LINDEN ADVISORS LP Q2 2018 Filing
Filed August 14, 2018
Portfolio Value
$3.2T
Holdings
125
Report Date
Q2 2018
Filing Type
13F-HR
All Holdings (125 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | MCHP 1.625 02/15/27MICROCHIP TECH 1.625 15FEB27 | 209,359,000 | $245.7B | 7.57% | |
| 2 | —YAHOO INC 0 1DEC18 | 151,580,000 | $207.2B | 6.38% | |
| 3 | —TESLA INC 2.375 15MAR22 | 126,861,000 | $154.1B | 4.75% | |
| 4 | —APOLLO CRLREALEST 4.75 23AUG22 | 151,339,000 | $151.1B | 4.65% | |
| 5 | —CLOVIS ONCOLOGY 2.5 15SEP21 | 95,856,000 | $103.4B | 3.18% | |
| 6 | —IRONWOOD PHARMAC 2.25 15JUN22 | 72,821,000 | $97.6B | 3.01% | |
| 7 | —EVERBRIDGE INC 1.5 1NOV22 | 55,184,000 | $82.8B | 2.55% | |
| 8 | —AEROJET 2.25 15DEC23 OTC | 61,178,000 | $79.6B | 2.45% | |
| 9 | —GOLAR LNG LTD | 69,877,000 | $76.1B | 2.35% | |
| 10 | —COLONY FINANCIA 3.875 15JAN21 | 74,986,000 | $71.4B | 2.20% | |
| 11 | —CTRIP.COM INT LTD 1.25 15SEP22 | 68,311,000 | $70.5B | 2.17% | |
| 12 | —THERAVANCE BIOPHA 3.25 01NOV23 | 70,188,000 | $69.3B | 2.13% | |
| 13 | —TESLA MOTORS INC 1.25 1MAR21 | 59,723,000 | $67.3B | 2.07% | |
| 14 | —LENDINGTREE INC .625 1JUN22 | 53,362,000 | $64.6B | 1.99% | |
| 15 | —BLACKSTONE 4.375 05MAY22 | 62,654,000 | $61.6B | 1.90% | |
| 16 | INVA 2.125 01/15/23THERAVANCE 2.125 15JAN23 | 61,070,000 | $59.0B | 1.82% | |
| 17 | —VECTOR GROUP LTD 1.75 15APR20 | 54,223,000 | $57.5B | 1.77% | |
| 18 | —SHIP FIN INT LTD 4.875 01MAY23 | 54,365,000 | $56.2B | 1.73% | |
| 19 | —TIMKENSTEEL 6 1JUN21 | 36,090,000 | $55.8B | 1.72% | |
| 20 | LITE 0.25 03/15/24LUMENTUM HOLDINGS .25 15MAR24 | 43,078,000 | $51.1B | 1.57% | |
| 21 | FWONK 1 01/30/23LIBERTYMEDCORP 1 30JAN23 144A | 42,404,000 | $49.7B | 1.53% | |
| 22 | —WHITING PETROLEUM 1.25 1APR20 | 50,541,000 | $48.3B | 1.49% | |
| 23 | —HELIX ENER SOLUT 4.125 15SEP23 | 38,640,000 | $45.8B | 1.41% | |
| 24 | —GREEN PLAINS INC 4.125 01SEP22 | 45,802,000 | $45.6B | 1.40% | |
| 25 | RWT 4.75 08/15/23REDWOOD TRUST INC 4.75 15AUG23 | 46,574,000 | $45.2B | 1.39% | |
| 26 | —ARBORREALTYTRUST 5.375 15NOV20 | 38,363,000 | $42.5B | 1.31% | |
| 27 | IWMISHARES TR-RUSSELL 2000 IDX | 257,600 | $42.2B | 1.30% | Call |
| 28 | INSM 1.75 01/15/25INSMED INC 1.75 15JAN25 | 42,750,000 | $39.3B | 1.21% | |
| 29 | PRAA 3.5 06/01/23PRA GROUP 3.5 1JUN23 | 36,700,000 | $39.1B | 1.20% | |
| 30 | WMTWALMART INC | 442,788 | $37.9B | 1.17% | Put |
