LINDEN ADVISORS LP Q3 2017 Filing
Filed November 14, 2017
Portfolio Value
$2.8T
Holdings
115
Report Date
Q3 2017
Filing Type
13F-HR
All Holdings (115 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AMD 2.125 09/01/26ADVANCED MICRO 2.125 01SEP26 | 67,541,000 | $119.7B | 4.25% | |
| 2 | —ALLEGHENY TECHN 4.75 01JUL22 | 63,199,000 | $115.9B | 4.11% | |
| 3 | —TESLA INC 2.375 15MAR22 | 87,951,000 | $108.1B | 3.84% | |
| 4 | —CLOVIS ONCOLOGY 2.5 15SEP21 | 69,346,000 | $107.3B | 3.81% | |
| 5 | —IRONWOOD PHARMAC 2.25 15JUN22 | 83,156,000 | $99.0B | 3.51% | |
| 6 | —INTEL CORP 2.95 15DEC35 CV | 68,978,000 | $98.2B | 3.48% | |
| 7 | —APOLLO CRLREALEST 4.75 23AUG22 | 93,117,000 | $94.8B | 3.36% | |
| 8 | —THERAVANCE BIOPHA 3.25 01NOV23 | 71,957,000 | $88.4B | 3.14% | |
| 9 | —YAHOO INC 0 1DEC18 | 63,208,000 | $82.2B | 2.92% | |
| 10 | AAWW 1.875 06/01/24ATLASAIRWORLDWIDE1.875 01JUN24 | 57,235,000 | $73.0B | 2.59% | |
| 11 | —MICRON TECH 1.625 15FEB33 | 20,000,000 | $70.7B | 2.51% | |
| 12 | DISH 3.375 08/15/26DISH NETWORK COR 3.375 15AUG26 | 61,076,000 | $68.4B | 2.43% | |
| 13 | —TWITTER INC 0.25 15SEP19 | 68,329,000 | $64.7B | 2.30% | |
| 14 | —COLONY STARWOODHOMES 3 1JUL19 | 51,589,000 | $63.6B | 2.26% | |
| 15 | —51JOB INC 3.25 15APR19 | 38,761,000 | $57.2B | 2.03% | |
| 16 | —BLACKSTONE 4.375 05MAY22 | 53,383,000 | $53.8B | 1.91% | |
| 17 | —VECTOR GROUP LTD 1.75 15APR20 | 46,773,000 | $53.6B | 1.90% | |
| 18 | —WAYFAIR INC 0.375 01SEP22 | 53,600,000 | $51.9B | 1.84% | |
| 19 | —TESLA MOTORS INC 1.25 1MAR21 | 45,586,000 | $51.4B | 1.82% | |
| 20 | —COLONY FINANCIA 3.875 15JAN21 | 47,658,000 | $48.1B | 1.71% | |
| 21 | —WHITING PETROLEUM 1.25 1APR20 | 51,670,000 | $46.2B | 1.64% | |
| 22 | —TIMKENSTEEL 6 1JUN21 | 29,085,000 | $46.0B | 1.63% | |
| 23 | —INPHI CORP 1.125 1DEC20 | 36,252,000 | $44.3B | 1.57% | |
| 24 | —GREEN PLAINS INC 4.125 01SEP22 | 40,802,000 | $41.7B | 1.48% | |
| 25 | BMRN 0.599 08/01/24BIOMARIN PHARMA 0.599 01AUG24 | 38,500,000 | $39.1B | 1.39% | |
| 26 | RWT 4.75 08/15/23REDWOOD TRUST INC 4.75 15AUG23 | 37,000,000 | $36.9B | 1.31% | |
| 27 | —IONIS PHARMACEUTIC 1 15NOV21 | 34,494,000 | $36.6B | 1.30% | |
| 28 | —CTRIP.COM INT LTD 1.25 15SEP22 | 33,648,000 | $36.3B | 1.29% | |
| 29 | —SUCAMPO PHAR 3.25 15DEC21 144A | 32,639,000 | $33.8B | 1.20% | |
| 30 | INVA 2.125 01/15/23THERAVANCE 2.125 15JAN23 | 33,745,000 | $33.0B | 1.17% | |
