Chief Financial Officer

0000950123-16-019946.txt : 20160815 0000950123-16-019946.hdr.sgml : 20160815 20160815100016 ACCESSION NUMBER: 0000950123-16-019946 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160815 DATE AS OF CHANGE: 20160815 EFFECTIVENESS DATE: 20160815 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: 161830517 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 06-30-2016 06-30-2016 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 08-11-2016 0 92 2282698 false INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F 51JOB INC 3.25 15APR19 SDBCV 316827AC8 33070 32485000 PRN SOLE 27267000 0 5218000 51JOB INC-ADR COM 316827104 6099 208051 SH SOLE 138230 0 69821 ALERE INC 3% 31DEC49 SER B PFD CVPFD 01449J204 108911 330514 SH SOLE 283623 0 46891 ALIBABA GROUP HOLDING-SP COM 01609W102 23859 300000 SH Call SOLE 0 0 0 ALIBABA GROUP HOLDING-SP COM 01609W102 23859 300000 SH Put SOLE 0 0 0 ALPHABET INC-CL C COM 02079K107 12458 18000 SH Call SOLE 0 0 0 ALPHABET INC-CL C COM 02079K107 12458 18000 SH Put SOLE 0 0 0 AMERICAN REALTY 3% 1AUG18 SDBCV 02917TAA2 34762 35105000 PRN SOLE 29435000 0 5670000 AMERICAN RESIDENTIAL 3.25% 15NOV18 SDBCV 02927FAA0 55266 46500000 PRN SOLE 38993000 0 7507000 AMEX ENERGY SELECT SPDR IDX COM 81369Y506 34120 500000 SH Call SOLE 0 0 0 APOLLO CMMRL REAL 5.5% 15MAR19 SDBCV 03762UAA3 81263 79651000 PRN SOLE 65828000 0 13823000 APPLE INC COM 037833100 21988 230000 SH Call SOLE 0 0 0 APPLE INC COM 037833100 21988 230000 SH Put SOLE 0 0 0 APPLE INC COM 037833100 5238 54794 SH SOLE 52291 0 2503 BIOMARIN PHARMA 0.75 15OCT18 SDBCV 09061GAE1 27360 24592000 PRN SOLE 20220000 0 4372000 BIOMARIN PHARMA 1.5 15OCT20 SDBCV 09061GAF8 24046 20760000 PRN SOLE 17085000 0 3675000 CANADIAN SOLAR 4.25% 15FEB19 SDBCV 136635AE9 857 1000000 PRN SOLE 825000 0 175000 CHENIERE ENERGY 4.25 15MAR45 SDBCV 16411RAG4 2787 4893000 PRN SOLE 4032000 0 861000 COLONY FINANCIA 3.875% 15JAN21 SDBCV 19624RAB2 57452 60339000 PRN SOLE 50072000 0 10267000 COLONY FINANCIAL 5% 15APR23 SDBCV 19624RAA4 11269 11738000 PRN SOLE 9864000 0 1874000 CONSOLIDATED-TOM 4.5 15MAR20 SDB 210226AB2 11339 12000000 PRN SOLE 9880000 0 2120000 CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 70646 65170000 PRN SOLE 55258000 0 9912000 CTRIP.COM INTL LTD 1% 01JUL20 SDBCV 22943FAF7 24811 23485000 PRN SOLE 20628000 0 2857000 CYPRESS SEMICONDUCTOR CORP COM 232806109 2415 228925 SH SOLE 201926 0 26999 DEPOMED INC 2.5 1SEP21 SDBCV 249908AA2 70904 58650000 PRN SOLE 48388000 0 10262000 DHT HOLDINGS INC 4.5% 01OCT19 SDBCV 23335SAB2 2000 2100000 PRN SOLE 1538000 0 562000 DOUBLE EAGLE ACQUISITION COR COM G28195108 7351 750000 SH SOLE 635873 0 114127 DYNEGY INC 7% 1JUL19 CVPFD 26817R405 6446 60000 SH SOLE 49259 0 10741 EMERGENT BIOSOL 2.875 15JAN21 SDBCV 29089QAB1 12502 11000000 PRN SOLE 9072000 0 1928000 ENDOLOGIX INC 3.25 1NOV20 SDBCV 29266SAB2 12165 9319000 PRN SOLE 7677000 0 1642000 FIREEYE INC 1% 1JUN35 SDBCV 31816QAB7 28869 31798000 PRN SOLE 