LINDEN ADVISORS LP Q1 2018 Filing
Filed May 15, 2018
Portfolio Value
$4.2T
Holdings
139
Report Date
Q1 2018
Filing Type
13F-HR
All Holdings (139 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | MCHP 1.625 02/15/27MICROCHIP TECH 1.625 15FEB27 | 258,359,000 | $306.8B | 7.27% | |
| 2 | —APOLLO CRLREALEST 4.75 23AUG22 | 160,060,000 | $160.6B | 3.81% | |
| 3 | —TESLA INC 2.375 15MAR22 | 142,661,000 | $149.2B | 3.54% | |
| 4 | —IRONWOOD PHARMAC 2.25 15JUN22 | 119,321,000 | $140.9B | 3.34% | |
| 5 | —YAHOO INC 0 1DEC18 | 89,580,000 | $125.3B | 2.97% | |
| 6 | —AEROJET 2.25 15DEC23 OTC | 97,898,000 | $124.5B | 2.95% | |
| 7 | LITE 0.25 03/15/24LUMENTUM HOLDINGS .25 15MAR24 | 98,078,000 | $124.2B | 2.95% | |
| 8 | —ALLEGHENY TECHN 4.75 01JUL22 | 66,788,000 | $121.9B | 2.89% | |
| 9 | AMD 2.125 09/01/26ADVANCED MICRO 2.125 01SEP26 | 80,937,000 | $118.7B | 2.81% | |
| 10 | —SQUARE INC 0.375 01MAR22 144A | 53,648,000 | $117.6B | 2.79% | |
| 11 | —CLOVIS ONCOLOGY 2.5 15SEP21 | 87,346,000 | $101.9B | 2.42% | |
| 12 | —WHITING PETROLEUM 1.25 1APR20 | 86,541,000 | $81.7B | 1.94% | |
| 13 | —GOLAR LNG LTD | 75,877,000 | $77.9B | 1.85% | |
| 14 | —THERAVANCE BIOPHA 3.25 01NOV23 | 76,488,000 | $77.7B | 1.84% | |
| 15 | AAWW 1.875 06/01/24ATLASAIRWORLDWIDE1.875 01JUN24 | 61,247,000 | $73.3B | 1.74% | |
| 16 | —CTRIP.COM INT LTD 1.25 15SEP22 | 65,611,000 | $68.4B | 1.62% | |
| 17 | —BLACKSTONE 4.375 05MAY22 | 64,099,000 | $63.3B | 1.50% | |
| 18 | —COLONY FINANCIA 3.875 15JAN21 | 65,954,000 | $62.1B | 1.47% | |
| 19 | —TESLA MOTORS INC 1.25 1MAR21 | 60,223,000 | $59.8B | 1.42% | |
| 20 | —CLEVELAND-CLIFFS 1.50 15JAN25 | 52,350,000 | $56.7B | 1.34% | |
| 21 | —VECTOR GROUP LTD 1.75 15APR20 | 50,703,000 | $55.8B | 1.32% | |
| 22 | —EVERBRIDGE INC 1.5 1NOV22 | 42,034,000 | $52.9B | 1.25% | |
| 23 | —WRIGHT MEDICAL 2.25 15NOV21 A | 44,911,000 | $51.1B | 1.21% | |
| 24 | EXASEXACT SCIENCES CORP 1 15JAN25 | 55,700,000 | $49.6B | 1.17% | |
| 25 | INVA 2.125 01/15/23THERAVANCE 2.125 15JAN23 | 45,495,000 | $48.9B | 1.16% | |
| 26 | —TIMKENSTEEL 6 1JUN21 | 33,090,000 | $48.7B | 1.15% | |
| 27 | FWONK 1 01/30/23LIBERTYMEDCORP 1 30JAN23 144A | 45,504,000 | $47.9B | 1.13% | |
| 28 | BACBANK OF AMERICA CORP | 1,554,000 | $46.6B | 1.10% | |
| 29 | —TRINITY INDUS CV 3.875 01JUN2 | 34,060,000 | $46.5B | 1.10% | |
| 30 | RWT 4.75 08/15/23REDWOOD TRUST INC 4.75 15AUG23 | 47,074,000 | $45.7B | 1.08% | |
