SILVERBACK ASSET MANAGEMENT LLC Quant / Systematic

CIK: 0001278960 · Show all filings

Period: Q4 2016 (← Previous) (Next →)

Filing Date: Feb 14, 2017

Total Value ($000): $323,096 (9.2% shares, 90.8% debt)

Holdings (40)

— MICRON TECHNOLOGY INC 8.9%

Value ($000) $28,744 Shares 12,413,000 Est. Cost $2.20 Unrealized —

— SANDRIDGE ENERGY INC 6.6%

Value ($000) $21,279 Shares 903,614 Est. Cost $23.55 Unrealized —

— SPECTRANETICS CORP 6.1%

Value ($000) $19,608 Shares 18,899,000 Est. Cost $0.86 Unrealized —

— ADVANCED MICRO DEVICES INC 5.9%

Value ($000) $18,960 Shares 12,000,000 Est. Cost $1.27 Unrealized —

— HOLOGIC INC 5.7%

Value ($000) $18,473 Shares 15,000,000 Est. Cost $1.23 Unrealized —

— PANDORA MEDIA INC 5.6%

Value ($000) $18,157 Shares 17,650,000 Est. Cost $1.03 Unrealized —

— GENERAL CABLE CORP DEL NEW 5.1%

Value ($000) $16,611 Shares 21,000,000 Est. Cost $0.57 Unrealized —

— STARWOOD PPTY TR INC 5.1%

Value ($000) $16,410 Shares 16,000,000 Est. Cost $1.03 Unrealized —

— VECTOR GROUP LTD 4.7%

Value ($000) $15,048 Shares 13,000,000 Est. Cost $1.08 Unrealized —

— JAZZ US HLDGS INC 4.6%

Value ($000) $14,957 Shares 7,700,000 Est. Cost $1.42 Unrealized —

— ENCORE CAP GROUP INC 3.4%

Value ($000) $10,879 Shares 12,398,000 Est. Cost $0.72 Unrealized —

— HEALTHWAYS INC 3.2%

Value ($000) $10,276 Shares 8,000,000 Est. Cost $1.28 Unrealized —

— AVID TECHNOLOGY INC 3.1%

Value ($000) $9,934 Shares 14,750,000 Est. Cost $0.80 Unrealized —

— WEBMD HEALTH CORP 2.9%

Value ($000) $9,212 Shares 9,000,000 Est. Cost $1.04 Unrealized —

— DEPOMED INC 2.7%

Value ($000) $8,625 Shares 7,500,000 Est. Cost $1.02 Unrealized —

— FLUIDIGM CORP DEL 2.5%

Value ($000) $8,223 Shares 11,500,000 Est. Cost $0.60 Unrealized —

— YAHOO INC 2.5%

Value ($000) $7,920 Shares 8,000,000 Est. Cost $0.99 Unrealized —

— INFINERA CORPORATION 2.3%

Value ($000) $7,407 Shares 7,157,000 Est. Cost $1.05 Unrealized —

— KEYW HLDG CORP 2.0%

Value ($000) $6,623 Shares 6,525,000 Est. Cost $0.97 Unrealized —

— ENERNOC INC 1.9%

Value ($000) $6,138 Shares 7,769,000 Est. Cost $0.74 Unrealized —

— ENCORE CAP GROUP INC 1.8%

Value ($000) $5,678 Shares 6,040,000 Est. Cost $0.77 Unrealized —

— TITAN MACHY INC 1.7%

Value ($000) $5,415 Shares 6,000,000 Est. Cost $0.80 Unrealized —

— CORNERSTONE ONDEMAND INC 1.6%