26218000 0 5580000 GENERAL MOTORS CO COM 37045V100 1415 49965 SH SOLE 38499 0 11466 GLOBAL PARTNER ACQUISITION C COM 37954X204 4880 500000 SH SOLE 382262 0 117738 GOGO INC COM 38046C109 3257 388200 SH SOLE 294797 0 93403 GORES HOLDINGS INC COM 382866200 5000 500000 SH SOLE 385763 0 114237 HORIZON PHARMA 2.5 15MAR22 SDB 44052TAB7 28448 31091000 PRN SOLE 25707000 0 5384000 ILLUMINA INC 0% 15JUN19 SDBCV 452327AF6 1468 1500000 PRN SOLE 1257000 0 243000 INCYTE CORP LTD 0.375% 15NOV18 SDBCV 45337CAM4 6550 3901000 PRN SOLE 3211000 0 690000 INCYTE CORP LTD 1.25% 15NOV20 SDBCV 45337CAN2 38737 22732000 PRN SOLE 19050000 0 3682000 INTERACTIVE I 1.25% 01JUN20 SDBCV 45841VAB5 9506 10000000 PRN SOLE 8241000 0 1759000 INTERCEPT PHARMACEUTICALS IN COM 45845P108 1329 9316 SH SOLE 9316 0 0 IRONWOOD PHARMAC 2.25% 15JUN22 SDBCV 46333XAD0 24084 23267000 PRN SOLE 19183000 0 4084000 ISHARES MSCI EAFE INDEX FUND COM 464287465 16746 300000 SH Call SOLE 0 0 0 ISHARES MSCI EMERGING MKT IN COM 464287234 10308 300000 SH Call SOLE 0 0 0 JAZZ INVESTMENTS 1.875 15AUG21 SDBCV 472145AB7 9966 9258000 PRN SOLE 7594000 0 1664000 LEXICON PHARMA 5.25 1DEC21 SDBCV 528872AB0 5845 3125000 PRN SOLE 2576000 0 549000 LIGAND PHARMA 0.75% 15AUG19 SDBCV 53220KAD0 69957 41855000 PRN SOLE 35069000 0 6786000 MEDICINES COMPANY 2.5 15JAN22 SDBCV 584688AE5 5930 5000000 PRN SOLE 4126000 0 874000 MICRON TECH 1.625% 15FEB33 SDBCV 595112AU7 9335 6660000 PRN SOLE 5647000 0 1013000 MICRON TECH 2.375% 01MAY32 A SDBCV 595112AW3 36770 24500000 PRN SOLE 21529000 0 2971000 MICRON TECH INC 2.125% 15FEB33 SDBCV 595112AV5 66306 45675000 PRN SOLE 41672000 0 4003000 MICRON TECHN 3.125% 01MAY32 A SDBCV 595112AX1 73874 48128000 PRN SOLE 42080000 0 6048000 MICROSOFT CORP COM 594918104 12793 250000 SH Call SOLE 0 0 0 MICROSOFT CORP COM 594918104 12793 250000 SH Put SOLE 0 0 0 MICROSOFT CORP COM 594918104 2796 54629 SH SOLE 52056 0 2573 MOLINA HEALTH 1.125% 15JAN20 SDBCV 60855RAC4 41654 30779000 PRN SOLE 25361000 0 5418000 MOLINA HEALTHCAR 1.625%15AUG44 SDBCV 60855RAD2 1105 1011000 PRN SOLE 832000 0 179000 NATIONAL HEALTH I 3.25% 1APR21 SDBCV 63633DAE4 1498 1354000 PRN SOLE 1143000 0 211000 NETSUITE INC 0.25% 01JUL18 SDBCV 64118QAB3 5463 5552000 PRN SOLE 4568000 0 984000 NEVRO CORP 1.75% 01JUN21 SDBCV 64157FAA1 8423 8000000 PRN SOLE 6602000 0 1398000 NUANCE COMMU 1.5 01NOV35 SDBCV 67020YAG5 972 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1.75% 15APR20 SDBCV 92240MBC1 52184 46895000 PRN SOLE 38613000 0 8282000 VIPSHOP HLDG LTD 1.5% 15MAR19 SDBCV 92763WAA1 39402 39900000 PRN SOLE 34478000 0 5422000 WHITING PETROLEUM 1.25% 1APR20 SDBCV 966387AL6 2793 3500000 PRN SOLE 2934000 0 566000 WORKDAY INC .75% 15JUL18 SDBCV 98138HAC5 244 220000 PRN SOLE 181000 0 39000 WORKDAY INC 1.5% 15JUL20 SDBCV 98138HAD3 32052 27500000 PRN SOLE 22578000 0 4922000 YAHOO INC 0% 1DEC18 SDBCV 984332AF3 51014 51225000 PRN SOLE 31302000 0 19923000 YY INC 2.25 1APR19 SDBCV 98426TAB2 12137 12351000 PRN SOLE 10690000 0 1661000