| 31 | —INPHI CORP 1.125 1DEC20 | 34,075,000 | $36.5B | 1.12% | |
| 32 | —HORIZON PHARMA 2.5 15MAR22 | 32,106,000 | $30.9B | 0.95% | |
| 33 | —HANNON ARMSTRONG 4.125 01SEP22 | 30,042,000 | $28.9B | 0.89% | |
| 34 | VIAV 1 03/01/24VIAVI SOLUTIONS INC 1 1MAR24 | 28,387,000 | $28.6B | 0.88% | |
| 35 | —ALDER BIOPHARM 2.5 01FEB25 | 27,000,000 | $28.2B | 0.87% | |
| 36 | SPYSPDR S&P500 ETF TRUST | 100,000 | $27.1B | 0.84% | Call |
| 37 | —MICROCHIP TECH 2.25 15FEB37 | 22,172,000 | $26.4B | 0.81% | |
| 38 | —ARRAY BIO 2.625 1DEC24 144A | 19,075,000 | $25.7B | 0.79% | |
| 39 | —PDL BIOPHARMA 2.75 01DEC21 | 27,867,000 | $25.7B | 0.79% | |
| 40 | —PROSPECT CAPITAL 4.95 15JUL22 | 26,309,000 | $25.6B | 0.79% | |
| 41 | —LAYNE CHRISTENSEN 8 1MAY19 A | 19,880,000 | $25.5B | 0.78% | |
| 42 | —WRIGHT MEDICAL 2.25 15NOV21 A | 17,411,000 | $23.3B | 0.72% | |
| 43 | —CLEVELAND-CLIFFS 1.50 15JAN25 | 18,850,000 | $22.9B | 0.71% | |
| 44 | —COLONY FINANCIAL 5 15APR23 | 23,813,000 | $22.6B | 0.70% | |
| 45 | —INPHI CORP 0.75 01SEP21 | 23,140,000 | $21.7B | 0.67% | |
| 46 | —RENEWABLE ENERGY 4 15JUN36 | 12,100,000 | $21.6B | 0.67% | |
| 47 | —NEVRO CORP 1.75 01JUN21 | 19,721,000 | $21.5B | 0.66% | |
| 48 | —RADIUS HEALTH INC 3 1SEP24 | 22,500,000 | $21.0B | 0.65% | |
| 49 | RWT 5.625 07/15/24REDWOOD TRUST 5.625 15JUL25 | 20,000,000 | $19.7B | 0.61% | |
| 50 | —WAYFAIR INC 0.375 01SEP22 | 15,107,000 | $19.5B | 0.60% | |
| 51 | —FLEXION THER INC 3.375 01MAY24 | 15,112,000 | $18.5B | 0.57% | |
| 52 | —GOLDMAN SACHS BDC 4.5 01APR22 | 18,036,000 | $18.0B | 0.55% | |
| 53 | —TPG PACE ENERGY HOLDINGS - A | 1,650,443 | $17.9B | 0.55% | |
| 54 | —SEACOR HOLDS INC 3.25 15MAY25 | 16,913,000 | $17.2B | 0.53% | |
| 55 | SPWR 4 01/15/23SUNPOWER CORP 4 15JAN23 | 20,482,000 | $16.7B | 0.51% | |
| 56 | —VIPSHOP HLDG LTD 1.5 15MAR19 | 15,472,000 | $15.3B | 0.47% | |
| 57 | —OASIS PETROLE 2.625 15SEP23 | 11,678,000 | $15.2B | 0.47% | |
| 58 | BXMT 4.75 03/15/23BLACKSTONE MORT 4.75 15MAR23 | 14,600,000 | $14.3B | 0.44% | |
| 59 | —GS ACQUISITION HOLDINGS CORP | 1,200,000 | $12.3B | 0.38% | |
| 60 | —DFB HEALTHCARE ACQUISITIONS | 1,230,000 | $11.8B | 0.36% | |
| 61 | —TESARO INC 3 01OCT21 | 7,500,000 | $11.2B | 0.35% | |
| 62 | BMYBRISTOL MYERS SQUIBB | 200,000 | $11.1B | 0.34% | Call |
| 63 | EXASEXACT SCIENCES CORP 1 15JAN25 | 10,200,000 | $10.7B | 0.33% | |
| 64 | —CHESAPEAKE ENERGY 5.5 15SEP26 | 10,000,000 | $10.2B | 0.31% | |
