SILVERBACK ASSET MANAGEMENT LLC Q1 2022 Filing
Filed May 13, 2022
Portfolio Value
$737.6M
Holdings
89
Report Date
Q1 2022
Filing Type
13F-HR
All Holdings (89 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | PANW 0.75 07/01/23Palo Alto Networks Inc | 36,170,000 | $84.7M | 11.49% | |
| 2 | SPYSep 16 2022 450 Put | 90,000 | $40.6M | 5.51% | |
| 3 | —Workday Inc | 20,250,000 | $33.1M | 4.49% | |
| 4 | SPYSPY Jul 15 2022 450 Put | 70,000 | $31.6M | 4.29% | |
| 5 | MDRX 0.875 01/01/27Allscripts Healthcare Solutions | 14,000,000 | $24.8M | 3.36% | |
| 6 | SPYSPY Jul 15 2022 425 Put | 50,000 | $22.6M | 3.06% | |
| 7 | WK 1.125 08/15/26Workiva Inc | 12,500,000 | $20.2M | 2.74% | |
| 8 | —Eagle Bulk Shipping Inc | 10,030,000 | $19.9M | 2.69% | |
| 9 | —Harmonic Inc | 15,000,000 | $19.2M | 2.60% | |
| 10 | SPLK 0.5 09/15/23Splunk Inc (2023) | 16,629,000 | $19.1M | 2.58% | |
| 11 | —II-VI Inc | 12,199,000 | $18.8M | 2.55% | |
| 12 | —Scorpio Tankers Inc (Exchange) | 17,209,000 | $18.4M | 2.50% | |
| 13 | LITE 0.5 12/15/26Lumentum Holdings Inc | 12,500,000 | $14.6M | 1.97% | |
| 14 | CHGG 0 09/01/26Chegg Inc | 17,750,000 | $14.5M | 1.97% | |
| 15 | PEGA 0.75 03/01/25Pegasystems Inc | 15,000,000 | $14.2M | 1.92% | |
| 16 | BANDBandwidth Inc | 18,000,000 | $13.9M | 1.89% | |
| 17 | DISH 3.375 08/15/26DISH Network Corporation | 15,000,000 | $13.6M | 1.84% | |
| 18 | —Infinera Corp | 12,000,000 | $13.4M | 1.81% | |
| 19 | BL 0.125 08/01/24Blackline Inc | 10,100,000 | $12.0M | 1.63% | |
| 20 | NVMI 0 10/15/25Nova Measuring Instruments Ltd | 7,500,000 | $11.6M | 1.57% | |
| 21 | —fuboTV Inc | 16,800,000 | $11.0M | 1.49% | |
| 22 | RDNWRMBL Equity | 318,662 | $10.9M | 1.48% | |
| 23 | —Accuray Inc (Exchange) | 10,596,000 | $10.2M | 1.39% | |
| 24 | W 0.625 10/01/25Wayfair Inc | 12,000,000 | $9.8M | 1.34% | |
| 25 | —Impinj Inc | 10,500,000 | $9.8M | 1.33% | |
| 26 | IVC 5 11/15/24 *Invacare Corp (Exchange) | 11,500,000 | $9.7M | 1.31% | |
| 27 | WDC 1.5 02/01/24Western Digital Corp | 9,695,000 | $9.4M | 1.27% | |
| 28 | OKTA 0.125 09/01/25Okta Inc | 8,500,000 | $9.1M | 1.24% | |
| 29 | BYND 0 03/15/27Beyond Meat Inc | 14,850,000 | $9.0M | 1.22% | |
| 30 | —Ivanhoe Mines Ltd | 6,025,000 | $8.7M | 1.17% | |
| 31 | —Tabula Rasa Healthcare | 11,450,000 | $8.6M | 1.16% | |
| 32 | PATK 1 02/01/23Patrick Inds Inc | 8,500,000 | $8.5M | 1.15% | |
| 33 | DISH 0 12/15/25DISH Network Corp | 8,550,000 | $8.3M | 1.13% | |
| 34 | AKTSQAKTS Equity | 1,225,000 | $8.0M | 1.08% | |
| 35 | LPSN 0 12/15/26Liveperson Inc | 9,750,000 | $7.8M | 1.05% | |
| 36 | COUP 0.375 06/15/26Coupa Software Inc | 9,161,000 | $7.7M | 1.04% | |
| 37 | —Aerie Pharmaceuticals Inc | 8,505,000 | $7.7M | 1.04% | |
| 38 | OMCL 0.25 09/15/25Omnicell Inc | 5,000,000 | $7.1M | 0.96% | |
| 39 | —Paratek Pharmaceuticals Inc | 7,707,000 | $6.9M | 0.94% | |
| 40 | INFN 2.5 03/01/27Infinera Corp | 5,001,000 | $6.8M | 0.92% | |
| 41 | —Vroom Inc | 14,250,000 | $6.5M | 0.89% | |
| 42 | ESPR 4 11/15/25Esperion Therapeutics Inc | 12,000,000 | $6.4M | 0.86% | |
| 43 | BL 0 03/15/26Blackline Inc | 7,500,000 | $6.4M | 0.86% | |
| 44 | MGNI 0.25 03/15/26Magnite Inc | 7,500,000 | $6.0M | 0.81% | |
