LINDEN ADVISORS LP Q1 2017 Filing
Filed May 15, 2017
Portfolio Value
$2.7T
Holdings
107
Report Date
Q1 2017
Filing Type
13F-HR
All Holdings (107 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —MICRON TECHN 3.125 01MAY32 A | 53,277,000 | $156.6B | 5.82% | |
| 2 | AMD 2.125 09/01/26ADVANCED MICRO 2.125 01SEP26 | 75,296,000 | $148.7B | 5.53% | |
| 3 | —ALERE INC 3 31DEC49 SER B PFD | 332,547 | $108.4B | 4.03% | |
| 4 | —INTEL CORP 2.95 15DEC35 CV | 73,823,000 | $100.6B | 3.74% | |
| 5 | SPYSPDR S&P500 ETF TRUST | 400,000 | $94.3B | 3.50% | Call |
| 6 | —ALLEGHENY TECHN 4.75 01JUL22 | 56,887,000 | $84.7B | 3.15% | |
| 7 | —STARWOOD WAYPOINT 3 1JUL19 | 65,684,000 | $78.0B | 2.90% | |
| 8 | —THERAVANCE BIOPHA 3.25 01NOV23 | 57,667,000 | $73.0B | 2.71% | |
| 9 | —VIPSHOP HLDG LTD 1.5 15MAR19 | 71,832,000 | $72.6B | 2.70% | |
| 10 | —IRONWOOD PHARMAC 2.25 15JUN22 | 56,915,000 | $71.0B | 2.64% | |
| 11 | —COLONY FINANCIA 3.875 15JAN21 | 70,362,000 | $69.7B | 2.59% | |
| 12 | —MEDICINES COMPANY 2.5 15JAN22 | 43,250,000 | $68.3B | 2.54% | |
| 13 | —AMERICAN REALTY 3 1AUG18 | 65,807,000 | $65.9B | 2.45% | |
| 14 | —DEPOMED INC 2.5 1SEP21 | 68,150,000 | $64.0B | 2.38% | |
| 15 | —TIMKENSTEEL 6 1JUN21 | 33,335,000 | $58.5B | 2.17% | |
| 16 | —VECTOR GROUP LTD 1.75 15APR20 | 50,603,000 | $57.5B | 2.14% | |
| 17 | —BIOMARIN PHARMA 1.5 15OCT20 | 46,159,000 | $54.6B | 2.03% | |
| 18 | —AMERICAN RESIDEN 3.25 | 40,867,000 | $54.5B | 2.02% | |
| 19 | —OASIS PETROLE 2.625 15SEP23 | 38,510,000 | $52.1B | 1.94% | |
| 20 | —EMERGENT BIOSOL 2.875 15JAN21 | 42,141,000 | $50.4B | 1.87% | |
| 21 | —CLOVIS ONCOLOGY 2.5 15SEP21 | 39,000,000 | $50.3B | 1.87% | |
| 22 | —YAHOO INC 0 1DEC18 | 48,262,000 | $50.1B | 1.86% | |
| 23 | —TESLA MOTORS INC 1.25 1MAR21 | 49,991,000 | $49.1B | 1.83% | |
| 24 | —WHITING PETROLEUM 1.25 1APR20 | 51,670,000 | $45.2B | 1.68% | |
| 25 | —STARWOOD PRPRTY TR3.75 15OCT17 | 43,610,000 | $44.3B | 1.65% | |
| 26 | —IONIS PHARMACEUTIC 1 15NOV21 | 44,830,000 | $43.3B | 1.61% | |
| 27 | —TWITTER INC 0.25 15SEP19 | 43,659,000 | $41.1B | 1.53% | |
| 28 | —AMAG PHARMACEUTLS 2.5 15FEB19 | 35,213,000 | $38.5B | 1.43% | |
| 29 | —SUCAMPO PHAR 3.25 15DEC21 144A | 36,105,000 | $35.8B | 1.33% | |
| 30 | —CTRIP.COM INTL LT 1.99 01JUL25 | 29,145,000 | $33.8B | 1.25% | |
| 31 | —51JOB INC 3.25 15APR19 | 30,673,000 | $33.0B | 1.23% | |
