13F-HR filed by Linden Advisors LP
Linden Advisors LP filed this 13F-HR for the quarter ended 2016-09-30, filed 2016-11-14, with 93 holding rows worth $2,188,742,000.
- Accession
- 0000950123-16-022073
- Filer
- CIK 1279396
- Filed
- 2016-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2016
A holdings report, 93 entries on the cover page, a total value of $2,188,742,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,188,742,000 with VALUE read as thousands by filing date, 13F file number 028-10783. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 66,777,000 | $126,982,000 | thousands by filing date | principal |
| ALERE INC | 01449J204 | PERP PFD CONV SE | 325,536 | $111,169,000 | thousands by filing date | |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 80,670,000 | $90,996,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 79,200,000 | $81,679,000 | thousands by filing date | principal |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 75,286,000 | $77,638,000 | thousands by filing date | principal |
| CTRIP.COM INTERNATIONAL LTD | 22943FAL4 | CONV BND | 69,350,000 | $69,963,000 | thousands by filing date | principal |
| ASSERTIO THERAPEUTICS INC | 249908AA2 | NOTE 2.500% 9/0 | 48,950,000 | $69,866,000 | thousands by filing date | principal |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 63,641,000 | $69,412,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AV5 | NOTE 2.125% 2/1 | 36,991,000 | $65,371,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 300,000 | $64,890,000 | thousands by filing date | put |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 60,731,000 | $62,370,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 61,839,000 | $60,320,000 | thousands by filing date | principal |
| OASIS PETE INC NEW | 674215AJ7 | NOTE | 51,083,000 | $57,813,000 | thousands by filing date | principal |
| AMERICAN RESIDEN 3.25 | 02927FAA0 | SDBCV | 44,000,000 | $55,746,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 47,895,000 | $54,554,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 39,927,000 | $47,710,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 200,000 | $43,260,000 | thousands by filing date | call |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 44,693,000 | $42,963,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 40,454,000 | $40,472,000 | thousands by filing date | principal |
| INCYTE CORP | 45337CAN2 | NOTE 1.250%11/1 | 20,382,000 | $39,507,000 | thousands by filing date | principal |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 37,464,000 | $37,767,000 | thousands by filing date | principal |
| Energy Select Sector SPDR Fund | 81369Y506 | SHS | 500,000 | $35,305,000 | thousands by filing date | call |
| HORIZON PHARMA INVT LTD | 44052TAB7 | NOTE 2.500% 3/1 | 33,991,000 | $33,040,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAF8 | NOTE 1.500%10/1 | 26,026,000 | $32,549,000 | thousands by filing date | principal |
| EBS 2.875 01/21 | 29089QAB1 | Bond 30/360P2 U | 26,000,000 | $32,075,000 | thousands by filing date | principal |
| ALIBABA GROUP HLDG LTD | 01609W102 | SPONSORED ADS | 300,000 | $31,737,000 | thousands by filing date | put |
| 51JOB INC | 316827AC8 | NOTE 3.250 4/1 | 29,735,000 | $31,534,000 | thousands by filing date | principal |
| FIREEYE INC | 31816QAB7 | NOTE 1.000% 6/0 | 34,148,000 | $31,528,000 | thousands by filing date | principal |