| 31 | —PROSPECT CAPITAL 4.95 15JUL22 | 32,362,000 | $32.3B | 1.15% | |
| 32 | —FIREEYE INC 1 1JUN35 | 32,148,000 | $30.5B | 1.08% | |
| 33 | AABAUSDALTABA INC | 457,769 | $30.3B | 1.08% | |
| 34 | —MEDICINES COMPANY 2.5 15JAN22 | 23,915,000 | $30.3B | 1.07% | |
| 35 | SPYSPDR S&P500 ETF TRUST | 114,996 | $28.9B | 1.03% | Put |
| 36 | —RENEWABLE ENERGY 4 15JUN36 | 21,850,000 | $28.6B | 1.02% | |
| 37 | —CTRIP.COM INTL LT 1.99 01JUL25 | 23,001,000 | $27.9B | 0.99% | |
| 38 | —COLONY FINANCIAL 5 15APR23 | 26,535,000 | $27.3B | 0.97% | |
| 39 | —PDL BIOPHARMA 2.75 01DEC21 | 23,210,000 | $25.2B | 0.89% | |
| 40 | —SEACOR HOLDINGS 3 15NOV28 | 25,843,000 | $23.2B | 0.82% | |
| 41 | —CONSOLIDATED-TOM 4.5 15MAR20 | 21,564,000 | $23.0B | 0.82% | |
| 42 | —RADIUS HEALTH INC 3 1SEP24 | 22,500,000 | $22.6B | 0.80% | |
| 43 | —HANNON ARMSTRONG 4.125 01SEP22 | 21,500,000 | $22.2B | 0.79% | |
| 44 | —HORIZON PHARMA 2.5 15MAR22 | 23,606,000 | $21.4B | 0.76% | |
| 45 | —LAYNE CHRISTENSEN 8 1MAY19 A | 15,180,000 | $18.9B | 0.67% | |
| 46 | —COWEN GROUP INC 3 15MAR19 | 17,500,000 | $18.4B | 0.65% | |
| 47 | —NUVASIVE INC 2.25 15MAR21 | 16,000,000 | $18.3B | 0.65% | |
| 48 | —SPIRIT REALTY 2.875 15MAY19 | 17,477,000 | $17.5B | 0.62% | |
| 49 | SPWR 4 01/15/23SUNPOWER CORP 4 15JAN23 | 21,257,000 | $17.5B | 0.62% | |
| 50 | —TPG PACE ENERGY HOLDINGS - A | 1,650,443 | $16.0B | 0.57% | |
| 51 | —WRIGHT MEDICAL 2.25 15NOV21 A | 11,650,000 | $15.7B | 0.56% | |
| 52 | —MEDICINES 2.75 15JUL23 A | 14,665,000 | $15.4B | 0.55% | |
| 53 | —ARBOR REALTY TRU 6.5 01OCT19 | 14,407,000 | $15.4B | 0.55% | |
| 54 | —MICRON TECHN 3.125 01MAY32 A | 3,797,000 | $15.1B | 0.53% | |
| 55 | —BLACKROCK CAPITAL 5 15JUN22 | 13,455,000 | $14.1B | 0.50% | |
| 56 | —NEVRO CORP 1.75 01JUN21 | 11,545,000 | $13.7B | 0.49% | |
| 57 | —CIENA CORP 4.0 15DEC20 | 10,250,000 | $13.6B | 0.48% | |
| 58 | —OASIS PETROLE 2.625 15SEP23 | 12,173,000 | $13.1B | 0.46% | |
| 59 | STWD 4.375 04/01/23STRWOODPRPRTYTRST4.375 01APR23 | 12,513,000 | $12.7B | 0.45% | |
| 60 | —QIAGEN N.V. | 396,860 | $12.5B | 0.44% | |
| 61 | —TERRAFORM GLOBAL INC - CL A | 2,507,137 | $11.9B | 0.42% | |
| 62 | —REPLIGEN CORP 2.125 01JUN21 | 8,448,000 | $11.4B | 0.41% | |
| 63 | XLFAMEX FINANCIAL SELECT SPDR IDX | 400,000 | $10.3B | 0.37% | Call |
| 64 | —MARRIOTT VAC 1.5 15SEP22 144A | 9,531,000 | $10.0B | 0.35% | |
