Shenkman Capital Management

Shenkman Capital Management as of June 30, 2012

Portfolio Holdings for Shenkman Capital Management

Shenkman Capital Management holds 67 positions in its portfolio as reported in the June 2012 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
Advanced Micro Devices Inc note 6.000% 5/0 9.6 $66M 66M 1.01
Trinity Inds Inc note 3.875% 6/0 6.4 $45M 45M 1.00
Webmd Health Corp note 3.9 $27M 29M 0.94
Exterran Hldgs Inc note 4.250% 6/1 3.1 $21M 22M 0.96
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 2.8 $20M 19M 1.05
General Cable Corp Del New note 0.875%11/1 2.8 $20M 20M 0.96
Goodrich Pete Corp note 5.000%10/0 2.8 $19M 21M 0.94
Bristow Group Inc note 3.000% 6/1 2.6 $18M 18M 1.01
Omnicare Inc dbcv 3.250%12/1 2.5 $17M 18M 0.96
Leap Wireless Intl Inc note 4.500% 7/1 2.4 $17M 18M 0.95
Group 1 Automotive Inc frnt 2.250% 6/1 2.4 $17M 16M 1.03
Chesapeake Energy Corp note 2.500% 5/1 2.4 $16M 19M 0.86
Lifepoint Hospitals Inc note 3.500% 5/1 2.2 $15M 14M 1.07
Note 3.50 2.2 $15M 12M 1.27
Hologic Inc cnv 2.1 $14M 15M 0.93
Affiliated Managers Group note 3.950% 8/1 2.0 $14M 13M 1.08
Charles Riv Labs Intl Inc note 2.250% 6/1 2.0 $14M 14M 1.00
Nuvasive Inc. conv 2.0 $14M 14M 0.98
Mgm Mirage conv 1.9 $13M 13M 1.02
Micron Technology Inc note 1.875% 6/0 1.9 $13M 14M 0.98
Cal Dive Intl Inc note 3.250%12/1 1.9 $13M 13M 1.00
Rovi Corp conv 1.9 $13M 14M 0.96
Alere Inc note 3.000% 5/1 1.7 $12M 13M 0.92
Sba Communications Corp note 1.875% 5/0 1.7 $12M 8.3M 1.39
Barrett Bill Corp note 5.000% 3/1 1.7 $12M 12M 1.00
Hologic Inc frnt 2.000%12/1 1.6 $11M 11M 0.99
Liberty Media Corp New deb 3.125% 3/3 1.6 $11M 8.8M 1.22
Arvinmeritor Inc frnt 4.625% 3/0 1.5 $11M 12M 0.87
Prologis Inc note 3.250% 3/1 1.5 $11M 9.6M 1.11
Archer Daniels Midland Co note 0.875% 2/1 1.5 $11M 10M 1.01
Sandisk Corp note 1.000% 5/1 1.5 $10M 10M 0.98
Live Nation Entertainment In note 2.875% 7/1 1.4 $10M 10M 0.96
Health Care Reit Inc note 3.000%12/0 1.4 $9.8M 8.2M 1.19
Molson Coors Brewing Co note 2.500% 7/3 1.4 $9.7M 9.5M 1.02
Arris Group Inc note 2.000%11/1 1.3 $9.2M 8.6M 1.08
Euronet Worldwide Inc note 3.500%10/1 1.2 $8.7M 8.7M 1.00
Teva Pharm Finance Llc Cvt cv bnd 1.2 $8.5M 8.2M 1.04
Covanta Holding Conv conv bnd 1.2 $8.3M 7.1M 1.17
L-3 Communications Corp debt 3.000% 8/0 1.1 $7.9M 8.0M 0.98
Linear Technology Corp note 3.000% 5/0 1.1 $7.6M 7.3M 1.04
GAME Technolog debt 1.0 $6.7M 6.0M 1.11
Gilead Sciences conv 0.9 $6.3M 5.1M 1.24
Amgen Inc note 0.375% 2/0 0.9 $6.2M 6.0M 1.04
Medtronic Inc note 1.625% 4/1 0.9 $6.1M 6.0M 1.01
Time Warner Telecom Inc dbcv 2.375% 4/0 0.8 $5.6M 4.0M 1.40
Hercules Offshore Inc note 3.375% 6/0 0.8 $5.4M 5.5M 0.99
Hanover Compressor Co note 4.750% 1/1 0.8 $5.3M 5.4M 0.98
Central European Media sr nt cv 5%15 0.8 $5.2M 5.9M 0.88
Stewart Enterprises Inc note 3.125% 7/1 0.6 $4.5M 4.5M 1.00
Arcelormittal Sa Luxembourg note 5.000% 5/1 0.6 $4.3M 4.3M 1.02
Alliant Techsystems Inc note 3.000% 8/1 0.6 $4.3M 4.3M 1.01
Navistar Intl Corp New note 3.000%10/1 0.5 $3.7M 4.0M 0.93
Sonic Automotive Inc note 5.000% 10/0 0.5 $3.3M 2.5M 1.32
Casella Waste Systems (CWST) 0.2 $1.3M 231k 5.85
Wesco Intl Inc dbcv 6.000% 9/1 0.1 $540k 250k 2.16
Sba Communications Corp note 4.000%10/0 0.1 $483k 250k 1.93
Equinix Inc note 3.000%10/1 0.1 $423k 250k 1.69
Holdings Inc Note 5.25 0.1 $418k 250k 1.67
Mylan Inc note 3.750% 9/1 0.1 $430k 250k 1.72
D R Horton Inc note 2.000% 5/1 0.1 $375k 250k 1.50
Nuance Communications Inc dbcv 2.750% 8/1 0.1 $348k 250k 1.39
Virgin Media Inc note 6.500%11/1 0.1 $373k 250k 1.49
Regis Corp Minn note 5.000% 7/1 0.1 $325k 250k 1.30
Omnicare Inc note 3.750%12/1 0.1 $330k 250k 1.32
Terex Corp New note 4.000% 6/0 0.1 $333k 250k 1.33
CUBIST PHARM CONVERTIBLE security 0.1 $360k 250k 1.44
Trw Automotive 3.5% 12/01/15 conv 0.1 $365k 250k 1.46