INTERCEPT PHARMACEUTICALS IN

CUSIP: 45845PAA6 Class: NOTE 3.250% 7/0

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

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

Q1 2017
Shares 12,851,000 Value ($000) $12,016 Avg Close — Range —
Q4 2016
Shares 5,500,000 Value ($000) $4,943 Avg Close — Range —
Q3 2016
Shares 11,570,000 Value ($000) $12,951 Avg Close — Range —