LINDEN ADVISORS LP Q4 2017 Filing

Filed February 14, 2018

Portfolio Value

$3.4T

Holdings

119

Report Date

Q4 2017

Filing Type

13F-HR

All Holdings (119 positions)

#StockSharesValue% PortfolioType
1
APOLLO CRLREALEST 4.75 23AUG22
156,560,000$158.8B4.69%
2
TESLA INC 2.375 15MAR22
111,481,000$129.8B3.84%
3
IRONWOOD PHARMAC 2.25 15JUN22
105,881,000$123.2B3.64%
4
AEROJET 2.25 15DEC23 OTC
85,073,000$117.4B3.47%
5
AMD 2.125 09/01/26ADVANCED MICRO 2.125 01SEP26
77,087,000$115.8B3.42%
6
YAHOO INC 0 1DEC18
85,492,000$115.2B3.40%
7
CLOVIS ONCOLOGY 2.5 15SEP21
84,846,000$114.7B3.39%
8
ALLEGHENY TECHN 4.75 01JUL22
58,993,000$109.3B3.23%
9
DISH 3.375 08/15/26DISH NETWORK COR 3.375 15AUG26
85,310,000$92.9B2.75%
10
WHITING PETROLEUM 1.25 1APR20
89,391,000$82.7B2.44%
11
THERAVANCE BIOPHA 3.25 01NOV23
73,957,000$81.1B2.40%
12
AAWW 1.875 06/01/24ATLASAIRWORLDWIDE1.875 01JUN24
64,235,000$76.0B2.25%
13
TESLA MOTORS INC 1.25 1MAR21
65,586,000$71.0B2.10%
14
TRINITY INDUS CV 3.875 01JUN2
38,310,000$60.4B1.79%
15
IONIS PHARMACEUTIC 1 15NOV21
56,259,000$59.5B1.76%
16
WRIGHT MEDICAL 2.25 15NOV21 A
48,150,000$58.8B1.74%
17
COLONY FINANCIA 3.875 15JAN21
55,194,000$55.0B1.63%
18
VECTOR GROUP LTD 1.75 15APR20
46,773,000$54.2B1.60%
19
WAYFAIR INC 0.375 01SEP22
49,696,000$52.1B1.54%
20
BLACKSTONE 4.375 05MAY22
50,572,000$51.4B1.52%
21
FIREEYE INC 1 1JUN35
54,648,000$51.3B1.52%
22
BACBANK OF AMERICA CORP
1,730,100$51.1B1.51%
23
JPMJPMORGAN CHASE CO
473,000$50.6B1.49%
24
SUCAMPO PHAR 3.25 15DEC21
41,504,000$50.5B1.49%
25
INSULET CORPORA 1.25 15SEP21
37,632,000$49.2B1.45%
26
51JOB INC 3.25 15APR19
31,311,000$46.2B1.36%
27
TWITTER INC 0.25 15SEP19
45,554,000$43.6B1.29%
28
TIMKENSTEEL 6 1JUN21
29,090,000$43.3B1.28%
29
RWT 4.75 08/15/23REDWOOD TRUST INC 4.75 15AUG23
42,000,000$40.7B1.20%
30
GREEN PLAINS INC 4.125 01SEP22
40,802,000$38.6B1.14%
31
ARBORREALTYTRUST 5.375 15NOV20
37,000,000$37.7B1.11%
32
CTRIP.COM INT LTD 1.25 15SEP22
36,062,000$36.9B1.09%
33
INVA 2.125 01/15/23THERAVANCE 2.125 15JAN23
36,245,000$35.9B1.06%
34
REPLIGEN CORP 2.125 01JUN21
27,448,000$35.9B1.06%
35
INPHI CORP 1.125 1DEC20
29,252,000$34.0B1.00%
36
HORIZON PHARMA 2.5 15MAR22
36,606,000$33.9B1.00%
37
PROSPECT CAPITAL 4.95 15JUL22
33,484,000$33.5B0.99%
38
INPHI CORP 0.75 01SEP21
33,465,000$33.3B0.98%
39
CTRIP.COM INTL LT 1.99 01JUL25
29,704,000$33.3B0.98%
40
IWMISHARES TR RUSSELL 2000 IDX
200,000$30.5B0.90%Call
41
NUVASIVE INC 2.25 15MAR21
25,855,000$30.4B0.90%
42
PROS HOLDINGS INC 2.0 01DEC19
28,263,000$29.7B0.88%
43
RENEWABLE ENERGY 4 15JUN36
21,850,000$27.9B0.82%
44
GOLDMAN SACHS BDC 4.5 01APR22
26,470,000$27.4B0.81%
45
PDL BIOPHARMA 2.75 01DEC21
27,867,000$27.1B0.80%
46
EVERBRIDGE INC 1.5 1NOV22
23,700,000$26.3B0.78%
47
ZILLOW INC 2 12JAN21
23,849,000$26.1B0.77%
48
AABAUSDALTABA INC
