LINDEN ADVISORS LP Q2 2016 Filing
Filed August 15, 2016
Portfolio Value
$2.3T
Holdings
85
Report Date
Q2 2016
Filing Type
13F-HR
All Holdings (85 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYS&P 500 DEPOSITORY RECEIPT | 830,000 | $173.9B | 7.62% | Call |
| 2 | —ALERE INC 3% 31DEC49 SER B PFD | 330,514 | $108.9B | 4.77% | |
| 3 | —APOLLO CMMRL REAL 5.5% 15MAR19 | 79,651,000 | $81.3B | 3.56% | |
| 4 | —TWITTER INC 0.25% 15SEP19 | 85,768,000 | $78.8B | 3.45% | |
| 5 | —MICRON TECHN 3.125% 01MAY32 A | 48,128,000 | $73.9B | 3.24% | |
| 6 | —DEPOMED INC 2.5 1SEP21 | 58,650,000 | $70.9B | 3.11% | |
| 7 | —CTRIP.COM INTL LT 1.99 01JUL25 | 65,170,000 | $70.6B | 3.09% | |
| 8 | —LIGAND PHARMA 0.75% 15AUG19 | 41,855,000 | $70.0B | 3.06% | |
| 9 | —MICRON TECH INC 2.125% 15FEB33 | 45,675,000 | $66.3B | 2.90% | |
| 10 | —TESARO INC 3% 01OCT21 | 25,095,000 | $62.9B | 2.76% | |
| 11 | —STARWOOD WAYPOINT 3% 1JUL19 | 54,069,000 | $59.8B | 2.62% | |
| 12 | —COLONY FINANCIA 3.875% 15JAN21 | 60,339,000 | $57.5B | 2.52% | |
| 13 | —QIHOO 360 TECH CO 2.5% 15SEP18 | 56,860,000 | $56.6B | 2.48% | |
| 14 | —STARWOOD PRPRTY TR3.75 15OCT17 | 55,723,000 | $56.3B | 2.46% | |
| 15 | —AMERICAN RESIDENTIAL 3.25% 15NOV18 | 46,500,000 | $55.3B | 2.42% | |
| 16 | —VECTOR GROUP LTD 1.75% 15APR20 | 46,895,000 | $52.2B | 2.29% | |
| 17 | —YAHOO INC 0% 1DEC18 | 51,225,000 | $51.0B | 2.23% | |
| 18 | AAPLAPPLE INC | 514,794 | $49.2B | 2.16% | Put |
| 19 | BABAALIBABA GROUP HOLDING-SP | 600,000 | $47.7B | 2.09% | Put |
| 20 | —MOLINA HEALTH 1.125% 15JAN20 | 30,779,000 | $41.7B | 1.82% | |
| 21 | —VIPSHOP HLDG LTD 1.5% 15MAR19 | 39,900,000 | $39.4B | 1.73% | |
| 22 | —INCYTE CORP LTD 1.25% 15NOV20 | 22,732,000 | $38.7B | 1.70% | |
| 23 | —MICRON TECH 2.375% 01MAY32 A | 24,500,000 | $36.8B | 1.61% | |
| 24 | —QUIDEL CORP 3.25% 15DEC20 | 37,464,000 | $34.9B | 1.53% | |
| 25 | —AMERICAN REALTY 3% 1AUG18 | 35,105,000 | $34.8B | 1.52% | |
| 26 | XLEAMEX ENERGY SELECT SPDR IDX | 500,000 | $34.1B | 1.49% | Call |
| 27 | —51JOB INC 3.25 15APR19 | 32,485,000 | $33.1B | 1.45% | |
| 28 | —WORKDAY INC 1.5% 15JUL20 | 27,500,000 | $32.1B | 1.40% | |
| 29 | —SINA CORP 1% 01DEC18 | 31,389,000 | $31.0B | 1.36% | |
| 30 | —FIREEYE INC 1% 1JUN35 | 31,798,000 | $28.9B | 1.26% | |
| 31 | STWD 4.55 03/01/18STARWOOD PROPERTY 4.55% 1MAR18 | 27,617,000 | $28.9B | 1.26% | |
| 32 | —HORIZON PHARMA 2.5 15MAR22 | 31,091,000 | $28.4B | 1.25% | |
| 33 | MSFTMICROSOFT CORP | 554,629 | $28.4B | 1.24% | Put |
| 34 | —BIOMARIN PHARMA 0.75 15OCT18 | 24,592,000 | $27.4B | 1.20% | |
| 35 | —TRINA SOLAR LTD 3.5% 15JUN19 | 29,250,000 | $25.4B | 1.11% | |
| 36 | GOOGALPHABET INC-CL C | 36,000 | $24.9B | 1.09% | Put |
| 37 | —CTRIP.COM INTL LTD 1% 01JUL20 | 23,485,000 | $24.8B | 1.09% | |
| 38 | —IRONWOOD PHARMAC 2.25% 15JUN22 | 23,267,000 | $24.1B | 1.06% | |
| 39 | —BIOMARIN PHARMA 1.5 15OCT20 | 20,760,000 | $24.0B | 1.05% | |
| 40 | —TRINA SOLAR LTD 4% 15OCT17 | 22,000,000 | $18.6B | 0.82% | |
