Chief Financial Officer

0000950123-16-022073.txt : 20161114 0000950123-16-022073.hdr.sgml : 20161111 20161114100026 ACCESSION NUMBER: 0000950123-16-022073 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160930 FILED AS OF DATE: 20161114 DATE AS OF CHANGE: 20161114 EFFECTIVENESS DATE: 20161114 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: 161991511 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 primary_doc.xml 13F-HR LIVE false true false 0001279396 XXXXXXXX 09-30-2016 09-30-2016 LINDEN ADVISORS LP

590 Madison Avenue, 15th Floor New York NY 10022

13F HOLDINGS REPORT 028-10783 N Vincent Leva Chief Financial Officer 646-840-3496 /S/ Vincent Leva New York NY 11-11-2016 0 93 2188742 false INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F 51JOB INC 3.25 15APR19 SDBCV 316827AC8 31534 29735000 PRN SOLE 25738000 0 3997000 51JOB INC-ADR COM 316827104 5632 168711 SH SOLE 99565 0 69146 ADVANCED MICRO DEVICES COM 007903107 7094 1026600 SH SOLE 843264 0 183336 ALERE INC 3% 31DEC49 SER B PFD CVPFD 01449J204 111169 325536 SH SOLE 278623 0 46913 ALIBABA GROUP HOLDING-SP COM 01609W102 31737 300000 SH Put SOLE 0 0 0 ALLEGHENY TECHN 4.75% 01JUL22 SDB 01741RAG7 21880 15500000 PRN SOLE 12740000 0 2760000 ALPHABET INC-CL C COM 02079K107 13991 18000 SH Call SOLE 0 0 0 ALPHABET INC-CL C COM 02079K107 13991 18000 SH Put SOLE 0 0 0 AMAG PHARMACEUTLS 2.5% 15FEB19 SDBCV 00163UAA4 7909 7000000 PRN SOLE 5753000 0 1247000 AMERICAN REALTY 3% 1AUG18 SDBCV 02917TAA2 40472 40454000 PRN SOLE 33356000 0 7098000 AMEX ENERGY SELECT SPDR IDX COM 81369Y506 35305 500000 SH Call SOLE 0 0 0 AMERICAN RESIDEN 3.25% SDBCV 02927FAA0 55746 44000000 PRN SOLE 36202000 0 7798000 APOLLO CMMRL REAL 5.5% 15MAR19 SDBCV 03762UAA3 81679 79200000 PRN SOLE 65414000 0 13786000 APPLE INC COM 037833100 26002 230000 SH Call SOLE 0 0 0 APPLE INC COM 037833100 26002 230000 SH Put SOLE 0 0 0 ARRAY BIO INC 3% 1JUN20 SDBCV 04269XAA3 2374 2000000 PRN SOLE 1642000 0 358000 ATLANTICA YIELD PLC COM G0751N103 554 29100 SH SOLE 24089 0 5011 B2GOLD CORP 3.25% 1OCT18 SDBCV 11777QAB6 5477 5315000 PRN SOLE 4366000 0 949000 BIOMARIN PHARMA 1.5 15OCT20 SDBCV 09061GAF8 32549 26026000 PRN SOLE 21217000 0 4809000 CHENIERE ENERGY 4.25 15MAR45 SDBCV 16411RAG4 7585 11893000 PRN SOLE 9775000 0 2118000 COLONY FINANCIA 3.875% 15JAN21 SDBCV 19624RAB2 60320 61839000 PRN SOLE 50125000 0 11714000 COLONY FINANCIAL 5% 15APR23 SDBCV 19624RAA4 18167 18238000 PRN SOLE 14888000 0 3350000 CONSOLIDATED-TOM 4.5 15MAR20 SDB 210226AB2 19253 19620000 PRN SOLE 16033000 0 3587000 CTRIP.COM INTL 1.25% 15SEP22 SDBCV 22943FAL4 69963 69350000 PRN SOLE 61309000 0 8041000 CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 90996 80670000 PRN SOLE 70946000 