LINDEN ADVISORS LP Quant / Systematic

CIK: 0001279396 · Show all filings

Period: Q1 2014 (← Previous) (Next →)

Filing Date: May 15, 2014

Total Value ($000): $391,396 (41.4% shares, 58.6% debt)

Holdings (43)

— ALERE INC 3% 31DEC49 SER B PFD 16.8%

Value ($000) $65,768 Shares 229,790 Est. Cost $226.25 Unrealized —

— OMNICARE INC CV 3.25% 15DEC203 6.5%

Value ($000) $25,558 Shares 23,913,000 Est. Cost $1.02 Unrealized —

— SUNPOWER CORP 4.5% 15MAR15 6.5%

Value ($000) $25,369 Shares 16,723,000 Est. Cost $1.25 Unrealized —

— SUNPOWER CORP 4.75% 15APR14 6.4%

Value ($000) $25,150 Shares 20,580,000 Est. Cost $1.04 Unrealized —

DXJ WISDOMTREE JAPAN HEDGED EQ 4.8%

Value ($000) $18,936 Shares 400,000 Est. Cost — Unrealized —

— MOLYCORP INC 4.7%

Value ($000) $18,301 Shares 3,902,086 Est. Cost $5.70 Unrealized —

— TAKE-TWO INTE 1.75% 01DEC16 A 3.9%

Value ($000) $15,283 Shares 11,608,000 Est. Cost $1.31 Unrealized —

— GT ADV TECHNOLOGIES 3 15DEC20 3.8%

Value ($000) $15,032 Shares 9,270,000 Est. Cost $1.02 Unrealized —

— RAIT FINANCIAL 4 1OCT33 3.8%

Value ($000) $15,000 Shares 15,206,000 Est. Cost $1.00 Unrealized —

— SEACOR HOLDINGS 2.5% 15DEC27 3.8%

Value ($000) $14,935 Shares 12,500,000 Est. Cost $1.19 Unrealized —

— HOME INNS HTL 2% 15DEC15 3.3%

Value ($000) $13,017 Shares 13,402,000 Est. Cost $1.01 Unrealized —

— TESLA MOTORS INC 0.25% 1MAR19 3.1%

Value ($000) $12,232 Shares 13,238,000 Est. Cost $0.92 Unrealized —

— TAKE-TWO INTERACTIVE 1% 1JUL18 2.8%

Value ($000) $10,801 Shares 8,790,000 Est. Cost $1.18 Unrealized —

— SOLARCITY CORP 2.75% 01NOV18 2.7%

Value ($000) $10,506 Shares 8,165,000 Est. Cost $1.29 Unrealized —

— TESLA MOTORS INC 1.5% 1JUN18 2.3%

Value ($000) $8,972 Shares 5,000,000 Est. Cost $1.79 Unrealized —

— LIVE NATION ENT 2.875% 15JUL27 2.0%

Value ($000) $8,023 Shares 7,901,000 Est. Cost $0.93 Unrealized —

ECPG ENCORE CAPITAL GROUP INC 1.9%

Value ($000) $7,406 Shares 162,046 Est. Cost $48.27 Unrealized 0.0%

AAPL APPLE INC 1.7%

Value ($000) $6,709 Shares 12,500 Est. Cost — Unrealized —

AAPL APPLE INC 1.7%

Value ($000) $6,709 Shares 12,500 Est. Cost — Unrealized —

— ALCOA INC 1.6%

Value ($000) $6,435 Shares 500,000 Est. Cost — Unrealized —

HLF HERBALIFE LTD 1.6%

Value ($000) $6,305 Shares 110,100 Est. Cost $32.93 Unrealized 0.0%

— AMERICAN REALTY 3% 1AUG18 1.5%

Value ($000) $5,989 Shares 5,632,000 Est. Cost $1.00 Unrealized —

— APOLLO CMMRL REAL 5.5% 15MAR19 1.3%

Value ($000) $5,111 Shares 5,000,000 Est. Cost $1.02 Unrealized —

