Silverback Asset Management

Silverback Asset Management as of Sept. 30, 2013

Portfolio Holdings for Silverback Asset Management

Silverback Asset Management holds 61 positions in its portfolio as reported in the September 2013 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spy 10/19/13 P160 Listed Equity Options (SPY) 9.5 $112M 664k 168.01
Citigroup A Wrts 10.61 2019 Warrants 7.7 $91M 1.9M 48.51
Citigroup B Wrts 17.85 2018 Warrants 7.4 $87M 1.8M 48.51
KMI 40 2016 Wrts Warrants 5.8 $68M 1.9M 35.57
Tyson Foods Note 3.2500% 15-Oct-2013 (Principal) 4.0 $47M 28M 1.72
General Motors A 10 Wrts 2016 Warrants 3.4 $40M 1.1M 35.97
GenCorp Note 4.0625% 31-Dec-2039 (Principal) 3.1 $36M 20M 1.81
Covanta Holding Corp Note 3.2500% 01-Jun-2014 (Principal) 2.9 $34M 25M 1.38
Cemex S.A.B. de C.V. Tranche 1 Note 3.2500% 15-Mar-2016 (Principal) 2.7 $32M 25M 1.28
Micron Technology Tranche A Note 1.5000% 01-Aug-2031 (Principal) 2.7 $32M 17M 1.86
Verisign Note 3.2500% 15-Aug-2037 (Principal) 2.7 $31M 20M 1.57
On Semiconductor Corp Note 2.6250% 15-Dec-2026 (Principal) 2.4 $29M 28M 1.00
Newmont Mining Tranche 1 Note 1.2500% 15-Jul-2014 (Principal) 2.3 $28M 27M 1.01
Micron Technology Note 1.8750% 01-Jun-2027 (Principal) 2.1 $25M 15M 1.61
Goldcorp Note 2.0000% 01-Aug-2014 (Principal) 1.9 $23M 23M 1.01
L-3 Communications Holdings Note 3.0000% 01-Aug-2035 (Principal) 1.9 $22M 20M 1.09
Stillwater Mining Note 1.7500% 15-Oct-2032 (Principal) 1.8 $21M 20M 1.05
Western Refining Note 5.7500% 15-Jun-2014 (Principal) 1.7 $20M 6.5M 3.13
D.R. Horton Note 2.0000% 15-May-2014 (Principal) 1.7 $20M 13M 1.52
Navistar International Note 3.0000% 15-Oct-2014 (Principal) 1.7 $20M 19M 1.02
Vector Group Note 2.5000% 15-Jan-2019 (Principal) 1.6 $19M 16M 1.20
Endo Pharmaceuticals Hldgs Note 1.7500% 15-Apr-2015 (Principal) 1.6 $19M 12M 1.59
Exterran Holdings Note 4.2500% 15-Jun-2014 (Principal) 1.6 $19M 15M 1.25
Chesapeake Energy Corp. Note 2.7500% 15-Nov-2035 (Principal) 1.5 $18M 17M 1.04
Adm 01/18/14 C39 Listed Equity Options (ADM) 1.5 $18M 475k 36.84
RF Micro Devices Tranche 2 Note 1.0000% 15-Apr-2014 (Principal) 1.5 $17M 17M 1.01
Electronic Arts Note 0.7500% 15-Jul-2016 (Principal) 1.5 $17M 16M 1.09
Xilinx Note 3.1250% 15-Mar-2037 (Principal) 1.4 $16M 10M 1.62
McMoRan Exploration Note 5.2500% 06-Oct-2013 (Principal) 1.3 $16M 15M 1.04
Starwood Property Trust Note 4.0000% 15-Jan-2019 (Principal) 1.3 $16M 15M 1.04
Central European Media Note 5.0000% 15-Nov-2015 (Principal) 1.2 $14M 15M 0.96
Usec Note 3.0000% 01-Oct-2014 (Principal) 1.2 $14M 48M 0.29
Arris Group Note 2.0000% 15-Nov-2026 (Principal) 1.2 $14M 13M 1.08
Green Plains Renewable Energy Note 5.7500% 01-Nov-2015 (Principal) 1.1 $14M 10M 1.30
Comtech Telecommunications Note 3.0000% 01-May-2029 (Principal) 1.1 $13M 13M 1.02
Take-Two Interactive Systems Note 1.0000% 01-Jul-2018 (Principal) 0.9 $11M 10M 1.11
Molycorp Note 6.0000% 01-Sep-2017 (Principal) 0.8 $9.6M 12M 0.80
PHH Corp Note 4.0000% 01-Sep-2014 (Principal) 0.8 $9.4M 8.6M 1.09
Hanwha SolarOne Note 3.5000% 15-Jan-2018 (Principal) 0.7 $8.7M 9.4M 0.92
Alpha Natural Resources Note 3.7500% 15-Dec-2017 (Principal) 0.6 $7.6M 8.0M 0.95
Suntech Power Holdings Note 3.0000% 15-Mar-2013 (Principal) 0.6 $6.5M 25M 0.27
CBST 10/19/13 P55 Listed Equity Options 0.5 $6.4M 100k 63.55
Archer Daniels Midland Note 0.8750% 15-Feb-2014 (Principal) 0.5 $6.2M 6.1M 1.02
BPZ Resources Note 6.5000% 01-Mar-2015 (Principal) 0.5 $6.0M 6.5M 0.93
JCP 01/18/14 P15 Listed Equity Options 0.4 $5.3M 600k 8.80
LNG 12/21/13 C32 Listed Equity Options (LNG) 0.4 $4.9M 144k 34.14
Sfi 01/18/14 C12 Listed Equity Options 0.4 $4.8M 400k 12.04
Exelixis Note 4.2500% 15-Aug-2019 (Principal) 0.4 $4.7M 4.0M 1.18
AK Steel Corp Note 5.0000% 15-Nov-2019 (Principal) 0.4 $4.7M 5.0M 0.94
Holx 12/21/13 C25 Listed Equity Options 0.4 $4.4M 215k 20.66
Web.com Group Note 1.0000% 15-Aug-2018 (Principal) 0.3 $3.4M 3.0M 1.14
Sanofi Aventis CVR-WI Equity 0.3 $3.0M 1.5M 2.02
Merrimack Pharmaceuticals Note 4.5000% 15-Jul-2020 (Principal) 0.2 $2.7M 3.0M 0.91
Endeavour Intl Corp Note 5.5000% 15-Jul-2016 (Principal) 0.2 $2.4M 2.8M 0.84
Molycorp Note 5.5000% 01-Feb-2018 (Principal) 0.2 $2.1M 2.0M 1.04
Optimer Pharmaceuticals Equity 0.2 $2.0M 159k 12.59
Hma 11/16/13 C17 Listed Equity Options 0.2 $1.8M 139k 12.80
Protalix BioTherapeutics Equity 0.1 $1.2M 272k 4.53
VRNG Equity Equity 0.1 $660k 230k 2.87
MCP Equity Equity 0.0 $110k 17k 6.59
BPZ Equity Equity 0.0 $99k 51k 1.95