0000950123-18-005504.txt : 20180515 0000950123-18-005504.hdr.sgml : 20180515 20180515093015 ACCESSION NUMBER: 0000950123-18-005504 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20180331 FILED AS OF DATE: 20180515 DATE AS OF CHANGE: 20180515 EFFECTIVENESS DATE: 20180515 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: 18833570 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 03-31-2018 03-31-2018 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 05-14-2018 0 141 4217905 false
INFORMATION TABLE 2 form13fInfoTable.xml INFORMATION TABLE FOR FORM 13F ADVANCED MICRO 2.125 01SEP26 SDBCV 007903BD8 118679 80937000 PRN SOLE 75818000 0 5119000 AEROJET 2.25 15DEC23 OTC SDBCV 007800AB1 124466 97898000 PRN SOLE 97898000 0 0 ALDER BIOPHARM 2.5 01FEB25 SDBCV 014339AA3 22171 24000000 PRN SOLE 22184000 0 1816000 ALLEGHENY TECHN 4.75 01JUL22 SDBCV 01741RAG7 121891 66788000 PRN SOLE 61216000 0 5572000 ALLSTATE CORP COM 020002101 25406 268000 SH SOLE 268000 0 0 ALTABA INC COM 021346101 25914 350000 SH SOLE 350000 0 0 APOLLO CRLREALEST 4.75 23AUG22 SDBCV 03762UAB1 160573 160060000 PRN SOLE 145524000 0 14536000 ARBOR REALTY TRU 6.5 01OCT19 SDBCV 038923AA6 17320 15897000 PRN SOLE 14857000 0 1040000 ARBORREALTYTRUST 5.375 15NOV20 SDBCV 038923AB4 39533 38763000 PRN SOLE 36247000 0 2516000 ARRAY BIO 2.625 1DEC24 144A SDBCV 04269XAB1 33706 25275000 PRN SOLE 23515000 0 1760000 ASHFORD HOSPITALITY PFD 044103109 5331 276663 SH SOLE 255846 0 20817 ATLASAIRWORLDWIDE1.875 01JUN24 SDBCV 049164BJ4 73309 61247000 PRN SOLE 57319000 0 3928000 BANK OF AMERICA CORP COM 060505104 46604 1554000 SH SOLE 1554000 0 0 BLACKROCK INC COM 09247X101 34670 64000 SH SOLE 64000 0 0 BLACKSTONE 4.375 05MAY22 SDBCV 09257WAB6 63269 64099000 PRN SOLE 59244000 0 4855000 BLACKSTONE MORT 4.75 15MAR23 SDBCV 09257WAC4 14768 15000000 PRN SOLE 13848000 0 1152000 CELADON GROUP INC COM 150838100 740 200000 SH SOLE 200000 0 0 CHENIERE ENERGY 4.25 15MAR45 SDBCV 16411RAG4 1725 2216000 PRN SOLE 2076000 0 140000 CHESAPEAKE ENERGY 5.5 15SEP26 SDBCV 165167CY1 8638 10000000 PRN SOLE 9311000 0 689000 CISION LTD - CW22 RT G1992S117 525 227343 SH SOLE 227343 0 0 CLEVELAND-CLIFFS 1.50 15JAN25 SDBCV 185899AA9 56651 52350000 PRN SOLE 48996000 0 3354000 CLOVIS ONCOLOGY 2.5 15SEP21 SDBCV 189464AB6 101883 87346000 PRN SOLE 77662000 0 9684000 COLONY FINANCIA 3.875 15JAN21 SDBCV 19624RAB2 62123 65954000 PRN SOLE 