SILVERBACK ASSET MANAGEMENT LLC Q2 2022 Filing
Filed August 15, 2022
Portfolio Value
$649.2M
Holdings
94
Report Date
Q2 2022
Filing Type
13F-HR
All Holdings (94 positions)
| # | Stock | Shares | Value | % Portfolio | Type |
|---|---|---|---|---|---|
| 1 | SPYSPDR S&P 500 ETF TR | 520,000 | $196.2M | 30.22% | Put |
| 2 | —Scorpio Tankers Inc (Exchange) | 21,100,000 | $25.1M | 3.86% | |
| 3 | SPLK 0.5 09/15/23SPLUNK INC | 19,490,000 | $18.7M | 2.89% | |
| 4 | —Infinera Corp | 20,000,000 | $18.5M | 2.84% | |
| 5 | —Harmonic Inc | 15,000,000 | $17.9M | 2.76% | |
| 6 | LITE 0.5 12/15/26LUMENTUM HLDGS INC | 15,200,000 | $15.6M | 2.41% | |
| 7 | BANDBandwidth Inc | 20,500,000 | $14.3M | 2.20% | |
| 8 | PANW 0.75 07/01/23Palo Alto Networks Inc | 7,500,000 | $14.1M | 2.17% | |
| 9 | NVMI 0 10/15/25NOVA LTD | 10,000,000 | $12.9M | 1.99% | |
| 10 | CHGG 0 09/01/26Chegg Inc | 17,000,000 | $12.5M | 1.92% | |
| 11 | —Ivanhoe Mines Ltd | 10,725,000 | $11.0M | 1.70% | |
| 12 | MDRX 0.875 01/01/27ALLSCRIPTS HEALTHCARE SOLUTI | 8,400,000 | $10.6M | 1.63% | |
| 13 | ACCD 0.5 04/01/26Accolade Inc | 16,000,000 | $10.6M | 1.63% | |
| 14 | ARAY 3.75 06/01/26ACCURAY INC DEL | 13,096,000 | $10.3M | 1.59% | |
| 15 | PATK 1 02/01/23Patrick Inds Inc | 10,500,000 | $10.3M | 1.59% | |
| 16 | —Impinj Inc | 12,000,000 | $10.1M | 1.55% | |
| 17 | DISH 3.375 08/15/26DISH Network Corporation | 14,931,000 | $10.1M | 1.55% | |
| 18 | IVC 5 11/15/24 *INVACARE CORP | 11,500,000 | $9.5M | 1.47% | |
| 19 | LPSN 0 12/15/26Liveperson Inc | 12,250,000 | $8.9M | 1.37% | |
| 20 | RDNWRUMBLEON INC | 589,495 | $8.7M | 1.34% | |
| 21 | W 1 08/15/26Wayfair Inc | 12,400,000 | $8.1M | 1.24% | |
| 22 | —TABULA RASA HEALTHCARE INC | 11,450,000 | $8.0M | 1.23% | |
| 23 | FUBO 3.25 02/15/26fuboTV Inc | 25,000,000 | $7.9M | 1.22% | |
| 24 | FSLY 0 03/15/26Fastly Inc | 10,500,000 | $7.7M | 1.19% | |
| 25 | COUP 0.375 06/15/26Coupa Software Inc | 10,200,000 | $7.7M | 1.19% | |
| 26 | OMCL 0.25 09/15/25OMNICELL COM | 6,000,000 | $7.7M | 1.18% | |
| 27 | WK 1.125 08/15/26Workiva Inc | 7,000,000 | $7.6M | 1.17% | |
| 28 | ONEM 3 06/15/251Life Healthcare Inc | 7,939,000 | $6.6M | 1.02% | |
| 29 | —Paratek Pharmaceuticals Inc | 7,707,000 | $6.6M | 1.01% | |
| 30 | ESPR 4 11/15/25ESPERION THERAPEUTICS INC NE | 11,750,000 | $6.5M | 1.00% | |
| 31 | LYFTLyft Inc | 7,500,000 | $6.4M | 0.99% | |
| 32 | DISH 0 12/15/25DISH NETWORK CORPORATION | 9,000,000 | $6.4M | 0.98% | |
| 33 | BOX 0 01/15/26Box Inc | 5,500,000 | $6.3M | 0.96% | |
| 34 | BYND 0 03/15/27Beyond Meat Inc | 15,511,000 | $6.2M | 0.95% | |
| 35 | PEGA 0.75 03/01/25Pegasystems Inc | 7,500,000 | $6.0M | 0.93% | |
| 36 | MGNI 0.25 03/15/26Magnite Inc | 7,500,000 | $5.6M | 0.86% | |
| 37 | CCIVGBPLUCID GROUP INC | 321,100 | $5.5M | 0.85% | Put |
| 38 | AKTSQAKOUSTIS TECHNOLOGIES INC | 1,475,000 | $5.5M | 0.84% | |
| 39 | —Workday Inc | 5,000,000 | $5.2M | 0.81% | |
| 40 | —Vroom Inc | 17,250,000 | $4.8M | 0.74% | |
| 41 | —Aerie Pharmaceuticals Inc | 5,584,000 | $4.8M | 0.74% | |
| 42 | WDC 1.5 02/01/24WESTERN DIGITAL CORP. | 5,000,000 | $4.8M | 0.74% | |
| 43 | REAL 3 06/15/25THE REALREAL INC | 7,500,000 | $4.7M | 0.73% | |
| 44 | PSTG 0.125 04/15/23Pure Storage Inc | 4,000,000 | $4.5M | 0.69% | |
