13F-HR filed by Linden Advisors LP
Linden Advisors LP filed this 13F-HR for the quarter ended 2017-09-30, filed 2017-11-14, with 117 holding rows worth $2,818,050,000.
- Accession
- 0000950123-17-010580
- Filer
- CIK 1279396
- Filed
- 2017-11-14
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q3 2017
A holdings report, 117 entries on the cover page, a total value of $2,818,050,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $2,818,050,000 with VALUE read as thousands by filing date, 13F file number 028-10783. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| ADVANCED MICRO DEVICES INC | 007903BD8 | COM | 67,541,000 | $119,717,000 | thousands by filing date | principal |
| ALLEGHENY TECHNOLOGIES INC | 01741RAG7 | NOTE | 63,199,000 | $115,943,000 | thousands by filing date | principal |
| TESLA INC | 88160RAD3 | NOTE 2.375% 3/1 | 87,951,000 | $108,127,000 | thousands by filing date | principal |
| CLOVIS ONCOLOGY INC | 189464AB6 | NOTE 2.500% 9/1 | 69,346,000 | $107,321,000 | thousands by filing date | principal |
| IRONWOOD PHARMACEUTICALS INC | 46333XAD0 | DBCV 2.250% 6/1 | 83,156,000 | $99,022,000 | thousands by filing date | principal |
| INTEL CORP | 458140AD2 | SDCV 2.950%12/1 | 68,978,000 | $98,209,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAB1 | NOTE 4.750% 8/2 | 93,117,000 | $94,753,000 | thousands by filing date | principal |
| THERAVANCE BIOPHARMA | 88339KAA0 | NOTE 3.250%11/0 | 71,957,000 | $88,374,000 | thousands by filing date | principal |
| YAHOO INC | 984332AF3 | NOTE 12/0 | 63,208,000 | $82,162,000 | thousands by filing date | principal |
| ATLAS AIR WORLDWIDE HLDGS IN | 049164BJ4 | NOTE 1.875% 6/0 | 57,235,000 | $73,012,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AU7 | COM | 20,000,000 | $70,670,000 | thousands by filing date | principal |
| DISH NETWORK CORPORATION | 25470MAB5 | NOTE 3.375% 8/1 | 61,076,000 | $68,405,000 | thousands by filing date | principal |
| TWITTER INC | 90184LAB8 | NOTE 0.250% 9/1 | 68,329,000 | $64,747,000 | thousands by filing date | principal |
| STARWOOD WAYPOINT RESIDENTL | 85571WAB5 | NOTE 3.000% 7/0 | 51,589,000 | $63,625,000 | thousands by filing date | principal |
| 51JOB INC | 316827AC8 | NOTE 3.250 4/1 | 38,761,000 | $57,224,000 | thousands by filing date | principal |
| BLACKSTONE MORTGAGE TRUST IN | 09257WAB6 | NOTE 4.375% 5/0 | 53,383,000 | $53,844,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 46,773,000 | $53,556,000 | thousands by filing date | principal |
| WAYFAIR INC | 94419LAA9 | NOTE 0.375% 9/0 | 53,600,000 | $51,916,000 | thousands by filing date | principal |
| TESLA INC | 88160RAC5 | NOTE 1.250% 3/0 | 45,586,000 | $51,391,000 | thousands by filing date | principal |
| COLONY CAP INC | 19624RAB2 | NOTE 3.875% 1/1 | 47,658,000 | $48,091,000 | thousands by filing date | principal |
| WHITING PETE CORP NEW | 966387AL6 | NOTE 1.250% 4/0 | 51,670,000 | $46,189,000 | thousands by filing date | principal |
| TIMKENSTEEL CORP | 887399AA1 | CONVERTIBLE BOND | 29,085,000 | $45,974,000 | thousands by filing date | principal |
| INPHI CORP | 45772FAB3 | NOTE 1.125%12/0 | 36,252,000 | $44,263,000 | thousands by filing date | principal |
| GREEN PLAINS INC | 393222AF1 | NOTE 4.125% 9/0 | 40,802,000 | $41,705,000 | thousands by filing date | principal |
| BIOMARIN PHARMACEUTICAL INC | 09061GAH4 | NOTE 0.599% 8/0 | 38,500,000 | $39,095,000 | thousands by filing date | principal |