0 9724000 DEPOMED INC 2.5 1SEP21 SDBCV 249908AA2 69866 48950000 PRN SOLE 40255000 0 8695000 DHT HOLDINGS INC 4.5% 01OCT19 SDBCV 23335SAB2 1880 2100000 PRN SOLE 1538000 0 562000 DOMINION RESO 6.75% 15AUG19 CVPFD 25746U836 8506 168700 SH SOLE 138446 0 30254 DOUBLE EAGLE ACQUISITION COR COM G28195108 7717 750000 SH SOLE 635873 0 114127 DYNEGY INC 7% 1JUL19 CVPFD 26817R405 738 9000 SH SOLE 7384 0 1616 EMERGENT BIOSOL 2.875 15JAN21 SDBCV 29089QAB1 32075 26000000 PRN SOLE 21375000 0 4625000 ENDOLOGIX INC 3.25 1NOV20 SDBCV 29266SAB2 12388 9319000 PRN SOLE 7677000 0 1642000 FANG HOLDINGS LTD 2% 15DEC18 SDBCV 836034AB4 893 900000 PRN SOLE 739000 0 161000 FIREEYE INC COM 31816Q101 737 50000 SH SOLE 40850 0 9150 FIREEYE INC 1% 1JUN35 SDBCV 31816QAB7 31528 34148000 PRN SOLE 27899000 0 6249000 GENERAL MOTORS CO COM 37045V100 1587 49965 SH SOLE 38499 0 11466 GLOBAL PARTNER ACQUISITION C COM 37954X204 5026 500000 SH SOLE 382262 0 117738 GOGO INC COM 38046C109 4286 388200 SH SOLE 294797 0 93403 HOLOGIC INC FRN 15DEC43 SDBCV 436440AG6 5545 4500000 PRN SOLE 3680000 0 820000 HORIZON PHARMA 2.5 15MAR22 SDB 44052TAB7 33040 33991000 PRN SOLE 27997000 0 5994000 ILLUMINA INC 0% 15JUN19 SDBCV 452327AF6 7558 7265000 PRN SOLE 5970000 0 1295000 INCYTE CORP LTD 1.25% 15NOV20 SDBCV 45337CAN2 39507 20382000 PRN SOLE 16965000 0 3417000 INTERCEPT PHAR 3.25% 01JUL23 SDBCV 45845PAA6 26175 23356000 PRN SOLE 19201000 0 4155000 IONIS PHARMACEUTIC 1% 15NOV21 SDBCV 464337AJ3 3173 3399000 PRN SOLE 2796000 0 603000 IRONWOOD PHARMAC 2.25% 15JUN22 SDBCV 46333XAD0 47710 39927000 PRN SOLE 32772000 0 7155000 ISHARES MSCI EMERGING MKT IN COM 464287234 6659 177800 SH Put SOLE 0 0 0 LIGAND PHARMA 0.75% 15AUG19 SDBCV 53220KAD0 29087 19855000 PRN SOLE 16292000 0 3563000 MEDICINES COMPANY 2.5 15JAN22 SDBCV 584688AE5 3243 2500000 PRN SOLE 2058000 0 442000 MEDIDATA SOL 1% 01AUG18 SDBCV 58471AAB1 3524 3000000 PRN SOLE 2464000 0 536000 MICRON TECH 1.625% 15FEB33 SDBCV 595112AU7 22372 13250000 PRN SOLE 11808000 0 1442000 MICRON TECH 2.375% 01MAY32 A SDBCV 595112AW3 571 300000 PRN SOLE 266000 0 34000 MICRON TECH INC 2.125% 15FEB33 SDBCV 595112AV5 65371 36991000 PRN SOLE 32935000 0 4056000 MICRON TECHN 3.125% 01MAY32 A SDBCV 595112AX1 126982 66777000 PRN SOLE 58926000 0 7851000 MICROSOFT CORP COM 594918104 14400 250000 SH Call SOLE 0 0 0 MICROSOFT CORP COM 594918104 14400 250000 SH Put SOLE 0 0 0 MOLINA HEALTH 1.125% 15JAN20 SDBCV 60855RAC4 4853 3190000 PRN SOLE 2626000 0 564000 NEVRO CORP 1.75% 01JUN21 SDBCV 64157FAA1 5949 4581000 PRN SOLE 3735000 0 846000 NEW MOUNTAIN FINANC 5% 15JUN19 SDBCV 647551AB6 2311 2250000 PRN SOLE 1847000 0 403000 NOVELLUS SYSTEM 2.625% 15MAY41 SDBCV 670008AD3 167 60000 PRN SOLE 49000 0 11000 NUTANIX