LINDEN ADVISORS LP Q4 2019 Filing

Filed February 14, 2020

Portfolio Value

$8.4T

Holdings

236

Report Date

Q4 2019

Filing Type

13F-HR

All Holdings (236 positions)

#StockSharesValue% PortfolioType
1
MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC 1.625 02/15/2025
282,606,000$608.5B7.20%
2
SEA LTD 2.25 07/01/2023
246,538,000$527.6B6.25%
3
MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC 1.625 02/15/2027
338,376,000$482.8B5.72%
4
MELI 2 08/15/28MERCADOLIBRE INC 2 08/15/2028
264,424,000$395.3B4.68%
5
MONGODB INC 0.75 06/15/2024
153,798,000$311.8B3.69%
6
TELADOC HEALTH INC 3 12/15/2022
151,010,000$303.8B3.60%
7
SPLK 1.125 09/15/25SPLUNK INC 1.125 09/15/2025
201,878,000$249.6B2.95%
8
EXASEXACT SCIENCES CORP 1 01/15/2025
139,763,000$202.1B2.39%
9
SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC 1.5 11/15/2024
101,515,000$197.6B2.34%
10
TWILIO INC 0.25 06/01/2023
120,784,000$185.1B2.19%
11
HTHT 0.375 11/01/22HUAZHU GROUP LTD 0.375 11/01/2022
163,426,000$183.2B2.17%
12
SPLK 0.5 09/15/23SPLUNK INC 0.5 09/15/2023
150,159,000$181.0B2.14%
13
DXCM 0.75 12/01/23DEXCOM INC 0.75 12/01/2023
120,416,000$178.5B2.11%
14
CHEGG INC 0.25 05/15/2023
108,240,000$164.3B1.94%
15
EXAS 0.375 03/15/27EXACT SCIENCES CORP 0.375 03/15/2027
142,373,000$161.2B1.91%
16
TDOC 1.375 05/15/25TELADOC HEALTH INC 1.375 05/15/2025
88,042,000$153.2B1.81%
17
APOLLO CMMRL REAL EST FI 4.75 08/23/2022
144,154,000$145.2B1.72%
18
CREE INC 0.875 09/01/2023
136,174,000$144.7B1.71%
19
INSULET CORPORATION 1.375 11/15/2024
63,504,000$120.9B1.43%
20
RAPID7 INC 1.25 08/01/2023
71,710,000$106.9B1.27%
21
HLF 2.625 03/15/24HERBALIFE LTD 2.625 03/15/2024
98,308,000$101.9B1.21%
22
IQIYI INC 3.75 12/01/2023
88,000,000$97.4B1.15%
23
FIREEYE INC 0.875 06/01/2024
95,185,000$95.9B1.14%
24
COLONY CAPITAL INC 3.875 01/15/2021
89,449,000$88.4B1.05%
25
APOLLO CMMRL REAL EST FI 5.375 10/15/2023
86,135,000$87.6B1.04%
26
LITE 0.25 03/15/24LUMENTUM HOLDINGS INC 0.25 03/15/2024
57,739,000$84.3B1.00%
27
INVA 2.5 08/15/25INNOVIVA INC 2.5 08/15/2025
75,362,000$81.9B0.97%
28
GDS HOLDINGS LIMITED 2 06/01/2025
66,450,000$79.8B0.94%
29
MOMO 1.25 07/01/25MOMO INC 1.25 07/01/2025
84,518,000$78.7B0.93%
30
FIVE9 INC 0.125 05/01/2023
43,967,000$74.2B0.88%
31
INVA 2.125 01/15/23INNOVIVA INC 2.125 01/15/2023
68,022,000$68.5B0.81%
32
KKR REAL ESTATE FIN 6.125 05/15/2023
65,275,000$68.5B0.81%
33
MFA FINANCIAL INC 6.25 06/15/2024
56,692,000$59.3B0.70%
34
ALTAIR ENGINEERING INC 0.25 06/01/2024
54,552,000$56.0B0.66%
35
GOLAR LNG LTD 2.75 02/15/2022
61,817,000$55.3B0.65%
36
SFL CORP LTD 4.875 05/01/2023
44,540,000$50.5B0.60%
37
TESLA INC 2 05/15/2024
33,000,000$49.9B0.59%
38
HYGISHARES IBOXX HIGH YLD CORP
550,000$48.4B0.57%
39
QTWO 0.75 02/15/23Q2 HOLDINGS INC 0.75 02/15/2023
31,058,000$47.0B0.56%
40
NTNX 0 01/15/23NUTANIX INC 0 01/15/2023
46,750,000$46.6B0.55%
41
WAYFAIR INC 0.375 09/01/2022
42,147,000$45.9B0.54%
42
FIRST MAJESTIC SILVER 1.875 03/01/2023
32,175,000$45.7B0.54%
43
PLUG 5.5 03/15/23PLUG POWER INC 5.5 03/15/2023
30,000,000$45.6B0.54%
44
MLAB 1.375 08/15/25MESA LABORATORIES INC 1.375 08/15/2025
41,105,000$45.0B0.53%
45
HELIX ENERGY SOLUTIONS 4.125 09/15/2023
33,826,000$44.0B0.52%
46
