LINDEN ADVISORS LP Q4 2016 Filing
Filed February 14, 2017
Portfolio Value
$2.6T
Holdings
103
Report Date
Q4 2016
Filing Type
13F-HR
All Holdings (103 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | —MICRON TECHN 3.125 01MAY32 A | 68,523,000 | $156.9B | 6.12% | |
| 2 | —ALERE INC 3.0 31DEC49 SER B PFD | 328,847 | $107.9B | 4.21% | |
| 3 | —INTEL CORP 2.95 15DEC35 CV | 66,851,000 | $90.6B | 3.53% | |
| 4 | —OASIS PETROLE 2.625 15SEP23 | 64,098,000 | $89.2B | 3.48% | |
| 5 | —CTRIP.COM INTL LT 1.99 01JUL25 | 80,170,000 | $83.7B | 3.26% | |
| 6 | —MICRON TECH INC 2.125 15FEB33 | 36,026,000 | $75.7B | 2.95% | |
| 7 | —DEPOMED INC 2.5 1SEP21 | 65,450,000 | $74.9B | 2.92% | |
| 8 | —COLONY FINANCIA 3.875 15JAN21 | 73,253,000 | $73.4B | 2.86% | |
| 9 | —STARWOOD PRPRTY TR3.75 15OCT17 | 68,060,000 | $69.7B | 2.72% | |
| 10 | —APOLLO CMMRL REAL 5.5 15MAR19 | 66,031,000 | $69.3B | 2.70% | |
| 11 | —STARWOOD WAYPOINT 3.0 1JUL19 | 63,184,000 | $69.2B | 2.70% | |
| 12 | SPYSPDR S&P500 ETF TRUST | 300,000 | $67.1B | 2.62% | Put |
| 13 | —YAHOO INC 0.0 1DEC18 | 64,482,000 | $63.9B | 2.49% | |
| 14 | —VECTOR GROUP LTD 1.75 15APR20 | 55,118,000 | $63.6B | 2.48% | |
| 15 | —AMERICAN RESIDENTIAL PROP 3.25 15NOV18 | 45,282,000 | $56.2B | 2.19% | |
| 16 | —IRONWOOD PHARMAC 2.25 15JUN22 | 48,427,000 | $55.7B | 2.17% | |
| 17 | —BIOMARIN PHARMA 1.5 15OCT20 | 46,709,000 | $55.1B | 2.15% | |
| 18 | AAPLAPPLE INC | 460,000 | $53.3B | 2.08% | Put |
| 19 | —AMERICAN REALTY 3.0 1AUG18 | 51,504,000 | $51.6B | 2.01% | |
| 20 | —THERAVANCE BIOPHA 3.25 01NOV23 | 42,667,000 | $49.0B | 1.91% | |
| 21 | —EMERGENT BIOSOL 2.875 15JAN21 | 36,545,000 | $46.8B | 1.83% | |
| 22 | —CTRIP.COM INTER 1.25 15OCT18 | 34,008,000 | $39.4B | 1.54% | |
| 23 | —TWITTER INC 0.25 15SEP19 | 41,659,000 | $39.1B | 1.53% | |
| 24 | —INCYTE CORP LTD 1.25 15NOV20 | 19,026,000 | $38.8B | 1.51% | |
| 25 | XLEAMEX ENERGY SELECT SPDR IDX | 500,000 | $37.7B | 1.47% | Call |
| 26 | —QUIDEL CORP 3.25 15DEC20 | 36,807,000 | $36.5B | 1.42% | |
| 27 | —51JOB INC 3.25 15APR19 | 31,985,000 | $33.7B | 1.31% | |
| 28 | —LIGAND PHARMA 0.75 15AUG19 | 21,855,000 | $31.6B | 1.23% | |
| 29 | MSFTMICROSOFT CORP | 500,000 | $31.1B | 1.21% | Put |
| 30 | —FIREEYE INC 1.0 1JUN35 | 32,707,000 | $30.2B | 1.18% | |
| 31 | GOOGALPHABET INC-CL C | 36,000 | $27.8B | 1.08% | Put |
