SILVERBACK ASSET MANAGEMENT LLC

PrivateCIK: 1278960
Location

DURHAM, NC

62
Positions
$924.76M
Total AUM (reported)
565.72M
Total Shares

Allocation by class

TOTAL AUM$924.76M62 positions
RUSSELL 2000 ETF$82.62M8.9%
NOTE 1.625%11/0$76.65M8.3%
NOTE 1.250% 6/0$43.35M4.7%
NOTE 2.500% 6/1$38.65M4.2%
NOTE 1.750% 9/0$35.06M3.8%
NOTE 3.125% 9/1$34.20M3.7%
NOTE 3.500% 12/1$33.50M3.6%

Portfolio Concentration

Top 321.9%4–1023.8%11–2529.7%Rest24.6%TOP 1045.7%0%100%
Top 3$202.62M21.9%
4–10$219.69M23.8%
11–25$274.82M29.7%
Rest$227.62M24.6%

Top 3 weight

21.9%

Top 10 weight

45.7%

Voting Authority Distribution

Total shares with voting rights: 565.72M

Sole

Full voting authority

565.72M

shares

% of voting shares100.0%
Shared

Joint voting authority

0.00

shares

% of voting shares0.0%
None

No voting authority

0.00

shares

% of voting shares0.0%

Investment Discretion (by position count)

Sole62
Shared0
Other0
Dominant voting typeSole · 100.0% of voting shares
Institutional Holdings62
Rows:

ISHARES TR

SOLE
RUSSELL 2000 ETF
Shares275K
TypeSH
Market value$82.62M
8.93%
Sole
275K
Shared
0.00
None
0.00

SEMTECH CORP

SOLE
NOTE 1.625%11/0
Shares17.67M
TypePRN
Market value$76.65M
8.29%
Sole
17.67M
Shared
0.00
None
0.00

MKS INC.

SOLE
NOTE 1.250% 6/0
Shares14.70M
TypePRN
Market value$43.35M
4.69%
Sole
14.70M
Shared
0.00
None
0.00

AVNET INC

SOLE
NOTE 1.750% 9/0
Shares25M
TypePRN
Market value$35.06M
3.79%
Sole
25M
Shared
0.00
None
0.00

JAZZ INVESTMENTS I LTD

SOLE
NOTE 3.125% 9/1
Shares20.03M
TypePRN
Market value$34.20M
3.70%
Sole
20.03M
Shared
0.00
None
0.00

INDIE SEMICONDUCTOR INC

SOLE
NOTE 3.500% 12/1
Shares28.91M
TypePRN
Market value$33.50M
3.62%
Sole
28.91M
Shared
0.00
None
0.00

CHEESECAKE FACTORY INC

SOLE
NOTE 2.000% 3/1
Shares25M
TypePRN
Market value$31.83M
3.44%
Sole
25M
Shared
0.00
None
0.00

CYBERARK SOFTWARE LTD

SOLE
NOTE 6/1
Shares18.15M
TypePRN
Market value$30.22M
3.27%
Sole
18.15M
Shared
0.00
None
0.00

WOLFSPEED INC

SOLE
NOTE 2.500% 6/1
Shares7.19M
TypePRN
Market value$28.35M
3.07%
Sole
7.19M
Shared
0.00
None
0.00

CRACKER BARREL OLD CTRY STOR

SOLE
NOTE 1.750% 9/1
Shares25.88M
TypePRN
Market value$26.53M
2.87%
Sole
25.88M
Shared
0.00
None
0.00

PORCH GROUP INC

SOLE
DEBT 9.000% 5/1
Shares17.50M
TypePRN
Market value$25.31M
2.74%
Sole
17.50M
Shared
0.00
None
0.00

UBER TECHNOLOGIES INC

SOLE
NOTE 0.875%12/0
Shares20M
TypePRN
Market value$24.00M
2.60%
Sole
20M
Shared
0.00
None
0.00

DROPBOX INC

SOLE
NOTE 3/0
Shares22.80M
TypePRN
Market value$22.99M
2.49%
Sole
22.80M
Shared
0.00
None
0.00

NUTANIX INC

SOLE
NOTE 0.250%10/0
Shares19.84M
TypePRN
Market value$22.41M
2.42%
Sole
19.84M
Shared
0.00
None
0.00

BRIDGEBIO PHARMA INC

SOLE
NOTE 2.250% 2/0
Shares19.53M
TypePRN
Market value$21.73M
2.35%
Sole
19.53M
Shared
0.00
None
0.00

ALPHATEC HLDGS INC

SOLE
NOTE 0.750% 3/1
Shares22.03M
TypePRN
Market value$21.02M
2.27%
Sole
22.03M
Shared
0.00
None
0.00

ORACLE CORP

SOLE
6.5 DEP CUM SR D
Shares430K
TypePRN
Market value$19.33M
2.09%
Sole
430K
Shared
0.00
None
0.00

COLLEGIUM PHARMACEUTICAL INC

SOLE
NOTE 2.875% 2/1
Shares15.30M
TypePRN
Market value$18.79M
2.03%
Sole
15.30M
Shared
0.00
None
0.00

SYNAPTICS INC

SOLE
NOTE 0.750%12/0
Shares10.68M
TypePRN
Market value$15.86M
1.72%
Sole
10.68M
Shared
0.00
None
0.00

ON SEMICONDUCTOR CORP

SOLE
NOTE 0.500% 3/0
Shares12M
TypePRN
Market value$14.50M
1.57%
Sole
12M
Shared
0.00
None
0.00

HAEMONETICS CORP MASS

SOLE
NOTE 2.500% 6/0
Shares14.28M
TypePRN
Market value$14.45M
1.56%
Sole
14.28M
Shared
0.00
None
0.00

GUIDEWIRE SOFTWARE INC

SOLE
NOTE 1.250%11/0
Shares14.55M
TypePRN
Market value$14.02M
1.52%
Sole
14.55M
Shared
0.00
None
0.00

DEFINIUM THERAPEUTICS INC

SOLE
COM SHS
Shares294.40K
TypeSH
Market value$13.85M
1.50%
Sole
294.40K
Shared
0.00
None
0.00

GLOBAL PMTS INC

SOLE
NOTE 1.500% 3/0
Shares15M
TypePRN
Market value$13.50M
1.46%
Sole
15M
Shared
0.00
None
0.00

VARONIS SYS INC

SOLE
NOTE 1.000% 9/1
Shares13.46M
TypePRN
Market value$13.07M
1.41%
Sole
13.46M
Shared
0.00
None
0.00
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