61777000 0 4177000 COLONY FINANCIAL 5 15APR23 SDBCV 19624RAA4 16319 17460000 PRN SOLE 16136000 0 1324000 CONSOLIDATED-TOM 4.5 15MAR20 SDBCV 210226AB2 12435 11564000 PRN SOLE 10688000 0 876000 CTRIP.COM INT LTD 1.25 15SEP22 SDBCV 22943FAM2 68366 65611000 PRN SOLE 61474000 0 4137000 CTRIP.COM INTL LT 1.99 01JUL25 SDBCV 22943FAH3 25380 21904000 PRN SOLE 18359000 0 3545000 CTRIP.COM INTL LTD 1 01JUL20 SDBCV 22943FAF7 11335 10500000 PRN SOLE 9837000 0 663000 CYPRESS SEMICONDU 4.5 15JAN22 SDBCV 232806AM1 3059 2180000 PRN SOLE 2030000 0 150000 DFB HEALTHCARE ACQUISITIONS COM 23291E208 12423 1230000 SH SOLE 1152362 0 77638 DOUBLE EAGLE ACQUISITI-CW RT 971375118 1156 694148 SH SOLE 635873 0 58275 ENDOLOGIX INC 3.25 1NOV20 SDBCV 29266SAB2 2536 2928000 PRN SOLE 2716000 0 212000 EVERBRIDGE INC 1.5 1NOV22 SDBCV 29978AAA2 52852 42034000 PRN SOLE 39135000 0 2899000 EVOLENT HEAL 2 01DEC21 SDBCV 30050BAB7 13452 13375000 PRN SOLE 12363000 0 1012000 EXACT SCIENCES CORP 1 15JAN25 SDBCV 30063PAA3 49551 55700000 PRN SOLE 52188000 0 3512000 GLOBAL PARTNER ACQUISIT-CW20 RT 74640Y114 271 321436 SH SOLE 297579 0 23857 GOLAR LNG LTD SDBCV 38046YAB7 77939 75877000 PRN SOLE 70511000 0 5366000 GOLDMAN SACHS BDC 4.5 01APR22 SDBCV 38147UAB3 23388 23044000 PRN SOLE 21493000 0 1551000 GOLDMAN SACHS GROUP INC COM 38141G104 38031 151000 SH SOLE 151000 0 0 GORDON POINTE ACQUISITION CO COM 382788206 11147 1077000 SH SOLE 1008773 0 68227 GORES HOLDINGS II INC - A COM 382867109 3680 367971 SH SOLE 345293 0 22678 GORES HOLDINGS II INC - CW22 RT 382867117 210 128007 SH SOLE 115097 0 12910 GRANITE POINTMTGE 5.625 2 SDBCV 38741LAB3 20651 21000000 PRN SOLE 19309000 0 1691000 GREEN PLAINS INC 3.25 01OCT18 SDBCV 393222AD6 775 744000 PRN SOLE 681000 0 63000 GREEN PLAINS INC 4.125 01SEP22 SDBCV 393222AF1 43718 45802000 PRN SOLE 42577000 0 3225000 GUIDEWIRE SOFTWARE INC COM 40171V100 4619 57140 SH SOLE 57140 0 0 GULFPORT ENERGY CORP COM 402635304 2026 210000 SH SOLE 193830 0 16170 HANNON ARMSTRONG 4.125 01SEP22 SDBCV 41068XAB6 28808 30042000 PRN SOLE 27846000 0 2196000 HARMONY GOLD MNG-SPON ADR ADR 413216300 1588 664331 SH SOLE 609236 0 55095 HAYMAKER ACQUISITION CORP COM 420870206 2626 263900 SH SOLE 245713 0 18187 HELIX ENER SOLUT 4.125 15SEP23 SDBCV 42330PAJ6 27660 27390000 PRN SOLE 25660000 0 1730000 HENNESSY CAPITAL ACQUIS-CW22 RT 42588L113 304 364106 SH SOLE 335619 0 28487 HENNESSY CAPITAL