INC - A COM 67059N108 5550 150000 SH SOLE 150000 0 0 OASIS PETROLE 2.625 15SEP23 SDBCV 674215AJ7 57813 51083000 PRN SOLE 41960000 0 9123000 ON SEMICONDUCTO 2.625% 15DEC26 SDBCV 682189AH8 1195 1000000 PRN SOLE 821000 0 179000 PACE HOLDINGS CORP COM G6865N129 559 53771 SH SOLE 26143 0 27628 PATTERN ENERGY 4% 15JUL20 SDBCV 70338PAB6 2933 2895000 PRN SOLE 2386000 0 509000 PDC ENERGY INC 1.125% 15SEP21 SDBCV 69327RAD3 536 500000 PRN SOLE 411000 0 89000 QUIDEL CORP 3.25% 15DEC20 SDBCV 74838JAA9 37767 37464000 PRN SOLE 30818000 0 6646000 REPLIGEN CORP 2.125% 01JUN21 SDBCV 759916AA7 10905 9527000 PRN SOLE 7969000 0 1558000 ROYAL BK SCOTLND G FRN 29DEC49 SDB 780097BB6 14720 14860000 PRN SOLE 12217000 0 2643000 SABAN CAPITAL ACQUISITION CO COM 78516C205 1513 150000 SH SOLE 125962 0 24038 SINA CORP 1% 01DEC18 SDBCV 82922RAD5 21556 21569000 PRN SOLE 17745000 0 3824000 SM ENERGY CO 1.5% 01JUL21 SDBCV 78454LAM2 23926 19879000 PRN SOLE 16329000 0 3550000 SPDR S&P500 ETF TRUST COM 78462F103 43260 200000 SH Call SOLE 0 0 0 SPDR S&P500 ETF TRUST COM 78462F103 64890 300000 SH Put SOLE 0 0 0 SPDR S&P500 ETF TRUST COM 78462F103 6922 32000 SH SOLE 30599 0 1401 STARWOOD PROPERTY 4.55% 1MAR18 SDBCV 85571BAA3 6368 5795000 PRN SOLE 4763000 0 1032000 STARWOOD PRPRTY TR3.75 15OCT17 SDBCV 85571BAC9 77638 75286000 PRN SOLE 61966000 0 13320000 STARWOOD WAYPOINT 3% 1JUL19 SDB 85571WAB5 69412 63641000 PRN SOLE 52155000 0 11486000 STARWOOD WAYPOINT 4.5 15OCT17 SDBCV 85571WAD1 33 31000 PRN SOLE 26000 0 5000 STILLWTER MINING 1.75% 15OCT32 SDBCV 86074QAL6 18668 15471000 PRN SOLE 12748000 0 2723000 SUNPOWER CORP .75 1JUN18 SDBCV 867652AG4 592 650000 PRN SOLE 534000 0 116000 TERRAFORM GLOBAL INC - CL A COM 88104M101 18813 4577601 SH SOLE 3838705 0 738896 TETRALOGIC PHAR 8% 15JUN19 SDBCV 88165UAB5 675 7500000 PRN SOLE 5634000 0 1866000 TIMKENSTEEL 6% 1JUN21 SDB 887399AA1 14986 13550000 PRN SOLE 11180000 0 2370000 TRINA SOLAR LTD-SPON ADR COM 89628E104 2159 210839 SH SOLE 142949 0 67890 TWITTER INC 0.25% 15SEP19 SDBCV 90184LAB8 42963 44693000 PRN SOLE 36671000 0 8022000 VECTOR GROUP LTD 1.75% 15APR20 SDBCV 92240MBC1 54554 47895000 PRN SOLE 39360000 0 8535000 VIPSHOP HLDG LTD 1.5% 15MAR19 SDBCV 92763WAA1 19156 17723000 PRN SOLE 14566000 0 3157000 WEATHERFORD 5.875% 01JUL21 SDBCV 947075AH0 6756 6000000 PRN SOLE 4933000 0 1067000 WORKDAY INC .75% 15JUL18 SDBCV 98138HAC5 37 30000 PRN SOLE 25000 0 5000 WORKDAY INC 1.5% 15JUL20 SDBCV 98138HAD3 21589 16600000 PRN SOLE 13621000 0 2979000 WRIGHT MEDIC 2% 15FEB20 SDBCV 98235TAE7 7496 7000000 PRN SOLE 5691000 0 1309000 YAHOO INC 0% 1DEC18 SDBCV 984332AF3 62370 60731000 PRN SOLE 39134000 0 21597000 YY INC 2.25 1APR19 SDBCV 98426TAB2 13227 13357000 PRN SOLE 11478000 0 1879000