LINDEN ADVISORS LP Q3 2019 Filing

Filed November 14, 2019

Portfolio Value

$7.4T

Holdings

207

Report Date

Q3 2019

Filing Type

13F-HR

All Holdings (207 positions)

#StockSharesValue% PortfolioType
1
MCHP 1.625 02/15/25MICROCHIP TECHNOLOGY INC 1.625 02/15/2025
274,597,000$522.4B7.07%
2
MCHP 1.625 02/15/27MICROCHIP TECHNOLOGY INC 1.625 02/15/2027
319,426,000$411.9B5.58%
3
MELI 2 08/15/28MERCADOLIBRE INC 2 08/15/2028
268,284,000$396.3B5.37%
4
SEA LTD 2.25 07/01/2023
204,063,000$355.4B4.81%
5
MONGODB INC 0.75 06/15/2024
161,264,000$303.5B4.11%
6
TELADOC HEALTH INC 3 12/15/2022
145,010,000$248.6B3.37%
7
CREE INC 0.875 09/01/2023
191,774,000$209.5B2.84%
8
SPLK 1.125 09/15/25SPLUNK INC 1.125 09/15/2025
182,626,000$199.9B2.71%
9
TWILIO INC 0.25 06/01/2023
118,394,000$198.0B2.68%
10
HTHT 0.375 11/01/22HUAZHU GROUP LTD 0.375 11/01/2022
173,589,000$180.6B2.44%
11
EXASEXACT SCIENCES CORP 1 01/15/2025
125,763,000$177.6B2.40%
12
SPLK 0.5 09/15/23SPLUNK INC 0.5 09/15/2023
152,695,000$164.3B2.22%
13
APOLLO CMMRL REAL EST FI 4.75 08/23/2022
140,504,000$143.2B1.94%
14
RINGCENTRAL INC 0 03/15/2023
79,350,000$128.4B1.74%
15
TDOC 1.375 05/15/25TELADOC HEALTH INC 1.375 05/15/2025
79,942,000$119.0B1.61%
16
EXAS 0.375 03/15/27EXACT SCIENCES CORP 0.375 03/15/2027
108,528,000$117.5B1.59%
17
SRPT 1.5 11/15/24SAREPTA THERAPEUTICS INC 1.5 11/15/2024
88,515,000$117.1B1.58%
18
CHEGG INC 0.25 05/15/2023
90,403,000$116.1B1.57%
19
INSULET CORPORATION 1.375 11/15/2024
62,508,000$115.1B1.56%
20
RAPID7 INC 1.25 08/01/2023
70,210,000$91.3B1.24%
21
APOLLO CMMRL REAL EST FI 5.375 10/15/2023
85,135,000$87.1B1.18%
22
COLONY CAPITAL INC 3.875 01/15/2021
83,370,000$82.6B1.12%
23
FIREEYE INC 0.875 06/01/2024
87,185,000$82.1B1.11%
24
INVA 2.5 08/15/25INNOVIVA INC 2.5 08/15/2025
76,862,000$74.0B1.00%
25
VECTOR GROUP LTD 1.75 04/15/2020
70,890,000$73.8B1.00%
26
WAYFAIR INC 0.375 09/01/2022
59,292,000$73.4B0.99%
27
MOMO 1.25 07/01/25MOMO INC 1.25 07/01/2025
78,118,000$70.5B0.95%
28
FIVE9 INC 0.125 05/01/2023
45,967,000$66.4B0.90%
29
GDS HOLDINGS LIMITED 2 06/01/2025
62,750,000$65.2B0.88%
30
CTRIP COM INTL LTD 1 07/01/2020
66,037,000$64.7B0.88%
31
KKR REAL ESTATE FIN 6.125 05/15/2023
61,350,000$63.9B0.86%
32
NBIX 2.25 05/15/24NEUROCRINE BIOSCIENCES 2.25 05/15/2024
45,678,000$62.7B0.85%
33
HLF 2.625 03/15/24HERBALIFE LTD 2.625 03/15/2024
66,358,000$62.1B0.84%
34
INVA 2.125 01/15/23INNOVIVA INC 2.125 01/15/2023
61,522,000$57.9B0.78%
35
WRIGHT MEDICAL GROUP NV 2.25 11/15/2021
48,880,000$57.3B0.78%
36
ALTAIR ENGINEERING INC 0.25 06/01/2024
56,052,000$56.5B0.76%
37
MFA FINANCIAL INC 6.25 06/15/2024
54,600,000$56.4B0.76%
38
VOCERA COMMUNICATIONS 1.5 05/15/2023
50,550,000$53.0B0.72%
39
TWITTER INC 0.25 06/15/2024
49,424,000$52.5B0.71%
40
ARBOR REALTY TRUST INC 5.25 07/01/2021
48,679,000$52.1B0.70%
41
ON SEMICONDUCTOR CORP 1.625 10/15/2023
40,567,000$48.9B0.66%
42
GOLAR LNG LTD 2.75 02/15/2022
54,242,000$47.4B0.64%
43
ENVESTNET INC 1.75 06/01/2023
43,383,000$47.0B0.64%
44
CAESARS ENTERTAIN CORP 5 10/01/2024
27,389,000$46.6B0.63%
45
SHIP FINANCE INTL LTD 4.875 05/01/2023
41,540,000$45.2B0.61%
46
NEW MOUNTAIN FINANCE COR 5.75 08/15/2023
40,200,000$42.2B0.57%
47
QTWO 0.75 02/15/23Q2 HOLDINGS INC 0.75 02/15/2023
26,208,000$38.6B0.52%
48
