Silverback Asset Management

Silverback Asset Management as of Sept. 30, 2014

Portfolio Holdings for Silverback Asset Management

Silverback Asset Management holds 49 positions in its portfolio as reported in the September 2014 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Micron Technology Note 2.375% 5/0 (Principal) 14.1 $120M 34M 3.58
XM Satellite Radio Note 7.0000% 01-Dec-2014 (Principal) 13.1 $112M 59M 1.90
Powershares Qqq Trust Unit Ser 1 Call Option 8.7 $74M 750k 98.79
Spdr S&p 500 Etf Tr Tr Unit Put Option (SPY) 6.9 $59M 300k 197.02
Salix Pharmaceuticals Note 1.500% 3/1 (Principal) 5.6 $48M 20M 2.42
Cemex Sab De Cv Note 3.250% 3/1 (Principal) 4.0 $34M 24M 1.41
Starwood Ppty Tr Note 4.000% 1/1 (Principal) 3.3 $28M 26M 1.09
Tyson Foods Unit 99/99/9999 (Principal) 3.1 $27M 26M 1.01
Vipshop Hldgs Note 1.500% 3/1 (Principal) 3.1 $26M 22M 1.19
American Rlty Cap Pptys Note 3.000% 8/0 (Principal) 2.8 $24M 24M 0.99
Ak Stl Corp Note 5.000%11/1 (Principal) 2.4 $21M 12M 1.69
Take-two Interactive Softwar Note 1.750%12/0 (Principal) 2.3 $20M 15M 1.33
Pdl Biopharma Note 4.000% 2/0 (Principal) 2.1 $18M 19M 0.98
Ishares Tr U.s. Real Es Etf Put Option (IYR) 2.0 $17M 250k 69.20
Enersys Note 3.375% 6/0 (Principal) 2.0 $17M 12M 1.48
Vector Group FRNT 1/1 (Principal) 1.7 $15M 10M 1.47
Spirit Rlty Cap Note 3.750% 5/1 (Principal) 1.7 $14M 15M 0.97
Stillwater Mng Note 1.750%10/1 (Principal) 1.6 $14M 11M 1.28
Shutterfly Note 0.250% 5/1 (Principal) 1.6 $14M 13M 1.03
Auxilium Pharmaceuticals Note 1.500% 7/1 (Principal) 1.5 $13M 10M 1.32
Bpz Resources Note 8.500%10/0 (Principal) 1.4 $12M 13M 0.98
Fluidigm Corp Del Note 2.750% 2/0 (Principal) 1.4 $12M 13M 0.90
Servicesource Intl Note 1.500% 8/0 (Principal) 1.3 $11M 14M 0.77
Vector Group Note 1.750% 4/1 (Principal) 1.2 $10M 9.2M 1.12
Keyw Hldg Corp Note 2.500% 7/1 (Principal) 1.2 $10M 10M 1.00
Apollo Coml Real Est Fin Note 5.500% 3/1 (Principal) 1.2 $10M 10M 1.00
Blackstone Mtg Tr Note 5.250%12/0 (Principal) 1.1 $9.6M 9.2M 1.04
Ciena Corp Note 4.0000% 15-Mar-2015 (Principal) 1.0 $8.3M 8.0M 1.03
Kinder Morgan Inc Del *w Exp 05/25/201 0.8 $7.2M 2.0M 3.64
Priceline Grp Com New Call Option 0.7 $5.8M 5.0k 1158.60
Merrimack Pharmaceuticals In Note 4.500% 7/1 (Principal) 0.6 $5.5M 3.5M 1.56
Exelixis Note 4.250% 8/1 (Principal) 0.6 $5.3M 9.3M 0.58
Ocwen Finl Corp Com New Call Option 0.6 $5.2M 200k 26.18
Gulf Coast Ultra Deep Rty Tr Royalty Tr Unt (GULTU) 0.6 $4.9M 2.4M 2.00
Solazyme Note 5.000%10/0 (Principal) 0.5 $4.5M 5.0M 0.90
J.C. Penney Company Call Option 0.5 $4.4M 441k 10.04
Spdr Series Trust S&p Bk Etf (KBE) 0.4 $3.0M 95k 31.91
Amag Pharmaceuticals Note 2.500% 2/1 (Principal) 0.3 $2.7M 2.0M 1.34
KEYW Holding 0.2 $2.1M 187k 11.07
Orexigen Therapeutics Call Option 0.2 $1.8M 418k 4.25
Newmont Mining Corporation (NEM) 0.1 $1.0M 44k 23.05
Medical Transcription Blg 0.1 $881k 248k 3.56
Moly 0.1 $790k 664k 1.19
BPZ Resources 0.1 $547k 287k 1.91
Sanofi Right 12/31/2020 0.1 $430k 925k 0.47
Merrimack Pharmaceuticals In 0.0 $166k 19k 8.76
Advaxis *w Exp 07/15/201 0.0 $92k 88k 1.04
Citigroup *w Exp 10/28/201 0.0 $55k 1.6M 0.03
Servicesource 0.0 $39k 12k 3.21