| REDWOOD TRUST INC | 758075AC9 | BOND | 37,000,000 | $36,863,000 | thousands by filing date | principal |
| ISIS PHARMACEUTICALS INC DEL | 464337AJ3 | NOTE 1.000%11/1 | 34,494,000 | $36,562,000 | thousands by filing date | principal |
| TRIP COM GROUP LTD | 22943FAM2 | DBCV 1.250% 9/1 | 33,648,000 | $36,319,000 | thousands by filing date | principal |
| SCMP 3.25 12/21 | 864909AA4 | Bond 30/360P2 U | 32,639,000 | $33,765,000 | thousands by filing date | principal |
| THERAVANCE INC | 88338TAB0 | CORPORATE OBLIG | 33,745,000 | $32,969,000 | thousands by filing date | principal |
| PROSPECT CAP CORP | 74348TAR3 | NOTE 4.950% 7/1 | 32,362,000 | $32,329,000 | thousands by filing date | principal |
| FIREEYE INC | 31816QAB7 | NOTE 1.000% 6/0 | 32,148,000 | $30,478,000 | thousands by filing date | principal |
| ALTABA INC | 021346101 | COM | 457,769 | $30,323,000 | thousands by filing date | |
| MEDICINES CO | 584688AE5 | NOTE 2.500% 1/1 | 23,915,000 | $30,255,000 | thousands by filing date | principal |
| RENEWABLE ENERGY GROUP INC | 75972AAC7 | BOND | 21,850,000 | $28,617,000 | thousands by filing date | principal |
| CTRIP COM INTL LTD | 22943FAH3 | DBCV 1.990% 7/0 | 23,001,000 | $27,923,000 | thousands by filing date | principal |
| COLONY FINL INC | 19624RAA4 | NOTE 5.000% 4/1 | 26,535,000 | $27,266,000 | thousands by filing date | principal |
| PDL BIOPHARMA INC | 69329YAG9 | NOTE 2.750%12/0 | 23,210,000 | $25,190,000 | thousands by filing date | principal |
| SPY | 78462F103 | SHS | 100,000 | $25,123,000 | thousands by filing date | put |
| SEACOR HOLDINGS INC | 81170YAB5 | NOTE 3.000%11/1 | 25,843,000 | $23,199,000 | thousands by filing date | principal |
| CONSOLIDATED TOMOKA LD CO | 210226AB2 | NOTE 4.500% 3/1 | 21,564,000 | $22,971,000 | thousands by filing date | principal |
| RADIUS HEALTH INC | 750469AA6 | NOTE | 22,500,000 | $22,618,000 | thousands by filing date | principal |
| HANNON ARMSTRONG SUST INFR C | 41068XAB6 | NOTE 4.125% 9/0 | 21,500,000 | $22,229,000 | thousands by filing date | principal |
| HORIZON PHARMA INVT LTD | 44052TAB7 | NOTE 2.500% 3/1 | 23,606,000 | $21,403,000 | thousands by filing date | principal |
| LAYNE CHRISTENSEN CO | 521050AD6 | NOTE 8.000 5/0 | 15,180,000 | $18,895,000 | thousands by filing date | principal |
| COWEN INC | 223622AB7 | NOTE 3.000 3/1 | 17,500,000 | $18,388,000 | thousands by filing date | principal |
| NUVASIVE INC | 670704AG0 | NOTE 2.250% 3/1 | 16,000,000 | $18,284,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 17,477,000 | $17,543,000 | thousands by filing date | principal |
| SUNPOWER CORP | 867652AL3 | DBCV 4.000% 1/1 | 21,257,000 | $17,528,000 | thousands by filing date | principal |
| TPG PACE ENERGY HLDGS CORP | 872656103 | CL A | 1,650,443 | $16,043,000 | thousands by filing date | |
| WRIGHT MED GROUP N V | 98236JAB4 | NOTE 2.250%11/1 | 11,650,000 | $15,710,000 | thousands by filing date | principal |
| MEDICINES CO | 584688AG0 | NOTE 2.750% 7/1 | 14,665,000 | $15,426,000 | thousands by filing date | principal |
| ARBOR RLTY TR INC | 038923AA6 | NOTE 6.50010/0 | 14,407,000 | $15,421,000 | thousands by filing date | principal |
| MICRON TECHNOLOGY INC | 595112AX1 | NOTE 3.125% 5/0 | 3,797,000 | $15,070,000 | thousands by filing date | principal |
| BLACKROCK CAP INVT CORP | 092533AC2 | NOTE 5.000% 6/1 | 13,455,000 | $14,122,000 | thousands by filing date | principal |
