0001398344-13-005371.txt : 20131114 0001398344-13-005371.hdr.sgml : 20131114 20131114090335 ACCESSION NUMBER: 0001398344-13-005371 CONFORMED SUBMISSION TYPE: 13F-HR PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20130930 FILED AS OF DATE: 20131114 DATE AS OF CHANGE: 20131114 EFFECTIVENESS DATE: 20131114 FILER: COMPANY DATA: COMPANY CONFORMED NAME: SILVERBACK ASSET MANAGEMENT LLC CENTRAL INDEX KEY: 0001278960 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FILING VALUES: FORM TYPE: 13F-HR SEC ACT: 1934 Act SEC FILE NUMBER: 028-10791 FILM NUMBER: 131216997 BUSINESS ADDRESS: STREET 1: 1414 RALEIGH ROAD STREET 2: SUITE 250 CITY: CHAPEL HILL STATE: NC ZIP: 27517 BUSINESS PHONE: 919-969-9300 MAIL ADDRESS: STREET 1: 1414 RALEIGH ROAD STREET 2: SUITE 250 CITY: CHAPEL HILL STATE: NC ZIP: 27517 FORMER COMPANY: FORMER CONFORMED NAME: SILVERBACK ASET MANAGEMENT LLC DATE OF NAME CHANGE: 20040206 13F-HR 1 primary_doc.xml 13F-HR LIVE false false false 0001278960 XXXXXXXX 09-30-2013 09-30-2013 false SILVERBACK ASSET MANAGEMENT LLC

1414 Raleigh Road Suite 250 Chapel Hill NC 27517

13F HOLDINGS REPORT 028-10791 N Elliot Bossen 919-969-9300 /s/ Elliot Bossen Chapel Hill NC 10-30-2013 1 68 1177316 1 0001388314 028-12814 Investcorp Silverback Arbitrage Master Fund LTD INFORMATION TABLE 2 fp0008521_13fhr-table.xml 13F INFORMATION TABLE AK Steel Corp Note 5.0000% 15-Nov-2019 001546AP5 4725 5000000 PRN DFND 1 5000000 0 0 Alpha Natural Resources Inc Note 3.7500% 15-Dec-2017 02076XAE2 7620 8000000 PRN DFND 1 8000000 0 0 Archer Daniels Midland Note 0.8750% 15-Feb-2014 039483AW2 6194 6087000 PRN DFND 1 6087000 0 0 Arris Group Inc Note 2.0000% 15-Nov-2026 04269QAC4 13828 12804000 PRN DFND 1 12804000 0 0 BPZ Resources Inc Note 6.5000% 01-Mar-2015 055639AB4 6045 6500000 PRN DFND 1 6500000 0 0 Cemex S.A.B. de C.V. Tranche 1 Note 3.2500% 15-Mar-2016 151290BB8 31938 25000000 PRN DFND 1 25000000 0 0 Central European Media (Exchange) Note 5.0000% 15-Nov-2015 153443AH9 13981 14564000 PRN DFND 1 14564000 0 0 Chesapeake Energy Corp. Note 2.7500% 15-Nov-2035 165167BW6 17680 17000000 PRN DFND 1 17000000 0 0 Comtech Telecommunications Note 3.0000% 01-May-2029 205826AF7 13309 13000000 PRN DFND 1 13000000 0 0 Covanta Holding Corp Note 3.2500% 01-Jun-2014 22282EAC6 33843 24524000 PRN DFND 1 24524000 0 0 D.R. Horton Inc Note 2.0000% 15-May-2014 23331ABB4 19780 13000000 PRN DFND 1 13000000 0 0 Electronic Arts Inc Note 0.7500% 15-Jul-2016 285512AA7 17148 15750000 PRN DFND 1 15750000 0 0 Endeavour Intl Corp Note 5.5000% 15-Jul-2016 29257MAE0 2387 2825000 PRN DFND 1 2825000 0 0 Endo Pharmaceuticals Hldgs Note 1.7500% 15-Apr-2015 29264FAB2 18724 11790000 PRN DFND 1 11790000 0 0 Exelixis Inc Note 4.2500% 15-Aug-2019 30161QAC8 4738 4000000 PRN DFND 1 4000000 0 0 Exterran Holdings Inc Note 4.2500% 15-Jun-2014 30225XAA1 18703 15000000 PRN DFND 1 15000000 0 0 GenCorp Inc Note 4.0625% 31-Dec-2039 368682AN0 36120 20000000 PRN DFND 1 20000000 0 0 Goldcorp Inc Note 2.0000% 01-Aug-2014 380956AB8 22796 22537000 PRN DFND 1 22537000 0 0 Green Plains Renewable Energy Note 5.7500% 01-Nov-2015 393222AB0 13478 10340000 PRN DFND 1 10340000 0 0 L-3 Communications Holdings Note 3.0000% 01-Aug-2035 502413AW7 21841 20015000 PRN DFND 1 20015000 0 0 McMoRan Exploration Co. (Exchange Offer) Note 5.2500% 06-Oct-2013 582411AM6 15618 15000000 PRN DFND 1 15000000 0 0 Merrimack Pharmaceuticals Inc Note 4.5000% 15-Jul-2020 590328AA8 2730 3000000 PRN DFND 1 3000000 0 0 Micron Technology (Exchange) Note 1.8750% 01-Jun-2027 595112AK9 24507 15210000 PRN DFND 1 15210000 0 0 Micron Technology Tranche A Note 1.5000% 01-Aug-2031 595112AQ6 31694 