Silverback Asset Management LLC — Q2 2015 13F Holdings

Name: Silverback Asset Management LLC — 13F Holdings, Q2 2015
Creator: AlphaSMO
License: https://www.sec.gov/forms

CIK: 0001278960

Total reported value

$698.8M

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Full holdings list this quarter

#	Ticker	Issuer	Asset Subclass	Weight	Weight Change	Shares Change
1	SPY	Ss Spdr S&p 500 ETF Trust-us	ETF-Large Cap & Growth	31.61%	+13.96%	NEW
2	KMI	Kinder Morgan, Inc.	Stock-Energy	10.15%	—	—
3	SUNE 2.75 01-01-21	Sunedison INC	Stock-Other	6.85%	—	—
4	MACK 4.5 07-15-20	Merrimack Pharmaceuti	Stock-Other	4.79%	—	+9.85%
5	X 2.75 04-01-19	United States Steel CORP	Stock-Other	4.23%	—	+5.66%
6	AFFX 4 07-01-19	Affymetrix INC	Stock-Other	3.30%	—	+8.70%
7	HWM 1.625 10-15-19	Arconic INC	Stock-Industrials	2.22%	—	+76.50%
8	STWD 3.75 10-15-17	Starwood Property Trust	Stock-Real Estate	2.20%	—	+60.00%
9	MENT 4 04-01-31	Mentor Graphics CORP	Stock-Other	2.15%	—	—
10	SREV 1.5 08-01-18	Servicesource Intl INC	Stock-Other	2.15%	—	-2.63%
11	SRC 2.875 05-15-19	Spirit Realty Capital In	Stock-Other	2.09%	—	+4.52%
12	ARI 5.5 03-15-19	Apollo Cmmrl Real Est Fi	Stock-Other	1.99%	—	+190.00%
13	FTR 11.125 06-29-18 A	Frontier Communications	Stock-Other	1.90%	—	—
14	OREXQ 2.75 12-01-20	Orexigen Therapeutics In	Stock-Other	1.78%	—	+27.27%
15	PDLI 4 02-01-18	Pdl Biopharma INC	Stock-Other	1.67%	—	+60.99%
16	ELV 2.75 10-15-42	Elevance Health INC	Stock-Healthcare	1.59%	—	—
17	EA 0.75 07-15-16	Electronic Arts INC	Stock-Comm Services	1.43%	—	+100.00%
18	VGR V2.5 01-15-19	Vector Group LTD	Stock-Other	1.41%	—	—
19	ICON 2.5 06-01-16	Iconix Brand Group INC	Stock-Other	1.40%	—	—
20	VGR V1.75 04-15-20	Vector Group LTD	Stock-Other	1.38%	—	—
21	✓	Jazz Technologies INC	Stock-Other	1.31%	—	—
22	EXE 2.5 05-15-37 *	Chesapeake Energy CORP	Stock-Energy	1.29%	—	—
23	✓	Citigroup INC	Stock-Other	1.20%	—	—
24	SFLY 0.25 05-15-18	Shutterfly INC	Stock-Other	1.11%	—	-11.11%
25	AKS 5 11-15-19	Ak Steel CORP	Stock-Other	1.03%	—	—
26	EXXI 3 12-15-18	Energy Xxi LTD	Stock-Other	0.97%	—	-3.31%
27	VER 3 08-01-18	Vereit INC	Stock-Other	0.96%	—	—
28	BKNG	Booking Hldgs INC	Stock-Consumer Disc	0.94%	—	—
29	TVIA 5 10-01-19	Terravia Holdings INC	Stock-Other	0.78%	—	-17.17%
30	CIEN	Ciena CORP	Stock-Tech	0.75%	—	—
31	KEYW 2.5 07-15-19	Keyw Holding CORP	Stock-Other	0.68%	—	-33.55%
32	CSV 2.75 03-15-21	Carriage Services INC	Stock-Other	0.53%	—	—
33	CIEI 3.125 05-15-24	Cobalt Intl Energy INC	Stock-Other	0.50%	—	+400.00%
34	BKNG 1 03-15-18	Booking Holdings INC	Stock-Consumer Disc	0.36%	—	—
35	CAA 1.625 05-15-18	Calatlantic Group INC	Stock-Other	0.21%	—	—
36	LEU	Centrus Energy Corp-class A	Stock-Energy	0.19%	—	-24.59%
37	✓	Orexigen Therapeutics INC	Stock-Other	0.18%	—	—
38	GULTU	Gulf Coast Ultra Deep Royalt	Stock-Other	0.17%	—	-20.01%
39	ECHO 2.5 05-01-20	Echo Global Logistics	Stock-Comm Services	0.15%	—	—
40	SNY	Sanofi	Stock-Healthcare	0.10%	—	—
41	✓	Keyw Hldg CORP	Stock-Other	0.09%	—	-61.82%
42	FCEL	FuelCell Energy, Inc.	Stock-Other	0.08%	—	—
43	KLXE	KLX Energy Services Holdings, Inc.	Stock-Other	0.07%	—	—
44	✓	Medical Transcription Blg Co	Stock-Other	0.05%	—	—
45	ANR 4.875 12-15-20	Alpha Natural Resources	Stock-Other	0.03%	—	—