PLUG 5.5 03/15/23PLUG POWER INC 5.5 03/15/2023
30,000,000$37.4B0.51%
49
CHURCHILL CAPITAL CORP II A
3,669,826$36.8B0.50%
50
PSEC 6.375 03/01/25PROSPECT CAPITAL CORP 6.375 03/01/2025
33,750,000$35.7B0.48%
51
RWT 4.75 08/15/23REDWOOD TRUST INC 4.75 08/15/2023
34,658,000$34.7B0.47%
52
HELIX ENERGY SOLUTIONS 4.125 09/15/2023
28,576,000$33.4B0.45%
53
EZPW 2.375 05/01/25EZCORP INC 2.375 05/01/2025
40,950,000$32.7B0.44%
54
FIRST MAJESTIC SILVER 1.875 03/01/2023
27,425,000$32.2B0.44%
55
ENCORE CAP EUR FINANCE 4.5 09/01/2023
30,206,000$31.1B0.42%
56
ETSY 0 03/01/23ETSY INC 0 03/01/2023
18,386,000$31.0B0.42%
57
MLAB 1.375 08/15/25MESA LABORATORIES INC 1.375 08/15/2025
28,605,000$30.7B0.42%
58
SPARTAN ENERGY ACQUISITION A
2,981,532$30.1B0.41%
59
OPK 4.5 02/15/25OPKO HEALTH INC 4.5 02/15/2025
35,150,000$29.0B0.39%
60
HAYMAKER ACQ CORP II CL A
2,894,640$28.7B0.39%
61
HELIX ENERGY SOLUTIONS 4.25 05/01/2022
26,892,000$27.1B0.37%
62
THUNDER BRIDGE ACQUISITION I
2,614,100$26.6B0.36%
63
PERFICIENT INC 2.375 09/15/2023
22,008,000$26.3B0.36%
64
INTERCEPT PHARMAS 2 05/15/2026
28,527,000$25.8B0.35%
65
APEX TECHNOLOGY ACQUISITION
2,487,912$25.4B0.34%
66
GX ACQUISITION CORP CL A
2,513,500$25.0B0.34%
67
COLONY CAPITAL INC 5 04/15/2023
24,277,000$23.8B0.32%
68
SEACOR HOLDINGS INC 3.25 05/15/2030
24,413,000$22.9B0.31%
69
REPLAY ACQUISITION CORP
2,309,758$22.9B0.31%
70
GRANITE POINT MTGE TRST 6.375 10/01/2023
22,000,000$22.8B0.31%
71
SPWR 4 01/15/23SUNPOWER CORP 4 01/15/2023
23,626,000$21.8B0.29%
72
ACT 2 GLOBAL ACQUISITIO A
2,185,198$21.5B0.29%
73
ZENDESK INC 0.25 03/15/2023
16,256,000$21.5B0.29%
74
CTRIP COM INTL LTD 1.99 07/01/2025
18,719,000$18.9B0.26%
75
GORES HOLDINGS III INC A
1,808,200$18.3B0.25%
76
LITE 0.25 03/15/24LUMENTUM HOLDINGS INC 0.25 03/15/2024
15,331,000$17.8B0.24%
77
BLACKSTONE MORTGAGE TR 4.375 05/05/2022
16,009,000$16.8B0.23%
78
TK 5 01/15/23TEEKAY CORP 5 01/15/2023
19,896,000$16.2B0.22%
79
PDL BIOPHARMA INC 2.75 12/01/2021
16,117,000$15.5B0.21%
80
OKTAOKTA INC
156,000$15.4B0.21%
81
BXMT 4.75 03/15/23BLACKSTONE MORTGAGE TR 4.75 03/15/2023
14,600,000$15.3B0.21%
82
RMG ACQUISITION CORP CL A
1,529,500$15.2B0.21%
83
NETFIN AQUISITION CORP CL A
1,535,400$15.0B0.20%
84
PIVOTAL INVESTMENT CORP II A
1,510,499$14.8B0.20%
85
EZPW 2.875 07/01/24EZCORP INC 2.875 07/01/2024
15,255,000$14.4B0.20%
86
THERAVANCE BIOPHARMA INC 3.25 11/01/2023
15,223,000$14.0B0.19%
87
FLEXION THERAPEUTICS INC 3.375 05/01/2024
15,063,000$13.6B0.18%
88
VIAV 1 03/01/24VIAVI SOLUTIONS INC 1 03/01/2024
11,000,000$13.5B0.18%
89
ACAMAR PARTNERS ACQUISITI A
1,260,594$12.6B0.17%
90
REDFIN CORP 1.75 07/15/2023
13,605,000$12.5B0.17%
91
INSURANCE ACQUISITION CORP A
1,264,500$12.5B0.17%
92
HANNON ARMSTRONG SUSTAIN 4.125 09/01/2022
11,042,000$12.4B0.17%
93
BXBLACKSTONE GROUP INC THE A
250,399$12.2B0.17%Put
94
TRINE ACQUISITION CORP A
1,231,200$12.2B0.16%
95
DIAMONDPEAK HOLDINGS CORP A
1,225,300$12.1B0.16%
96
GS ACQUISITION HOLDINGS A
1,176,798$12.0B0.16%
97
AXDX 2.5 03/15/23ACCELERATE DIAGNOSTICS 2.5 03/15/2023
14,500,000$11.7B0.16%
98
SSR MINING INC 2.875 02/01/2033
11,005,000$11.2B0.15%
99
SILVER SPIKE ACQUISITION COR
1,100,000$11.1B0.15%
100
VEONEER INC 4 06/01/2024
11,100,000$10.9B0.15%
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