ACQUISITION COM 42588L105 4806 485476 SH SOLE 447493 0 37983 HERBALIFE NUTRITION LTD COM G4412G101 13627 139800 SH SOLE 127852 0 11948 HORIZON PHARMA 2.5 15MAR22 SDBCV 44052TAB7 22706 24606000 PRN SOLE 22745000 0 1861000 INPHI CORP 0.75 01SEP21 SDBCV 45772FAC1 16596 17840000 PRN SOLE 16489000 0 1351000 INPHI CORP 1.125 1DEC20 SDBCV 45772FAB3 32987 31372000 PRN SOLE 29366000 0 2006000 INSMED INC 1.75 15JAN25 SDBCV 457669AA7 30691 34500000 PRN SOLE 32047000 0 2453000 INTEGRATED DEVICE0.875 15NOV22 SDBCV 458118AC0 6193 5500000 PRN SOLE 5103000 0 397000 INVACARE CORP 5 15FEB21 SDBCV 461203AF8 4413 3500000 PRN SOLE 3224000 0 276000 IONIS PHARMACEUTIC 1 15NOV21 SDBCV 464337AJ3 30992 31259000 PRN SOLE 29286000 0 1973000 IPATH S&P 500 VIX S/T FU ETN COM 06746L422 4731 100000 SH Put SOLE 0 0 0 IRONWOOD PHARMAC 2.25 15JUN22 SDBCV 46333XAD0 140908 119321000 PRN SOLE 110000000 0 9321000 LAYNE CHRISTENSEN 8 1MAY19 A SDBCV 521050AD6 25618 19880000 PRN SOLE 18718000 0 1162000 LAYNE CHRISTENSEN 4.25 15NOV18 SDBCV 521050AB0 17013 16860000 PRN SOLE 15584000 0 1276000 LEGACY ACQUISITION CORP COM 524643202 4975 500000 SH SOLE 459875 0 40125 LIBERTY MEDIACORP 2.25 30SEP46 SDBCV 531229AE2 7214 6917000 PRN SOLE 6364000 0 553000 LIBERTYMEDCORP 1 30JAN23 144A SDBCV 531229AF9 47861 45504000 PRN SOLE 42635000 0 2869000 LUMENTUM HOLDINGS .25 15MAR24 SDBCV 55024UAB5 124235 98078000 PRN SOLE 91868000 0 6210000 MAGNACHIP SEMI 5 1MAR21 CVPFD 55932XAB0 61 45000 PRN SOLE 42000 0 3000 MEDICINES COMPANY 2.5 15JAN22 SDBCV 584688AE5 19701 17086000 PRN SOLE 15119000 0 1967000 METLIFE INC COM 59156R108 24368 531000 SH SOLE 531000 0 0 MGIC INVESTMENT CORP COM 552848103 1615 124260 SH SOLE 115692 0 8568 MICROCHIP TECH 1.625 15FEB27 SDBCV 595017AF1 306846 258359000 PRN SOLE 247883000 0 10476000 MICROCHIP TECH 1.625 15FEB25 SDBCV 595017AD6 4434 2500000 PRN SOLE 2384000 0 116000 MICROCHIP TECH 2.25 15FEB37 SDBCV 595017AH7 27611 23072000 PRN SOLE 18896000 0 4176000 MOSAIC ACQUISITION CORP UNIT G62848117 2012 200000 SH SOLE 187017 0 12983 NEBULA ACQUISITION CORP COM 629076209 7924 783000 SH SOLE 733653 0 49347 NEVRO CORP 1.75 01JUN21 SDBCV 64157FAA1 18673 16221000 PRN SOLE 15197000 0 1024000 NUANCE COM 1.25 1APR25 SDBCV 67020YAN0 1188 1200000 PRN SOLE 1117000 0 83000 NUVASIVE INC 2.25 15MAR21 SDBCV 670704AG0 22436 20355000 PRN SOLE 18952000 0 1403000 OASIS PETROLE 2.625 15SEP23 SDBCV 674215AJ7 