| 31 | —GREEN PLAINS INC 4.125 01SEP22 | 45,802,000 | $43.7B | 1.04% | |
| 32 | —WAYFAIR INC 0.375 01SEP22 | 44,107,000 | $42.0B | 0.99% | |
| 33 | VIAV 1 03/01/24VIAVI SOLUTIONS INC 1 1MAR24 | 41,231,000 | $41.9B | 0.99% | |
| 34 | —ARBORREALTYTRUST 5.375 15NOV20 | 38,763,000 | $39.5B | 0.94% | |
| 35 | GSGOLDMAN SACHS GROUP INC | 151,000 | $38.0B | 0.90% | |
| 36 | WMTWALMART INC | 407,000 | $36.2B | 0.86% | Put |
| 37 | —REPLIGEN CORP 2.125 01JUN21 | 27,948,000 | $36.1B | 0.86% | |
| 38 | BLKCHFBLACKROCK INC | 64,000 | $34.7B | 0.82% | |
| 39 | —ARRAY BIO 2.625 1DEC24 144A | 25,275,000 | $33.7B | 0.80% | |
| 40 | —INPHI CORP 1.125 1DEC20 | 31,372,000 | $33.0B | 0.78% | |
| 41 | —PROS HOLDINGS INC 2.0 01DEC19 | 28,263,000 | $32.1B | 0.76% | |
| 42 | —IONIS PHARMACEUTIC 1 15NOV21 | 31,259,000 | $31.0B | 0.73% | |
| 43 | INSM 1.75 01/15/25INSMED INC 1.75 15JAN25 | 34,500,000 | $30.7B | 0.73% | |
| 44 | —RENEWABLE ENERGY 4 15JUN36 | 21,850,000 | $29.5B | 0.70% | |
| 45 | —HANNON ARMSTRONG 4.125 01SEP22 | 30,042,000 | $28.8B | 0.68% | |
| 46 | —PDL BIOPHARMA 2.75 01DEC21 | 27,867,000 | $28.4B | 0.67% | |
| 47 | —HELIX ENER SOLUT 4.125 15SEP23 | 27,390,000 | $27.7B | 0.66% | |
| 48 | —MICROCHIP TECH 2.25 15FEB37 | 23,072,000 | $27.6B | 0.65% | |
| 49 | PGRPROGRESSIVE CORP OHIO | 428,000 | $26.1B | 0.62% | |
| 50 | AABAUSDALTABA INC | 350,000 | $25.9B | 0.61% | |
| 51 | —LAYNE CHRISTENSEN 8 1MAY19 A | 19,880,000 | $25.6B | 0.61% | |
| 52 | ALSALLSTATE CORP | 268,000 | $25.4B | 0.60% | |
| 53 | —CTRIP.COM INTL LT 1.99 01JUL25 | 21,904,000 | $25.4B | 0.60% | |
| 54 | —SEACOR HOLDINGS 3 15NOV28 | 25,513,000 | $24.7B | 0.59% | |
| 55 | METMETLIFE INC | 531,000 | $24.4B | 0.58% | |
| 56 | —PROSPECT CAPITAL 4.95 15JUL22 | 24,259,000 | $24.2B | 0.57% | |
| 57 | —WRIGHT MEDIC 2 15FEB20 | 24,000,000 | $24.0B | 0.57% | |
| 58 | —GOLDMAN SACHS BDC 4.5 01APR22 | 23,044,000 | $23.4B | 0.55% | |
| 59 | —RADIUS HEALTH INC 3 1SEP24 | 22,500,000 | $22.7B | 0.54% | |
| 60 | —HORIZON PHARMA 2.5 15MAR22 | 24,606,000 | $22.7B | 0.54% | |
| 61 | —NUVASIVE INC 2.25 15MAR21 | 20,355,000 | $22.4B | 0.53% | |
| 62 | —ALDER BIOPHARM 2.5 01FEB25 | 24,000,000 | $22.2B | 0.53% | |
| 63 | —TWITTER INC 0.25 15SEP19 | 21,554,000 | $20.7B | 0.49% | |
| 64 | —GRANITE POINTMTGE 5.625 2 | 21,000,000 | $20.7B | 0.49% | |
| 65 | —MEDICINES COMPANY 2.5 15JAN22 | 17,086,000 | $19.7B | 0.47% | |