| 45 | CCIVGBPLCID Equity | 232,500 | $5.9M | 0.80% | |
| 46 | MODN 2.625 06/01/25Model N Inc | 5,000,000 | $5.5M | 0.75% | |
| 47 | AVDL 4.5 10/02/23Avadel Fin Cay Ltd/Avadel Pharm (Exchange Offer) | 5,300,000 | $5.3M | 0.71% | |
| 48 | —Groupon Inc | 6,500,000 | $5.0M | 0.68% | |
| 49 | FSLY 0 03/15/26Fastly Inc | 6,400,000 | $4.8M | 0.65% | |
| 50 | APLS 3.5 09/15/26Apellis Pharmaceuticals Inc | 3,000,000 | $4.8M | 0.64% | |
| 51 | REAL 3 06/15/25RealReal Inc | 5,500,000 | $4.7M | 0.64% | |
| 52 | IVC 4.25 03/15/26Invacare Corp | 8,500,000 | $4.7M | 0.63% | |
| 53 | ONEM 3 06/15/251Life Healthcare Inc | 5,000,000 | $4.3M | 0.59% | |
| 54 | PSTG 0.125 04/15/23Pure Storage Inc | 2,500,000 | $3.5M | 0.47% | |
| 55 | —Kaman Corp | 3,357,000 | $3.5M | 0.47% | |
| 56 | MXMagnachip Semiconductor | 185,000 | $3.1M | 0.42% | |
| 57 | CCIVGBPLCID Jan 19 2024 37 Put | 100,000 | $2.5M | 0.34% | |
| 58 | BBIO 2.5 03/15/27BridgeBio Pharma Inc | 4,000,000 | $2.3M | 0.32% | |
| 59 | MSTR 0 02/15/27MicroStrategy Inc | 2,500,000 | $1.8M | 0.24% | |
| 60 | —SREV Equity | 1,262,854 | $1.6M | 0.22% | |
| 61 | —Progenity Inc | 2,500,000 | $1.6M | 0.22% | |
| 62 | —Snap Inc | 1,500,000 | $1.5M | 0.20% | |
| 63 | PETQ 4 06/01/26PetIQ Inc | 1,240,000 | $1.4M | 0.19% | |
| 64 | —AAQC Equity | 100,000 | $976K | 0.13% | |
| 65 | —Industrial Tech Acquisitions Corp | 75,000 | $753K | 0.10% | |
| 66 | FLBFluidigm Corporation | 200,000 | $718K | 0.10% | |
| 67 | —Khosla Ventures Acq Co III | 60,000 | $586K | 0.08% | |
| 68 | —Artemis Strategic Investment Cor | 50,000 | $507K | 0.07% | |
| 69 | —Arrowroot Acquisition Corp | 50,000 | $488K | 0.07% | |
| 70 | —GLHA Equity | 50,000 | $488K | 0.07% | |
| 71 | CCIVGBPLCID Jan 19 2024 40 Put | 17,700 | $450K | 0.06% | |
| 72 | CCIVGBPLCID Jan 19 2024 25 Put | 16,100 | $409K | 0.06% | |
| 73 | —D and Z Media Acquisition Corp | 35,322 | $346K | 0.05% | |
| 74 | CCIVGBPSPY Jan 19 2024 50 Put | 12,300 | $312K | 0.04% | |
| 75 | MBVIM3-Brigade Acquisition III C | 25,000 | $251K | 0.03% | |
| 76 | —Senior Connect Acq | 25,000 | $246K | 0.03% | |
| 77 | —KL Acq Corp | 25,000 | $245K | 0.03% | |
| 78 | —Crucible Acquisition Corp | 25,000 | $245K | 0.03% | |
| 79 | —Mason Industrial Acq Corp | 25,000 | $244K | 0.03% | |
| 80 | —GXII Equity | 25,000 | $244K | 0.03% | |
| 81 | —CIIG Capital Partners | 17,522 | $176K | 0.02% | |
| 82 | —Viscogliosi Brothers Acq Corp | 15,000 | $149K | 0.02% | |
| 83 | —BOA Acquisition Corp | 10,208 | $101K | 0.01% | |
| 84 | —TBCP Equity | 10,000 | $98K | 0.01% | |
| 85 | —Sportstek Acquisition Corp | 10,000 | $98K | 0.01% | |
| 86 | TWLVTWLV Equity | 10,000 | $98K | 0.01% | |
| 87 | —Astrea Acq Corp | 10,000 | $98K | 0.01% | |
| 88 | —B Riley Principal 250 Merger | 10,000 | $98K | 0.01% | |
| 89 | NBSTNewbury Street Acquisition Corp | 10,000 | $98K | 0.01% | |
| 90 | —Property Solutions Acq Corp II | 10,000 | $98K | 0.01% | |
| 91 | —Osiris Acquisition Corp | 10,000 | $97K | 0.01% | |
| 92 | —One Equity Partners Open Wat | 4,060 | $40K | 0.01% | |
| 93 | —Accelerate Acquisition Corp | 25,000 | $10K | 0.00% | |
| 94 | —PRTK Equity | 986 | $3K | 0.00% | |
| 95 | —GX Acquisition Corp II 11.50 Wrts | 8,200 | $2K | 0.00% |