LINDEN ADVISORS LP Q2 2017 Filing
Filed August 14, 2017
Portfolio Value
$2.4T
Holdings
99
Report Date
Q2 2017
Filing Type
13F-HR
All Holdings (99 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | AMD 2.125 09/01/26ADVANCED MICRO 2.125 01SEP26 | 86,796,000 | $151.8B | 6.40% | |
| 2 | —CLOVIS ONCOLOGY 2.5 15SEP21 | 70,125,000 | $119.0B | 5.01% | |
| 3 | —MICRON TECHN 3.125 01MAY32 A | 34,277,000 | $104.2B | 4.39% | |
| 4 | —THERAVANCE BIOPHA 3.25 01NOV23 | 66,457,000 | $89.9B | 3.79% | |
| 5 | —TWITTER INC 0.25 15SEP19 | 88,214,000 | $83.4B | 3.51% | |
| 6 | —ALLEGHENY TECHN 4.75 01JUL22 | 58,387,000 | $83.3B | 3.51% | |
| 7 | —IRONWOOD PHARMAC 2.25 15JUN22 | 61,156,000 | $82.0B | 3.46% | |
| 8 | —TESLA MOTORS INC 1.25 1MAR21 | 58,341,000 | $67.6B | 2.85% | |
| 9 | —INTEL CORP 2.95 15DEC35 CV | 48,681,000 | $63.7B | 2.68% | |
| 10 | —COLONY FINANCIA 3.875 15JAN21 | 59,658,000 | $60.8B | 2.56% | |
| 11 | —TIMKENSTEEL 6 1JUN21 | 37,585,000 | $56.5B | 2.38% | |
| 12 | —VECTOR GROUP LTD 1.75 15APR20 | 47,603,000 | $55.0B | 2.32% | |
| 13 | —COLONY STARWOODHOMES 3 1JUL19 | 45,184,000 | $53.7B | 2.26% | |
| 14 | —IONIS PHARMACEUTIC 1 15NOV21 | 47,080,000 | $50.1B | 2.11% | |
| 15 | —WHITING PETROLEUM 1.25 1APR20 | 51,670,000 | $43.8B | 1.85% | |
| 16 | AAWW 1.875 06/01/24ATLASAIRWORLDWIDE1.875 01JUN24 | 39,250,000 | $42.9B | 1.81% | |
| 17 | —EMERGENT BIOSOL 2.875 15JAN21 | 32,141,000 | $41.6B | 1.75% | |
| 18 | —51JOB INC 3.25 15APR19 | 32,588,000 | $38.2B | 1.61% | |
| 19 | —MEDICINES COMPANY 2.5 15JAN22 | 27,450,000 | $35.8B | 1.51% | |
| 20 | —TESLA INC 2.375 15MAR22 | 28,250,000 | $35.6B | 1.50% | |
| 21 | —INPHI CORP 1.125 1DEC20 | 31,151,000 | $35.0B | 1.48% | |
| 22 | —FIREEYE INC 1 1JUN35 | 36,516,000 | $34.5B | 1.45% | |
| 23 | —YAHOO INC 0 1DEC18 | 30,262,000 | $34.3B | 1.45% | |
| 24 | —PROSPECT CAPITAL 4.95 15JUL22 | 33,122,000 | $33.0B | 1.39% | |
| 25 | —MEDICINES 2.75 15JUL23 A | 30,460,000 | $32.0B | 1.35% | |
| 26 | —BIOMARIN PHARMA 1.5 15OCT20 | 26,159,000 | $31.2B | 1.31% | |
| 27 | —INTERCEPT PHAR 3.25 01JUL23 | 30,982,000 | $30.3B | 1.28% | |
| 28 | —SUCAMPO PHAR 3.25 15DEC21 144A | 30,205,000 | $29.6B | 1.25% | |
| 29 | —COLONY FINANCIAL 5 15APR23 | 28,035,000 | $29.5B | 1.24% | |
| 30 | —NASDAQ-100 | 208,000 | $28.6B | 1.21% | Put |