| 65 | —QUIDEL CORP 3.25 15DEC20 | 5,994,000 | $9.1B | 0.32% | |
| 66 | TRIB 4 04/01/45TRINITY BIOTECH LP 4.00 1APR45 | 11,040,000 | $8.9B | 0.32% | |
| 67 | —TCP CAPITAL CORP 4.625 1MAR22 | 8,301,000 | $8.6B | 0.31% | |
| 68 | —ENDOLOGIX INC 3.25 1NOV20 | 9,448,000 | $8.1B | 0.29% | |
| 69 | XIFRNEXTERA ENERGY PARTNERS LP | 198,600 | $8.0B | 0.28% | |
| 70 | IACIEURIAC/INTERACTIVECORP | 59,100 | $6.9B | 0.25% | |
| 71 | —ARRAY BIO INC 3 1JUN20 | 3,835,000 | $6.9B | 0.25% | |
| 72 | —REDWOOD TRUST 4.625 15APR18 | 6,504,000 | $6.6B | 0.23% | |
| 73 | —RWT HOLDINGS 5.625 15NOV19 | 6,310,000 | $6.5B | 0.23% | |
| 74 | —LAYNE CHRISTENSEN 4.25 15NOV18 | 6,685,000 | $6.5B | 0.23% | |
| 75 | —AK STEEL CORP 5 15NOV19 | 4,787,000 | $6.4B | 0.23% | |
| 76 | —TPG PACE HOLDINGS CORP-CL A | 632,582 | $6.2B | 0.22% | |
| 77 | MOALTRIA GROUP INC | 97,000 | $6.2B | 0.22% | Call |
| 78 | —JDS UNIPHASE 0.625 15AUG33 | 5,500,000 | $5.8B | 0.20% | |
| 79 | —ASHFORD HOSPITALITY PRIM | 276,663 | $5.6B | 0.20% | |
| 80 | —DOUBLE EAGLE ACQUISITION-A | 494,148 | $5.0B | 0.18% | |
| 81 | INFYINFOSYS TECH - ADR | 335,224 | $4.9B | 0.17% | Put |
| 82 | —HENNESSY CAPITAL ACQUISITION | 485,476 | $4.8B | 0.17% | |
| 83 | —LIBERTY INT 1.75 30SEP46 144A | 3,747,000 | $4.5B | 0.16% | |
| 84 | —RESOURCE CAPITAL 4.5 15AUG22 | 4,000,000 | $4.1B | 0.15% | |
| 85 | —CHENIERE ENERGY 4.25 15MAR45 | 5,743,000 | $4.0B | 0.14% | |
| 86 | —IPATH S&P 500 VIX S/T FU ETN | 100,000 | $3.9B | 0.14% | Put |
| 87 | —ELECTRONICS FOR 0.75 01SEP19 | 3,720,000 | $3.9B | 0.14% | |
| 88 | —WHITING PETROLEUM CORP | 693,104 | $3.8B | 0.13% | |
| 89 | —GORES HOLDINGS II INC - A | 367,971 | $3.7B | 0.13% | |
| 90 | —TRULIA LLC 2.75 15 DEC 20 | 2,053,000 | $3.6B | 0.13% | |
| 91 | —KADMON HOLDINGS INC | 1,000,000 | $3.4B | 0.12% | |
| 92 | RYAMRAYONIER ADVANCED MATERIALS | 224,079 | $3.1B | 0.11% | |
| 93 | —BANK OF AMERICA CORP-CW19 | 3,871,900 | $3.0B | 0.11% | |
| 94 | —INFINERA CORP 1.75 1JUN18 | 2,925,000 | $3.0B | 0.11% | |
| 95 | —LIBERTY MEDIACORP 2.25 30SEP46 | 2,417,000 | $2.6B | 0.09% | |
| 96 | —PROS HOLDINGS INC 2.0 01DEC19 | 2,500,000 | $2.5B | 0.09% | |
| 97 | SWN1EURSOUTHWESTERN ENERGY CO | 400,000 | $2.4B | 0.09% | |
| 98 | VACMARRIOTT VACATIONS WORLD W/I | 19,500 | $2.4B | 0.09% | |
| 99 | —ILLUMINA INC 0 15JUN19 | 2,265,000 | $2.4B | 0.09% | |
| 100 | —GREEN PLAINS INC 3.25 01OCT18 | 1,744,000 | $2.1B | 0.07% |
Page 1 of 2Next