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)

#	Stock	Shares	Value	% Portfolio	Type
1	—APOLLO CRLREALEST 4.75 23AUG22	156,560,000	$158.8B	4.69%
2	—TESLA INC 2.375 15MAR22	111,481,000	$129.8B	3.84%
3	—IRONWOOD PHARMAC 2.25 15JUN22	105,881,000	$123.2B	3.64%
4	—AEROJET 2.25 15DEC23 OTC	85,073,000	$117.4B	3.47%
5	AMD 2.125 09/01/26ADVANCED MICRO 2.125 01SEP26	77,087,000	$115.8B	3.42%
6	—YAHOO INC 0 1DEC18	85,492,000	$115.2B	3.40%
7	—CLOVIS ONCOLOGY 2.5 15SEP21	84,846,000	$114.7B	3.39%
8	—ALLEGHENY TECHN 4.75 01JUL22	58,993,000	$109.3B	3.23%
9	DISH 3.375 08/15/26DISH NETWORK COR 3.375 15AUG26	85,310,000	$92.9B	2.75%
10	—WHITING PETROLEUM 1.25 1APR20	89,391,000	$82.7B	2.44%
11	—THERAVANCE BIOPHA 3.25 01NOV23	73,957,000	$81.1B	2.40%
12	AAWW 1.875 06/01/24ATLASAIRWORLDWIDE1.875 01JUN24	64,235,000	$76.0B	2.25%
13	—TESLA MOTORS INC 1.25 1MAR21	65,586,000	$71.0B	2.10%
14	—TRINITY INDUS CV 3.875 01JUN2	38,310,000	$60.4B	1.79%
15	—IONIS PHARMACEUTIC 1 15NOV21	56,259,000	$59.5B	1.76%
16	—WRIGHT MEDICAL 2.25 15NOV21 A	48,150,000	$58.8B	1.74%
17	—COLONY FINANCIA 3.875 15JAN21	55,194,000	$55.0B	1.63%
18	—VECTOR GROUP LTD 1.75 15APR20	46,773,000	$54.2B	1.60%
19	—WAYFAIR INC 0.375 01SEP22	49,696,000	$52.1B	1.54%
20	—BLACKSTONE 4.375 05MAY22	50,572,000	$51.4B	1.52%
21	—FIREEYE INC 1 1JUN35	54,648,000	$51.3B	1.52%
22	BACBANK OF AMERICA CORP	1,730,100	$51.1B	1.51%
23	JPMJPMORGAN CHASE CO	473,000	$50.6B	1.49%
24	—SUCAMPO PHAR 3.25 15DEC21	41,504,000	$50.5B	1.49%
25	—INSULET CORPORA 1.25 15SEP21	37,632,000	$49.2B	1.45%
26	—51JOB INC 3.25 15APR19	31,311,000	$46.2B	1.36%
27	—TWITTER INC 0.25 15SEP19	45,554,000	$43.6B	1.29%
28	—TIMKENSTEEL 6 1JUN21	29,090,000	$43.3B	1.28%
29	RWT 4.75 08/15/23REDWOOD TRUST INC 4.75 15AUG23	42,000,000	$40.7B	1.20%
30	—GREEN PLAINS INC 4.125 01SEP22	40,802,000	$38.6B	1.14%
31	—ARBORREALTYTRUST 5.375 15NOV20	37,000,000	$37.7B	1.11%
32	—CTRIP.COM INT LTD 1.25 15SEP22	36,062,000	$36.9B	1.09%
33	INVA 2.125 01/15/23THERAVANCE 2.125 15JAN23	36,245,000	$35.9B	1.06%
34	—REPLIGEN CORP 2.125 01JUN21	27,448,000	$35.9B	1.06%
35	—INPHI CORP 1.125 1DEC20	29,252,000	$34.0B	1.00%
36	—HORIZON PHARMA 2.5 15MAR22	36,606,000	$33.9B	1.00%
37	—PROSPECT CAPITAL 4.95 15JUL22	33,484,000	$33.5B	0.99%
38	—INPHI CORP 0.75 01SEP21	33,465,000	$33.3B	0.98%
39	—CTRIP.COM INTL LT 1.99 01JUL25	29,704,000	$33.3B	0.98%
40	IWMISHARES TR RUSSELL 2000 IDX	200,000	$30.5B	0.90%	Call
41	—NUVASIVE INC 2.25 15MAR21	25,855,000	$30.4B	0.90%
42	—PROS HOLDINGS INC 2.0 01DEC19	28,263,000	$29.7B	0.88%
43	—RENEWABLE ENERGY 4 15JUN36	21,850,000	$27.9B	0.82%
44	—GOLDMAN SACHS BDC 4.5 01APR22	26,470,000	$27.4B	0.81%
45	—PDL BIOPHARMA 2.75 01DEC21	27,867,000	$27.1B	0.80%
46	—EVERBRIDGE INC 1.5 1NOV22	23,700,000	$26.3B	0.78%
47	—ZILLOW INC 2 12JAN21	23,849,000	$26.1B	0.77%
48	AABAUSDALTABA INC	355,841	$24.9B	0.73%
49	—SEACOR HOLDINGS 3 15NOV28	26,113,000	$24.8B	0.73%