| 31 | —WRIGHT MEDICAL 2.25 15NOV21 A | 19,650,000 | $27.8B | 1.17% | |
| 32 | —AMERICAN REALTY 3 1AUG18 | 24,407,000 | $24.6B | 1.04% | |
| 33 | —BLACKROCK CAPITAL 5 15JUN22 | 23,900,000 | $24.5B | 1.03% | |
| 34 | STWD 4.375 04/01/23STRWOODPRPRTYTRST4.375 01APR23 | 23,367,000 | $23.7B | 1.00% | |
| 35 | —BLACKSTONE 4.375 05MAY22 | 22,877,000 | $23.4B | 0.99% | |
| 36 | —CONSOLIDATED-TOM 4.5 15MAR20 | 22,166,000 | $23.1B | 0.97% | |
| 37 | —RENEWABLE ENERGY 4 15JUN36 | 16,750,000 | $22.8B | 0.96% | |
| 38 | —OASIS PETROLE 2.625 15SEP23 | 23,018,000 | $22.6B | 0.95% | |
| 39 | —ARRAY BIO INC 3 1JUN20 | 16,335,000 | $22.2B | 0.94% | |
| 40 | XLFAMEX FINANCIAL SELECT SPDR IDX | 900,000 | $22.2B | 0.94% | Put |
| 41 | —CIENA CORP 4.0 15DEC20 | 15,250,000 | $21.6B | 0.91% | |
| 42 | —HORIZON PHARMA 2.5 15MAR22 | 23,606,000 | $20.4B | 0.86% | |
| 43 | —VIPSHOP HLDG LTD 1.5 15MAR19 | 19,842,000 | $19.6B | 0.83% | |
| 44 | SPWR 4 01/15/23SUNPOWER CORP 4 15JAN23 | 21,899,000 | $19.0B | 0.80% | |
| 45 | —SEACOR HOLDINGS 3 15NOV28 | 22,242,000 | $18.8B | 0.79% | |
| 46 | —SPIRIT REALTY 2.875 15MAY19 | 18,491,000 | $18.4B | 0.77% | |
| 47 | —TPG PACE ENERGY HOLDINGS COR | 1,750,000 | $18.3B | 0.77% | |
| 48 | —COWEN GROUP INC 3 15MAR19 | 17,500,000 | $18.0B | 0.76% | |
| 49 | —TERRAFORM GLOBAL INC - CL A | 3,517,837 | $17.8B | 0.75% | |
| 50 | —DEPOMED INC 2.5 1SEP21 | 19,150,000 | $16.9B | 0.71% | |
| 51 | —ARBOR REALTY TRU 6.5 01OCT19 | 15,750,000 | $16.8B | 0.71% | |
| 52 | —REPLIGEN CORP 2.125 01JUN21 | 10,327,000 | $14.9B | 0.63% | |
| 53 | —CTRIP.COM INTL LT 1.99 01JUL25 | 11,394,000 | $13.9B | 0.59% | |
| 54 | —BIOMARIN PHARMA 0.75 15OCT18 | 12,000,000 | $13.4B | 0.56% | |
| 55 | SPYSPDR S&P500 ETF TRUST | 53,200 | $12.9B | 0.54% | |
| 56 | —WORKDAY INC 1.5 15JUL20 | 9,390,000 | $12.5B | 0.53% | |
| 57 | —NEVRO CORP 1.75 01JUN21 | 11,545,000 | $12.4B | 0.52% | |
| 58 | —JDS UNIPHASE 0.625 15AUG33 | 10,500,000 | $11.6B | 0.49% | |
| 59 | —ENDOLOGIX INC 3.25 1NOV20 | 11,639,000 | $10.1B | 0.42% | |
| 60 | TRIB 4 04/01/45TRINITY BIOTECH LP 4.00 1APR45 | 11,040,000 | $9.0B | 0.38% | |
| 61 | —PDL BIOPHARMA 2.75 01DEC21 | 9,000,000 | $8.2B | 0.34% | |
| 62 | —CTRIP.COM INTL LTD 1 01JUL20 | 6,603,000 | $7.6B | 0.32% | |
| 63 | —DOUBLE EAGLE ACQUISITION COR | 715,000 | $7.6B | 0.32% | |
