SILVERBACK ASSET MANAGEMENT LLC Quant / Systematic

CIK: 0001278960 · Show all filings

Period: Q2 2017 (← Previous) (Next →)

Filing Date: Sep 18, 2017

Total Value ($000): $264,415 (7.9% shares, 92.1% debt)

Holdings (27)

— MICRON TECHNOLOGY INC 8.2%

Value ($000) $21,569 Shares 6,913,000 Est. Cost $2.20 Unrealized —

— STARWOOD PPTY TR INC 8.0%

Value ($000) $21,116 Shares 21,000,000 Est. Cost $1.02 Unrealized —

— HARMONIC INC 6.8%

Value ($000) $17,910 Shares 15,625,000 Est. Cost $1.24 Unrealized —

— VECTOR GROUP LTD 6.5%

Value ($000) $17,280 Shares 15,000,000 Est. Cost $1.09 Unrealized —

— JAZZ US HLDGS INC 6.3%

Value ($000) $16,733 Shares 6,908,000 Est. Cost $1.54 Unrealized —

— CORNERSTONE ONDEMAND INC 5.9%

Value ($000) $15,616 Shares 15,500,000 Est. Cost $1.03 Unrealized —

— SALESFORCE COM INC 5.6%

Value ($000) $14,845 Shares 11,193,000 Est. Cost $1.33 Unrealized —

— GENERAL CABLE CORP DEL NEW 5.6%

Value ($000) $14,703 Shares 19,300,000 Est. Cost $0.60 Unrealized —

— BECTON DICKINSON & CO 4.7%

Value ($000) $12,301 Shares 225,000 Est. Cost $54.67 Unrealized —

— AVID TECHNOLOGY INC 4.5%

Value ($000) $11,843 Shares 15,950,000 Est. Cost $0.79 Unrealized —

— ENCORE CAP GROUP INC 4.5%

Value ($000) $11,776 Shares 12,396,000 Est. Cost $0.72 Unrealized —

— INFINERA CORPORATION 3.7%

Value ($000) $9,890 Shares 9,157,000 Est. Cost $1.06 Unrealized —

— PALO ALTO NETWORKS INC 3.7%

Value ($000) $9,854 Shares 7,500,000 Est. Cost $1.31 Unrealized —

— SERVICENOW INC 3.6%

Value ($000) $9,528 Shares 6,500,000 Est. Cost $1.47 Unrealized —

— JDS UNIPHASE CORP 3.6%

Value ($000) $9,393 Shares 8,500,000 Est. Cost $1.11 Unrealized —

— FLUIDIGM CORP DEL 2.8%

Value ($000) $7,403 Shares 11,940,000 Est. Cost $0.60 Unrealized —

— HORIZON PHARMA INVT LTD 2.8%

Value ($000) $7,349 Shares 8,500,000 Est. Cost $0.86 Unrealized —

— ENCORE CAP GROUP INC 2.5%

Value ($000) $6,490 Shares 6,040,000 Est. Cost $0.77 Unrealized —

— WORKDAY INC 2.3%

Value ($000) $6,180 Shares 5,000,000 Est. Cost $1.24 Unrealized —

— FINISAR CORP 1.7%

Value ($000) $4,470 Shares 4,000,000 Est. Cost $1.12 Unrealized —

— PANDORA MEDIA INC 1.6%

Value ($000) $4,275 Shares 4,500,000 Est. Cost $1.03 Unrealized —

— SERVICESOURCE INTL INC 1.4%

Value ($000) $3,805 Shares 980,598 Est. Cost $4.59 Unrealized —

MX MAGNACHIP SEMICONDUCTOR CORP 1.2%

Value ($000) $3,072 Shares 313,461 Est. Cost $7.79 Unrealized +14.9%

— COMSTOCK RES INC 1.1%