| 65 | —INVACARE CORP 4.5 1JUNE22 | 7,509,000 | $10.1B | 0.31% | |
| 66 | TRIB 4 04/01/45TRINITY BIOTECH LP 4.00 1APR45 | 12,015,000 | $9.9B | 0.30% | |
| 67 | —GORDON POINTE ACQUISITION CO | 1,008,773 | $9.8B | 0.30% | |
| 68 | —PLATINUM EAGLE ACQUISITION C | 978,998 | $9.5B | 0.29% | |
| 69 | —ONE MADISON CORP-CLASS A | 979,000 | $9.5B | 0.29% | |
| 70 | —CARBONITE INC | 6,232,000 | $9.3B | 0.29% | |
| 71 | —GRANITE POINTMTGE 5.625 2 | 8,705,000 | $8.9B | 0.27% | |
| 72 | FXIISHARES FTSE CHINA 25 INDEX FU | 200,000 | $8.6B | 0.26% | Put |
| 73 | —TCP CAPITAL CORP 4.625 1MAR22 | 8,301,000 | $8.3B | 0.26% | |
| 74 | —HUBSPOT INC 0.25 1JUN22 | 5,419,000 | $7.7B | 0.24% | |
| 75 | —TRACON PHARMACEUTICALS INC | 2,842,477 | $7.7B | 0.24% | |
| 76 | —NEBULA ACQUISITION CORP-CL A | 783,000 | $7.5B | 0.23% | |
| 77 | —SENTINEL ENERGY SERVICE-CL A | 682,500 | $6.7B | 0.21% | |
| 78 | —RWT HOLDINGS 5.625 15NOV19 | 6,260,000 | $6.4B | 0.20% | |
| 79 | —TPG PACE HOLDINGS CORP-CL A | 632,581 | $6.3B | 0.19% | |
| 80 | WIXWIX.COM LTD | 59,400 | $6.0B | 0.18% | |
| 81 | ZZILLOW GROUP INC - C | 100,501 | $5.9B | 0.18% | |
| 82 | —MEDICINES COMPANY 2.5 15JAN22 | 4,715,000 | $5.7B | 0.18% | |
| 83 | BHR 5.5 PERP bBRAEMAR HOTELS 5.5 31DEC49 | 276,663 | $5.3B | 0.16% | |
| 84 | —TRULIA LLC 2.75 15 DEC 20 | 2,053,000 | $5.1B | 0.16% | |
| 85 | —INVACARE CORP 5 15FEB21 | 3,500,000 | $4.6B | 0.14% | |
| 86 | —HENNESSY CAPITAL ACQUISITION | 447,493 | $4.5B | 0.14% | |
| 87 | —HELIX ENERGY SOL 4 1/4 01MAY22 | 3,600,000 | $3.8B | 0.12% | |
| 88 | —GORES HOLDINGS II INC - A | 367,971 | $3.7B | 0.12% | |
| 89 | TWTRUSDTWITTER INC | 76,703 | $3.4B | 0.10% | |
| 90 | CLVS 1.25 05/01/25CLOVIS ONCOLOGY 1.25 01MAY25 | 3,500,000 | $3.2B | 0.10% | |
| 91 | DBDEUTSCHE BANK AG -REG | 300,000 | $3.2B | 0.10% | |
| 92 | —PRETIUM RESOURCES 2.25 15MAR22 | 3,655,000 | $3.2B | 0.10% | |
| 93 | CLDRCLOUDERA INC | 210,647 | $2.9B | 0.09% | |
| 94 | —ENDOLOGIX INC 3.25 1NOV20 | 2,928,000 | $2.7B | 0.08% | |
| 95 | —PTC THERAPEUTICS IN 3 15AUG22 | 2,500,000 | $2.5B | 0.08% | |
| 96 | —WHITING PETROLEUM CORP | 45,669 | $2.4B | 0.07% | |
| 97 | RHRH | 16,809 | $2.3B | 0.07% | |
| 98 | ASHASHLAND GLOBAL HOLDINGS INC | 30,000 | $2.3B | 0.07% | |
| 99 | —KADMON HOLDINGS INC | 549,472 | $2.2B | 0.07% | |
| 100 | SWN1EURSOUTHWESTERN ENERGY CO | 400,000 | $2.1B | 0.07% |
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