LINDEN ADVISORS LP Q3 2020 Filing

Filed November 16, 2020

Portfolio Value

$8.3T

Holdings

320

Report Date

Q3 2020

Filing Type

13F-HR

All Holdings (320 positions)

#StockSharesValue% PortfolioType
1
MELI 2 08/15/28MERCADOLIBRE INC 2 08/15/2028
275,044,000$695.1B8.38%
2
PINDUODUO INC 0 10/01/2024
323,215,000$585.3B7.06%
3
Z 1.375 09/01/26ZILLOW GROUP INC 1.375 09/01/2026
138,450,000$331.2B3.99%
4
EXAS 0.375 03/01/28EXACT SCIENCES CORP 0.375 03/01/2028
292,990,000$318.2B3.84%
5
W 1 08/15/26WAYFAIR INC 1 08/15/2026
140,103,000$290.6B3.50%
6
SPLK 1.125 09/15/25SPLUNK INC 1.125 09/15/2025
198,732,000$287.0B3.46%
7
BLBLFBILIBILI INC 1.375 04/01/2026
149,280,000$264.0B3.18%
8
CHGG 0.125 03/15/25CHEGG INC 0.125 03/15/2025
152,093,000$231.0B2.79%
9
COUP 0.125 06/15/25COUPA SOFTWARE INC 0.125 06/15/2025
114,679,000$209.2B2.52%
10
PENN 2.75 05/15/26PENN NATIONAL GAMING INC 2.75 05/15/2026
61,878,000$199.0B2.40%
11
PLUG 5.5 03/15/23PLUG POWER INC 5.5 03/15/2023
28,000,000$162.7B1.96%
12
SNAP 0.75 08/01/26SNAP INC 0.75 08/01/2026
109,146,000$151.4B1.82%
13
APOLLO CMMRL REAL EST FI 4.75 08/23/2022
155,328,000$145.6B1.76%
14
GDS HOLDINGS LIMITED 2 06/01/2025
78,850,000$133.2B1.61%
15
BL 0.125 08/01/24BLACKLINE INC 0.125 08/01/2024
96,170,000$132.6B1.60%
16
QTWO 0.75 06/01/26Q2 HOLDINGS INC 0.75 06/01/2026
100,996,000$123.8B1.49%
17
W 1.125 11/01/24WAYFAIR INC 1.125 11/01/2024
46,795,000$120.4B1.45%
18
ETSY 0.125 10/01/26ETSY INC 0.125 10/01/2026
68,752,000$108.1B1.30%
19
Z 2.75 05/15/25ZILLOW GROUP INC 2.75 05/15/2025
62,208,000$107.7B1.30%
20
JOYY INC 0.75 06/15/2025
89,970,000$97.3B1.17%
21
HLF 2.625 03/15/24HERBALIFE LTD 2.625 03/15/2024
89,530,000$90.2B1.09%
22
IQIYI INC 3.75 12/01/2023
81,700,000$86.9B1.05%
23
MOMO 1.25 07/01/25MOMO INC 1.25 07/01/2025
105,383,000$82.8B1.00%
24
APOLLO CMMRL REAL EST FI 5.375 10/15/2023
88,926,000$79.4B0.96%
25
SOCIAL CAPITAL HEDOSOPHIA A
6,201,939$77.3B0.93%
26
LPSN 0.75 03/01/24LIVEPERSON INC 0.75 03/01/2024
49,332,000$75.3B0.91%
27
JOYY 1.375 06/15/26JOYY INC 1.375 06/15/2026
68,300,000$73.7B0.89%
28
OKTA 0.125 09/01/25OKTA INC 0.125 09/01/2025
53,956,000$71.5B0.86%
29
INVA 2.125 01/15/23THERAVANCE INC 2.125 01/15/2023
72,022,000$69.0B0.83%
30
BAOZUN INC 1.625 05/01/2024
72,833,000$67.7B0.82%
31
SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC 1.5 11/15/2024
32,702,000$67.7B0.82%
32
NEE 6.219 09/01/23NEXTERA ENERGY INC
1,350,000$64.2B0.77%
33
FTAC OLYMPUS ACQUISITION COR
6,211,933$62.1B0.75%
34
CHURCHILL CAPITAL CORP IV
6,000,000$60.1B0.72%
35
INVA 2.5 08/15/25INNOVIVA INC 2.5 08/15/2025
59,662,000$57.9B0.70%
36
NUANCE COMMUNICATIONS 1.25 04/01/2025
32,548,000$57.8B0.70%
37
MFA FINANCIAL INC 6.25 06/15/2024
61,257,000$57.2B0.69%
38
OPK 4.5 02/15/25OPKO HEALTH INC 4.5 02/15/2025
43,063,000$51.2B0.62%
39
CHURCHILL CAPITAL CORP III A
4,810,666$49.3B0.59%
40
GOLAR LNG LTD 2.75 02/15/2022
62,817,000$48.6B0.59%
41
CF FINANCE ACQUISITION CORP
4,500,000$45.1B0.54%
42
IWMISHARES RUSSELL 2000 ETF
300,000$44.9B0.54%Put
43
RAPID7 INC 1.25 08/01/2023
28,560,000$44.6B0.54%
44
MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC 1.625 02/15/2027
28,327,000$43.6B0.53%
45
HTHT 0.375 11/01/22CHINA LODGING GROUP LTD 0.375 11/01/2022
38,226,000$43.0B0.52%
46
WIX LTD 0 07/01/2023
22,675,000$42.6B0.51%