50	—NEVRO CORP 1.75 01JUN21	23,545,000	$24.6B	0.73%
51	—LAYNE CHRISTENSEN 8 1MAY19 A	19,880,000	$24.6B	0.73%
52	—HANNON ARMSTRONG 4.125 01SEP22	23,500,000	$24.2B	0.72%
53	—CONSOLIDATED TOM 4.5 15MAR20	21,564,000	$23.8B	0.70%
54	—RADIUS HEALTH INC 3 1SEP24	22,500,000	$21.2B	0.63%
55	—GRANITE POINTMTGE 5.625 2	20,000,000	$19.9B	0.59%
56	—RESOURCE CAPITAL 4.5 15AUG22	19,000,000	$18.3B	0.54%
57	—ARBOR REALTY TRU 6.5 01OCT19	16,407,000	$17.8B	0.52%
58	SPWR 4 01/15/23SUNPOWER CORP 4 15JAN23	20,982,000	$17.7B	0.52%
59	—WRIGHT MEDIC 2 15FEB20	16,500,000	$16.9B	0.50%
60	—CLEVELAND CLIFFS 1.50 15JAN25	15,000,000	$16.4B	0.49%
61	—TPG PACE ENERGY HOLDINGS A	1,650,443	$16.1B	0.47%
62	—COLONY FINANCIAL 5 15APR23	14,765,000	$15.2B	0.45%
63	—INTEGRATED DEVICE0.875 15NOV22	13,000,000	$14.5B	0.43%
64	STWD 4.375 04/01/23STRWOODPRPRTYTRST4.375 01APR23	13,092,000	$13.3B	0.39%
65	—RWT HOLDINGS 5.625 15NOV19	12,860,000	$13.0B	0.38%
66	—EVOLENT HEAL 2 01DEC21	13,875,000	$13.0B	0.38%
67	—WHITING PETROLEUM CORP	425,775	$11.3B	0.33%
68	RYAMRAYONIER ADVANCED MATERIALS	540,415	$11.1B	0.33%
69	—QUIDEL CORP 3.25 15DEC20	7,244,000	$11.0B	0.32%
70	—CIENA CORP 4.0 15DEC20	8,250,000	$10.8B	0.32%
71	TWXCHFTIME WARNER INC	108,288	$9.9B	0.29%
72	—BLACKROCK CAPITAL 5 15JUN22	9,490,000	$9.9B	0.29%
73	—CTRIP.COM INTL LTD 1 01JUL20	8,618,000	$9.1B	0.27%
74	TRIB 4 04/01/45TRINITY BIOTECH LP 4.00 1APR45	11,040,000	$8.8B	0.26%
75	—LAYNE CHRISTENSEN 4.25 15NOV18	8,735,000	$8.5B	0.25%
76	—FINISAR CORP 0.5 15DEC36	8,600,000	$8.0B	0.24%
77	—ARRAY BIO 2.625 1DEC24 144A	7,035,000	$8.0B	0.24%
78	—BRISTOW GROUP INC 4.5 6JUM23	7,000,000	$7.7B	0.23%
79	—TCP CAPITAL CORP 4.625 1MAR22	7,301,000	$7.5B	0.22%
80	—LIBERTY MEDIACORP 2.25 30SEP46	6,917,000	$7.2B	0.21%
81	—SENTINEL ENERGY SERVICES INC	700,000	$7.0B	0.21%
82	—VIPSHOP HLDG LTD 1.5 15MAR19	6,500,000	$6.5B	0.19%
83	—OASIS PETROLE 2.625 15SEP23	5,825,000	$6.2B	0.18%
84	—TPG PACE HOLDINGS CORP CL A	632,582	$6.2B	0.18%
85	—ASHFORD HOSPITALITY PRIM	276,663	$5.5B	0.16%
86	INFYINFOSYS TECH ADR	335,224	$5.4B	0.16%	Put
87	—ENDOLOGIX INC 3.25 1NOV20	5,948,000	$5.4B	0.16%
88	—FINISAR CORP 0.5 15DEC33	5,000,000	$5.0B	0.15%
89	—LEGACY ACQUISITION CORP	500,000	$5.0B	0.15%
90	—HENNESSY CAPITAL ACQUISITION	485,476	$4.8B	0.14%
91	—REDWOOD TRUST 4.625 15APR18	4,404,000	$4.4B	0.13%
92	—CHENIERE ENERGY 4.25 15MAR45	5,716,000	$4.1B	0.12%
93	BMRN 0.599 08/01/24BIOMARIN PHARMA 0.599 01AUG24	4,000,000	$4.0B	0.12%
94	—HAYMAKER ACQUISITION CORP	400,000	$4.0B	0.12%
95	TEVATEVA PHARMACEUTICAL SPON ADR	200,000	$3.8B	0.11%
96	—TRULIA LLC 2.75 15 DEC 20	2,053,000	$3.7B	0.11%
97	—GORES HOLDINGS II INC A	367,971	$3.7B	0.11%
98	—JDS UNIPHASE 0.625 15AUG33	3,000,000	$3.1B	0.09%
99	—SUNPOWER CORP .75 1JUN18	3,070,000	$3.0B	0.09%
100	SWN1EURSOUTHWESTERN ENERGY CO	400,000	$2.2B	0.07%

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