17099 16525000 PRN SOLE 13732000 0 2793000 OASIS PETROLEUM INC COM 674215108 4050 500000 SH Call SOLE 0 0 0 ON SEMICONDUCTOR 1 1DEC20 SDBCV 682189AK1 115 80000 PRN SOLE 74000 0 6000 ONE MADISON CORP UNIT G6772P118 9790 979000 SH SOLE 917066 0 61934 PACIRA PHARM 2.375 04APR22 SDBCV 695127AD2 10103 11033000 PRN SOLE 10194000 0 839000 PDC ENERGY INC 1.125 15SEP21 SDBCV 69327RAD3 2439 2500000 PRN SOLE 2303000 0 197000 PDL BIOPHARMA 2.75 01DEC21 SDBCV 69329YAG9 28432 27867000 PRN SOLE 26216000 0 1651000 PLATINUM EAGLE ACQUISITION C UNIT G7126L126 9937 979000 SH SOLE 917066 0 61934 PRETIUM RESOURCES 2.25 15MAR22 SDBCV 74139CAB8 2259 2705000 PRN SOLE 2497000 0 208000 PROGRESSIVE CORP OHIO COM 743315103 26078 428000 SH SOLE 428000 0 0 PROS HOLDINGS INC 2.0 01DEC19 SDBCV 74346YAB9 32147 28263000 PRN SOLE 25594000 0 2669000 PROSPECT CAPITAL 4.95 15JUL22 SDBCV 74348TAR3 24154 24259000 PRN SOLE 22589000 0 1670000 RADIUS HEALTH INC 3 1SEP24 SDBCV 750469AA6 22749 22500000 PRN SOLE 20827000 0 1673000 RAYONIER ADVANCED MATERIALS COM 75508B104 10744 500415 SH SOLE 461306 0 39109 REDWOOD TRUST 4.625 15APR18 SDBCV 758075AB1 4413 4404000 PRN SOLE 4143000 0 261000 REDWOOD TRUST INC 4.75 15AUG23 SDBCV 758075AC9 45656 47074000 PRN SOLE 43998000 0 3076000 RENEWABLE ENERGY 4 15JUN36 SDBCV 75972AAC7 29530 21850000 PRN SOLE 20490000 0 1360000 REPLIGEN CORP 2.125 01JUN21 SDBCV 759916AA7 36103 27948000 PRN SOLE 24590000 0 3358000 RESOURCE CAPITAL 4.5 15AUG22 SDBCV 76120WAC8 19379 20000000 PRN SOLE 18423000 0 1577000 RWT HOLDINGS 5.625 15NOV19 SDBCV 749772AB5 12616 12460000 PRN SOLE 11644000 0 816000 SABAN CAPITAL ACQ-CW21 RT 78516C114 81 71795 SH SOLE 62981 0 8814 SABAN CAPITAL ACQUISITION-A COM 78516C106 1427 143590 SH SOLE 125962 0 17628 SEACOR HOLDINGS 3 15NOV28 SDBCV 81170YAB5 24749 25513000 PRN SOLE 23900000 0 1613000 SENTINEL ENERGY SERVICES INC UNIT G8062D128 6770 682500 SH SOLE 639417 0 43083 SILICON LABORA 1.375 01MAR22 SDBCV 826919AB8 4620 3993000 PRN SOLE 3718000 0 275000 SM ENERGY CO 1.5 01JUL21 SDBCV 78454LAM2 2847 3000000 PRN SOLE 2811000 0 189000 SOUTHWESTERN ENERGY CO COM 845467109 1732 400000 SH SOLE 372550 0 27450 SQUARE INC 0.375 01MAR22 144A SDBCV 852234AB9 117568 53648000 PRN SOLE 50264000 0 3384000 SUNPOWER CORP .75 1JUN18 SDBCV 867652AG4 3026 3070000 PRN SOLE 2869000 0 201000 SUNPOWER CORP 4 15JAN23 SDBCV 867652AL3 16405 20482000 PRN SOLE 19175000 0 