13F-HR filed by SILVERBACK ASSET MANAGEMENT LLC
SILVERBACK ASSET MANAGEMENT LLC filed this 13F-HR for the quarter ended 2015-06-30, filed 2015-08-13, with 45 holding rows worth $732,736,000.
- Accession
- 0001398344-15-005221
- Filer
- CIK 1278960
- Filed
- 2015-08-13
- Accepted by EDGAR
- acceptance time not in the bulk data set
- Ingested
- Source
- SEC quarterly data set
13F report for Q2 2015
A holdings report, 46 entries on the cover page, a total value of $732,736,000 stated on the cover page (in dollars after the unit check, H1), rows summing to $732,737,000 with VALUE read as thousands by filing date, 13F file number 028-10791. The quarter's positions are built on this report. The resolved quarter.
The information table after summing rows of one CUSIP and put or call (H4), with the CUSIP and issuer name as filed. Values in dollars after the unit check (method).
| Issuer as filed | CUSIP | Class | Amount | Value | Value read as | Type |
|---|---|---|---|---|---|---|
| SPY | 78462F103 | SHS | 1,125,000 | $231,626,000 | thousands by filing date | put |
| KINDER MORGAN INC DEL | 49456B119 | *W EXP 05/25/201 | 1,937,986 | $74,397,000 | thousands by filing date | |
| SUNE 2.75 1/21 | 86732YAD1 | Bond 30/360P2 U | 23,688,000 | $50,189,000 | thousands by filing date | principal |
| MERRIMACK PHARMACEUTICALS IN | 590328AA8 | NOTE 4.500% 7/1 | 16,729,000 | $35,081,000 | thousands by filing date | principal |
| UNITED STATES STL CORP NEW | 912909AH1 | NOTE 2.750% 4/0 | 28,000,000 | $30,975,000 | thousands by filing date | principal |
| AFFYMETRIX INC | 00826TAH1 | NOTE 4.000% 7/0 | 12,500,000 | $24,166,000 | thousands by filing date | principal |
| RTI INTL METALS INC | 74973WAB3 | NOTE 1.625%10/1 | 14,997,000 | $16,290,000 | thousands by filing date | principal |
| STWD 3.75 10/17 | 85571BAC9 | Bond 30/360P2 U | 16,000,000 | $16,104,000 | thousands by filing date | principal |
| MENTOR GRAPHICS CORP 4.000 | 587200AK2 | SDCV 4.000% 4/0 | 11,667,000 | $15,762,000 | thousands by filing date | principal |
| SREV 1.5 8/18 | 81763UAB6 | Bond 30/360P2 U | 18,500,000 | $15,725,000 | thousands by filing date | principal |
| SPIRIT RLTY CAP INC NEW | 84860WAA0 | NOTE 2.875% 5/1 | 16,200,000 | $15,309,000 | thousands by filing date | principal |
| APOLLO COML REAL EST FIN INC | 03762UAA3 | NOTE 5.500% 3/1 | 14,500,000 | $14,554,000 | thousands by filing date | principal |
| FRONTIER COMMUNICATIONS CORP | 35906A207 | PFD CONV SER-A | 14,000,000 | $13,944,000 | thousands by filing date | principal |
| OREXIGEN THERAPEUTICS INC | 686164AB0 | NOTE 2.750%12/0 | 14,000,000 | $13,055,000 | thousands by filing date | principal |
| PDLI 4 2/1/18 | 69329YAF1 | Bond 30/360P2 U | 12,879,000 | $12,219,000 | thousands by filing date | principal |
| ANTHEM INC | 94973VBG1 | NOTE 2.750%10/1 | 5,317,000 | $11,681,000 | thousands by filing date | principal |
| ELECTRONIC ARTS INC | 285512AA7 | NOTE 0.750% 7/1 | 5,000,000 | $10,455,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MAY4 | CORPORATE OBLIG | 7,000,000 | $10,353,000 | thousands by filing date | principal |
