0000950123-11-076623.txt : 20110812
0000950123-11-076623.hdr.sgml : 20110812
20110812130446
ACCESSION NUMBER: 0000950123-11-076623
CONFORMED SUBMISSION TYPE: 13F-HR
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20110630
FILED AS OF DATE: 20110812
DATE AS OF CHANGE: 20110812
EFFECTIVENESS DATE: 20110812
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: LINDEN ADVISORS LP
CENTRAL INDEX KEY: 0001279396
IRS NUMBER: 830356741
STATE OF INCORPORATION: DE
FISCAL YEAR END: 1231
FILING VALUES:
FORM TYPE: 13F-HR
SEC ACT: 1934 Act
SEC FILE NUMBER: 028-10783
FILM NUMBER: 111030321
BUSINESS ADDRESS:
STREET 1: 590 MADISON AVENUE, 15TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10022
BUSINESS PHONE: 646-840-3500
MAIL ADDRESS:
STREET 1: 590 MADISON AVENUE, 15TH FLOOR
CITY: NEW YORK
STATE: NY
ZIP: 10022
FORMER COMPANY:
FORMER CONFORMED NAME: LINDEN ADVISORS LLC
DATE OF NAME CHANGE: 20040210
13F-HR
1
c21297e13fvhr.txt
FORM 13F-HR
UNITED STATES
SECURITIES AND EXCHANGE COMMISSION
Washington, D.C. 20549
FORM 13F
FORM 13F COVER PAGE
Report for the Calendar Year or Quarter Ended: June 30, 2011
Check here if Amendment [ ]; Amendment Number: __________
This Amendment (Check only one.): [ ] is a restatement.
[ ] adds new holdings entries.
Institutional Investment Manager Filing this Report:
Name: Linden Advisors LP
Address: 590 Madison Ave
15th Floor
New York, NY 10022
13F File Number: 28-10783
The institutional investment manager filing this report and the person by whom
it is signed hereby represent that the person signing the report is authorized
to submit it, that all information contained herein is true, correct and
complete, and that it is understood that all required items, statements,
schedules, lists, and tables, are considered integral parts of this form.
Person signing this Report on Behalf of Reporting Manager:
Name: Joe Wong
Title: Managing Member, Linden Hld LLC, General Partner
Phone: 646-840-3500
Signature, Place and Date of Signing:
/S/ Joe Wong New York, New York August 12, 2011
------------------------------------- ---------------------- ---------------
Report Type (Check only one.):
[X] 13F HOLDINGS REPORT.
[ ] 13F NOTICE.
[ ] 13F COMBINATION REPORT.
List of Other Managers Reporting for this Manager:
I AM SIGNING THIS REPORT AS REQUIRED BY THE SECURITIES EXCHANGE ACT OF 1934.
FORM 13F SUMMARY PAGE
Report Summary:
Number of Other Included Managers: 0
Form 13F Information Table Entry Total: 75
Form 13F Information Table Value Total: $1,128,926
List of Other Included Managers:
No. 13F File Number Name
------------------- ----
Title Shares or Shares/ Other Voting Voting Voting
of Value Principal Princi- Put/ Investment Manag- Authority Authority Authority
Name of Issuer Class Cusip (X$1000) Amount pal Call Discretion ers - Sole - Shared - None
