LINDEN ADVISORS LP Q3 2016 Filing
Filed November 14, 2016
Portfolio Value
$2.2T
Holdings
88
Report Date
Q3 2016
Filing Type
13F-HR
All Holdings (88 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —MICRON TECHN 3.125% 01MAY32 A | 66,777,000 | $127.0B | 5.80% | |
| 2 | SPYSPDR S&P500 ETF TRUST | 532,000 | $115.1B | 5.26% | Put |
| 3 | —ALERE INC 3% 31DEC49 SER B PFD | 325,536 | $111.2B | 5.08% | |
| 4 | —CTRIP.COM INTL LT 1.99 01JUL25 | 80,670,000 | $91.0B | 4.16% | |
| 5 | —APOLLO CMMRL REAL 5.5% 15MAR19 | 79,200,000 | $81.7B | 3.73% | |
| 6 | —STARWOOD PRPRTY TR3.75 15OCT17 | 75,286,000 | $77.6B | 3.55% | |
| 7 | —CTRIP.COM INTL 1.25% 15SEP22 | 69,350,000 | $70.0B | 3.20% | |
| 8 | —DEPOMED INC 2.5 1SEP21 | 48,950,000 | $69.9B | 3.19% | |
| 9 | —STARWOOD WAYPOINT 3% 1JUL19 | 63,641,000 | $69.4B | 3.17% | |
| 10 | —MICRON TECH INC 2.125% 15FEB33 | 36,991,000 | $65.4B | 2.99% | |
| 11 | —YAHOO INC 0% 1DEC18 | 60,731,000 | $62.4B | 2.85% | |
| 12 | —COLONY FINANCIA 3.875% 15JAN21 | 61,839,000 | $60.3B | 2.76% | |
| 13 | —OASIS PETROLE 2.625 15SEP23 | 51,083,000 | $57.8B | 2.64% | |
| 14 | —AMERICAN RESIDEN 3.25% | 44,000,000 | $55.7B | 2.55% | |
| 15 | —VECTOR GROUP LTD 1.75% 15APR20 | 47,895,000 | $54.6B | 2.49% | |
| 16 | AAPLAPPLE INC | 460,000 | $52.0B | 2.38% | Put |
| 17 | —IRONWOOD PHARMAC 2.25% 15JUN22 | 39,927,000 | $47.7B | 2.18% | |
| 18 | —TWITTER INC 0.25% 15SEP19 | 44,693,000 | $43.0B | 1.96% | |
| 19 | —AMERICAN REALTY 3% 1AUG18 | 40,454,000 | $40.5B | 1.85% | |
| 20 | —INCYTE CORP LTD 1.25% 15NOV20 | 20,382,000 | $39.5B | 1.81% | |
| 21 | —QUIDEL CORP 3.25% 15DEC20 | 37,464,000 | $37.8B | 1.73% | |
| 22 | XLEAMEX ENERGY SELECT SPDR IDX | 500,000 | $35.3B | 1.61% | Call |
| 23 | —HORIZON PHARMA 2.5 15MAR22 | 33,991,000 | $33.0B | 1.51% | |
| 24 | —BIOMARIN PHARMA 1.5 15OCT20 | 26,026,000 | $32.5B | 1.49% | |
| 25 | —EMERGENT BIOSOL 2.875 15JAN21 | 26,000,000 | $32.1B | 1.47% | |
| 26 | BABAALIBABA GROUP HOLDING-SP | 300,000 | $31.7B | 1.45% | Put |
| 27 | —51JOB INC 3.25 15APR19 | 29,735,000 | $31.5B | 1.44% | |
| 28 | —FIREEYE INC 1% 1JUN35 | 34,148,000 | $31.5B | 1.44% | |
| 29 | —LIGAND PHARMA 0.75% 15AUG19 | 19,855,000 | $29.1B | 1.33% | |
| 30 | MSFTMICROSOFT CORP | 500,000 | $28.8B | 1.32% | Put |
| 31 | GOOGALPHABET INC-CL C | 36,000 | $28.0B | 1.28% | Put |
| 32 | —INTERCEPT PHAR 3.25% 01JUL23 | 23,356,000 | $26.2B | 1.20% | |
| 33 | SM 1.5 07/01/21SM ENERGY CO 1.5% 01JUL21 | 19,879,000 | $23.9B | 1.09% | |
| 34 | —MICRON TECH 1.625% 15FEB33 | 13,250,000 | $22.4B | 1.02% | |
| 35 | —ALLEGHENY TECHN 4.75% 01JUL22 | 15,500,000 | $21.9B | 1.00% | |
| 36 | —WORKDAY INC 1.5% 15JUL20 | 16,600,000 | $21.6B | 0.99% | |
| 37 | —SINA CORP 1% 01DEC18 | 21,569,000 | $21.6B | 0.98% | |
| 38 | —CONSOLIDATED-TOM 4.5 15MAR20 | 19,620,000 | $19.3B | 0.88% | |
| 39 | —VIPSHOP HLDG LTD 1.5% 15MAR19 | 17,723,000 | $19.2B | 0.88% | |
| 40 | —TERRAFORM GLOBAL INC - CL A | 4,577,601 | $18.8B | 0.86% | |
| 41 | —STILLWTER MINING 1.75% 15OCT32 | 15,471,000 | $18.7B | 0.85% | |
