Shenkman Capital Management

Shenkman Capital Management as of Sept. 30, 2011

Portfolio Holdings for Shenkman Capital Management

Shenkman Capital Management holds 58 positions in its portfolio as reported in the September 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Sandisk Corp note 1.000% 5/1 3.6 $1.1M 35M 0.03
Gilead Sciences Inc note 1.000% 5/0 3.3 $986k 8.2M 0.12
Teva Pharmaceutical Fin Llc dbcv 0.250% 2/0 3.3 $984k 5.8M 0.17
Casella Waste Sys Inc cl a 3.2 $955k 562k 1.70
Mylan Inc note 1.250% 3/1 3.2 $955k 12M 0.08
Advanced Micro Devices Inc note 6.000% 5/0 3.2 $946k 47M 0.02
Lifepoint Hospitals Inc note 3.500% 5/1 3.2 $935k 19M 0.05
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 3.2 $931k 23M 0.04
Exterran Hldgs Inc note 4.250% 6/1 3.0 $893k 5.3M 0.17
Enersys note 3.375% 6/0 3.0 $880k 2.0M 0.44
Euronet Worldwide Inc note 3.500%10/1 2.9 $858k 7.8M 0.11
Arvinmeritor Inc note 4.625% 3/0 2.9 $856k 5.0M 0.17
Pantry Inc note 3.000%11/1 2.9 $845k 14M 0.06
Linear Technology Corp note 3.000% 5/0 2.8 $814k 12M 0.07
Amgen Inc note 0.375% 2/0 2.6 $778k 4.9M 0.16
Cumulus Media Inc cl a 2.6 $775k 625k 1.24
Chesapeake Energy Corp note 2.500% 5/1 2.6 $770k 39M 0.02
Sba Communications Corp note 1.875% 5/0 2.5 $753k 9.4M 0.08
Interpublic Group Cos Inc note 4.250% 3/1 2.5 $747k 11M 0.07
Prologis note 3.250% 3/1 2.4 $707k 7.9M 0.09
Advanced Micro Devices Inc note 5.750% 8/1 2.4 $693k 12M 0.06
Hanover Compressor Co note 4.750% 1/1 2.3 $681k 23M 0.03
Rayonier Trs Hldgs Inc note 3.750%10/1 2.2 $660k 1.5M 0.44
Trinity Inds Inc note 3.875% 6/0 2.2 $648k 65M 0.01
Charles Riv Labs Intl Inc note 2.250% 6/1 2.0 $584k 9.7M 0.06
General Cable Corp Del New note 0.875%11/1 2.0 $577k 29M 0.02
Live Nation Entertainment In note 2.875% 7/1 1.9 $558k 4.0M 0.14
Equinix Inc note 2.500% 4/1 1.8 $517k 10M 0.05
Iconix Brand Group Inc note 1.875% 6/3 1.7 $514k 26M 0.02
Sonic Automotive Inc note 5.000%10/0 1.7 $512k 3.2M 0.16
Affiliated Managers Group note 3.950% 8/1 1.5 $433k 11M 0.04
Alere Inc note 3.000% 5/1 1.4 $410k 5.1M 0.08
Unisource Energy Corp note 4.500% 3/0 1.4 $402k 2.2M 0.18
Hologic Inc frnt 2.000%12/1 1.3 $374k 37M 0.01
Level 3 Communications Inc note 3.500% 6/1 1.2 $354k 18M 0.02
Hercules Offshore Inc note 3.375% 6/0 1.1 $319k 6.4M 0.05
Medtronic Inc note 1.625% 4/1 1.1 $317k 5.3M 0.06
Group 1 Automotive Inc frnt 2.250% 6/1 1.1 $315k 16M 0.02
Central European Media note 5.000%11/1 1.1 $310k 6.2M 0.05
Micron Technology Inc note 1.875% 6/0 1.1 $308k 31M 0.01
Avis Budget Group note 3.500%10/0 1.0 $297k 7.4M 0.04
Sesi L L C note 1.500%12/1 0.9 $279k 9.3M 0.03
Prologis note 2.250% 4/0 0.8 $250k 250k 1.00
Health Care Reit Inc note 3.000%12/0 0.8 $233k 7.8M 0.03
Goodrich Pete Corp note 5.000%10/0 0.8 $227k 11M 0.02
Archer Daniels Midland Co note 0.875% 2/1 0.7 $218k 7.3M 0.03
Bristow Group Inc note 3.000% 6/1 0.6 $186k 19M 0.01
Alliance Data Systems Corp note 1.750% 8/0 0.6 $175k 2.5M 0.07
Arris Group Inc note 2.000%11/1 0.5 $161k 8.0M 0.02
Nuvasive Inc note 2.750% 7/0 0.5 $146k 7.3M 0.02
Liberty Media Corp New deb 3.125% 3/3 0.5 $133k 6.6M 0.02
Barrett Bill Corp note 5.000% 3/1 0.4 $121k 12M 0.01
Molson Coors Brewing Co note 2.500% 7/3 0.4 $118k 2.9M 0.04
Mgm Resorts International note 4.250% 4/1 0.2 $58k 5.8M 0.01
Cal Dive Intl Inc note 3.250%12/1 0.0 $0 39M 0.00
Leap Wireless Intl Inc note 4.500% 7/1 0.0 $0 38M 0.00
Lucent Technologies Inc dbcv 2.875% 6/1 0.0 $0 30M 0.00
Stewart Enterprises Inc note 3.125% 7/1 0.0 $0 5.0M 0.00