-------------- ----- --------- --------- ---------- ------- ---- ---------- ------ ---------- ---------- ---------
ALERE INC COM 01449J105 24,144 659,300 SH CALL SOLE -- -- 0
ALERE INC COM 01449J105 40,494 1,105,800 SH PUT SOLE -- -- 0
BANK OF AMERICA CORP COM 060505104 17,353 1,583,300 SH CALL SOLE -- -- 0
BARD CR INC COM 067383109 7,174 67,292 SH PUT SOLE -- -- 1992
COLGATE PALMOLIVE COM 194162103 4,371 50,000 SH CALL SOLE -- -- 0
COLGATE PALMOLIVE COM 194162103 4,371 50,000 SH PUT SOLE -- -- 0
ISHARES MSCI EAFE INDEX FUND COM 464287465 19,546 325,000 SH PUT SOLE -- -- 0
ISHARES MSCI AUSTRALIA INDEX COM 464286103 8,057 309,300 SH CALL SOLE -- -- 0
ISHARES MSCI AUSTRALIA INDEX COM 464286103 8,057 309,300 SH PUT SOLE -- -- 0
ISHARES MSCI GERMANY INDEX FUN COM 464286806 5,378 200,000 SH CALL SOLE -- -- 0
ISHARES MSCI GERMANY INDEX FUN COM 464286806 5,378 200,000 SH PUT SOLE -- -- 0
ISHARES MSCI ITALY INDEX FD COM 464286855 3,698 210,000 SH CALL SOLE -- -- 0
ISHARES MSCI ITALY INDEX FD COM 464286855 3,098 175,900 SH PUT SOLE -- -- 0
ISHARES MSCI JAPAN IDX ETF 464286848 3,129 300,000 SH CALL SOLE -- -- 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 21,475 500,000 SH CALL SOLE -- -- 0
ISHARES FTSE CHINA 25 INDEX FU COM 464287184 2,143 49,900 SH PUT SOLE -- -- 0
MARKET VEXTORS GOLD MINERS COM 57060U100 10,918 200,000 SH CALL SOLE -- -- 0
SPDR GOLD TRUST COM 78463V107 182,519 1,250,741 SH CALL SOLE -- -- 441
SPDR GOLD TRUST COM 78463V107 164,695 1,128,200 SH PUT SOLE -- -- 0
GOOGLE INC-CL A COM 38259P508 3,038 6,000 SH PUT SOLE -- -- 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 8,752 105,700 SH CALL SOLE -- -- 0
ISHARES TR-RUSSELL 2000 IDX COM 464287655 16,560 200,000 SH PUT SOLE -- -- 0
ISHARES DJ US REAL ESTATE COM 464287739 1,387 23,000 SH CALL SOLE -- -- 0
SPDR BARCLAYS CAPITAL HIGH COM 78464A417 34,682 862,300 SH PUT SOLE -- -- 0
KRAFT FOODS INC-A COM 50075N104 3,040 86,300 SH CALL SOLE -- -- 0
KRAFT FOODS INC-A COM 50075N104 3,040 86,300 SH PUT SOLE -- -- 0
L-3 COMMUNICATIONS HLDGS INC COM 502424104 3,498 40,000 SH CALL SOLE -- -- 0
PROCTER & GAMBLE COM 742718109 617 9,700 SH CALL SOLE -- -- 0
PROCTER & GAMBLE COM 742718109 617 9,700 SH PUT SOLE -- -- 0
NASDAQ-100 COM 73935A104 34,281 600,900 SH CALL SOLE -- -- 0
NASDAQ-100 COM 73935A104 39,610 694,300 SH PUT SOLE -- -- 0
S&P 500 DEPOSITORY RECEIPT COM 78462F103 39,591 300,000 SH CALL SOLE -- -- 0
VECTOR GROUP LTD COM 92240M108 2,149 120,800 SH CALL SOLE -- -- 0
VECTOR GROUP LTD COM 92240M108 2,172 122,100 SH PUT SOLE -- -- 0
IPATH S&P 500 VIX S/T FU ETN COM 06740C261 11,627 550,000 SH PUT SOLE -- -- 0
AMEX ENERGY SELECT SPDR IDX COM 81369Y506 6,028 80,000 SH CALL SOLE -- -- 0
AMEX ENERGY SELECT SPDR IDX COM 81369Y506 754 10,000 SH PUT SOLE -- -- 0
INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 14,896 400,000 SH PUT SOLE -- -- 0