17000000 PRN DFND 1 17000000 0 0 Molycorp Inc Note 6.0000% 01-Sep-2017 608753AF6 9640 12050000 PRN DFND 1 12050000 0 0 Molycorp Inc Note 5.5000% 01-Feb-2018 608753AH2 2075 2000000 PRN DFND 1 2000000 0 0 Navistar International Note 3.0000% 15-Oct-2014 63934EAL2 19581 19150000 PRN DFND 1 19150000 0 0 Newmont Mining Tranche 1 Note 1.2500% 15-Jul-2014 651639AH9 27452 27100000 PRN DFND 1 27100000 0 0 On Semiconductor Corp Note 2.6250% 15-Dec-2026 682189AG0 28569 28427000 PRN DFND 1 28427000 0 0 PHH Corp Note 4.0000% 01-Sep-2014 693320AN3 9374 8600000 PRN DFND 1 8600000 0 0 RF Micro Devices Tranche 2 Note 1.0000% 15-Apr-2014 749941AJ9 17150 17022000 PRN DFND 1 17022000 0 0 Hanwha SolarOne Co Ltd Note 3.5000% 15-Jan-2018 83415UAB4 8695 9425000 PRN DFND 1 9425000 0 0 Starwood Property Trust Note 4.0000% 15-Jan-2019 85571BAB1 15544 15000000 PRN DFND 1 15000000 0 0 Stillwater Mining Note 1.7500% 15-Oct-2032 86074QAL6 21050 20000000 PRN DFND 1 20000000 0 0 Suntech Power Holdings Note 3.0000% 15-Mar-2013 86800CAE4 6546 24700000 PRN DFND 1 24700000 0 0 Take-Two Interactive Systems Note 1.0000% 01-Jul-2018 874054AD1 11056 10000000 PRN DFND 1 10000000 0 0 Tyson Foods Inc Note 3.2500% 15-Oct-2013 902494AP8 47240 27500000 PRN DFND 1 27500000 0 0 Usec Inc Note 3.0000% 01-Oct-2014 90333EAC2 13928 48028000 PRN DFND 1 48028000 0 0 Vector Group Note 2.5000% 15-Jan-2019 92240MAY4 19142 16000000 PRN DFND 1 16000000 0 0 Verisign Inc Note 3.2500% 15-Aug-2037 92343EAD4 31375 20000000 PRN DFND 1 20000000 0 0 Web.com Group Inc Note 1.0000% 15-Aug-2018 94733AAA2 3423 3000000 PRN DFND 1 3000000 0 0 Western Refining Inc Note 5.7500% 15-Jun-2014 959319AC8 20345 6500000 PRN DFND 1 6500000 0 0 Xilinx Note 3.1250% 15-Mar-2037 983919AD3 16170 10000000 PRN DFND 1 10000000 0 0 CBST 10/19/13 P55 LISTED EQUITY OPTIONS 229678107 6355 100000 SH DFND 1 100000 0 0 HMA 11/16/13 C17 LISTED EQUITY OPTIONS 421933102 764 59700 SH DFND 1 59700 0 0 HMA 11/16/13 C18 LISTED EQUITY OPTIONS 421933102 1011 79000 SH DFND 1 79000 0 0 HOLX 12/21/13 C25 LISTED EQUITY OPTIONS 436440101 1033 50000 SH DFND 1 50000 0 0 JCP 01/18/14 P15 LISTED EQUITY OPTIONS 708160106 1761 200000 SH DFND 1 200000 0 0 LNG 12/21/13 C32 LISTED EQUITY OPTIONS 16411R208 1625 47600 SH DFND 1 47600 0 0 SFI 01/18/14 C12 LISTED EQUITY OPTIONS 45031U101 4816 400000 SH DFND 1 400000 0 0 SPY 10/19/13 P160 LISTED EQUITY OPTIONS 78462F103 25202 150000 SH DFND 1 150000 0 0 SPY 11/16/13 P164 LISTED EQUITY OPTIONS 78462F103 16801 100000 SH DFND 1 100000 0 0 SPY 11/16/13 P167 LISTED EQUITY OPTIONS 78462F103 61223 364400 SH DFND 1 364400 0 0 ADM 01/18/14 C39 LISTED EQUITY OPTIONS 039483102 17484 474600 SH DFND 1 474600 0 0 Hologic Inc EQUITY 436440101 3401 164700 SH DFND 1 164700 0 0 MCP Equity EQUITY 608753109 110 16700 SH DFND 1 16700 0 0 JCP Equity EQUITY 708160106 3522 400000 SH DFND 1 400000 0 0 LNG Equity EQUITY 16411R208 3297 96571 SH DFND 1 96571 0 0 Optimer Pharmaceuticals Inc EQUITY 68401H104 1998 158684 SH DFND 1 158684 0 0 Protalix BioTherapeutics Inc EQUITY 74365A101 1233 272200 SH DFND 1 272200 0 0 SPDR Trust EQUITY 78462F103 8400 50000 SH DFND 1 50000 0 0 Sanofi Aventis CVR-WI EQUITY 80105N113 3047 1508238 SH DFND 1 1508238 0 0 VRNG Equity EQUITY 92911N104 660 229968 SH DFND 1 229968 0 0 BPZ Equity EQUITY 055639108 99 50900 SH DFND 1 50900 0 0 Citigroup A Wrts 10.61 2019 WARRANTS 172967226 91087 1877734 SH DFND 1 1877734 0 0 Citigroup B Wrts 17.85 2018 WARRANTS 172967234 86991 1793300 SH DFND 1 1793300 0 0 General Motors A 10 Wrts 2016 WARRANTS 37045V118 39554 1099628 SH DFND 1 1099628 0 0 KMI 40 2016 Wrts WARRANTS 49456B119 68062 1913460 SH DFND 1 1913460 0 0