Silverback Asset Management

Silverback Asset Management as of March 31, 2016

Portfolio Holdings for Silverback Asset Management

Silverback Asset Management holds 66 positions in its portfolio as reported in the March 2016 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Spdr S&p 500 Etf (SPY) 14.2 $104M 508k 205.52
Actavis Plc conv mand $5.50 10-mar-2018 5.0 $37M 40M 0.92
Proofpoint Inc note 1.250%12/1 5.0 $37M 25M 1.46
Nvidia Corp note 1.000 12/0 4.8 $35M 20M 1.79
Fiat Chrysler Automobiles conv mand $7.875 12-dec-2016 4.6 $34M 46M 0.73
Wesco Intl Inc dbcv 6.000% 9/1 4.4 $32M 17M 1.92
GROUP Affymetrix Inc cnv 4.1 $30M 13M 2.41
Oclaro Inc 6.000% 02/15/20 convertible bond 3.6 $26M 9.1M 2.89
Wellpoint Inc Note cb 3.1 $23M 12M 1.91
Merrimack Pharmaceuticals In note 4.500% 7/1 2.8 $21M 14M 1.51
Microchip Technology Inc conv 2.4 $17M 17M 1.02
Emergent Biosolutions Inc conv 2.3 $17M 13M 1.30
Servicesource Intl 2.0 $15M 18M 0.81
Ttm Technologies Inc conv 2.0 $14M 16M 0.89
Invacare Corp conv bnd 1.9 $14M 14M 1.02
Depomed Inc conv 1.9 $14M 15M 0.93
Mentor Graphics 4% 2031 conv 1.8 $13M 13M 1.05
Tesla Motors Inc bond 1.8 $13M 15M 0.86
Exelixis Inc cnv 1.6 $12M 12M 1.00
Integra Lifesciences Holdings conv bnd 1.5 $11M 8.5M 1.30
Istar Financial Inc bond 1.5 $11M 11M 0.98
Jazz Us Hldgs Inc note 8.000%12/3 1.4 $11M 7.4M 1.41
Vector Group Ltd note 1.75% 4/15 1.4 $10M 9.2M 1.11
Apollo Coml Real Estate Fin Inc Sr Nt Conv 5.500% 03/15/19 B/e Dtd 03/17/14 1.3 $9.8M 9.7M 1.01
General Cable Corp Del New frnt 4.500% 11/1 1.3 $9.5M 17M 0.55
Gpt Property Tr Lp/gramercy Property Tr note 3.7500% 15-mar-2019 1.3 $9.4M 8.0M 1.18
Aria Cb 3.625 15jun2019 144a bond 3.625% 6/15/2019 1.3 $9.2M 9.5M 0.97
Scorpio Tankers Inc conv bnd 1.3 $9.3M 11M 0.83
Monster Worldwide Inc note 3.500%10/1 1.3 $9.2M 10M 0.92
Amag Pharmaceuticals Inc note 2.500% 2/1 1.2 $9.2M 8.5M 1.08
Spectranetics Corp mtnf 2.625% 6/0 1.2 $9.0M 11M 0.79
Orexigen Therapeutics Inc. 144a 2 3/4% Due 12/1/2020 Jd1 note 2.750%12/0 1.2 $9.0M 21M 0.43
Blucora Inc note 4.250% 4/0 1.2 $8.6M 12M 0.75
Titan Machy Inc note 3.750% 5/0 1.0 $7.6M 9.8M 0.78
Starwood Ppty Tr Inc 3.750 oct 15 17 c 0.9 $6.9M 7.0M 0.99
Interactive Intelligence conv 0.8 $6.2M 7.2M 0.86
Istar Finl Inc Note 3.000%11/1 Added Conv 11/15/2016 0.8 $6.2M 6.0M 1.03
Lam Research Corp note 0.500% 5/1 0.8 $6.0M 4.5M 1.34
Golar Lng Ltd note 3.7500% 07-mar-2017 0.7 $5.3M 5.5M 0.96
Encore Capital Group Inc note 0.7 $5.0M 7.1M 0.70
Violin Memory Inc conv 0.7 $5.0M 15M 0.34
Carriage Svcs Inc note 2.750% 3/1 0.7 $4.8M 4.3M 1.11
Keyw Holding Corp conv bd us 0.7 $4.8M 6.3M 0.76
Wl Ross Hldg 0.6 $4.5M 452k 10.03
Solazyme Inc bond 0.6 $4.1M 8.2M 0.50
Fluidigm Corporation convertible cor 0.5 $3.6M 6.5M 0.55
Pandora Media Inc conv 0.5 $3.4M 4.0M 0.86
Broadsoft Inc. 1.5% 07/01/2018 conv 0.3 $2.5M 2.2M 1.14
Hos Us conv 0.3 $2.5M 4.0M 0.62
Cobalt Intl Energy Inc note 3.125% 5/1 0.2 $1.2M 3.0M 0.41
Amyris Inc dbcv 9.500% 4/1 0.2 $1.2M 1.5M 0.80
ON Semiconductor (ON) 0.1 $936k 98k 9.59
Csw Industrials (CSWI) 0.1 $976k 31k 31.49
SPDR Barclays Capital High Yield B 0.1 $845k 25k 34.23
Topbuild (BLD) 0.1 $743k 25k 29.72
Qimonda Fin Llc Note 6.750% 3/2 0.1 $680k 4.0M 0.17
iShares iBoxx $ High Yid Corp Bond (HYG) 0.1 $596k 7.3k 81.70
Encore Cap Group Inc note 3.000% 7/0 0.1 $558k 715k 0.78
Sunedison Inc note 2.750% 1/0 0.1 $587k 15M 0.04
iShares Barclays 20+ Yr Treas.Bond (TLT) 0.1 $521k 4.0k 130.61
Energy Xxi Bermuda Ltd note 3.000%12/1 0.1 $380k 38M 0.01
Fuelcell Energy 0.1 $366k 54k 6.77
Enernoc, Inc. conv 0.0 $288k 400k 0.72
Monster Worldwide 0.0 $120k 37k 3.26
Medical Transcription Blg 0.0 $102k 100k 1.02
Suntech Pwr Hldgs Co Ltd note 3.000% 3/1 0.0 $0 21M 0.00