XILINX INC COM 983919101 4,661 127,800 SH PUT SOLE -- -- 0
SPDR METALS & MINING ETF COM 78464A755 13,882 200,000 SH CALL SOLE -- -- 0
ABITIBIBOWATER INC/NEW COM 003687209 1,146 60,284 SH SOLE 56,442 -- 3842
ALERE INC COM 01449J105 432 11,786 SH SOLE 11,786 -- 0
A123 SYSTEMS 3.75% 15APR16 A SDBCV 03739TAA6 17,379 20,025,000 PRN SOLE 19,171,000 -- 854000
BARD CR INC COM 067383109 2,690 24,487 SH SOLE 24,487 -- 0
CITIGROUP INC COM 172967424 2,108 50,632 SH SOLE 50,632 -- 0
COMPUCREDIT HOLDINGS CORP COM 20478T107 184 79,300 SH SOLE 79,300 -- 0
DIGITAL RIVER INC COM 25388B104 1,524 50,900 SH SOLE 47,377 -- 3523
ISHARES MSCI EAFE INDEX FUND COM 464287465 6,636 110,350 SH SOLE 110,350 -- 0
ISHARES MSCI AUSTRALIA INDEX COM 464286103 3,777 145,000 SH SOLE 145,000 -- 0
EXTERRAN HOLDINGS INC COM 30225X103 2,579 140,400 SH SOLE 130,067 -- 10333
GREAT BASIN GOLD LTD COM 390124105 2,196 1,069,341 SH SOLE 1,069,341 -- 0
GREENBRIER COMPANIES INC COM 393657101 3,384 184,000 SH SOLE 171,249 -- 12751
GLOBAL INDUS 2.75% 1AUG2027 SDBCV 379336AE0 9,731 14,995,000 PRN SOLE 13,493,000 -- 1502000
GENERAL MOTORS CO COM 37045V100 288 9,475 SH SOLE 9,475 -- 0
GOOGLE INC-CL A COM 38259P508 2,295 4,532 SH SOLE 4,532 -- 0
HANWHA SOLARONE CO LTD ADR 41135V103 9,214 1,444,251 SH SOLE 1,444,251 -- 0
ICONIX BRAND GROUP INC COM 451055107 1,964 84,186 SH SOLE 81,155 -- 3031
INVERNESS MEDICAL INNO 3% PER CVPFD 01449J204 121,457 461,405 SH SOLE 435,641 -- 25764
SPDR BARCLAYS CAPITAL HIGH COM 78464A417 13,631 338,900 SH SOLE 338,900 -- 0
MENTOR GRAPHICS CORP COM 587200106 1,049 88,000 SH SOLE 81,906 -- 6094
MF GLOBAL HOLDINGS LTD COM 55277J108 4,255 590,700 SH SOLE 549,743 -- 40957
MERITOR INC COM 59001K100 5,785 387,500 SH SOLE 360,654 -- 26846
LIBERTY MEDIA CV 3.75% 15FEB20 SDBCV 530715AL5 550 1,000,000 PRN SOLE 1,000,000 -- 0
NASDAQ-100 COM 73935A104 22,805 408,332 SH SOLE 399,730 -- 8602
RAIT FINANCIAL 7% 01APR31 SDBCV 749227AA2 13,931 15,150,000 PRN SOLE 14,145,000 -- 1005000
SOLARFUN POWER 3.5% 15JAN18 SDBCV 83415UAB4 23,201 31,319,000 PRN SOLE 29,844,000 -- 1475000
TRINITY INDUSTRIES COM 896522109 5,812 179,900 SH SOLE 166,638 -- 13262
UNITED MICROELECTRONICS-ADR ADR 910873405 541 211,513 SH SOLE 211,513 -- 0
VECTOR GROUP FRN 15JUN2026 SDBCV 92240MAL2 25,880 22,143,000 PRN SOLE 22,143,000 -- 0
VITESSE SEMICONDUCTOR CORP COM 928497304 2,992 751,687 SH SOLE 751,687 -- 0
IPATH S&P 500 VIX S/T FU ETN COM 06740C261 1,490 70,504 SH SOLE 70,504 -- 0
IPATH S&P 500 VIX M/T FU ETN COM 06740C519 672 13,351 SH SOLE 13,351 -- 0
WEBMD HEALTH CORP-CLASS A COM 94770V102 4,706 111,500 SH SOLE 103,244 -- 8256
INDUSTRIAL SELECT SECT SPDR ETF 81369Y704 5,660 152,000 SH SOLE 152,000 -- 0
XILINX INC CV 3.125% 15MAR37 SDBCV 983919AD3 26,102 23,400,000 PRN SOLE 20,564,454 -- 2835546