| 32 | BABAALIBABA GROUP HOLDING-SP | 300,000 | $26.3B | 1.03% | Put |
| 33 | —SPIRIT REALTY 2.875 15MAY19 | 25,177,000 | $26.2B | 1.02% | |
| 34 | —AMAG PHARMACEUTLS 2.5 15FEB19 | 18,363,000 | $26.0B | 1.01% | |
| 35 | SM 1.5 07/01/21SM ENERGY CO 1.5 01JUL21 | 22,129,000 | $25.7B | 1.00% | |
| 36 | —REPLIGEN CORP 2.125 01JUN21 | 21,427,000 | $25.0B | 0.97% | |
| 37 | —MOLINA HEALTH 1.125 15JAN20 | 16,690,000 | $24.0B | 0.94% | |
| 38 | —INPHI CORP 1.125 1DEC20 | 18,350,000 | $23.8B | 0.93% | |
| 39 | —VIPSHOP HLDG LTD 1.5 15MAR19 | 23,244,000 | $23.2B | 0.91% | |
| 40 | —FINISAR CORP 0.5 15DEC33 | 19,400,000 | $23.0B | 0.90% | |
| 41 | —TIMKENSTEEL 6.0 1JUN21 | 15,335,000 | $22.4B | 0.87% | |
| 42 | —CONSOLIDATED-TOM 4.5 15MAR20 | 22,166,000 | $22.1B | 0.86% | |
| 43 | —TTM TECHNOLOGIES 1.75 15DEC20 | 13,492,000 | $20.6B | 0.80% | |
| 44 | —ALLEGHENY TECHN 4.75 01JUL22 | 13,787,000 | $18.5B | 0.72% | |
| 45 | —COLONY FINANCIAL 5.0 15APR23 | 17,738,000 | $18.1B | 0.71% | |
| 46 | —WORKDAY INC 1.5 15JUL20 | 15,904,000 | $17.6B | 0.68% | |
| 47 | —MICRON TECH 1.625 15FEB33 | 8,330,000 | $16.9B | 0.66% | |
| 48 | —TERRAFORM GLOBAL INC - CL A | 4,022,765 | $15.9B | 0.62% | |
| 49 | SPWR 4 01/15/23SUNPOWER CORP 4.0 15JAN23 | 21,899,000 | $15.7B | 0.61% | |
| 50 | —ARRAY BIO INC 3.0 1JUN20 | 11,000,000 | $15.4B | 0.60% | |
| 51 | —INTERCEPT PHAR 3.25 01JUL23 | 16,641,000 | $14.9B | 0.58% | |
| 52 | —DOMINION RESO 6.75 15AUG19 | 258,700 | $13.1B | 0.51% | |
| 53 | —ARBOR REALTY TRU 6.5 01OCT19 | 13,000,000 | $13.0B | 0.51% | |
| 54 | —MEDICINES COMPANY 2.5 15JAN22 | 10,500,000 | $12.6B | 0.49% | |
| 55 | XLIINDUSTRIAL SELECT SECT SPDR | 200,000 | $12.4B | 0.49% | Put |
| 56 | ADNTADIENT PLC -W/I | 200,000 | $11.7B | 0.46% | Call |
| 57 | —IONIS PHARMACEUTIC 1.0 15NOV21 | 11,325,000 | $11.5B | 0.45% | |
| 58 | —YY INC 2.25 1APR19 | 11,632,000 | $11.5B | 0.45% | |
| 59 | —SUCAMPO PHAR 3.25 15DEC21 144A | 10,000,000 | $10.7B | 0.42% | |
| 60 | —JDS UNIPHASE 0.625 15AUG33 | 10,000,000 | $10.3B | 0.40% | |
| 61 | —WEATHERFORD 5.875 01JUL21 | 9,000,000 | $9.8B | 0.38% | |
| 62 | NHI 3.25 04/01/21NATIONAL HEALTH I 3.25 1APR21 | 8,500,000 | $9.5B | 0.37% | |
| 63 | —ENDOLOGIX INC 3.25 1NOV20 | 8,445,000 | $7.5B | 0.29% | |
| 64 | TRIB 4 04/01/45TRINITY BIOTECH LP 4.00 1APR45 | 8,590,000 | $7.3B | 0.29% | |
| 65 | —DOUBLE EAGLE ACQUISITION COR | 664,838 | $7.0B | 0.27% | |
