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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