47
HORIZON ACQUISITION CORP
4,000,000$41.6B0.50%
48
E MERGE TECHNOLOGY ACQUISITI
4,000,000$40.2B0.49%
49
EXAS 0.375 03/15/27EXACT SCIENCES CORP 0.375 03/15/2027
33,299,000$39.2B0.47%
50
ZYNGA INC 0.25 06/01/2024
30,315,000$38.5B0.46%
51
WK 1.125 08/15/26WORKIVA INC 1.125 08/15/2026
38,016,000$37.9B0.46%
52
ECPG 3.25 10/01/25ENCORE CAPITAL GROUP INC 3.25 10/01/2025
32,500,000$37.3B0.45%
53
COHN ROBBINS HOLDINGS CORP
3,600,000$36.3B0.44%
54
RH 0 06/15/2023
17,600,000$36.0B0.43%
55
ENCORE CAP EUR FINANCE 4.5 09/01/2023
32,706,000$35.6B0.43%
56
EZPW 2.875 07/01/24EZCORP INC 2.875 07/01/2024
39,755,000$35.4B0.43%
57
SFL CORP LTD 4.875 05/01/2023
39,640,000$34.7B0.42%
58
EVH 1.5 10/15/25EVOLENT HEALTH INC 1.5 10/15/2025
41,000,000$32.2B0.39%
59
NTNX 0 01/15/23NUTANIX INC 0 01/15/2023
32,517,000$30.6B0.37%
60
COLLEGIUM PHARMA INC 2.625 02/15/2026
29,750,000$29.5B0.36%
61
IRONWOOD PHARMACEUTICALS 0.75 06/15/2024
29,500,000$29.2B0.35%
62
ALTAIR ENGINEERING INC 0.25 06/01/2024
25,997,000$28.9B0.35%
63
FLYING EAGLE ACQUISITION A
2,365,011$28.8B0.35%
64
REDBALL ACQUISITION CORP
2,668,000$28.2B0.34%
65
HASI 0 08/15/23HANNON ARMSTRONG SUSTAIN 0 08/15/2023
26,160,000$27.4B0.33%
66
BURGUNDY TECHNOLOGY ACQUISIT
2,700,000$26.9B0.32%
67
NVAX 3.75 02/01/23NOVAVAX INC 3.75 02/01/2023
21,500,000$25.7B0.31%
68
MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC 1.625 02/15/2025
11,250,000$25.1B0.30%
69
KKR REAL ESTATE FIN 6.125 05/15/2023
24,775,000$24.4B0.29%
70
SPWR 4 01/15/23SUNPOWER CORP 4 01/15/2023
25,626,000$24.4B0.29%
71
SEACOR HOLDINGS INC 3.25 05/15/2030
31,613,000$24.0B0.29%
72
FG NEW AMERICA ACQUISITION C
2,250,000$22.5B0.27%
73
CC NEUBERGER PRINCIPAL HOLDI
2,175,000$22.5B0.27%
74
CM LIFE SCIENCES INC
2,100,000$22.0B0.27%
75
ARTIUS ACQUISITION INC
2,000,000$20.8B0.25%
76
IQ 2 04/01/25IQIYI INC 2 04/01/2025
21,705,000$20.7B0.25%
77
FIREEYE INC 0.875 06/01/2024
22,185,000$20.7B0.25%
78
FOLEY TRASIMENE ACQUISITION
1,973,536$20.1B0.24%
79
VECTOR ACQUISITION CORP
1,980,325$20.1B0.24%
80
PRIAFPRIME IMPACT ACQUISITION I
2,000,000$20.0B0.24%
81
REINVENT TECHNOLOGY PARTNERS
1,650,000$19.0B0.23%
82
GORES METROPOULOS INC CL A
1,640,456$18.7B0.23%
83
EZPW 2.375 05/01/25EZCORP INC 2.375 05/01/2025
23,462,000$18.7B0.23%
84
PSEC 6.375 03/01/25PROSPECT CAPITAL CORP 6.375 03/01/2025
17,617,000$18.1B0.22%
85
8X8 INC 0.5 02/01/2024
19,527,000$18.1B0.22%
86
JAWS ACQUISITION CORP CL A
1,685,421$17.5B0.21%
87
INSG 3.25 05/01/25INSEEGO CORP 3.25 05/01/2025
17,000,000$16.5B0.20%
88
REPLAY ACQUISITION CORP
1,577,159$16.1B0.19%
89
NAVSIGHT HOLDINGS INC
1,500,000$15.1B0.18%
90
VESPER HEALTHCARE ACQUISITIO
1,400,000$14.4B0.17%
91
RWT 4.75 08/15/23REDWOOD TRUST INC 4.75 08/15/2023
15,306,000$14.0B0.17%
92
EFAISHARES MSCI EAFE ETF
200,000$12.7B0.15%Put
93
TRINE ACQUISITION CORP A
1,167,896$12.6B0.15%
94
FUSION ACQUISITION CORP A
1,268,691$12.5B0.15%
95
EQUITY DISTRIBUTION ACQUISIT
1,205,000$12.4B0.15%
96
OMER 5.25 02/15/26OMEROS CORP 5.25 02/15/2026
14,500,000$12.3B0.15%
97
ACE CONVERGENCE ACQUISITION
1,200,000$12.3B0.15%
98
SOCIAL CAPITAL HEDOSOP CW25
3,010,000$11.6B0.14%
99
SOCIAL CAPITAL HEDOSOPHIA A
603,945$11.5B0.14%
100
IRWD 1.5 06/15/26IRONWOOD PHARMACEUTICALS 1.5 06/15/2026
11,500,000$11.3B0.14%
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