C CITIGROUP INC 1.2%

Value ($000) $4,760 Shares 100,000 Est. Cost — Unrealized —

— QIAGEN N.V. 1.2%

Value ($000) $4,595 Shares 217,900 Est. Cost $21.09 Unrealized —

— FLUIDIGM CORP 2.75% 01FEB34 1.2%

Value ($000) $4,552 Shares 4,000,000 Est. Cost $1.14 Unrealized —

— IPATH S&P 500 VIX S/T FU ETN 1.1%

Value ($000) $4,388 Shares 104,100 Est. Cost — Unrealized —

— PDL BIOPHARMA 4% 01FEB18 1.0%

Value ($000) $3,772 Shares 3,587,000 Est. Cost $1.05 Unrealized —

— PDL BIO PHARMA 3.75% 01MAY15 0.9%

Value ($000) $3,419 Shares 2,502,000 Est. Cost $1.26 Unrealized —

— NATIONAL BANK OF GREECE-ADR 0.7%

Value ($000) $2,775 Shares 500,000 Est. Cost — Unrealized —

BAC BANK OF AMERICA CORP 0.7%

Value ($000) $2,603 Shares 151,300 Est. Cost — Unrealized —

— DRYSHIPS INC 5% 01DEC14 0.6%

Value ($000) $2,381 Shares 2,400,000 Est. Cost $1.01 Unrealized —

— FORESTAR GROUP INC 3.75%1MAR20 0.5%

Value ($000) $2,032 Shares 1,904,000 Est. Cost $1.12 Unrealized —

GM GENERAL MOTORS CO 0.4%

Value ($000) $1,721 Shares 50,000 Est. Cost $27.43 Unrealized 0.0%

— STERLITE INDUSTRIE 4%30OCT14 0.3%

Value ($000) $1,065 Shares 1,060,000 Est. Cost $1.00 Unrealized —

— REGIS CORP 5% 15JUL14 0.3%

Value ($000) $1,030 Shares 1,000,000 Est. Cost $1.03 Unrealized —

— PDL BIOPHARMA INC 0.3%

Value ($000) $1,012 Shares 121,809 Est. Cost $8.31 Unrealized —

— SCORPIO BULKERS INC 0.3%

Value ($000) $1,011 Shares 100,000 Est. Cost $10.11 Unrealized —

— NAVIOS MARITIME ACQUISITION 0.2%

Value ($000) $915 Shares 250,000 Est. Cost $3.66 Unrealized —

DSX DIANA SHIPPING INC 0.2%

Value ($000) $741 Shares 61,800 Est. Cost $7.38 Unrealized 0.0%

— GENERAL MOTORS-CW15 0.1%

Value ($000) $484 Shares 175,000 Est. Cost $2.77 Unrealized —

— DRYSHIPS INC 0.1%

Value ($000) $322 Shares 100,000 Est. Cost $1.87 Unrealized —

— COLONY FINANCIA 3.875% 15JAN21 0.1%

Value ($000) $271 Shares 263,000 Est. Cost $1.03 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	ALERE INC 3% 31DEC49 SER B PFD	229,790	$65,768	16.8%	$226.25	—	CVPFD	01449J204
—	OMNICARE INC CV 3.25% 15DEC203	23,913,000	$25,558	6.5%	$1.02	—	SDBCV	681904AL2
—	SUNPOWER CORP 4.5% 15MAR15	16,723,000	$25,369	6.5%	$1.25	—	SDBCV	867652AE9
—	SUNPOWER CORP 4.75% 15APR14	20,580,000	$25,150	6.4%	$1.04	—	SDBCV	867652AC3
DXJ	WISDOMTREE JAPAN HEDGED EQ	400,000	$18,936	4.8%	—	—	Call	97717W851
—	MOLYCORP INC	3,902,086	$18,301	4.7%	$5.70	—	COM	608753109
—	TAKE-TWO INTE 1.75% 01DEC16 A	11,608,000	$15,283	3.9%	$1.31	—	SDBCV	874054AC3
