LINDEN ADVISORS LP Q1 2019 Filing

Filed May 15, 2019

Portfolio Value

$4.4T

Holdings

134

Report Date

Q1 2019

Filing Type

13F-HR

All Holdings (134 positions)

#	Stock	Shares	Value	% Portfolio	Type
1	MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25	205,751,000	$337.1B	7.71%
2	MCHP 1.625 02/15/27MICROCHIP TECH 1.625 15FEB27	291,409,000	$321.3B	7.35%
3	AABAUSDALTABA INC	3,760,000	$278.7B	6.38%
4	—TELADOC INC 3 15DEC22	138,410,000	$206.0B	4.71%
5	HTHT 0.375 11/01/22HUAZHU GROUP LTD 0.375 01NOV22	158,250,000	$182.0B	4.16%
6	—APOLLO CRLREALEST 4.75 23AUG22	155,411,000	$151.7B	3.47%
7	SRPT 1.5 11/15/24SAREPTA THERAPEU 1.5 15NOV24	73,615,000	$133.0B	3.04%
8	—EVERBRIDGE INC 1.5 1NOV22	57,828,000	$130.9B	2.99%
9	—RINGCENTRAL INC 0 15MAR23	84,750,000	$120.8B	2.76%
10	OKTA 0.25 02/15/23OKTA INC 0.25 15FEB23	64,476,000	$117.0B	2.68%
11	—WAYFAIR INC .375 1SEP22	56,607,000	$86.8B	1.99%
12	EXASEXACT SCIENCES CORP 1 15JAN25	60,942,000	$83.3B	1.91%
13	—CTRIP.COM INT LTD 1.25 15SEP22	80,847,000	$82.0B	1.88%
14	INVA 2.5 08/15/25INNOVIVA INC 2.50 15AUG25	74,862,000	$80.3B	1.84%
15	—COLONY FINANCIA 3.875 15JAN21	81,370,000	$78.4B	1.79%
16	—APOLLO CMMRL R E 5.375 15OCT23	75,135,000	$73.8B	1.69%
17	—VECTOR GROUP LTD 1.75 15APR20	64,273,000	$65.5B	1.50%
18	INVA 2.125 01/15/23THERAVANCE 2.125 15JAN23	63,872,000	$64.9B	1.48%
19	—ARRAY BIO 2.625 1DEC24 144A	36,545,000	$64.2B	1.47%
20	—THERAVANCE BIOPHA 3.25 01NOV23	62,688,000	$61.1B	1.40%
21	—ZENDESK INC 0.25 15MAR23	40,056,000	$58.5B	1.34%
22	—LENDINGTREE INC .625 1JUN22	31,362,000	$55.2B	1.26%
23	—GOLAR LNG LTD	57,122,000	$54.6B	1.25%
24	RWT 4.75 08/15/23REDWOOD TRUST INC 4.75 15AUG23	46,574,000	$44.7B	1.02%
25	—HELIX ENER SOLUT 4.125 15SEP23	38,970,000	$43.6B	1.00%
26	NTNX 0 01/15/23NUTANIX INC 15JAN23	40,800,000	$43.5B	1.00%
27	—GREEN PLAINS INC 4.125 01SEP22	45,302,000	$43.5B	0.99%
28	INSM 1.75 01/15/25INSMED INC 1.75 15JAN25	39,726,000	$40.1B	0.92%
29	EXAS 0.375 03/15/27EXACT SCIENCES 0.375 15MAR27	38,500,000	$39.4B	0.90%
30	—SHIP FIN INT LTD 4.875 01MAY23	39,540,000	$39.2B	0.90%
31	—TIMKENSTEEL 6 1JUN21	32,090,000	$37.6B	0.86%
32	—WHITING PETROLEUM 1.25 1APR20	37,741,000	$36.6B	0.84%
33	—INPHI CORP 1.125 1DEC20	29,034,000	$35.6B	0.81%
34	PSEC 6.375 03/01/25PROSPECT CAP CO 6.375 01MAR25	34,000,000	$33.5B	0.77%
35	—CTRIP.COM INTL LTD 1 01JUL20	32,237,000	$32.9B	0.75%
36	OPK 4.5 02/15/25OPKO HEALTH INC 4.5 15FEB25	34,150,000	$32.2B	0.74%
37	—ENCORE CAP EUR 4.5 1SEP23	35,356,000	$31.5B	0.72%
38	—SPARTAN ENERGY ACQUISITION A	2,975,599	$29.2B	0.67%
39	—INPHI CORP 0.75 01SEP21	26,135,000	$27.4B	0.63%
40	RWT 5.625 07/15/24REDWOOD TRUST 5.625 15JUL25	27,605,000	$27.1B	0.62%
41	—CARBONITE INC	22,637,000	$26.4B	0.60%
42	—HANNON ARMSTRONG 4.125 01SEP22	25,042,000	$25.4B	0.58%
43	TVTX 2.5 09/15/25RETROPHIN INC 2.5 15SEP25	26,250,000	$24.7B	0.57%
44	—DEXCOM INC 0.75 15MAY22	18,300,000	$24.6B	0.56%
45	IWMISHARES TR RUSSELL 2000 IDX	150,000	$23.0B	0.53%	Call
46	—COLONY FINANCIAL 5 15APR23	23,813,000	$22.5B	0.51%
47	—INFINERA CORP 2.125 1SEP24	28,050,000	$22.3B	0.51%
