Shenkman Capital Management

Shenkman Capital Management as of March 31, 2012

Portfolio Holdings for Shenkman Capital Management

Shenkman Capital Management holds 53 positions in its portfolio as reported in the March 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Trinity Inds Inc note 3.875% 6/0 9.2 $78M 72M 1.09
Advanced Micro Devices Inc note 6.000% 5/0 8.4 $72M 69M 1.04
Chesapeake Energy Corp note 2.500% 5/1 5.7 $49M 53M 0.93
Leap Wireless Intl Inc note 4.500% 7/1 4.8 $41M 42M 0.97
Hologic Inc frnt 2.000%12/1 4.7 $41M 41M 1.00
Omnicare Inc dbcv 3.250%12/1 4.0 $34M 35M 0.97
General Cable Corp Del New note 0.875%11/1 3.8 $33M 33M 0.98
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 3.1 $27M 25M 1.08
Exterran Hldgs Inc note 4.250% 6/1 3.0 $26M 26M 1.00
Goodrich Pete Corp note 5.000%10/0 2.4 $20M 21M 0.99
Group 1 Automotive Inc frnt 2.250% 6/1 2.4 $20M 18M 1.11
Bristow Group Inc note 3.000% 6/1 2.3 $20M 19M 1.05
Hanover Compressor Co note 4.750% 1/1 2.3 $20M 20M 0.99
Lucent Technologies Inc dbcv 2.875% 6/1 2.3 $20M 20M 0.99
Mgm Mirage conv 2.3 $20M 19M 1.06
Lifepoint Hospitals Inc note 3.500% 5/1 2.2 $19M 18M 1.05
Note 3.50 1.7 $14M 12M 1.18
Advanced Micro Devices Inc note 5.750% 8/1 1.6 $14M 14M 1.01
Affiliated Managers Group note 3.950% 8/1 1.6 $14M 12M 1.11
Arvinmeritor Inc frnt 4.625% 3/0 1.6 $13M 15M 0.92
Micron Technology Inc note 1.875% 6/0 1.6 $14M 13M 1.02
Linear Technology Corp note 3.000% 5/0 1.6 $13M 12M 1.07
Charles Riv Labs Intl Inc note 2.250% 6/1 1.6 $13M 13M 1.01
Cal Dive Intl Inc note 3.250%12/1 1.5 $13M 12M 1.01
Barrett Bill Corp note 5.000% 3/1 1.4 $12M 12M 1.00
Nuvasive Inc. conv 1.4 $12M 14M 0.86
Iconix Brand Group Inc note 1.875% 6/3 1.3 $12M 12M 1.00
Sba Communications Corp note 1.875% 5/0 1.2 $11M 8.5M 1.26
Prologis Inc note 3.250% 3/1 1.2 $10M 8.8M 1.14
Sandisk Corp note 1.000% 5/1 1.1 $9.8M 9.8M 1.00
Liberty Media Corp New deb 3.125% 3/3 1.1 $9.4M 7.8M 1.21
Alere Inc note 3.000% 5/1 1.1 $9.1M 8.9M 1.02
Arris Group Inc note 2.000%11/1 1.1 $9.0M 8.7M 1.04
Health Care Reit Inc note 3.000%12/0 1.0 $8.7M 7.6M 1.15
Gilead Sciences conv 1.0 $8.7M 7.1M 1.23
Teva Pharm Finance Llc Cvt cv bnd 1.0 $8.6M 7.8M 1.11
Hercules Offshore Inc note 3.375% 6/0 1.0 $8.4M 8.5M 0.99
Archer Daniels Midland Co note 0.875% 2/1 1.0 $8.4M 8.2M 1.02
Euronet Worldwide Inc note 3.500%10/1 0.9 $8.0M 8.0M 1.00
Live Nation Entertainment In note 2.875% 7/1 0.9 $7.8M 8.1M 0.96
Molson Coors Brewing Co note 2.500% 7/3 0.8 $6.6M 6.3M 1.05
Covanta Holding Conv conv bnd 0.7 $6.0M 5.3M 1.15
Amgen Inc note 0.375% 2/0 0.7 $5.8M 5.6M 1.02
Rovi Corp conv 0.7 $5.8M 5.5M 1.05
Medtronic Inc note 1.625% 4/1 0.7 $5.6M 5.5M 1.01
Central European Media sr nt cv 5%15 0.6 $4.7M 5.9M 0.79
Stewart Enterprises Inc note 3.125% 7/1 0.5 $4.6M 4.7M 0.99
Time Warner Telecom Inc dbcv 2.375% 4/0 0.5 $4.5M 3.6M 1.24
Sonic Automotive Inc note 5.000% 10/0 0.5 $3.9M 2.5M 1.52
GAME Technolog debt 0.4 $3.7M 3.2M 1.14
Alliant Techsystems Inc note 3.000% 8/1 0.4 $3.7M 3.6M 1.02
Casella Waste Systems (CWST) 0.3 $2.3M 376k 6.23
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.2 $2.0M 1.9M 1.07