| 32 | —FIREEYE INC 1 1JUN35 | 33,507,000 | $31.5B | 1.17% | |
| 33 | AAPLAPPLE INC | 190,000 | $27.3B | 1.01% | Put |
| 34 | —APOLLO CMMRL REAL 5.5 15MAR19 | 23,893,000 | $26.3B | 0.98% | |
| 35 | —QUIDEL CORP 3.25 15DEC20 | 24,181,000 | $24.9B | 0.92% | |
| 36 | —REPLIGEN CORP 2.125 01JUN21 | 18,327,000 | $23.3B | 0.87% | |
| 37 | —HORIZON PHARMA 2.5 15MAR22 | 25,106,000 | $23.0B | 0.85% | |
| 38 | —CONSOLIDATED-TOM 4.5 15MAR20 | 22,166,000 | $22.6B | 0.84% | |
| 39 | MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25 | 15,000,000 | $21.6B | 0.80% | |
| 40 | —COLONY FINANCIAL 5 15APR23 | 21,000,000 | $21.1B | 0.78% | |
| 41 | —INPHI CORP 1.125 1DEC20 | 13,080,000 | $18.0B | 0.67% | |
| 42 | —PATTERN ENERGY 4 15JUL20 | 17,930,000 | $17.9B | 0.66% | |
| 43 | —COWEN GROUP INC 3 15MAR19 | 17,500,000 | $17.7B | 0.66% | |
| 44 | —SPIRIT REALTY 2.875 15MAY19 | 17,443,000 | $17.7B | 0.66% | |
| 45 | SPWR 4 01/15/23SUNPOWER CORP 4 15JAN23 | 21,899,000 | $17.2B | 0.64% | |
| 46 | XLFAMEX FINANCIAL SELECT SPDR IDX | 700,000 | $16.6B | 0.62% | Put |
| 47 | —TERRAFORM GLOBAL INC - CL A | 3,232,159 | $15.5B | 0.58% | |
| 48 | —MICRON TECH INC 2.125 15FEB33 | 5,776,000 | $15.5B | 0.57% | |
| 49 | —INTERCEPT PHAR 3.25 01JUL23 | 14,122,000 | $13.2B | 0.49% | |
| 50 | —ARBOR REALTY TRU 6.5 01OCT19 | 12,408,000 | $13.1B | 0.49% | |
| 51 | SLVISHARES SILVER TRUST | 700,000 | $12.1B | 0.45% | Call |
| 52 | TLTISHARES BARCLAYS 20 YR TREAS | 100,000 | $12.1B | 0.45% | Call |
| 53 | EEMISHARES MSCI EMERGING MKT IN | 300,000 | $11.8B | 0.44% | Put |
| 54 | STWD 4.375 04/01/23STRWOODPRPRTYTRST4.375 01APR23 | 11,608,000 | $11.6B | 0.43% | |
| 55 | —ENDOLOGIX INC 3.25 1NOV20 | 11,639,000 | $11.5B | 0.43% | |
| 56 | —ARRAY BIO INC 3 1JUN20 | 7,750,000 | $11.1B | 0.41% | |
| 57 | —YY INC 2.25 1APR19 | 10,319,000 | $10.3B | 0.38% | |
| 58 | —SEACOR HOLDINGS 3 15NOV28 | 11,492,000 | $10.3B | 0.38% | |
| 59 | —IPATH S&P 500 VIX S/T FU ETN | 600,000 | $9.5B | 0.35% | Put |
| 60 | —GREEN PLAINS INC 3.25 01OCT18 | 6,798,000 | $9.1B | 0.34% | |
| 61 | —JDS UNIPHASE 0.625 15AUG33 | 8,000,000 | $8.9B | 0.33% | |
| 62 | —MGIC INVEST CV 5 01MAY17 | 8,102,000 | $8.1B | 0.30% | |
| 63 | —WORKDAY INC 1.5 15JUL20 | 6,404,000 | $7.9B | 0.29% | |
| 64 | TRIB 4 04/01/45TRINITY BIOTECH LP 4.00 1APR45 | 8,590,000 | $7.0B | 0.26% | |
