LINDEN ADVISORS LP Q3 2018 Filing

Filed November 14, 2018

Portfolio Value

$3.3T

Holdings

127

Report Date

Q3 2018

Filing Type

13F-HR

All Holdings (127 positions)

#StockSharesValue% PortfolioType
1
MCHP 1.625 02/15/27MICROCHIP TECH 1.625 15FEB27
211,859,000$225.7B6.86%
2
ALTABA INC 0 1DEC18
151,580,000$191.9B5.83%
3
TELADOC INC 3 15DEC22
74,560,000$154.1B4.68%
4
APOLLO CRLREALEST 4.75 23AUG22
152,839,000$153.5B4.67%
5
EVERBRIDGE INC 1.5 1NOV22
55,184,000$96.9B2.95%
6
CLOVIS ONCOLOGY 2.5 15SEP21
95,856,000$89.6B2.72%
7
AEROJET 2.25 15DEC23 OTC
59,935,000$85.5B2.60%
8
INVA 2.5 08/15/25INNOVIVA INC 2.50 15AUG25
74,162,000$82.4B2.51%
9
THERAVANCE BIOPHA 3.25 01NOV23
68,688,000$81.4B2.47%
10
LENDINGTREE INC .625 1JUN22
60,362,000$76.5B2.33%
11
IRONWOOD PHARMAC 2.25 15JUN22
54,456,000$70.8B2.15%
12
GOLAR LNG LTD
66,622,000$69.8B2.12%
13
CTRIP.COM INT LTD 1.25 15SEP22
69,387,000$68.0B2.07%
14
INFINERA CORP 2.125 1SEP24
65,050,000$66.1B2.01%
15
INVA 2.125 01/15/23THERAVANCE 2.125 15JAN23
60,822,000$62.0B1.88%
16
II-VI INC .25 1SEP22
49,657,000$58.3B1.77%
17
SHIP FIN INT LTD 4.875 01MAY23
57,365,000$57.4B1.74%
18
VECTOR GROUP LTD 1.75 15APR20
54,223,000$56.6B1.72%
19
CLEVELAND-CLIFFS 1.50 15JAN25
33,350,000$54.8B1.67%
20
TIMKENSTEEL 6 1JUN21
38,090,000$54.5B1.66%
21
BLACKSTONE 4.375 05MAY22
54,209,000$54.3B1.65%
22
WHITING PETROLEUM 1.25 1APR20
52,241,000$50.2B1.52%
23
RWT 4.75 08/15/23REDWOOD TRUST INC 4.75 15AUG23
46,574,000$45.0B1.37%
24
INSM 1.75 01/15/25INSMED INC 1.75 15JAN25
51,146,000$43.3B1.32%
25
GREEN PLAINS INC 4.125 01SEP22
43,302,000$41.5B1.26%
26
INPHI CORP 1.125 1DEC20
33,846,000$39.0B1.19%
27
WMTWALMART INC
400,000$37.6B1.14%Put
28
EXASEXACT SCIENCES CORP 1 15JAN25
30,012,000$37.1B1.13%
29
PRAA 3.5 06/01/23PRA GROUP 3.5 1JUN23
35,700,000$36.9B1.12%
30
HELIX ENER SOLUT 4.125 15SEP23
27,640,000$35.8B1.09%
31
ENCORE CAP EUR 4.5 1SEP23
34,285,000$35.2B1.07%
32
EZPW 2.875 07/01/24EZCORP 2.875 1JUL24 OTC
26,810,000$33.4B1.01%
33
TEAM INC 5 01AUG23
26,085,000$33.0B1.00%
34
HORIZON PHARMA 2.5 15MAR22
32,187,000$32.5B0.99%
35
CHESAPEAKE ENERGY 5.5 15SEP26
32,015,000$31.6B0.96%
36
WAYFAIR INC .375 1SEP22
20,107,000$30.4B0.92%
37
SPARTAN ENERGY ACQUISITION C
2,975,600$30.2B0.92%
38
HANNON ARMSTRONG 4.125 01SEP22
30,042,000$29.4B0.89%
39
ALDER BIOPHARM 2.5 01FEB25
26,250,000$28.2B0.86%
40
MICROCHIP TECH 2.25 15FEB37
26,172,000$27.6B0.84%
41
RWT 5.625 07/15/24REDWOOD TRUST 5.625 15JUL25
27,605,000$27.4B0.83%
42
INPHI CORP 0.75 01SEP21
26,897,000$26.5B0.81%
43
PDL BIOPHARMA 2.75 01DEC21
26,617,000$26.3B0.80%
44
PROSPECT CAPITAL 4.95 15JUL22
26,309,000$26.1B0.79%
45
FWONK 1 01/30/23LIBERTYMEDCORP 1 30JAN23 144A
22,204,000$26.0B0.79%
46
ARRAY BIO 2.625 1DEC24 144A
20,075,000$25.2B0.77%
47
WRIGHT MEDICAL 2.25 15NOV21 A
17,411,000$25.2B0.77%
48