| LIGAND PHARMACEUTICALS INC | 53220KAD0 | NOTE 0.750 8/1 | 19,855,000 | $29,087,000 | thousands by filing date | principal |
| INTERCEPT PHARMACEUTICALS IN | 45845PAA6 | NOTE 3.250% 7/0 | 23,356,000 | $26,175,000 | thousands by filing date | principal |
| Apple Inc | 037833100 | COM | 230,000 | $26,002,000 | thousands by filing date | put |
| Apple Inc | 037833100 | COM | 230,000 | $26,002,000 | thousands by filing date | call |
| SM ENERGY CO | 78454LAM2 | NOTE 1.500% 7/0 | 19,879,000 | $23,926,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AU7 | COM | 13,250,000 | $22,372,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAG7 | NOTE | 15,500,000 | $21,880,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAD3 | NOTE 1.500% 7/1 | 16,600,000 | $21,589,000 | thousands by filing date | principal |
| SINA CORP | 82922RAD5 | NOTE 1.000%12/0 | 21,569,000 | $21,556,000 | thousands by filing date | principal |
| CONSOLIDATED TOMOKA LD CO | 210226AB2 | NOTE 4.500% 3/1 | 19,620,000 | $19,253,000 | thousands by filing date | principal |
| VIPSHOP HLDGS LTD | 92763WAA1 | NOTE 1.500% 3/1 | 17,723,000 | $19,156,000 | thousands by filing date | principal |
| TERRAFORM GLOBAL INC | 88104M101 | CL A | 4,577,601 | $18,813,000 | thousands by filing date | |
| STILLWATER MINING COMPAN | 86074QAL6 | NOTE | 15,471,000 | $18,668,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 18,238,000 | $18,167,000 | thousands by filing date | principal |
| TIMKENSTEEL CORP | 887399AA1 | CONVERTIBLE BOND | 13,550,000 | $14,986,000 | thousands by filing date | principal |
| ROYAL BK SCOTLAND GROUP PLC | 780097BB6 | NOTE 8.625%12/3 | 14,860,000 | $14,720,000 | thousands by filing date | principal |
| Microsoft Corp | 594918104 | COM | 250,000 | $14,400,000 | thousands by filing date | put |
| Microsoft Corp | 594918104 | COM | 250,000 | $14,400,000 | thousands by filing date | call |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 18,000 | $13,991,000 | thousands by filing date | put |
| Alphabet Inc. Reg. Shares C | 02079K107 | COM | 18,000 | $13,991,000 | thousands by filing date | call |
| YY INC | 98426TAB2 | NOTE 2.250 4/0 | 13,357,000 | $13,227,000 | thousands by filing date | principal |
| ENDOLOGIX INC | 29266SAB2 | NOTE 3.25011/0 | 9,319,000 | $12,388,000 | thousands by filing date | principal |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 9,527,000 | $10,905,000 | thousands by filing date | principal |
| DOMINION ENERGY INC | 25746U836 | UNIT 08/15/2019 | 168,700 | $8,506,000 | thousands by filing date | |
| AMAG PHARMACEUTICALS INC | 00163UAA4 | NOTE 2.500 2/1 | 7,000,000 | $7,909,000 | thousands by filing date | principal |
| DOUBLE EAGLE ACQUISITION COR | G28195108 | UNIT 99/99/9999 | 750,000 | $7,717,000 | thousands by filing date | |
| CHENIERE ENERGY INC | 16411RAG4 | NOTE 4.250% 3/1 | 11,893,000 | $7,585,000 | thousands by filing date | principal |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 7,265,000 | $7,558,000 | thousands by filing date | principal |
| WRIGHT MED GROUP INC | 98235TAE7 | NOTE 2.000% 2/1 | 7,000,000 | $7,496,000 | thousands by filing date | principal |
| Advanced Micro Devices,Inc. | 007903107 | COM | 1,026,600 | $7,094,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 32,000 | $6,922,000 | thousands by filing date | |
| WEATHERFORD INTL LTD | 947075AH0 | NOTE 5.875% 7/0 | 6,000,000 | $6,756,000 | thousands by filing date | principal |