—	GT ADV TECHNOLOGIES 3 15DEC20	9,270,000	$15,032	3.8%	$1.02	—	SDBCV	36191UAB2
—	RAIT FINANCIAL 4 1OCT33	15,206,000	$15,000	3.8%	$1.00	—	SDBCV	749227AB0
—	SEACOR HOLDINGS 2.5% 15DEC27	12,500,000	$14,935	3.8%	$1.19	—	SDBCV	811904AM3
—	HOME INNS HTL 2% 15DEC15	13,402,000	$13,017	3.3%	$1.01	—	SDBCV	43713WAB3
—	TESLA MOTORS INC 0.25% 1MAR19	13,238,000	$12,232	3.1%	$0.92	—	SDBCV	88160RAB7
—	TAKE-TWO INTERACTIVE 1% 1JUL18	8,790,000	$10,801	2.8%	$1.18	—	SDBCV	874054AD1
—	SOLARCITY CORP 2.75% 01NOV18	8,165,000	$10,506	2.7%	$1.29	—	SDBCV	83416TAA8
—	TESLA MOTORS INC 1.5% 1JUN18	5,000,000	$8,972	2.3%	$1.79	—	SDBCV	88160RAA9
—	LIVE NATION ENT 2.875% 15JUL27	7,901,000	$8,023	2.0%	$0.93	—	SDBCV	538034AB5
ECPG	ENCORE CAPITAL GROUP INC	162,046	$7,406	1.9%	$48.27	0.0%	COM	292554102
AAPL	APPLE INC	12,500	$6,709	1.7%	—	—	Put	037833100
AAPL	APPLE INC	12,500	$6,709	1.7%	—	—	Call	037833100
—	ALCOA INC	500,000	$6,435	1.6%	—	—	Call	013817101
HLF	HERBALIFE LTD	110,100	$6,305	1.6%	$32.93	0.0%	COM	G4412G101
—	AMERICAN REALTY 3% 1AUG18	5,632,000	$5,989	1.5%	$1.00	—	SDBCV	02917TAA2
—	APOLLO CMMRL REAL 5.5% 15MAR19	5,000,000	$5,111	1.3%	$1.02	—	SDBCV	03762UAA3
C	CITIGROUP INC	100,000	$4,760	1.2%	—	—	Call	172967424
—	QIAGEN N.V.	217,900	$4,595	1.2%	$21.09	—	COM	N72482107
—	FLUIDIGM CORP 2.75% 01FEB34	4,000,000	$4,552	1.2%	$1.14	—	SDBCV	34385PAA6
—	IPATH S&P 500 VIX S/T FU ETN	104,100	$4,388	1.1%	—	—	Put	06742E711
—	PDL BIOPHARMA 4% 01FEB18	3,587,000	$3,772	1.0%	$1.05	—	SDBCV	69329YAF1
—	PDL BIO PHARMA 3.75% 01MAY15	2,502,000	$3,419	0.9%	$1.26	—	SDBCV	69329YAC8
—	NATIONAL BANK OF GREECE-ADR	500,000	$2,775	0.7%	—	—	Call	633643705
BAC	BANK OF AMERICA CORP	151,300	$2,603	0.7%	—	—	Call	060505104
—	DRYSHIPS INC 5% 01DEC14	2,400,000	$2,381	0.6%	$1.01	—	SDBCV	262498AB4
—	FORESTAR GROUP INC 3.75%1MAR20	1,904,000	$2,032	0.5%	$1.12	—	SDBCV	346232AB7
GM	GENERAL MOTORS CO	50,000	$1,721	0.4%	$27.43	0.0%	COM	37045V100
—	STERLITE INDUSTRIE 4%30OCT14	1,060,000	$1,065	0.3%	$1.00	—	SDBCV	859737AB4
—	REGIS CORP 5% 15JUL14	1,000,000	$1,030	0.3%	$1.03	—	SDBCV	758932AA5
—	PDL BIOPHARMA INC	121,809	$1,012	0.3%	$8.31	—	COM	69329Y104
—	SCORPIO BULKERS INC	100,000	$1,011	0.3%	$10.11	—	SHS	Y7546A106
—	NAVIOS MARITIME ACQUISITION	250,000	$915	0.2%	$3.66	—	SHS	Y62159101
DSX	DIANA SHIPPING INC	61,800	$741	0.2%	$7.38	0.0%	COM	Y2066G104
—	GENERAL MOTORS-CW15	175,000	$484	0.1%	$2.77	—	RT	37045V134
—	DRYSHIPS INC	100,000	$322	0.1%	$1.87	—	COM	Y2109Q101
—	COLONY FINANCIA 3.875% 15JAN21	263,000	$271	0.1%	$1.03	—	SDBCV	19624RAB2