Value ($000) $2,986 Shares 3,827,578 Est. Cost $0.87 Unrealized —

— OREXIGEN THERAPEUTICS INC 0.9%

Value ($000) $2,280 Shares 4,800,000 Est. Cost $0.51 Unrealized —

CSW CSW INDUSTRIALS INC 0.6%

Value ($000) $1,577 Shares 40,806 Est. Cost $32.16 Unrealized +8.2%

— SANOFI 0.1%

Value ($000) $171 Shares 450,000 Est. Cost $0.38 Unrealized —

Ticker	Issuer	Shares	Value ($000)	%	Est. Cost	Unrealized	Class	CUSIP
—	MICRON TECHNOLOGY INC	6,913,000	$21,569	8.2%	$2.20	—	NOTE 2.375% 5/0	595112AW3
—	STARWOOD PPTY TR INC	21,000,000	$21,116	8.0%	$1.02	—	NOTE 3.750%10/1	85571BAC9
—	HARMONIC INC	15,625,000	$17,910	6.8%	$1.24	—	NOTE 4.000%12/0	413160AB8
—	VECTOR GROUP LTD	15,000,000	$17,280	6.5%	$1.09	—	NOTE 1.750% 4/1	92240MBC1
—	JAZZ US HLDGS INC	6,908,000	$16,733	6.3%	$1.54	—	NOTE 8.000%12/3	47216EAA8
—	CORNERSTONE ONDEMAND INC	15,500,000	$15,616	5.9%	$1.03	—	NOTE 1.500% 7/0	21925YAB9
—	SALESFORCE COM INC	11,193,000	$14,845	5.6%	$1.33	—	NOTE 0.250% 4/0	79466LAD6
—	GENERAL CABLE CORP DEL NEW	19,300,000	$14,703	5.6%	$0.60	—	FRNT 4.500%11/1	369300AL2
—	BECTON DICKINSON & CO	225,000	$12,301	4.7%	$54.67	—	PFD SHS CONV A	075887208
—	AVID TECHNOLOGY INC	15,950,000	$11,843	4.5%	$0.79	—	NOTE 2.000% 6/1	05367PAB6
—	ENCORE CAP GROUP INC	12,396,000	$11,776	4.5%	$0.72	—	NOTE 2.875% 3/1	292554AH5
—	INFINERA CORPORATION	9,157,000	$9,890	3.7%	$1.06	—	DBCV 1.750% 6/0	45667GAB9
—	PALO ALTO NETWORKS INC	7,500,000	$9,854	3.7%	$1.31	—	NOTE 7/0	697435AB1
—	SERVICENOW INC	6,500,000	$9,528	3.6%	$1.47	—	NOTE 11/0	81762PAB8
—	JDS UNIPHASE CORP	8,500,000	$9,393	3.6%	$1.11	—	DBCV 0.625% 8/1	46612JAF8
—	FLUIDIGM CORP DEL	11,940,000	$7,403	2.8%	$0.60	—	NOTE 2.750% 2/0	34385PAA6
—	HORIZON PHARMA INVT LTD	8,500,000	$7,349	2.8%	$0.86	—	NOTE 2.500% 3/1	44052TAB7
—	ENCORE CAP GROUP INC	6,040,000	$6,490	2.5%	$0.77	—	NOTE 3.000% 7/0	292554AF9
—	WORKDAY INC	5,000,000	$6,180	2.3%	$1.24	—	NOTE 0.750% 7/1	98138HAC5
—	FINISAR CORP	4,000,000	$4,470	1.7%	$1.12	—	NOTE 0.500%12/1	31787AAM3
—	PANDORA MEDIA INC	4,500,000	$4,275	1.6%	$1.03	—	NOTE 1.750%12/0	698354AB3
—	SERVICESOURCE INTL INC	980,598	$3,805	1.4%	$4.59	—	COM	81763U100
MX	MAGNACHIP SEMICONDUCTOR CORP	313,461	$3,072	1.2%	$7.79	+14.9%	COM	55933J203
—	COMSTOCK RES INC	3,827,578	$2,986	1.1%	$0.87	—	NOTE 7.750% 4/0	205768AM6
—	OREXIGEN THERAPEUTICS INC	4,800,000	$2,280	0.9%	$0.51	—	NOTE 2.750%12/0	686164AC8
CSW	CSW INDUSTRIALS INC	40,806	$1,577	0.6%	$32.16	+8.2%	COM	126402106
—	SANOFI	450,000	$171	0.1%	$0.38	—	RIGHT 12/31/2020	80105N113