Value ($000) $5,231 Shares 5,000,000 Est. Cost $1.05 Unrealized —

— INTERCEPT PHARMACEUTICALS IN 1.5%

Value ($000) $4,943 Shares 5,500,000 Est. Cost $1.12 Unrealized —

— SUCAMPO PHARMACEUTICALS INC 1.5%

Value ($000) $4,787 Shares 4,500,000 Est. Cost $1.06 Unrealized —

— IGI LABORATORIES INC 1.4%

Value ($000) $4,669 Shares 5,000,000 Est. Cost $0.96 Unrealized —

— SERVICESOURCE INTL INC 1.3%

Value ($000) $4,163 Shares 732,944 Est. Cost $4.88 Unrealized —

— BROCADE COMMUNICATIONS SYS I 0.8%

Value ($000) $2,521 Shares 2,500,000 Est. Cost $1.01 Unrealized —

— HORNBECK OFFSHORE SVCS INC N 0.7%

Value ($000) $2,168 Shares 3,000,000 Est. Cost $0.59 Unrealized —

— COMSTOCK RES INC 0.5%

Value ($000) $1,745 Shares 2,000,000 Est. Cost $0.87 Unrealized —

— BLUCORA INC 0.5%

Value ($000) $1,650 Shares 1,650,000 Est. Cost $0.77 Unrealized —

— OREXIGEN THERAPEUTICS INC 0.4%

Value ($000) $1,321 Shares 4,805,000 Est. Cost $0.88 Unrealized —

CSW CSW INDUSTRIALS INC 0.4%

Value ($000) $1,290 Shares 35,000 Est. Cost $31.72 Unrealized +3.3%

BLD TOPBUILD CORP 0.4%

Value ($000) $1,246 Shares 35,000 Est. Cost $35.21 Unrealized -2.2%

— AMYRIS INC 0.3%

Value ($000) $1,100 Shares 2,000,000 Est. Cost $0.27 Unrealized —

— ISTAR INC 0.3%

Value ($000) $917 Shares 74,151 Est. Cost $10.73 Unrealized —

— AMYRIS INC 0.1%

Value ($000) $358 Shares 490,897 Est. Cost $0.60 Unrealized —

— RESOLUTE ENERGY CORP 0.1%

Value ($000) $206 Shares 5,000 Est. Cost $41.20 Unrealized —

MX MAGNACHIP SEMICONDUCTOR CORP 0.1%

Value ($000) $186 Shares 30,000 Est. Cost $6.81 Unrealized 0.0%

— MEDICAL TRANSCRIPTION BLG CO 0.0%

Value ($000) $18 Shares 25,000 Est. Cost $1.88 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	MICRON TECHNOLOGY INC	12,413,000	$28,744	8.9%	$2.20	—	NOTE 2.375% 5/0	595112AW3
—	SANDRIDGE ENERGY INC	903,614	$21,279	6.6%	$23.55	—	NOTE 10/0	80007PBC2
—	SPECTRANETICS CORP	18,899,000	$19,608	6.1%	$0.86	—	MTNF 2.625% 6/0	84760CAA5
—	ADVANCED MICRO DEVICES INC	12,000,000	$18,960	5.9%	$1.27	—	NOTE 2.125% 9/0	007903BD8
—	HOLOGIC INC	15,000,000	$18,473	5.7%	$1.23	—	FRNT 12/1	436440AG6
—	PANDORA MEDIA INC	17,650,000	$18,157	5.6%	$1.03	—	NOTE 1.750%12/0	698354AB3
—	GENERAL CABLE CORP DEL NEW	21,000,000	$16,611	5.1%	$0.57	—	FRNT 4.500%11/1	369300AL2
—	STARWOOD PPTY TR INC	16,000,000	$16,410	5.1%	$1.03	—	NOTE 3.750%10/1	85571BAC9