| 65 | —DOUBLE EAGLE ACQUISITION COR | 656,725 | $6.9B | 0.26% | |
| 66 | INFYINFOSYS TECH - ADR | 396,000 | $6.3B | 0.23% | Put |
| 67 | —AK STEEL CORP 5 15NOV19 | 3,150,000 | $5.0B | 0.18% | |
| 68 | —RWT HOLDINGS 5.625 15NOV19 | 4,395,000 | $4.5B | 0.17% | |
| 69 | —PDL BIOPHARMA 2.75 01DEC21 | 5,000,000 | $4.4B | 0.16% | |
| 70 | —SINA CORP 1 01DEC18 | 4,335,000 | $4.3B | 0.16% | |
| 71 | —ILLUMINA INC 0 15JUN19 | 4,265,000 | $4.3B | 0.16% | |
| 72 | —INFINERA CORP 1.75 1JUN18 | 4,000,000 | $4.3B | 0.16% | |
| 73 | —GLOBAL PARTNER ACQUISITION C | 394,800 | $4.0B | 0.15% | |
| 74 | ONON SEMICONDUCTOR CORP | 260,122 | $4.0B | 0.15% | |
| 75 | —CHENIERE ENERGY 4.25 15MAR45 | 5,750,000 | $3.9B | 0.15% | |
| 76 | —BANK OF AMERICA CORP-CW19 | 4,006,857 | $3.7B | 0.14% | |
| 77 | —GORES HOLDINGS II INC | 361,268 | $3.7B | 0.14% | |
| 78 | TSLATESLA INC | 13,134 | $3.7B | 0.14% | |
| 79 | GOGOGOGO INC | 315,014 | $3.5B | 0.13% | |
| 80 | —SPECTRANETICS CO 2.625 1JUN34 | 3,000,000 | $3.4B | 0.13% | |
| 81 | —ASHFORD HOSPITALITY PRIM | 173,843 | $3.4B | 0.13% | |
| 82 | —TWO HARBORS INV 6.25 15JAN22 | 3,200,000 | $3.3B | 0.12% | |
| 83 | —FINISAR CORP 0.5 15DEC33 | 2,840,000 | $3.2B | 0.12% | |
| 84 | —TRULIA LLC 2.75 15 DEC 20 | 2,000,000 | $3.1B | 0.12% | |
| 85 | —MCQUARIEBNKLONDN 6.125 31DEC49 | 3,000,000 | $3.0B | 0.11% | |
| 86 | —IMPAX LABORA INC 2 15JUN22 | 3,500,000 | $2.8B | 0.11% | |
| 87 | —FIREEYE INC 1.625 1JUN35 | 3,000,000 | $2.7B | 0.10% | |
| 88 | —TESLA INC 2.375 15MAR22 | 2,500,000 | $2.6B | 0.10% | |
| 89 | JOBSUSD51JOB INC-ADR | 70,617 | $2.6B | 0.10% | |
| 90 | —PDC ENERGY INC 1.125 15SEP21 | 2,500,000 | $2.6B | 0.10% | |
| 91 | —HOLOGIC INC FRN 15DEC43 | 2,000,000 | $2.5B | 0.09% | |
| 92 | —NEW MOUNTAIN FINANC 5 15JUN19 | 2,073,000 | $2.1B | 0.08% | |
| 93 | —NEVRO CORP 1.75 01JUN21 | 1,751,000 | $2.1B | 0.08% | |
| 94 | XYZSQUARE INC - A | 104,691 | $1.8B | 0.07% | |
| 95 | —SHIP FINANCE INTL LTD | 117,600 | $1.7B | 0.06% | |
| 96 | GMGENERAL MOTORS CO | 40,426 | $1.4B | 0.05% | |
| 97 | —SABAN CAPITAL ACQUISITION CO | 132,372 | $1.4B | 0.05% | |
| 98 | —MICRON TECH 2.375 01MAY32 A | 400,000 | $1.2B | 0.04% | |
| 99 | AYATLANTICA YIELD PLC | 43,775 | $917.0M | 0.03% | |
| 100 | SM 1.5 07/01/21SM ENERGY CO 1.5 01JUL21 | 914,000 | $910.0M | 0.03% |
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