| 45 | IVC 4.25 03/15/26Invacare Corp | 8,500,000 | $4.3M | 0.65% | |
| 46 | GRPN 1.125 03/15/26Groupon Inc | 6,500,000 | $4.2M | 0.64% | |
| 47 | —II-VI Inc | 3,500,000 | $3.9M | 0.60% | |
| 48 | FVRR 0 11/01/25FIVERR INTL LTD | 5,060,000 | $3.9M | 0.59% | |
| 49 | AVDL 4.5 10/02/23AVADEL FIN CAYMAN LTD | 5,300,000 | $3.8M | 0.58% | |
| 50 | GH 0 11/15/27Guardant Health Inc | 5,000,000 | $3.2M | 0.49% | |
| 51 | MXMAGNACHIP SEMICONDUCTOR CORP | 205,000 | $3.0M | 0.46% | |
| 52 | APLS 3.5 09/15/26Apellis Pharmaceuticals Inc | 2,000,000 | $3.0M | 0.46% | |
| 53 | OSH 0 03/15/26OAK STR HEALTH INC | 3,500,000 | $2.5M | 0.38% | |
| 54 | NSTG 2.625 03/01/25NanoString Technologies Inc | 3,000,000 | $2.4M | 0.37% | |
| 55 | BBIO 2.5 03/15/27BridgeBio Pharma Inc | 4,000,000 | $2.2M | 0.34% | |
| 56 | —8X8 INC NEW | 2,500,000 | $2.1M | 0.33% | |
| 57 | REAL 1 03/01/28THE REALREAL INC | 4,000,000 | $1.8M | 0.28% | |
| 58 | TREE 0.5 07/15/25LendingTree Inc | 2,500,000 | $1.7M | 0.26% | |
| 59 | —Kaman Corp | 1,107,000 | $1.0M | 0.16% | |
| 60 | —ACCELERATE ACQUISITION CORP | 100,000 | $976K | 0.15% | |
| 61 | PRCH 0.75 09/15/26Porch Group Inc | 1,500,000 | $792K | 0.12% | |
| 62 | —INDUSTRIAL TECH ACQSTNS II I | 75,000 | $752K | 0.12% | |
| 63 | —AF ACQUISITION CORP | 75,000 | $731K | 0.11% | |
| 64 | —KHOSLA VENTURES ACQUT CO III | 60,000 | $584K | 0.09% | |
| 65 | TRHCEURTABULA RASA HEALTHCARE INC | 200,000 | $514K | 0.08% | |
| 66 | —ARTEMIS STRATEGIC INVT CORP | 50,000 | $498K | 0.08% | |
| 67 | —GLASS HOUSES ACQUISITION COR | 50,000 | $491K | 0.08% | |
| 68 | —Arrowroot Acquisition Corp | 50,000 | $491K | 0.08% | |
| 69 | —D AND Z MEDIA ACQUISITION CO | 35,322 | $346K | 0.05% | |
| 70 | FLBSTANDARD BIOTOOLS INC | 200,000 | $320K | 0.05% | |
| 71 | MBVIM3 BRIGADE ACQUISITION III | 25,000 | $250K | 0.04% | |
| 72 | ASPNASPEN AEROGELS INC | 25,000 | $247K | 0.04% | Call |
| 73 | —SENIOR CONNECT ACQUISITN COR | 25,000 | $246K | 0.04% | |
| 74 | —Crucible Acquisition Corp | 25,000 | $246K | 0.04% | |
| 75 | —KL ACQUISITION CORP | 25,000 | $246K | 0.04% | |
| 76 | —MASON INDUSTRIAL TECHNOLGY I | 25,000 | $245K | 0.04% | |
| 77 | —GX ACQUISITION CORP II | 25,000 | $245K | 0.04% | |
| 78 | —CIIG CAPITAL PARTNERS II INC | 15,922 | $159K | 0.02% | |
| 79 | —VISCOGLIOSI BROS ACQUISTN CO | 15,000 | $149K | 0.02% | |
| 80 | —BOA Acquisition Corp | 10,208 | $100K | 0.02% | |
| 81 | —PROPERTY SOLUTIONS ACQUISITI | 10,000 | $98K | 0.02% | |
| 82 | —ASTREA ACQUISITION CORP | 10,000 | $98K | 0.02% | |
| 83 | —THUNDER BRIDGE CAP PRTNRS II | 10,000 | $98K | 0.02% | |
| 84 | —Osiris Acquisition Corp | 10,000 | $98K | 0.02% | |
| 85 | NBSTNEWBURY STREET ACQUISITN COR | 10,000 | $98K | 0.02% | |
| 86 | —Sportstek Acquisition Corp | 10,000 | $98K | 0.02% | |
| 87 | TWLVTWELVE SEAS INVESTMENT CO II | 10,000 | $98K | 0.02% | |
| 88 | —B RILEY PRIN 250 MERGER CORP | 10,000 | $97K | 0.01% | |
| 89 | —VELOCITY ACQUISITION CORP | 5,976 | $58K | 0.01% | |
| 90 | —ONE EQUITY PARTNERS OPEN WTR | 4,060 | $40K | 0.01% | |
| 91 | —Accelerate Acquisition Corp | 25,000 | $4K | 0.00% | |
| 92 | —AF ACQUISITION CORP | 24,999 | $3K | 0.00% | |
| 93 | —PARATEK PHARMACEUTICALS INC | 986 | $2K | 0.00% | |
| 94 | —GX ACQUISITION CORP II | 8,200 | $1K | 0.00% |