Silverback Asset Management

Silverback Asset Management as of June 30, 2015

Portfolio Holdings for Silverback Asset Management

Silverback Asset Management holds 45 positions in its portfolio as reported in the June 2015 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 31.6 $232M 1.1M 205.89
Kinder Morgan Inc/delaware Wts 10.2 $74M 1.9M 38.39
Sunedison Inc note 2.750% 1/0 6.8 $50M 24M 2.12
Merrimack Pharmaceuticals In note 4.500% 7/1 4.8 $35M 17M 2.10
X 2 3/4 04/01/19 4.2 $31M 28M 1.11
GROUP Affymetrix Inc cnv 3.3 $24M 13M 1.93
Rti Intl Metals Inc note 1.625%10/1 2.2 $16M 15M 1.09
Starwood Ppty Tr Inc 3.750 oct 15 17 c 2.2 $16M 16M 1.01
Mentor Graphics 4% 2031 conv 2.1 $16M 12M 1.35
Servicesource Intl 2.1 $16M 19M 0.85
Spirit Realty Capital Inc convertible cor 2.1 $15M 16M 0.94
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 2.0 $15M 15M 1.00
Frontier Communications Corp pfd conv ser-a 1.9 $14M 14M 1.00
Orexigen Therapeutics Inc. 144a 2 3/4% Due 12/1/2020 Jd1 note 2.750%12/0 1.8 $13M 14M 0.93
Pdl Biopharma Inc Sr Nt Conv 4.000% 02/01/18 B/e Dtd 02/12/14 1.7 $12M 13M 0.95
Wellpoint Inc Note cb 1.6 $12M 5.3M 2.20
Electronic Arts Inc conv 1.4 $11M 5.0M 2.09
Vector Group Ltd frnt 1/1 1.4 $10M 7.0M 1.48
Icon 2 1/2 06/01/16 1.4 $10M 10M 1.03
Vector Group Ltd note 1.75% 4/15 1.4 $10M 9.2M 1.10
Chesapeake Energy Corp note 2.500% 5/1 1.3 $9.5M 10M 0.95
Jazz Technologies Inc New note 8.000%12/3 1.3 $9.6M 5.8M 1.66
Citigroup Inc *w exp 10/28/201 1.2 $8.8M 159k 55.24
Shutterfly Inc note 0.250% 5/1 1.1 $8.1M 8.0M 1.01
Ak Steel Corp. conv 1.0 $7.6M 7.5M 1.01
American Rlty Cap Pptys Inc note 3.000% 8/0 1.0 $7.1M 7.5M 0.94
Energy Xxi Bermuda Ltd note 3.000%12/1 1.0 $7.0M 29M 0.24
priceline.com Incorporated 0.9 $6.9M 6.0k 1151.33
Solazyme Inc bond 0.8 $5.7M 9.7M 0.59
Ciena Corporation (CIEN) 0.8 $5.5M 231k 23.68
Keyw Holding Corp conv bd us 0.7 $5.0M 5.7M 0.87
Carriage Svcs Inc note 2.750% 3/1 0.5 $3.9M 3.2M 1.20
Cobalt Intl Energy Inc note 3.125% 5/1 0.5 $3.7M 5.0M 0.73
Priceline.com debt 1.000% 3/1 0.4 $2.7M 2.0M 1.33
Ryland Group note 0.2 $1.5M 1.0M 1.51
Centrus Energy Corp cl a (LEU) 0.2 $1.4M 329k 4.13
Orexigen Therapeutics 0.2 $1.3M 269k 4.95
Gulf Coast Ultra Deep Royalty (GULTU) 0.2 $1.3M 1.8M 0.70
Echo Global Logistics Inc note 2.500% 5/0 0.1 $1.1M 1.0M 1.08
Sanofi Aventis Wi Conval Rt 0.1 $719k 1.0M 0.70
KEYW Holding 0.1 $672k 72k 9.32
FuelCell Energy 0.1 $618k 631k 0.98
Klx Inc Com $0.01 0.1 $530k 12k 44.17
Medical Transcription Blg 0.1 $363k 193k 1.88
Alpha Natural Resources Inc note 4.875%12/1 0.0 $210k 3.0M 0.07