| 66 | —ILLUMINA INC 0.0 15JUN19 | 7,265,000 | $6.9B | 0.27% | |
| 67 | —PATTERN ENERGY 4.0 15JUL20 | 6,980,000 | $6.8B | 0.26% | |
| 68 | —MICRON TECH 2.375 01MAY32 A | 2,800,000 | $6.5B | 0.25% | |
| 69 | —STILLWTER MINING 1.75 15OCT32 | 5,000,000 | $6.4B | 0.25% | |
| 70 | —SPIRIT REALTY CAP 3.75 15MAY21 | 6,000,000 | $6.3B | 0.25% | |
| 71 | —HORIZON PHARMA 2.5 15MAR22 | 6,491,000 | $6.2B | 0.24% | |
| 72 | —CLOVIS ONCOLOGY 2.5 15SEP21 | 5,500,000 | $5.7B | 0.22% | |
| 73 | —NEVRO CORP 1.75 01JUN21 | 5,251,000 | $5.6B | 0.22% | |
| 74 | —HOLOGIC INC FRN 15DEC43 | 4,500,000 | $5.5B | 0.22% | |
| 75 | —GLOBAL PARTNER ACQUISITION C | 500,000 | $5.2B | 0.20% | |
| 76 | —MGIC INVEST CV 5.0 01MAY17 | 4,238,000 | $4.3B | 0.17% | |
| 77 | —INFINERA CORP 1.75 1JUN18 | 4,000,000 | $4.1B | 0.16% | |
| 78 | —SINA CORP 1.0 01DEC18 | 4,085,000 | $4.1B | 0.16% | |
| 79 | —SEACOR HOLDINGS 3.0 15NOV28 | 4,500,000 | $4.0B | 0.16% | |
| 80 | JOBSUSD51JOB INC-ADR | 106,040 | $3.6B | 0.14% | |
| 81 | GOGOGOGO INC | 388,200 | $3.6B | 0.14% | |
| 82 | —FRONTIER COMMUNI 29JUN18 CVPFD | 50,000 | $3.6B | 0.14% | |
| 83 | FXIISHARES FTSE CHINA 25 INDEX FU | 100,000 | $3.5B | 0.14% | Put |
| 84 | —TRULIA LLC 2.75 15 DEC 20 | 2,000,000 | $3.3B | 0.13% | |
| 85 | —BANK OF AMERICA CORP-CW19 | 3,300,378 | $3.3B | 0.13% | |
| 86 | —PDL BIOPHARMA 2.75 01DEC21 | 4,000,000 | $3.3B | 0.13% | |
| 87 | —ROYAL BK SCOTLN 8.625 29DEC49 | 3,000,000 | $3.1B | 0.12% | |
| 88 | STWD 4.55 03/01/18STARWOOD PROPERTY 4.55 1MAR18 | 2,672,000 | $2.9B | 0.11% | |
| 89 | —GREEN PLAINS INC 3.25 01OCT18 | 2,000,000 | $2.9B | 0.11% | |
| 90 | BACBANK OF AMERICA CORP | 100,000 | $2.2B | 0.09% | |
| 91 | —NEW MOUNTAIN FINANC 5.0 15JUN19 | 2,073,000 | $2.1B | 0.08% | |
| 92 | —TRINA SOLAR LTD-SPON ADR | 210,839 | $2.0B | 0.08% | |
| 93 | GMGENERAL MOTORS CO | 49,965 | $1.7B | 0.07% | |
| 94 | —SABAN CAPITAL ACQUISITION CO | 132,372 | $1.4B | 0.05% | |
| 95 | TRVCCITIGROUP INC | 20,000 | $1.2B | 0.05% | |
| 96 | DWDMORGAN STANLEY | 26,684 | $1.1B | 0.04% | |
| 97 | AYATLANTICA YIELD PLC | 48,900 | $946.0M | 0.04% | |
| 98 | —CTRIP.COM INTL LTD 1.0 01JUL20 | 911,000 | $937.0M | 0.04% | |
| 99 | WWEUSDWORLD WRESTLING ENTMNT INC | 36,089 | $665.0M | 0.03% | |
| 100 | FEYECHFFIREEYE INC | 50,000 | $595.0M | 0.02% |
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