| 66 | —RESOURCE CAPITAL 4.5 15AUG22 | 20,000,000 | $19.4B | 0.46% | |
| 67 | —NEVRO CORP 1.75 01JUN21 | 16,221,000 | $18.7B | 0.44% | |
| 68 | —ARBOR REALTY TRU 6.5 01OCT19 | 15,897,000 | $17.3B | 0.41% | |
| 69 | —OASIS PETROLE 2.625 15SEP23 | 16,525,000 | $17.1B | 0.41% | |
| 70 | —LAYNE CHRISTENSEN 4.25 15NOV18 | 16,860,000 | $17.0B | 0.40% | |
| 71 | —TPG PACE ENERGY HOLDINGS - A | 1,650,443 | $16.7B | 0.40% | |
| 72 | —INPHI CORP 0.75 01SEP21 | 17,840,000 | $16.6B | 0.39% | |
| 73 | SPWR 4 01/15/23SUNPOWER CORP 4 15JAN23 | 20,482,000 | $16.4B | 0.39% | |
| 74 | —COLONY FINANCIAL 5 15APR23 | 17,460,000 | $16.3B | 0.39% | |
| 75 | TWXCHFTIME WARNER INC | 158,288 | $15.0B | 0.35% | |
| 76 | BXMT 4.75 03/15/23BLACKSTONE MORT 4.75 15MAR23 | 15,000,000 | $14.8B | 0.35% | |
| 77 | HLFHERBALIFE NUTRITION LTD | 139,800 | $13.6B | 0.32% | |
| 78 | —EVOLENT HEAL 2 01DEC21 | 13,375,000 | $13.5B | 0.32% | |
| 79 | —RWT HOLDINGS 5.625 15NOV19 | 12,460,000 | $12.6B | 0.30% | |
| 80 | —CONSOLIDATED-TOM 4.5 15MAR20 | 11,564,000 | $12.4B | 0.29% | |
| 81 | —DFB HEALTHCARE ACQUISITIONS | 1,230,000 | $12.4B | 0.29% | |
| 82 | —CTRIP.COM INTL LTD 1 01JUL20 | 10,500,000 | $11.3B | 0.27% | |
| 83 | —GORDON POINTE ACQUISITION CO | 1,077,000 | $11.1B | 0.26% | |
| 84 | RYAMRAYONIER ADVANCED MATERIALS | 500,415 | $10.7B | 0.25% | |
| 85 | —PACIRA PHARM 2.375 04APR22 | 11,033,000 | $10.1B | 0.24% | |
| 86 | —PLATINUM EAGLE ACQUISITION C | 979,000 | $9.9B | 0.24% | |
| 87 | —ONE MADISON CORP | 979,000 | $9.8B | 0.23% | |
| 88 | TRIB 4 04/01/45TRINITY BIOTECH LP 4.00 1APR45 | 12,015,000 | $9.7B | 0.23% | |
| 89 | —TESARO INC 3 01OCT21 | 5,000,000 | $9.0B | 0.21% | |
| 90 | —CHESAPEAKE ENERGY 5.5 15SEP26 | 10,000,000 | $8.6B | 0.20% | |
| 91 | —TCP CAPITAL CORP 4.625 1MAR22 | 8,301,000 | $8.4B | 0.20% | |
| 92 | —NEBULA ACQUISITION CORP | 783,000 | $7.9B | 0.19% | |
| 93 | —WHITING PETROLEUM CORP | 225,775 | $7.6B | 0.18% | |
| 94 | —LIBERTY MEDIACORP 2.25 30SEP46 | 6,917,000 | $7.2B | 0.17% | |
| 95 | —SENTINEL ENERGY SERVICES INC | 682,500 | $6.8B | 0.16% | |
| 96 | —TPG PACE HOLDINGS CORP-CL A | 632,582 | $6.2B | 0.15% | |
| 97 | —INTEGRATED DEVICE0.875 15NOV22 | 5,500,000 | $6.2B | 0.15% | |
| 98 | —TRACON PHARMACEUTICALS INC | 2,842,477 | $5.9B | 0.14% | |
| 99 | —ASHFORD HOSPITALITY | 276,663 | $5.3B | 0.13% | |
| 100 | —LEGACY ACQUISITION CORP | 500,000 | $5.0B | 0.12% |
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