Holding changes this quarter

Position changes disclosed by Silverback Asset Management LLC for the quarter ending Q2 2015, including ticker, issuer, weight change, shares change, and action
#	Ticker	Issuer	Weight Change	Shares Change	Action
1	ARI 5.5 03-15-19	Apollo Cmmrl Real Est Fi	+0.9%	+190.00%	Add
2	EA 0.75 07-15-16	Electronic Arts INC	+0.5%	+100.00%	Add
3	CIEI 3.125 05-15-24	Cobalt Intl Energy INC	+0.3%	+400.00%	Add
4	HWM 1.625 10-15-19	Arconic INC	+0.2%	+76.50%	Add
5	PDLI 4 02-01-18	Pdl Biopharma INC	+0.1%	+60.99%	Add
6	STWD 3.75 10-15-17	Starwood Property Trust	0%	+60.00%	Add
7	✓	Keyw Hldg CORP	-0.2%	-61.82%	Trim
8	LEU	Centrus Energy Corp-class A	-0.3%	-24.59%	Trim
9	✓	Citigroup INC	-0.5%	—	Unchanged
10	VGR V2.5 01-15-19	Vector Group LTD	-0.6%	—	Unchanged
11	AKS 5 11-15-19	Ak Steel CORP	-0.7%	—	Unchanged
12	SFLY 0.25 05-15-18	Shutterfly INC	-0.7%	-11.11%	Trim
13	KEYW 2.5 07-15-19	Keyw Holding CORP	-0.8%	-33.55%	Trim
14	SREV 1.5 08-01-18	Servicesource Intl INC	-0.8%	-2.63%	Trim
15	EXXI 3 12-15-18	Energy Xxi LTD	-0.9%	-3.31%	Trim
16	MACK 4.5 07-15-20	Merrimack Pharmaceuti	-1.6%	+9.85%	Add
17	AFFX 4 07-01-19	Affymetrix INC	-1.9%	+8.70%	Add
18	X 2.75 04-01-19	United States Steel CORP	-2.5%	+5.66%	Add
19	KMI	Kinder Morgan, Inc.	-6.8%	—	Unchanged
20	SPY	Ss Spdr S&p 500 ETF Trust-us	—	NEW	New buy
21	SUNE 2.75 01-01-21	Sunedison INC	—	NEW	New buy
22	MGM 4.25 04-15-15	Mgm Resorts Intl	—	EXIT	Sold out
23	LNG 4.25 03-15-45	Cheniere Energy INC	—	EXIT	Sold out
24	VIPS 1.5 03-15-19	Vipshop Holding LTD	—	EXIT	Sold out
25	TTWO 1.75 12-01-16	Take-two Interactive Sof	—	EXIT	Sold out
26	MENT 4 04-01-31	Mentor Graphics CORP	—	NEW	New buy
27	ENS 3.375 06-01-38	Enersys	—	EXIT	Sold out
28	FTR 11.125 06-29-18 A	Frontier Communications	—	NEW	New buy
29	CEMEX 3.25 03-15-16	Cemex Sab De Cv	—	EXIT	Sold out
30	ELV 2.75 10-15-42	Elevance Health INC	—	NEW	New buy
31	MU 2.375 05-01-32 C	Micron Technology INC	—	EXIT	Sold out
32	ICON 2.5 06-01-16	Iconix Brand Group INC	—	NEW	New buy
33	✓	Jazz Technologies INC	—	NEW	New buy
34	EXE 2.5 05-15-37 *	Chesapeake Energy CORP	—	NEW	New buy
35	MDCO 1.375 06-01-17	Medicines Company	—	EXIT	Sold out
36	VER 3 08-01-18	Vereit INC	—	NEW	New buy
37	AABA 0 12-01-18	Altaba INC	—	EXIT	Sold out
38	CIEN 4 12-15-20	Ciena CORP	—	EXIT	Sold out
39	✓	Monster Worldwide Inc	—	EXIT	Sold out
40	CIEN	Ciena CORP	—	NEW	New buy
41	BRS 3 06-15-38	Bristow Group INC	—	EXIT	Sold out
42	CSV 2.75 03-15-21	Carriage Services INC	—	NEW	New buy
43	EXEL 4.25 08-15-19	Exelixis INC	—	EXIT	Sold out
44	BKNG 1 03-15-18	Booking Holdings INC	—	NEW	New buy
45	CTXSEUR	Citrix Systems INC	—	EXIT	Sold out
46	CAA 1.625 05-15-18	Calatlantic Group INC	—	NEW	New buy
47	✓	Orexigen Therapeutics INC	—	NEW	New buy
48	ECHO 2.5 05-01-20	Echo Global Logistics	—	NEW	New buy
49	FCEL	FuelCell Energy, Inc.	—	NEW	New buy
50	KLXE	KLX Energy Services Holdings, Inc.	—	NEW	New buy