| NEVRO CORP | 64157FAA1 | BOND | 11,545,000 | $13,726,000 | thousands by filing date | principal |
| CIENA CORP | 171779AK7 | DEBT 4.000%12/1 | 10,250,000 | $13,631,000 | thousands by filing date | principal |
| OASIS PETE INC NEW | 674215AJ7 | NOTE | 12,173,000 | $13,090,000 | thousands by filing date | principal |
| STARWOOD PROPERTY TRUST | 85571BAH8 | Convertible Debt | 12,513,000 | $12,692,000 | thousands by filing date | principal |
| QIAGEN NV | N72482123 | SHS NEW | 396,860 | $12,501,000 | thousands by filing date | |
| TERRAFORM GLOBAL INC | 88104M101 | CL A | 2,507,137 | $11,909,000 | thousands by filing date | |
| REPLIGEN CORP | 759916AA7 | NOTE 2.125% 6/0 | 8,448,000 | $11,418,000 | thousands by filing date | principal |
| Financial Select Sector SPDR Fund | 81369Y605 | SHS | 400,000 | $10,344,000 | thousands by filing date | call |
| MARRIOTT VACATIONS WRLDWDE C | 57164YAA5 | NOTE 1.500% 9/1 | 9,531,000 | $9,996,000 | thousands by filing date | principal |
| QUIDEL CORP | 74838JAA9 | NOTE 3.250%12/1 | 5,994,000 | $9,087,000 | thousands by filing date | principal |
| TRINITY BIOTECH INVT LTD | 89643QAB4 | NOTE 4.000% 4/0 | 11,040,000 | $8,890,000 | thousands by filing date | principal |
| TCP Cap Corp Sr Conv Nt | 87238qad5 | CONV | 8,301,000 | $8,606,000 | thousands by filing date | principal |
| ENDOLOGIX INC | 29266SAB2 | NOTE 3.25011/0 | 9,448,000 | $8,121,000 | thousands by filing date | principal |
| XPLR INFRASTRUCTURE LP | 65341B106 | COM UNIT PART IN | 198,600 | $8,002,000 | thousands by filing date | |
| IAC INTERACTIVECORP | 44919P508 | COM | 59,100 | $6,949,000 | thousands by filing date | |
| ARRAY BIOPHARMA INC | 04269XAA3 | NOTE 3.000% 6/0 | 3,835,000 | $6,933,000 | thousands by filing date | principal |
| REDWOOD TR INC | 758075AB1 | NOTE 4.625% 4/1 | 6,504,000 | $6,574,000 | thousands by filing date | principal |
| RTW HLDGS INC | 749772AB5 | NOTE 5.625%11/1 | 6,310,000 | $6,543,000 | thousands by filing date | principal |
| LAYNE CHRISTENSEN CO | 521050AB0 | NOTE 4.250%11/1 | 6,685,000 | $6,537,000 | thousands by filing date | principal |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 4,787,000 | $6,440,000 | thousands by filing date | principal |
| TPG PACE HLDGS CORP | G89827128 | CL A | 632,582 | $6,246,000 | thousands by filing date | |
| Altria Group Inc | 02209S103 | COM | 97,000 | $6,152,000 | thousands by filing date | call |
| JDS UNIPHASE CORP | 46612JAF8 | DBCV 0.625% 8/1 | 5,500,000 | $5,775,000 | thousands by filing date | principal |
| AHP 5.5 49 PFD | 044102507 | Preferred Stock | 276,663 | $5,603,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195124 | COM | 494,148 | $4,990,000 | thousands by filing date | |
| HENNESSY CAP ACQUSTON CORP I | 42588L105 | COM | 485,476 | $4,787,000 | thousands by filing date | |
| LIBERTY INTERACTIVE LLC | 530610AD6 | NOTE 1.750% 9/1 | 3,747,000 | $4,456,000 | thousands by filing date | principal |
| INFOSYS LTD SPONSORED ADR | 456788108 | ADR | 286,700 | $4,183,000 | thousands by filing date | put |
| ACRES COMMERCIAL REALTY CORP | 76120WAC8 | NOTE 4.500% 8/1 | 4,000,000 | $4,148,000 | thousands by filing date | principal |
| CHENIERE ENERGY INC | 16411RAG4 | NOTE 4.250% 3/1 | 5,743,000 | $3,990,000 | thousands by filing date | principal |
| BARCLAYS BK PLC | 06746L422 | IPATH S&P500 VIX | 100,000 | $3,919,000 | thousands by filing date | put |