| 41 | —QIHO360 TECCO LTD 0.5% 15AUG20 | 18,200,000 | $18.0B | 0.79% | |
| 42 | EFAISHARES MSCI EAFE INDEX FUND | 300,000 | $16.7B | 0.73% | Call |
| 43 | —TERRAFORM GLOBAL INC - CL A | 4,475,701 | $14.6B | 0.64% | |
| 44 | —STARWOOD WAYPOINT 4.5 15OCT17 | 12,631,000 | $14.0B | 0.61% | |
| 45 | —TIMKENSTEEL 6% 1JUN21 | 13,000,000 | $13.7B | 0.60% | |
| 46 | —EMERGENT BIOSOL 2.875 15JAN21 | 11,000,000 | $12.5B | 0.55% | |
| 47 | —ENDOLOGIX INC 3.25 1NOV20 | 9,319,000 | $12.2B | 0.53% | |
| 48 | —YY INC 2.25 1APR19 | 12,351,000 | $12.1B | 0.53% | |
| 49 | —CONSOLIDATED-TOM 4.5 15MAR20 | 12,000,000 | $11.3B | 0.50% | |
| 50 | —COLONY FINANCIAL 5% 15APR23 | 11,738,000 | $11.3B | 0.49% | |
| 51 | EEMISHARES MSCI EMERGING MKT IN | 300,000 | $10.3B | 0.45% | Call |
| 52 | —REPLIGEN CORP 2.125% 01JUN21 | 9,500,000 | $10.3B | 0.45% | |
| 53 | —JAZZ INVESTMENTS 1.875 15AUG21 | 9,258,000 | $10.0B | 0.44% | |
| 54 | —PALO ALTO NET 0 1JUL19 | 7,500,000 | $9.6B | 0.42% | |
| 55 | —INTERACTIVE I 1.25% 01JUN20 | 10,000,000 | $9.5B | 0.42% | |
| 56 | —MICRON TECH 1.625% 15FEB33 | 6,660,000 | $9.3B | 0.41% | |
| 57 | —NEVRO CORP 1.75% 01JUN21 | 8,000,000 | $8.4B | 0.37% | |
| 58 | —DOUBLE EAGLE ACQUISITION COR | 750,000 | $7.4B | 0.32% | |
| 59 | —SUNPOWER CORP .75 1JUN18 | 7,299,000 | $7.0B | 0.31% | |
| 60 | —INCYTE CORP LTD 0.375% 15NOV18 | 3,901,000 | $6.5B | 0.29% | |
| 61 | —DYNEGY INC 7% 1JUL19 | 60,000 | $6.4B | 0.28% | |
| 62 | JOBSUSD51JOB INC-ADR | 208,051 | $6.1B | 0.27% | |
| 63 | —MEDICINES COMPANY 2.5 15JAN22 | 5,000,000 | $5.9B | 0.26% | |
| 64 | —LEXICON PHARMA 5.25 1DEC21 | 3,125,000 | $5.8B | 0.26% | |
| 65 | —NETSUITE INC 0.25% 01JUL18 | 5,552,000 | $5.5B | 0.24% | |
| 66 | —GORES HOLDINGS INC | 500,000 | $5.0B | 0.22% | |
| 67 | —GLOBAL PARTNER ACQUISITION C | 500,000 | $4.9B | 0.21% | |
| 68 | —PACE HOLDINGS CORP | 454,739 | $4.5B | 0.20% | |
| 69 | —TRINA SOLAR LTD-SPON ADR | 561,880 | $4.3B | 0.19% | |
| 70 | GOGOGOGO INC | 388,200 | $3.3B | 0.14% | |
| 71 | —WHITING PETROLEUM 1.25% 1APR20 | 3,500,000 | $2.8B | 0.12% | |
| 72 | —CHENIERE ENERGY 4.25 15MAR45 | 4,893,000 | $2.8B | 0.12% | |
| 73 | UISUNISYS CORP | 353,700 | $2.6B | 0.11% | |
| 74 | —CYPRESS SEMICONDUCTOR CORP | 228,925 | $2.4B | 0.11% | |
| 75 | —DHT HOLDINGS INC 4.5% 01OCT19 | 2,100,000 | $2.0B | 0.09% | |
| 76 | NHI 3.25 04/01/21NATIONAL HEALTH I 3.25% 1APR21 | 1,354,000 | $1.5B | 0.07% | |
| 77 | —ILLUMINA INC 0% 15JUN19 | 1,500,000 | $1.5B | 0.06% | |
| 78 | GMGENERAL MOTORS CO | 49,965 | $1.4B | 0.06% | |
| 79 | ICPTUSDINTERCEPT PHARMACEUTICALS IN | 9,316 | $1.3B | 0.06% | |
| 80 | —TETRALOGIC PHAR 8% 15JUN19 | 7,500,000 | $1.3B | 0.06% | |
| 81 | —MOLINA HEALTHCAR 1.625%15AUG44 | 1,011,000 | $1.1B | 0.05% | |
| 82 | —NUANCE COMMU 1.5 01NOV35 | 1,000,000 | $972.0M | 0.04% | |
| 83 | —CANADIAN SOLAR 4.25% 15FEB19 | 1,000,000 | $857.0M | 0.04% | |
| 84 | ONON SEMICONDUCTOR CORP | 36,500 | $322.0M | 0.01% | |
| 85 | —WORKDAY INC .75% 15JUL18 | 220,000 | $244.0M | 0.01% |