1307000 TCP CAPITAL CORP 4.625 1MAR22 SDBCV 87238QAD5 8397 8301000 PRN SOLE 7729000 0 572000 TESARO INC 3 01OCT21 SDBCV 881569AA5 8995 5000000 PRN SOLE 4655000 0 345000 TESLA INC 2.375 15MAR22 SDBCV 88160RAD3 149155 142661000 PRN SOLE 133593000 0 9068000 TESLA MOTORS INC 1.25 1MAR21 SDBCV 88160RAC5 59800 60223000 PRN SOLE 56420000 0 3803000 THERAVANCE 2.125 15JAN23 SDBCV 88338TAB0 48853 45495000 PRN SOLE 42298000 0 3197000 THERAVANCE BIOPHA 3.25 01NOV23 SDBCV 88339KAA0 77732 76488000 PRN SOLE 71654000 0 4834000 TIME WARNER INC COM 887317303 14971 158288 SH SOLE 145633 0 12655 TIMKENSTEEL 6 1JUN21 SDBCV 887399AA1 48670 33090000 PRN SOLE 30004000 0 3086000 TPG PACE ENERGY HOLD WNTS RT 872656111 1045 564814 SH SOLE 516241 0 48573 TPG PACE ENERGY HOLDINGS - A COM 872656103 16686 1650443 SH SOLE 1548726 0 101717 TPG PACE HOLDINGS CORP-CL A COM G89827128 6203 632582 SH SOLE 584453 0 48129 TPG PACE HOLDINGS CORP-CW RT G89827110 347 210860 SH SOLE 194817 0 16043 TRACON PHARMACEUTICALS INC COM 89237H100 5884 2842477 SH SOLE 2842477 0 0 TRINITY BIOTECH LP 4.00 1APR45 SDBCV 89643QAB4 9709 12015000 PRN SOLE 11112000 0 903000 TRINITY INDUS CV 3.875 01JUN2 SDBCV 896522AF6 46483 34060000 PRN SOLE 31451000 0 2609000 TRULIA LLC 2.75 15 DEC 20 SDBCV 897888AB9 4648 2053000 PRN SOLE 1859000 0 194000 TWITTER INC 0.25 15SEP19 SDBCV 90184LAB8 20695 21554000 PRN SOLE 20195000 0 1359000 VECTOR GROUP LTD 1.75 15APR20 SDBCV 92240MBC1 55758 50703000 PRN SOLE 47459000 0 3244000 VIAVI SOLUTIONS INC 1 1MAR24 SDBCV 925550AB1 41940 41231000 PRN SOLE 38632000 0 2599000 VIPSHOP HLDG LTD 1.5 15MAR19 SDBCV 92763WAA1 4945 4599000 PRN SOLE 4309000 0 290000 WALMART INC COM 931142103 17794 200000 SH Call SOLE 0 0 0 WALMART INC COM 931142103 17794 200000 SH Put SOLE 0 0 0 WALMART INC COM 931142103 623 7000 SH SOLE 7000 0 0 WAYFAIR INC 0.375 01SEP22 SDBCV 94419LAA9 41962 44107000 PRN SOLE 41063000 0 3044000 WEIBO CORP 1.25 15NOV22 REGS SDBCV G9515TAA6 3416 2970000 PRN SOLE 2763000 0 207000 WHITING PETROLEUM 1.25 1APR20 SDBCV 966387AL6 81689 86541000 PRN SOLE 80948000 0 5593000 WHITING PETROLEUM CORP COM 966387409 7640 225775 SH SOLE 211184 0 14591 WRIGHT MEDIC 2 15FEB20 SDBCV 98235TAE7 23955 24000000 PRN SOLE 22215000 0 1785000 WRIGHT MEDICAL 2.25 15NOV21 A SDBCV 98236JAB4 51135 44911000 PRN SOLE 39739000 0 5172000 YAHOO INC 0 1DEC18 SDBCV 984332AF3 125328 89580000 PRN SOLE 80870000 0 8710000