BLACKSTONE MTG TR INC

CUSIP: 09257WAA8 Class: NOTE 5.250% 12/0

SILVERBACK ASSET MANAGEMENT LLC's Holding History (CIK: 0001278960)

Note: Option positions (PUT/CALL) are excluded.

Q3 2014
Shares 9,200,000 Value ($000) $9,614 Avg Close — Range —
Q2 2014
Shares 13,200,000 Value ($000) $14,467 Avg Close — Range —
Q1 2014
Shares 11,700,000 Value ($000) $12,981 Avg Close — Range —
Q4 2013
Shares 6,000,000 Value ($000) $6,264 Avg Close — Range —