| ICONIX BRAND GROUP INC | 451055AE7 | NOTE | 10,000,000 | $10,275,000 | thousands by filing date | principal |
| VECTOR GROUP LTD | 92240MBC1 | FRNT 4/1 | 9,200,000 | $10,132,000 | thousands by filing date | principal |
| JAZZ TECHNOLOGIES INC NEW | 47214GAF4 | NOTE 8.000%12/3 | 5,755,000 | $9,575,000 | thousands by filing date | principal |
| CHESAPEAKE ENERGY CORP | 165167CA3 | CNV | 10,000,000 | $9,475,000 | thousands by filing date | principal |
| CITIGROUP INC | 172967234 | *W EXP 10/28/201 | 158,539 | $8,758,000 | thousands by filing date | Value about 1,000 times the price other filers imply, kept as filed and left out of ratios. |
| SFLY 0.25 5/18 | 82568PAB2 | Bond 30/360P2 U | 8,000,000 | $8,104,000 | thousands by filing date | principal |
| AK STL CORP | 001546AP5 | NOTE 5.000%11/1 | 7,500,000 | $7,568,000 | thousands by filing date | principal |
| EXXI 3 12/18 | 29274UAB7 | Bond 30/360P2 U | 29,228,000 | $7,088,000 | thousands by filing date | principal |
| AMERICAN RLTY CAP PPTYS INC | 02917TAA2 | NOTE 3.000% 8/0 | 7,500,000 | $7,050,000 | thousands by filing date | principal |
| PRICELINE GRP INC | 741503403 | COM NEW | 6,000 | $6,908,000 | thousands by filing date | call |
| TVIA 5 10/1/19 | 83415TAC5 | Bond 30/360P2 U | 9,650,000 | $5,694,000 | thousands by filing date | principal |
| CIENA CORP COM NEW | 171779309 | Stock | 230,594 | $5,460,000 | thousands by filing date | |
| KEYW HLDG CORP | 493723AA8 | NOTE 2.500 7/1 | 5,695,000 | $4,955,000 | thousands by filing date | principal |
| CARRIAGE SVCS INC | 143905AM9 | NOTE 2.750% 3/1 | 3,215,000 | $3,850,000 | thousands by filing date | principal |
| CIE 3.125 05/24 | 19075FAB2 | Bond 30/360P2 U | 5,000,000 | $3,650,000 | thousands by filing date | principal |
| PRICELINE.COM INC 1.000 | 741503AQ9 | DEBT 1.000% 3/1 | 2,000,000 | $2,662,000 | thousands by filing date | principal |
| RYLAND GROUP INC | 783764AQ6 | NOTE 1.625% | 1,000,000 | $1,514,000 | thousands by filing date | principal |
| CENTRUS ENERGY CORP | 15643U104 | CL A | 328,536 | $1,357,000 | thousands by filing date | |
| OREXIGEN THERAPEUTICS INC | 686164104 | COMMON STOCK | 268,665 | $1,330,000 | thousands by filing date | |
| UTS GULF COAST ULTRA DEEP | 40222T104 | COMMON STK | 1,802,700 | $1,262,000 | thousands by filing date | |
| ECHO GLOBAL LOGISTICS INC | 27875TAA9 | NOTE | 1,000,000 | $1,080,000 | thousands by filing date | principal |
| SANOFI | 80105N113 | COMMON STOCK-FO | 1,026,400 | $718,000 | thousands by filing date | |
| KEYW HLDG CORP | 493723100 | COM | 72,128 | $672,000 | thousands by filing date | |
| FUELCELL ENERGY INC COM | 35952H106 | COM | 630,800 | $616,000 | thousands by filing date | |
| KLX INC | 482539103 | COM | 12,000 | $530,000 | thousands by filing date | |
| MEDICAL TRANSCRIPTION BLG CO | 58464J105 | COM | 192,857 | $363,000 | thousands by filing date | |
| ANR 4.875 12/20 | 02076XAF9 | Bond 30/360P2 U | 3,000,000 | $206,000 | thousands by filing date | principal |
Amendment chain
| Filing | Role | Filed | Accepted | Ingested |
|---|---|---|---|---|
| 13F-HR 0001398344-15-005221 | this filing | 2015-08-13 | acceptance time not in the bulk data set |