GAIN CAPITAL HLDGS 5 15AUG22
22,333,000$23.2B0.71%
49
SEACOR HOLDS INC 3.25 15MAY25
23,913,000$22.9B0.70%
50
TVTX 2.5 09/15/25RETROPHIN INC 2.5 15SEP25
20,554,000$21.1B0.64%
51
REDFIN CORP 1.75 15JUL23
22,755,000$20.6B0.63%
52
TESLA INC 2.375 15MAR22
19,261,000$19.7B0.60%
53
FLEXION THER INC 3.375 01MAY24
17,612,000$17.8B0.54%
54
RADIUS HEALTH INC 3 1SEP24
22,500,000$17.3B0.53%
55
SPWR 4 01/15/23SUNPOWER CORP 4 15JAN23
20,482,000$17.2B0.52%
56
IWMISHARES TR-RUSSELL 2000 IDX
100,000$16.9B0.51%Call
57
BXMT 4.75 03/15/23BLACKSTONE MORT 4.75 15MAR23
14,600,000$14.5B0.44%
58
LITE 0.25 03/15/24LUMENTUM HOLDINGS .25 15MAR24
11,078,000$13.3B0.40%
59
INTREXON CORP 3.5 1JUL23
11,250,000$13.2B0.40%
60
TESLA MOTORS INC 1.25 1MAR21
13,723,000$13.2B0.40%
61
GORES HOLDINGS III INC
1,250,000$12.8B0.39%
62
GS ACQUISITION HOLDINGS CORP
1,200,000$12.4B0.38%
63
DFB HEALTHCARE ACQUISITIONS
1,230,000$11.8B0.36%
64
CARBONITE INC
7,137,000$10.7B0.33%
65
DBDEUTSCHE BANK AG -REG
900,000$10.3B0.31%
66
NEW MOUNTAIN FIN 5.75 15AUG23
10,000,000$10.0B0.31%
67
PLATINUM EAGLE ACQUISITION C
978,998$9.6B0.29%
68
ONE MADISON CORP-CLASS A
979,000$9.5B0.29%
69
TRIB 4 04/01/45TRINITY BIOTECH LP 4.00 1APR45
12,015,000$9.3B0.28%
70
INVACARE CORP 4.5 1JUNE22
7,509,000$8.5B0.26%
71
TCP CAPITAL CORP 4.625 1MAR22
8,301,000$8.3B0.25%
72
TESARO INC 3 01OCT21
6,000,000$8.0B0.24%
73
SENTINEL ENERGY SERVICE-CL A
790,400$7.8B0.24%
74
MEDICINES COMPANY 2.5 15JAN22
7,215,000$7.8B0.24%
75
NEBULA ACQUISITION CORP-CL A
783,000$7.6B0.23%
76
PDC ENERGY INC 1.125 15SEP21
7,000,000$6.8B0.21%
77
EWZISHARES MSCI BRAZIL ETF
200,000$6.7B0.21%Call
78
TPG PACE HOLDINGS CORP-CL A
632,581$6.4B0.19%
79
TRACON PHARMACEUTICALS INC
2,842,477$5.8B0.18%
80
HUBSPOT INC 0.25 1JUN22
3,419,000$5.6B0.17%
81
BHR 5.5 PERP bBRAEMAR HOTELS 5.5 31DEC49
276,663$5.4B0.17%
82
GOLDMAN SACHS BDC 4.5 01APR22
5,259,000$5.3B0.16%
83
QTS REALTY TRUST INC
50,000$5.3B0.16%
84
ATSG 1.125 10/15/24AIR TRANSPORT 1.125 15OCT24
5,356,000$5.1B0.16%
85
CHURCHILL CAPITAL CORP
500,000$5.1B0.15%
86
HENNESSY CAPITAL ACQUI
447,493$4.6B0.14%
87
RENEWABLE ENERGY 4 15JUN36
1,600,000$4.4B0.13%
88
RWT HOLDINGS 5.625 15NOV19
4,260,000$4.3B0.13%
89
EEMISHARES MSCI EMERGING MKT IN
100,000$4.3B0.13%Put
90
CTRIP.COM INTL LT 1.99 01JUL25
3,931,000$4.1B0.12%
91
GORES HOLDINGS II INC - A
367,971$3.9B0.12%
92
HELIX ENERGY SOL 4 1/4 01MAY22
3,600,000$3.9B0.12%
93
TRULIA LLC 2.75 15 DEC 20
2,053,000$3.8B0.12%
94
INVACARE CORP 5 15FEB21
3,500,000$3.8B0.12%
95
GRANITE POINTMTGE 5.625 2
3,455,000$3.6B0.11%
96
GMGENERAL MOTORS CO
100,000$3.4B0.10%
97
ZILLOW GROUP INC 1.5 1JUL23
3,500,000$3.2B0.10%
98
PRETIUM RESOURCES 2.25 15MAR22
3,555,000$3.1B0.10%
99
MAGNOLIA OIL & GAS CORP WTS
622,714$2.9B0.09%
100
XLFAMEX FINANCIAL SELECT SPDR IDX
100,000$2.8B0.08%Call
Page 1 of 2Next