Shenkman Capital Management

Shenkman Capital Management as of Dec. 31, 2011

Portfolio Holdings for Shenkman Capital Management

Shenkman Capital Management holds 59 positions in its portfolio as reported in the December 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Trinity Inds Inc note 3.875% 6/0 8.2 $64M 66M 0.98
Advanced Micro Devices Inc note 6.000% 5/0 6.6 $52M 53M 0.98
Chesapeake Energy Corp note 2.500% 5/1 5.5 $43M 47M 0.90
Cal Dive Intl Inc note 3.250%12/1 5.0 $40M 39M 1.01
Hologic Inc frnt 2.000%12/1 5.0 $39M 40M 0.96
Leap Wireless Intl Inc note 4.500% 7/1 4.4 $34M 39M 0.88
General Cable Corp Del New note 0.875%11/1 3.6 $28M 31M 0.92
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 3.1 $24M 24M 1.01
Iconix Brand Group Inc note 1.875% 6/3 2.8 $22M 22M 0.99
Exterran Hldgs Inc note 4.250% 6/1 2.5 $19M 22M 0.89
Lifepoint Hospitals Inc note 3.500% 5/1 2.4 $19M 19M 1.03
Bristow Group Inc note 3.000% 6/1 2.4 $19M 19M 1.03
Hanover Compressor Co note 4.750% 1/1 2.4 $19M 20M 0.92
Lucent Technologies Inc dbcv 2.875% 6/1 2.2 $18M 20M 0.88
Group 1 Automotive Inc frnt 2.250% 6/1 2.2 $17M 16M 1.05
Pantry Inc note 3.000%11/1 2.1 $17M 17M 0.99
Advanced Micro Devices Inc note 5.750% 8/1 1.8 $14M 14M 1.01
Mgm Mirage conv 1.7 $13M 14M 0.96
Barrett Bill Corp note 5.000% 3/1 1.6 $12M 12M 1.01
Linear Technology Corp note 3.000% 5/0 1.6 $12M 12M 1.03
Micron Technology Inc note 1.875% 6/0 1.6 $12M 13M 0.97
Affiliated Managers Group note 3.950% 8/1 1.5 $12M 11M 1.09
Goodrich Pete Corp note 5.000%10/0 1.4 $11M 12M 0.93
Interpublic Group Cos Inc note 4.250% 3/1 1.4 $11M 11M 1.02
Equinix Inc note 2.500% 4/1 1.4 $11M 11M 1.04
Sba Communications Corp note 1.875% 5/0 1.4 $11M 9.5M 1.14
Mylan Inc note 1.250% 3/1 1.3 $10M 10M 1.01
Charles Riv Labs Intl Inc note 2.250% 6/1 1.3 $9.9M 10M 0.97
Note 3.50 1.2 $9.5M 9.4M 1.02
Sandisk Corp note 1.000% 5/1 1.2 $9.3M 9.3M 0.99
Gilead Sciences conv 1.2 $9.0M 8.3M 1.09
Prologis Inc note 3.250% 3/1 1.1 $8.5M 8.3M 1.03
Arvinmeritor Inc frnt 4.625% 3/0 1.1 $8.4M 11M 0.74
Arris Group Inc note 2.000%11/1 1.1 $8.3M 8.2M 1.01
Liberty Media Corp New deb 3.125% 3/3 1.1 $8.2M 7.4M 1.12
Health Care Reit Inc note 3.000%12/0 1.0 $8.1M 7.1M 1.15
Euronet Worldwide Inc note 3.500%10/1 1.0 $7.8M 7.8M 1.00
Archer Daniels Midland Co note 0.875% 2/1 1.0 $7.6M 7.5M 1.01
Teva Pharm Finance Llc Cvt cv bnd 0.9 $7.3M 7.1M 1.03
Alere Inc note 3.000% 5/1 0.9 $7.3M 7.7M 0.95
Nuvasive Inc. conv 0.8 $6.6M 8.9M 0.74
Hercules Offshore Inc note 3.375% 6/0 0.8 $6.3M 7.0M 0.91
Molson Coors Brewing Co note 2.500% 7/3 0.7 $5.6M 5.3M 1.06
Medtronic Inc note 1.625% 4/1 0.7 $5.4M 5.3M 1.01
Amgen Inc note 0.375% 2/0 0.6 $5.0M 5.0M 1.00
Covanta Holding Conv conv bnd 0.6 $4.8M 4.6M 1.05
Stewart Enterprises Inc note 3.125% 7/1 0.6 $4.5M 4.7M 0.96
Time Warner Telecom Inc dbcv 2.375% 4/0 0.6 $4.3M 3.7M 1.18
Sonic Automotive Inc note 5.000% 10/0 0.5 $4.0M 3.1M 1.32
Live Nation Entertainment In note 2.875% 7/1 0.5 $3.9M 4.4M 0.89
Central European Media sr nt cv 5%15 0.5 $3.8M 6.0M 0.64
Omnicare Inc dbcv 3.250%12/1 0.5 $3.7M 3.9M 0.94
Alliance Data Systems Corp note 1.750% 8/0 0.4 $3.2M 2.3M 1.38
Casella Waste Systems (CWST) 0.4 $3.0M 462k 6.40
Unisource Energy Corp note 4.500% 3/0 0.3 $2.4M 2.2M 1.09
Cumulus Media 0.3 $2.1M 625k 3.34
Rayonier Trs Hldgs Inc note 3.750%10/1 0.2 $1.9M 1.5M 1.25
Enersys note 3.375% 6/0 0.1 $1.0M 995k 1.02
Prologis note 2.250% 4/0 0.0 $250k 250k 1.00