| ISHARES TR | 464287234 | MSCI EMG MKT ETF | 177,800 | $6,659,000 | thousands by filing date | put |
| STARWOOD PROPERTY TRUST INC | 85571BAA3 | CORPORATE OBLIG | 5,795,000 | $6,368,000 | thousands by filing date | principal |
| NEVRO CORP | 64157FAA1 | BOND | 4,581,000 | $5,949,000 | thousands by filing date | principal |
| 51JOB INC | 316827104 | SPONSORED ADS | 168,711 | $5,632,000 | thousands by filing date | |
| NUTANIX INC CL A | 67059N108 | Stock | 150,000 | $5,550,000 | thousands by filing date | |
| HOLOGIC INC | 436440AG6 | FRNT 2.000%12/1 | 4,500,000 | $5,545,000 | thousands by filing date | principal |
| B2GOLD CORP | 11777QAB6 | NOTE 3.250%10/0 | 5,315,000 | $5,477,000 | thousands by filing date | principal |
| GLOBAL PARTNER A | 37954X204 | UNIT | 500,000 | $5,026,000 | thousands by filing date | |
| MOLINA HEALTHCARE INC | 60855RAC4 | NOTE 1.125% 1/1 | 3,190,000 | $4,853,000 | thousands by filing date | principal |
| GOGO INC | 38046C109 | COM | 388,200 | $4,286,000 | thousands by filing date | |
| MDSO 1 8/01/18 | 58471AAB1 | Bond 30/360P2 U | 3,000,000 | $3,524,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 2,500,000 | $3,243,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 3,399,000 | $3,173,000 | thousands by filing date | principal |
| PATTERN ENERGY GROUP INC | 70338PAB6 | NOTE 4.000% 7/1 | 2,895,000 | $2,933,000 | thousands by filing date | principal |
| ARRAY BIOPHARMA INC | 04269XAA3 | NOTE 3.000% 6/0 | 2,000,000 | $2,374,000 | thousands by filing date | principal |
| NEW MTN FIN CORP | 647551AB6 | NOTE 5.000 6/1 | 2,250,000 | $2,311,000 | thousands by filing date | principal |
| TRINA SOLAR LIMITED | 89628E104 | SPON ADR | 210,839 | $2,159,000 | thousands by filing date | |
| DHT HOLDINGS INC | 23335SAB2 | DEBT 4.50010/0 | 2,100,000 | $1,880,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 49,965 | $1,587,000 | thousands by filing date | |
| SABAN CAP ACQUISITION CORP | 78516C205 | UNIT 99/99/9999 | 150,000 | $1,513,000 | thousands by filing date | |
| ON SEMICONDUCTOR CORP | 682189AH8 | NOTE 2.625%12/1 | 1,000,000 | $1,195,000 | thousands by filing date | principal |
| SOUFUN HLDGS LTD | 836034AB4 | NOTE 2.000%12/1 | 900,000 | $893,000 | thousands by filing date | principal |
| DYNEGY INC NEW DEL | 26817R405 | UNIT 07/01/20191 | 9,000 | $738,000 | thousands by filing date | |
| FIREEYE INC | 31816Q101 | COM | 50,000 | $737,000 | thousands by filing date | |
| TLOG 8 06/15/19 | 88165UAB5 | Bond 30/360P2 U | 7,500,000 | $675,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AG4 | DBCV 0.750% 6/0 | 650,000 | $592,000 | thousands by filing date | principal |
| MU 2.375 5/1/32 | 595112AW3 | Bond 30/360P2 U | 300,000 | $571,000 | thousands by filing date | principal |
| PACE HLDGS CORP | G6865N129 | UNIT 99/99/9999 | 53,771 | $559,000 | thousands by filing date | |
| ATLANTICA YIELD PLC | G0751N103 | SHS | 29,100 | $554,000 | thousands by filing date | |
| PDC ENERGY INC | 69327RAD3 | NOTE 1.125% 9/1 | 500,000 | $536,000 | thousands by filing date | principal |
| NOVELLUS SYS INC | 670008AD3 | NOTE 2.625% 5/1 | 60,000 | $167,000 | thousands by filing date | principal |
| WORKDAY INC | 98138HAC5 | NOTE 0.750% 7/1 | 30,000 | $37,000 | thousands by filing date | principal |
| SWAY 4.5 10/17 | 85571WAD1 | Bond 30/360P2 U | 31,000 | $33,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000950123-16-022073 | this filing | 2016-11-14 | acceptance time not in the bulk data set |