INTERCEPT PHARMAS 2 05/15/2026
30,755,000$40.8B0.48%
47
PERFICIENT INC 2.375 09/15/2023
29,168,000$39.7B0.47%
48
CHURCHILL CAPITAL CORP II A
3,808,569$39.3B0.47%
49
HELIX ENERGY SOLUTIONS 4.25 05/01/2022
36,234,000$38.9B0.46%
50
NEW MOUNTAIN FINANCE COR 5.75 08/15/2023
36,050,000$37.8B0.45%
51
ENVESTNET INC 1.75 06/01/2023
30,883,000$37.0B0.44%
52
SYNAPTICS INC 0.5 06/15/2022
32,425,000$36.1B0.43%
53
DOCUSIGN INC 0.5 09/15/2023
28,809,000$35.9B0.42%
54
RINGCENTRAL INC 0 03/15/2023
16,850,000$35.4B0.42%
55
EZPW 2.875 07/01/24EZCORP INC 2.875 07/01/2024
37,255,000$35.3B0.42%
56
RH 0 06/15/2023
27,000,000$34.4B0.41%
57
ENCORE CAP EUR FINANCE 4.5 09/01/2023
30,206,000$32.2B0.38%
58
HAYMAKER ACQ CORP II CL A
3,133,254$31.5B0.37%
59
TESLA INC 2.375 03/15/2022
21,000,000$29.8B0.35%
60
EVH 1.5 10/15/25EVOLENT HEALTH INC 1.5 10/15/2025
41,000,000$28.4B0.34%
61
TAT&T INC
725,000$28.3B0.34%
62
PSEC 6.375 03/01/25PROSPECT CAPITAL CORP 6.375 03/01/2025
26,517,000$28.2B0.33%
63
SEACOR HOLDINGS INC 3.25 05/15/2030
30,413,000$27.8B0.33%
64
OPK 4.5 02/15/25OPKO HEALTH INC 4.5 02/15/2025
35,150,000$27.4B0.32%
65
EZPW 2.375 05/01/25EZCORP INC 2.375 05/01/2025
32,765,000$27.0B0.32%
66
THUNDER BRIDGE ACQUISITION A
2,622,000$26.1B0.31%
67
ARMKARAMARK
600,000$26.0B0.31%
68
GX ACQUISITION CORP CL A
2,576,000$25.8B0.31%
69
APEX TECHNOLOGY ACQUI CL A
2,588,432$25.7B0.30%
70
VIAV 1 03/01/24VIAVI SOLUTIONS INC 1 03/01/2024
19,156,000$24.7B0.29%
71
ACT II GLOBAL ACQUISITIO A
2,435,298$24.6B0.29%
72
ETSY 0 03/01/23ETSY INC 0 03/01/2023
17,286,000$24.4B0.29%
73
GRANITE POINT MTGE TRST 6.375 10/01/2023
22,682,000$23.7B0.28%
74
REPLAY ACQUISITION CORP
2,323,758$23.3B0.28%
75
RWT 4.75 08/15/23REDWOOD TRUST INC 4.75 08/15/2023
21,944,000$22.5B0.27%
76
CHASERG TECHNOLOGY ACQUISI A
2,056,176$22.2B0.26%
77
CHP MERGER CORP
2,062,900$21.0B0.25%
78
OMEROS CORP 6.25 11/15/2023
21,300,000$20.8B0.25%
79
SPARTAN ENERGY ACQUISITION A
2,027,032$20.6B0.24%
80
SPWR 4 01/15/23SUNPOWER CORP 4 01/15/2023
24,626,000$20.3B0.24%
81
KPTI 3 10/15/25KARYOPHARM THERAPEUTICS 3 10/15/2025
14,000,000$20.0B0.24%
82
COLONY CAPITAL INC 5 04/15/2023
19,101,000$19.0B0.23%
83
GORES HOLDINGS III INC A
1,813,407$18.8B0.22%
84
HEALTHCARE MERGER CORP
1,706,000$17.7B0.21%
85
TK 5 01/15/23TEEKAY CORP 5 01/15/2023
19,896,000$17.5B0.21%
86
IWMISHARES RUSSELL 2000 ETF
100,000$16.6B0.20%Call
87
MICROCHIP TECHNOLOGY INC 2.25 02/15/2037
11,122,000$16.2B0.19%
88
FLEXION THERAPEUTICS INC 3.375 05/01/2024
15,063,000$16.1B0.19%
89
NETFIN ACQUISITION CORP CL A
1,535,400$15.3B0.18%
90
PIVOTAL INVESTMENT CORP II A
1,515,137$15.1B0.18%
91
UNION ACQUISITION CORP II
1,501,300$14.8B0.18%
92
OSPREY TECHNOLOGY ACQUISITIO
1,449,600$14.8B0.17%
93
FINSERV ACQUISITION CORP
1,400,886$14.3B0.17%
94
DEXCOM INC 0.75 05/15/2022
6,313,000$14.0B0.17%
95
BXMT 4.75 03/15/23BLACKSTONE MORTGAGE TR 4.75 03/15/2023
12,850,000$13.7B0.16%
96
BXBLACKSTONE GROUP INC THE A
244,399$13.7B0.16%Put
97
REDFIN CORP 1.75 07/15/2023
13,605,000$13.5B0.16%
98
TIBERIUS ACQUISITION CORP
1,284,745$13.4B0.16%
99
STABLE ROAD ACQUISITION CORP
1,272,540$13.1B0.15%
100
INSURANCE ACQUISITION CORP A
1,264,600$12.7B0.15%
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