| 42 | —COLONY FINANCIAL 5% 15APR23 | 18,238,000 | $18.2B | 0.83% | |
| 43 | —TIMKENSTEEL 6% 1JUN21 | 13,550,000 | $15.0B | 0.68% | |
| 44 | —ROYAL BK SCOTLND G FRN 29DEC49 | 14,860,000 | $14.7B | 0.67% | |
| 45 | —YY INC 2.25 1APR19 | 13,357,000 | $13.2B | 0.60% | |
| 46 | —ENDOLOGIX INC 3.25 1NOV20 | 9,319,000 | $12.4B | 0.57% | |
| 47 | —REPLIGEN CORP 2.125% 01JUN21 | 9,527,000 | $10.9B | 0.50% | |
| 48 | —DOMINION RESO 6.75% 15AUG19 | 168,700 | $8.5B | 0.39% | |
| 49 | —AMAG PHARMACEUTLS 2.5% 15FEB19 | 7,000,000 | $7.9B | 0.36% | |
| 50 | —DOUBLE EAGLE ACQUISITION COR | 750,000 | $7.7B | 0.35% | |
| 51 | —CHENIERE ENERGY 4.25 15MAR45 | 11,893,000 | $7.6B | 0.35% | |
| 52 | —ILLUMINA INC 0% 15JUN19 | 7,265,000 | $7.6B | 0.35% | |
| 53 | —WRIGHT MEDIC 2% 15FEB20 | 7,000,000 | $7.5B | 0.34% | |
| 54 | AMDADVANCED MICRO DEVICES | 1,026,600 | $7.1B | 0.32% | |
| 55 | —WEATHERFORD 5.875% 01JUL21 | 6,000,000 | $6.8B | 0.31% | |
| 56 | EEMISHARES MSCI EMERGING MKT IN | 177,800 | $6.7B | 0.30% | Put |
| 57 | STWD 4.55 03/01/18STARWOOD PROPERTY 4.55% 1MAR18 | 5,795,000 | $6.4B | 0.29% | |
| 58 | —NEVRO CORP 1.75% 01JUN21 | 4,581,000 | $5.9B | 0.27% | |
| 59 | JOBSUSD51JOB INC-ADR | 168,711 | $5.6B | 0.26% | |
| 60 | NTNXNUTANIX INC - A | 150,000 | $5.5B | 0.25% | |
| 61 | —HOLOGIC INC FRN 15DEC43 | 4,500,000 | $5.5B | 0.25% | |
| 62 | —B2GOLD CORP 3.25% 1OCT18 | 5,315,000 | $5.5B | 0.25% | |
| 63 | —GLOBAL PARTNER ACQUISITION C | 500,000 | $5.0B | 0.23% | |
| 64 | —MOLINA HEALTH 1.125% 15JAN20 | 3,190,000 | $4.9B | 0.22% | |
| 65 | GOGOGOGO INC | 388,200 | $4.3B | 0.20% | |
| 66 | —MEDIDATA SOL 1% 01AUG18 | 3,000,000 | $3.5B | 0.16% | |
| 67 | —MEDICINES COMPANY 2.5 15JAN22 | 2,500,000 | $3.2B | 0.15% | |
| 68 | —IONIS PHARMACEUTIC 1% 15NOV21 | 3,399,000 | $3.2B | 0.14% | |
| 69 | —PATTERN ENERGY 4% 15JUL20 | 2,895,000 | $2.9B | 0.13% | |
| 70 | —ARRAY BIO INC 3% 1JUN20 | 2,000,000 | $2.4B | 0.11% | |
| 71 | —NEW MOUNTAIN FINANC 5% 15JUN19 | 2,250,000 | $2.3B | 0.11% | |
| 72 | —TRINA SOLAR LTD-SPON ADR | 210,839 | $2.2B | 0.10% | |
| 73 | —DHT HOLDINGS INC 4.5% 01OCT19 | 2,100,000 | $1.9B | 0.09% | |
| 74 | GMGENERAL MOTORS CO | 49,965 | $1.6B | 0.07% | |
| 75 | —SABAN CAPITAL ACQUISITION CO | 150,000 | $1.5B | 0.07% | |
| 76 | —ON SEMICONDUCTO 2.625% 15DEC26 | 1,000,000 | $1.2B | 0.05% | |
| 77 | —FANG HOLDINGS LTD 2% 15DEC18 | 900,000 | $893.0M | 0.04% | |
| 78 | —DYNEGY INC 7% 1JUL19 | 9,000 | $738.0M | 0.03% | |
| 79 | FEYECHFFIREEYE INC | 50,000 | $737.0M | 0.03% | |
| 80 | —TETRALOGIC PHAR 8% 15JUN19 | 7,500,000 | $675.0M | 0.03% | |
| 81 | —SUNPOWER CORP .75 1JUN18 | 650,000 | $592.0M | 0.03% | |
| 82 | —MICRON TECH 2.375% 01MAY32 A | 300,000 | $571.0M | 0.03% | |
| 83 | —PACE HOLDINGS CORP | 53,771 | $559.0M | 0.03% | |
| 84 | AYATLANTICA YIELD PLC | 29,100 | $554.0M | 0.03% | |
| 85 | —PDC ENERGY INC 1.125% 15SEP21 | 500,000 | $536.0M | 0.02% | |
| 86 | —NOVELLUS SYSTEM 2.625% 15MAY41 | 60,000 | $167.0M | 0.01% | |
| 87 | —WORKDAY INC .75% 15JUL18 | 30,000 | $37.0M | 0.00% | |
| 88 | —STARWOOD WAYPOINT 4.5 15OCT17 | 31,000 | $33.0M | 0.00% |