—	VECTOR GROUP LTD	13,000,000	$15,048	4.7%	$1.08	—	NOTE 1.750% 4/1	92240MBC1
—	JAZZ US HLDGS INC	7,700,000	$14,957	4.6%	$1.42	—	NOTE 8.000%12/3	47216EAA8
—	ENCORE CAP GROUP INC	12,398,000	$10,879	3.4%	$0.72	—	NOTE 2.875% 3/1	292554AH5
—	HEALTHWAYS INC	8,000,000	$10,276	3.2%	$1.28	—	NOTE 1.500% 7/0	422245AB6
—	AVID TECHNOLOGY INC	14,750,000	$9,934	3.1%	$0.80	—	NOTE 2.000% 6/1	05367PAB6
—	WEBMD HEALTH CORP	9,000,000	$9,212	2.9%	$1.04	—	NOTE 2.500% 1/3	94770VAF9
—	DEPOMED INC	7,500,000	$8,625	2.7%	$1.02	—	NOTE 2.500% 9/0	249908AA2
—	FLUIDIGM CORP DEL	11,500,000	$8,223	2.5%	$0.60	—	NOTE 2.750% 2/0	34385PAA6
—	YAHOO INC	8,000,000	$7,920	2.5%	$0.99	—	NOTE 12/0	984332AF3
—	INFINERA CORPORATION	7,157,000	$7,407	2.3%	$1.05	—	DBCV 1.750% 6/0	45667GAB9
—	KEYW HLDG CORP	6,525,000	$6,623	2.0%	$0.97	—	NOTE 2.500% 7/1	493723AA8
—	ENERNOC INC	7,769,000	$6,138	1.9%	$0.74	—	DBCV 2.250% 8/1	292764AB3
—	ENCORE CAP GROUP INC	6,040,000	$5,678	1.8%	$0.77	—	NOTE 3.000% 7/0	292554AF9
—	TITAN MACHY INC	6,000,000	$5,415	1.7%	$0.80	—	NOTE 3.750% 5/0	88830RAB7
—	CORNERSTONE ONDEMAND INC	5,000,000	$5,231	1.6%	$1.05	—	NOTE 1.500% 7/0	21925YAB9
—	INTERCEPT PHARMACEUTICALS IN	5,500,000	$4,943	1.5%	$1.12	—	NOTE 3.250% 7/0	45845PAA6
—	SUCAMPO PHARMACEUTICALS INC	4,500,000	$4,787	1.5%	$1.06	—	DBCV 3.250%12/1	864909AA4
—	IGI LABORATORIES INC	5,000,000	$4,669	1.4%	$0.96	—	NOTE 3.750%12/1	449575AB5
—	SERVICESOURCE INTL INC	732,944	$4,163	1.3%	$4.88	—	COM	81763U100
—	BROCADE COMMUNICATIONS SYS I	2,500,000	$2,521	0.8%	$1.01	—	NOTE 1.375% 1/0	111621AQ1
—	HORNBECK OFFSHORE SVCS INC N	3,000,000	$2,168	0.7%	$0.59	—	NOTE 1.500% 9/0	440543AN6
—	COMSTOCK RES INC	2,000,000	$1,745	0.5%	$0.87	—	NOTE 7.750% 4/0	205768AM6
—	BLUCORA INC	1,650,000	$1,650	0.5%	$0.77	—	NOTE 4.250% 4/0	095229AB6
—	OREXIGEN THERAPEUTICS INC	4,805,000	$1,321	0.4%	$0.88	—	NOTE 2.750%12/0	686164AB0
CSW	CSW INDUSTRIALS INC	35,000	$1,290	0.4%	$31.72	+3.3%	COM	126402106
BLD	TOPBUILD CORP	35,000	$1,246	0.4%	$35.21	-2.2%	COM	89055F103
—	AMYRIS INC	2,000,000	$1,100	0.3%	$0.27	—	NOTE 6.500% 5/1	03236MAC5
—	ISTAR INC	74,151	$917	0.3%	$10.73	—	COM	45031U101
—	AMYRIS INC	490,897	$358	0.1%	$0.60	—	COM	03236M101
—	RESOLUTE ENERGY CORP	5,000	$206	0.1%	$41.20	—	COM NEW	76116A306
MX	MAGNACHIP SEMICONDUCTOR CORP	30,000	$186	0.1%	$6.81	0.0%	COM	55933J203
—	MEDICAL TRANSCRIPTION BLG CO	25,000	$18	0.0%	$1.88	—	COM	58464J105