,000 | $13.2B | 0.73% | |
| 45 | —QIHO360 TECCO LTD 0.5% 15AUG20 | 11,700,000 | $11.6B | 0.64% | |
| 46 | —CTRIP.COM INTER 1.25% 15OCT18 | 8,453,000 | $10.9B | 0.60% | |
| 47 | —SUNPOWER CORP .75 1JUN18 | 9,049,000 | $10.0B | 0.55% | |
| 48 | —COLONY FINANCIAL 5% 15APR23 | 9,663,000 | $8.7B | 0.48% | |
| 49 | —MICRON TECH 1.625% 15FEB33 | 7,000,000 | $8.2B | 0.46% | |
| 50 | —INCYTE CORP LTD 0.375% 15NOV18 | 5,151,000 | $7.9B | 0.44% | |
| 51 | —SPIRIT REALTY CAP 3.75 15MAY21 | 7,500,000 | $7.6B | 0.42% | |
| 52 | —DOUBLE EAGLE ACQUISITION COR | 750,000 | $7.5B | 0.42% | |
| 53 | JOBSUSD51JOB INC-ADR | 192,030 | $6.0B | 0.33% | |
| 54 | —MEDIDATA SOL 1% 01AUG18 | 5,000,000 | $5.1B | 0.28% | |
| 55 | —GORES HOLDINGS INC | 500,000 | $5.0B | 0.28% | |
| 56 | —GLOBAL PARTNER ACQUISITION C | 500,000 | $4.9B | 0.27% | |
| 57 | —PACE HOLDINGS CORP | 489,840 | $4.9B | 0.27% | |
| 58 | —NUANCE COMMU 1.5 01NOV35 | 4,500,000 | $4.7B | 0.26% | |
| 59 | GOGOGOGO INC | 388,200 | $4.3B | 0.24% | |
| 60 | —IPATH S&P 500 VIX S/T FU ETN | 200,000 | $3.6B | 0.20% | Put |
| 61 | —MODUSLINK GLOBAL 5.25 1MAR19 | 5,000,000 | $3.5B | 0.19% | |
| 62 | DYDYCOM INDS | 52,800 | $3.4B | 0.19% | |
| 63 | UISUNISYS CORP | 353,700 | $2.7B | 0.15% | |
| 64 | —TRINA SOLAR LIMITED | 218,171 | $2.2B | 0.12% | |
| 65 | —TETRALOGIC PHAR 8% 15JUN19 | 7,500,000 | $2.1B | 0.12% | |
| 66 | —ENVESTNET INC 1.75% 15DEC19 | 2,399,000 | $2.1B | 0.12% | |
| 67 | —DHT HOLDINGS INC 4.5% 01OCT19 | 2,100,000 | $2.1B | 0.11% | |
| 68 | —ON SEMICONDUCTO 2.625% 15DEC26 | 1,686,000 | $1.8B | 0.10% | |
| 69 | GMGENERAL MOTORS CO | 49,965 | $1.6B | 0.09% | |
| 70 | NHI 3.25 04/01/21NATIONAL HEALTH I 3.25% 1APR21 | 1,354,000 | $1.4B | 0.08% | |
| 71 | QI 6.75 03/22/13 ADSQIMONDA FI 6.75% 22Mar13 | 5,000,000 | $868.0M | 0.05% | |
| 72 | MTORMERITOR INC | 98,488 | $794.0M | 0.04% | |
| 73 | IVCUSDINVACARE CORP | 48,554 | $640.0M | 0.04% | |
| 74 | —HERCULES OFFSHORE INC | 47,488 | $114.0M | 0.01% |