48	—GAIN CAPITAL HLDGS 5 15AUG22	22,333,000	$22.3B	0.51%
49	—SEACOR HOLDS INC 3.25 15MAY25	23,913,000	$21.7B	0.50%
50	—II VI INC .25 1SEP22	20,135,000	$21.1B	0.48%
51	—GRANITE POINT 6.375 1OCT23	20,500,000	$20.7B	0.47%
52	EZPW 2.875 07/01/24EZCORP 2.875 1JUL24 OTC	17,255,000	$19.4B	0.44%
53	—BLACKSTONE 4.375 05MAY22	19,209,000	$19.4B	0.44%
54	QTWO 0.75 02/15/23Q2 HOLDINGS INC 0.75 15FEB23	14,304,000	$18.8B	0.43%
55	ARCC 4.625 03/01/24ARES CAPITAL CORP4.625 01MAR24	18,700,000	$18.6B	0.42%
56	—FLEXION THER INC 3.375 01MAY24	21,112,000	$18.5B	0.42%
57	—REDFIN CORP 1.75 15JUL23	18,505,000	$17.8B	0.41%
58	—PDL BIOPHARMA 2.75 01DEC21	15,117,000	$17.4B	0.40%
59	—MARRIOTT VACATION 1.5 15SEP22	18,110,000	$17.2B	0.39%
60	SPWR 4 01/15/23SUNPOWER CORP 4 15JAN23	20,482,000	$16.9B	0.39%
61	—TEAM INC 5 01AUG23	15,435,000	$16.8B	0.38%
62	—DIAMONDPEAK HOLDINGS CORP	1,600,000	$16.0B	0.37%
63	NBIX 2.25 05/15/24NEUROCRINE 2.25 15MAY24	11,675,000	$15.8B	0.36%
64	—IONIS PHARMACEUTIC 1 15NOV21	11,508,000	$15.6B	0.36%
65	—RMG ACQUISITION CORP	1,500,000	$15.0B	0.34%
66	BXMT 4.75 03/15/23BLACKSTONE MORT 4.75 15MAR23	14,600,000	$14.7B	0.34%
67	—GS ACQUISITION HOLDINGS A	1,399,998	$14.0B	0.32%
68	—QUOTIENT TEC INC 1.75 01DEC22	14,352,000	$13.5B	0.31%
69	—GORES HOLDINGS III INC A	1,350,000	$13.3B	0.31%
70	—RADIUS HEALTH INC 3 1SEP24	15,250,000	$12.8B	0.29%
71	—ACAMAR PARTNERS ACQUISITION	1,250,000	$12.5B	0.29%
72	—DFB HEALTHCARE ACQUISITIONS	1,230,000	$12.3B	0.28%
73	—NEW MOUNTAIN FIN 5.75 15AUG23	12,200,000	$12.2B	0.28%
74	—TRINE ACQUISITION CORP	1,200,000	$12.0B	0.28%
75	NIONIO INC ADR	2,121,999	$10.8B	0.25%
76	—SEACOR HOLDINGS 3 15NOV28	11,067,000	$10.8B	0.25%
77	—HERCULES CAPITAL 4.375 1FEB17	10,805,000	$10.6B	0.24%
78	ETSY 0 03/01/23ETSY INC 01MAR23	5,402,000	$10.5B	0.24%
79	—PROSPECT CAPITAL 4.95 15JUL22	10,359,000	$10.2B	0.23%
80	—INSURANCE ACQUISITION CORP	1,000,000	$10.1B	0.23%
81	—TORTOISE ACQUISITION CORP	1,000,000	$10.0B	0.23%
82	TRIB 4 04/01/45TRINITY BIOTECH LP 4.00 1APR45	12,015,000	$9.3B	0.21%
83	—ONE MADISON CORP CLASS A	879,000	$9.0B	0.21%
84	—CTRIP.COM INTL LT 1.99 01JUL25	7,681,000	$8.7B	0.20%
85	—SENTINEL ENERGY SERVICE CL A	790,400	$8.0B	0.18%
86	—NEBULA ACQUISITION CORP CL A	783,000	$7.8B	0.18%
87	—INTREXON CORP 3.5 1JUL23	13,000,000	$7.7B	0.18%
88	EEFTEURONET WORLDWIDE INC	52,386	$7.5B	0.17%
89	XLKTECHNOLOGY SELECT SECT SPDR	100,000	$7.4B	0.17%	Call
90	—GORES METROPOULOS INC CL A	750,000	$7.4B	0.17%
91	HLF 2.625 03/15/24HERBALIFE LTD 2.625 15MAR24	6,665,000	$7.1B	0.16%
92	DBDEUTSCHE BANK AG - REG	800,000	$6.5B	0.15%
93	—TPG PACE HOLDINGS CORP CL A	632,581	$6.5B	0.15%
94	—IRONWOOD PHARMAC 2.25 15JUN22	5,456,000	$6.0B	0.14%
95	XLUUTILITIES SELECT SECTOR INDX	100,000	$5.8B	0.13%	Put
96	BHR 5.5 PERP bBRAEMAR HOTELS 5.5 31DEC49	276,663	$5.4B	0.12%
97	—CRESCENT ACQUISITION CORP	500,000	$5.0B	0.11%
98	LITE 0.25 03/15/24LUMENTUM HOLDINGS .25 15MAR24	4,000,000	$4.7B	0.11%
99	—CHESAPEAKE ENERGY 5.5 15SEP26	5,000,000	$4.6B	0.11%
100	CGCCANOPY GROWTH CORP	105,500	$4.6B	0.10%	Put

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