Silverback Asset Management

Silverback Asset Management as of March 31, 2015

Portfolio Holdings for Silverback Asset Management

Silverback Asset Management holds 40 positions in its portfolio as reported in the March 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
KMI 40 2016 Wrts Warrants 16.9 $82M 1.9M 42.06
US Steel Note 2.7500% 01-Apr-2019 (Principal) 6.7 $32M 27M 1.22
Merrimack Pharmaceuticals Note 4.5000% 15-Jul-2020 (Principal) 6.3 $31M 15M 2.01
Affymetrix Note 4.0000% 01-Jul-2019 (Principal) 5.2 $25M 12M 2.20
MGM Mirage Note 4.2500% 15-Apr-2015 (Principal) 4.2 $20M 18M 1.13
Cheniere Energy Note 4.2500% 15-Mar-2045 (Principal) 4.1 $20M 24M 0.83
Vipshop Holdings Note 1.5000% 15-Mar-2019 (Principal) 3.9 $19M 12M 1.56
Take-Two Interactive Systems Note 1.7500% 01-Dec-2016 (Principal) 3.4 $16M 12M 1.41
Enersys Note 3.3750% 01-Jun-2038 (Principal) 3.2 $16M 9.7M 1.61
Spirit Realty Capital Inc Tranche A Note 2.8750% 15-May-2019 (Principal) 3.2 $16M 16M 1.00
ServiceSource Note 1.5000% 01-Aug-2018 (Principal) 3.0 $14M 19M 0.75
Cemex S.A.B. de C.V. Tranche 1 Note 3.2500% 15-Mar-2016 (Principal) 2.7 $13M 12M 1.12
Orexigen Therapeutics Note 2.7500% 01-Dec-2020 (Principal) 2.7 $13M 11M 1.16
Micron Technology Tranche C Note 2.3750% 01-May-2032 (Principal) 2.4 $11M 4.0M 2.83
Starwood Property Trust Tranche 1 Note 3.7500% 15-Oct-2017 (Principal) 2.2 $10M 10M 1.04
Vector Group Note 2.5000% 15-Jan-2019 (Principal) 2.1 $9.9M 7.0M 1.41
Vector Group Note 1.7500% 15-Apr-2020 (Principal) 2.0 $9.9M 9.2M 1.07
RTI International Metals Note 1.6250% 15-Oct-2019 (Principal) 2.0 $9.8M 8.5M 1.15
Shutterfly Note 0.2500% 15-May-2018 (Principal) 1.9 $8.9M 9.0M 0.99
Medicines Note 1.3750% 01-Jun-2017 (Principal) 1.8 $8.9M 7.5M 1.19
Energy XXI Note 3.0000% 15-Dec-2018 (Principal) 1.8 $8.8M 30M 0.29
AK Steel Corp Note 5.0000% 15-Nov-2019 (Principal) 1.7 $8.3M 7.5M 1.11
Citigroup B Wrts 17.85 2018 Warrants 1.7 $8.2M 159k 51.52
PDL Biopharma Note 4.0000% 01-Feb-2018 (Principal) 1.6 $7.7M 8.0M 0.96
Yahoo! Note 0.0000% 01-Dec-2018 (Principal) 1.5 $7.0M 6.5M 1.08
PCLN 01/15/16 C1300 Listed Equity Options Call Option 1.4 $7.0M 6.0k 1164.17
KEYW Holding Corp Note 2.5000% 15-Jul-2019 (Principal) 1.4 $7.0M 8.6M 0.81
Ciena Corp Note 4.0000% 15-Dec-2020 (Principal) 1.2 $5.7M 4.5M 1.27
Solazyme Note 5.0000% 01-Oct-2019 (Principal) 1.1 $5.5M 12M 0.47
Monster Worldwide Note 3.5000% 15-Oct-2019 (Principal) 1.1 $5.5M 4.0M 1.36
Apollo Commercial Real Estate Note 5.5000% 15-Mar-2019 (Principal) 1.0 $5.1M 5.0M 1.01
Electronic Arts Note 0.7500% 15-Jul-2016 (Principal) 1.0 $4.6M 2.5M 1.86
Bristow Group Note 3.0000% 15-Jun-2038 (Principal) 0.9 $4.3M 4.3M 1.00
Exelixis Note 4.2500% 15-Aug-2019 (Principal) 0.8 $3.6M 4.8M 0.75
Centrus Energy Corp Equity (LEU) 0.5 $2.2M 436k 5.11
Citrix Systems Equity 0.4 $1.7M 27k 64.03
Gulf Coast Ultra Deep Royalty Equity (GULTU) 0.3 $1.6M 2.3M 0.71
KEYW Equity Equity 0.3 $1.6M 189k 8.23
Cobalt International Energy Note 3.1250% 15-May-2024 (Principal) 0.2 $778k 1.0M 0.78
Sanofi Aventis CVR-WI Equity 0.1 $696k 1.0M 0.68