| 64 | MCHP 1.625 02/15/25MICROCHIP TECH 1.625 15FEB25 | 5,000,000 | $7.5B | 0.32% | |
| 65 | —APOLLO CMMRL REAL 5.5 15MAR19 | 6,393,000 | $7.0B | 0.30% | |
| 66 | —AK STEEL CORP 5 15NOV19 | 4,650,000 | $6.9B | 0.29% | |
| 67 | —QUIDEL CORP 3.25 15DEC20 | 6,134,000 | $6.8B | 0.29% | |
| 68 | —TPG PACE HOLDINGS CORP | 650,000 | $6.7B | 0.28% | |
| 69 | —INFINERA CORP 1.75 1JUN18 | 5,500,000 | $5.9B | 0.25% | |
| 70 | —ASHFORD HOSPITALITY PRIM | 277,164 | $5.5B | 0.23% | |
| 71 | LVLNSPDR S&P MORTGAGE FINANCE ETF | 100,000 | $5.5B | 0.23% | Put |
| 72 | INFYINFOSYS TECH - ADR | 350,300 | $5.3B | 0.22% | Put |
| 73 | —HENNESSY CAPITAL ACQUISITION | 500,000 | $5.0B | 0.21% | |
| 74 | —GLOBAL PARTNER ACQUISITION C | 430,000 | $4.9B | 0.21% | |
| 75 | —TRULIA LLC 2.75 15 DEC 20 | 2,173,000 | $4.5B | 0.19% | |
| 76 | —SINA CORP 1 01DEC18 | 4,335,000 | $4.5B | 0.19% | |
| 77 | GOGOGOGO INC | 388,200 | $4.5B | 0.19% | |
| 78 | —AKAMAI TECHNOLOGIES 0 15FEB19 | 4,500,000 | $4.4B | 0.19% | |
| 79 | —TWITTER INC 1 15SEP21 | 4,727,000 | $4.3B | 0.18% | |
| 80 | —GORES HOLDINGS II INC | 400,000 | $4.2B | 0.18% | |
| 81 | —CHENIERE ENERGY 4.25 15MAR45 | 5,909,000 | $4.1B | 0.17% | |
| 82 | —BANK OF AMERICA CORP-CW19 | 4,006,857 | $3.1B | 0.13% | |
| 83 | —PROSPECT CAPITAL CORP | 2,500,000 | $2.5B | 0.11% | |
| 84 | JOBSUSD51JOB INC-ADR | 56,050 | $2.5B | 0.11% | |
| 85 | —RWT HOLDINGS 5.625 15NOV19 | 2,095,000 | $2.2B | 0.09% | |
| 86 | —GREEN PLAINS INC 3.25 01OCT18 | 1,798,000 | $2.2B | 0.09% | |
| 87 | —NEW MOUNTAIN FINANC 5 15JUN19 | 2,073,000 | $2.2B | 0.09% | |
| 88 | GMGENERAL MOTORS CO | 49,965 | $1.7B | 0.07% | |
| 89 | —SABAN CAPITAL ACQUISITION CO | 150,000 | $1.6B | 0.07% | |
| 90 | AYATLANTICA YIELD PLC | 51,740 | $1.1B | 0.05% | |
| 91 | —FINISAR CORP 0.5 15DEC33 | 840,000 | $940.0M | 0.04% | |
| 92 | —ILLUMINA INC 0 15JUN19 | 765,000 | $776.0M | 0.03% | |
| 93 | —MICRON TECHNOLOGY 3 15NOV43 | 409,000 | $461.0M | 0.02% | |
| 94 | —FIREEYE INC 1.625 1JUN35 | 490,000 | $447.0M | 0.02% | |
| 95 | NPKINEWPARK RESOURCES INC | 50,000 | $368.0M | 0.02% | |
| 96 | PGFUSDPENGROWTH ENERGY CORP | 222,100 | $175.0M | 0.01% | |
| 97 | —SUNPOWER CORP .75 1JUN18 | 150,000 | $144.0M | 0.01% | |
| 98 | ON 1 12/01/20ON SEMICONDUCTOR 1 1DEC20 | 82,000 | $85.0M | 0.00% | |
| 99 | —STARWOOD WAYPOINT 4.5 15OCT17 | 28,000 | $33.0M | 0.00% |