| ELECTRONICS FOR IMAGING INC | 286082AC6 | NOTE 0.750% 9/0 | 3,720,000 | $3,876,000 | thousands by filing date | principal |
| WHITING PETE CORP NEW | 966387102 | COM | 693,104 | $3,784,000 | thousands by filing date | |
| SPY | 78462F103 | SHS | 14,996 | $3,767,000 | thousands by filing date | |
| GORES HLDGS II INC | 382867109 | COM CL A | 367,971 | $3,669,000 | thousands by filing date | |
| TRULIA INC | 897888AB9 | NOTE 2.750%12/1 | 2,053,000 | $3,599,000 | thousands by filing date | principal |
| KADMON HLDGS INC | 48283N106 | COM | 1,000,000 | $3,350,000 | thousands by filing date | |
| RAYONIER ADVANCED MATLS INC | 75508B104 | COM | 224,079 | $3,069,000 | thousands by filing date | |
| BANK OF AMERICA CORP | 060505153 | CMN | 3,871,900 | $3,045,000 | thousands by filing date | |
| INFINERA CORPORATION | 45667GAB9 | DBCV 1.750% 6/0 | 2,925,000 | $2,998,000 | thousands by filing date | principal |
| LIBERTY MEDIA CORP DELAWARE | 531229AE2 | DEB 2.250% 9/3 | 2,417,000 | $2,575,000 | thousands by filing date | principal |
| PROS HOLDINGS INC | 74346YAB9 | NOTE 2.00012/0 | 2,500,000 | $2,545,000 | thousands by filing date | principal |
| SOUTHWESTERN ENERGY CO | 845467109 | COM | 400,000 | $2,444,000 | thousands by filing date | |
| MARRIOTT VACATIONS WORLDWIDE C COM | 57164Y107 | Stock | 19,500 | $2,429,000 | thousands by filing date | |
| ILLUMINA INC | 452327AF6 | NOTE 6/1 | 2,265,000 | $2,400,000 | thousands by filing date | principal |
| GREEN PLAINS INC | 393222AD6 | NOTE 3.250%10/0 | 1,744,000 | $2,057,000 | thousands by filing date | principal |
| GENERAL MTRS CO COM | 37045V100 | Stock | 48,038 | $1,940,000 | thousands by filing date | |
| MICROCHIP TECHNOLOGY INC. | 595017AD6 | NOTE 1.625% 2/1 | 1,000,000 | $1,747,000 | thousands by filing date | principal |
| SABAN CAP ACQUISITION CORP | 78516C106 | COM CL A | 143,590 | $1,444,000 | thousands by filing date | |
| ATLANTICA YIELD PLC | G0751N103 | SHS | 49,661 | $979,000 | thousands by filing date | |
| TPG PACE ENERGY HLDGS CORP | 872656111 | *W EXP 99/99/999 | 564,814 | $771,000 | thousands by filing date | |
| INFOSYS LTD SPONSORED ADR | 456788108 | ADR | 48,524 | $708,000 | thousands by filing date | |
| 51JOB INC | 316827104 | SPONSORED ADS | 8,818 | $534,000 | thousands by filing date | |
| DOUBLE EAGLE ACQUISITION COR | G28195116 | *W EXP 09/16/202 | 694,148 | $486,000 | thousands by filing date | |
| TPG PACE HLDGS CORP | G89827110 | *W EXP 06/27/202 | 210,860 | $338,000 | thousands by filing date | |
| HENNESSY CAP ACQUSTON CORP I | 42588L113 | *W EXP 06/15/202 | 364,106 | $292,000 | thousands by filing date | |
| Global Partner Acquisition Corp | 37954X113 | *W EXP 07/01/202 | 321,436 | $256,000 | thousands by filing date | |
| GORES HLDGS II INC | 382867117 | *W EXP 01/13/202 | 128,007 | $188,000 | thousands by filing date | |
| SUNPOWER CORP | 867652AG4 | DBCV 0.750% 6/0 | 144,000 | $138,000 | thousands by filing date | principal |
| ON SEMICONDUCTOR CORP | 682189AK1 | NOTE 1.000%12/0 | 80,000 | $95,000 | thousands by filing date | principal |
| SABAN CAP ACQUISITION CORP | 78516C114 | *W EXP 09/21/202 | 71,795 | $88,000 | thousands by filing date | |
| SWAY 4.5 10/17 | 85571WAD1 | Bond 30/360P2 U | 27,000 | $34,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0000950123-17-010580 | this filing | 2017-11-14 | acceptance time not in the bulk data set |