355,841$24.9B0.73%
49
SEACOR HOLDINGS 3 15NOV28
26,113,000$24.8B0.73%
50
NEVRO CORP 1.75 01JUN21
23,545,000$24.6B0.73%
51
LAYNE CHRISTENSEN 8 1MAY19 A
19,880,000$24.6B0.73%
52
HANNON ARMSTRONG 4.125 01SEP22
23,500,000$24.2B0.72%
53
CONSOLIDATED TOM 4.5 15MAR20
21,564,000$23.8B0.70%
54
RADIUS HEALTH INC 3 1SEP24
22,500,000$21.2B0.63%
55
GRANITE POINTMTGE 5.625 2
20,000,000$19.9B0.59%
56
RESOURCE CAPITAL 4.5 15AUG22
19,000,000$18.3B0.54%
57
ARBOR REALTY TRU 6.5 01OCT19
16,407,000$17.8B0.52%
58
SPWR 4 01/15/23SUNPOWER CORP 4 15JAN23
20,982,000$17.7B0.52%
59
WRIGHT MEDIC 2 15FEB20
16,500,000$16.9B0.50%
60
CLEVELAND CLIFFS 1.50 15JAN25
15,000,000$16.4B0.49%
61
TPG PACE ENERGY HOLDINGS A
1,650,443$16.1B0.47%
62
COLONY FINANCIAL 5 15APR23
14,765,000$15.2B0.45%
63
INTEGRATED DEVICE0.875 15NOV22
13,000,000$14.5B0.43%
64
STWD 4.375 04/01/23STRWOODPRPRTYTRST4.375 01APR23
13,092,000$13.3B0.39%
65
RWT HOLDINGS 5.625 15NOV19
12,860,000$13.0B0.38%
66
EVOLENT HEAL 2 01DEC21
13,875,000$13.0B0.38%
67
WHITING PETROLEUM CORP
425,775$11.3B0.33%
68
RYAMRAYONIER ADVANCED MATERIALS
540,415$11.1B0.33%
69
QUIDEL CORP 3.25 15DEC20
7,244,000$11.0B0.32%
70
CIENA CORP 4.0 15DEC20
8,250,000$10.8B0.32%
71
TWXCHFTIME WARNER INC
108,288$9.9B0.29%
72
BLACKROCK CAPITAL 5 15JUN22
9,490,000$9.9B0.29%
73
CTRIP.COM INTL LTD 1 01JUL20
8,618,000$9.1B0.27%
74
TRIB 4 04/01/45TRINITY BIOTECH LP 4.00 1APR45
11,040,000$8.8B0.26%
75
LAYNE CHRISTENSEN 4.25 15NOV18
8,735,000$8.5B0.25%
76
FINISAR CORP 0.5 15DEC36
8,600,000$8.0B0.24%
77
ARRAY BIO 2.625 1DEC24 144A
7,035,000$8.0B0.24%
78
BRISTOW GROUP INC 4.5 6JUM23
7,000,000$7.7B0.23%
79
TCP CAPITAL CORP 4.625 1MAR22
7,301,000$7.5B0.22%
80
LIBERTY MEDIACORP 2.25 30SEP46
6,917,000$7.2B0.21%
81
SENTINEL ENERGY SERVICES INC
700,000$7.0B0.21%
82
VIPSHOP HLDG LTD 1.5 15MAR19
6,500,000$6.5B0.19%
83
OASIS PETROLE 2.625 15SEP23
5,825,000$6.2B0.18%
84
TPG PACE HOLDINGS CORP CL A
632,582$6.2B0.18%
85
ASHFORD HOSPITALITY PRIM
276,663$5.5B0.16%
86
INFYINFOSYS TECH ADR
335,224$5.4B0.16%Put
87
ENDOLOGIX INC 3.25 1NOV20
5,948,000$5.4B0.16%
88
FINISAR CORP 0.5 15DEC33
5,000,000$5.0B0.15%
89
LEGACY ACQUISITION CORP
500,000$5.0B0.15%
90
HENNESSY CAPITAL ACQUISITION
485,476$4.8B0.14%
91
REDWOOD TRUST 4.625 15APR18
4,404,000$4.4B0.13%
92
CHENIERE ENERGY 4.25 15MAR45
5,716,000$4.1B0.12%
93
BMRN 0.599 08/01/24BIOMARIN PHARMA 0.599 01AUG24
4,000,000$4.0B0.12%
94
HAYMAKER ACQUISITION CORP
400,000$4.0B0.12%
95
TEVATEVA PHARMACEUTICAL SPON ADR
200,000$3.8B0.11%
96
TRULIA LLC 2.75 15 DEC 20
2,053,000$3.7B0.11%
97
GORES HOLDINGS II INC A
367,971$3.7B0.11%
98
JDS UNIPHASE 0.625 15AUG33
3,000,000$3.1B0.09%
99
SUNPOWER CORP .75 1JUN18
3,070,000$3.0B0.09%
100
SWN1EURSOUTHWESTERN ENERGY CO
400,000$2.2B0.07%
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