Shenkman Capital Management

Shenkman Capital Management as of Sept. 30, 2012

Portfolio Holdings for Shenkman Capital Management

Shenkman Capital Management holds 69 positions in its portfolio as reported in the September 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 3.2 $20M 19M 1.04
Advanced Micro Devices Inc note 6.000% 5/0 3.2 $20M 20M 1.02
Goodrich Pete Corp note 5.000%10/0 3.2 $20M 21M 0.94
Group 1 Automotive Inc frnt 2.250% 6/1 3.1 $19M 17M 1.16
Exterran Hldgs Inc note 4.250% 6/1 3.0 $19M 17M 1.13
Leap Wireless Intl Inc note 4.500% 7/1 2.8 $17M 18M 0.96
Micron Technology Inc note 1.875% 6/0 2.7 $17M 17M 0.99
Omnicare Inc dbcv 3.250%12/1 2.7 $17M 17M 0.99
Chesapeake Energy Corp note 2.500% 5/1 2.7 $17M 19M 0.90
Hologic Inc cnv 2.7 $17M 17M 0.98
Integra Lifesciences Holdings conv bnd 2.6 $16M 16M 1.02
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 2.6 $16M 16M 1.04
Affiliated Managers Group note 3.950% 8/1 2.6 $16M 14M 1.12
Lifepoint Hospitals Inc note 3.500% 5/1 2.5 $15M 14M 1.09
Charles Riv Labs Intl Inc note 2.250% 6/1 2.4 $15M 15M 1.02
Nuvasive Inc. conv 2.4 $15M 16M 0.96
Mgm Mirage conv 2.4 $15M 15M 1.04
Cal Dive Intl Inc note 3.250%12/1 2.3 $14M 14M 1.00
Electronic Arts Inc conv 2.3 $14M 16M 0.92
Alere Inc note 3.000% 5/1 2.2 $14M 14M 0.95
General Cable Corp Del New note 0.875%11/1 2.1 $13M 13M 1.00
Live Nation Entertainment In note 2.875% 7/1 2.1 $13M 13M 0.98
Steel Dynamics Inc note 5.125% 6/1 2.1 $13M 13M 1.05
Prologis Inc note 3.250% 3/1 1.9 $12M 11M 1.12
Liberty Media Corp New deb 3.125% 3/3 1.9 $12M 8.4M 1.40
Molson Coors Brewing Co note 2.500% 7/3 1.8 $11M 11M 1.03
Note 3.50 1.8 $11M 9.1M 1.22
Archer Daniels Midland Co note 0.875% 2/1 1.7 $11M 11M 1.00
Sandisk Corp note 1.000% 5/1 1.7 $11M 11M 0.99
Health Care Reit Inc note 3.000%12/0 1.7 $10M 8.7M 1.19
Arris Group Inc note 2.000%11/1 1.6 $10M 9.7M 1.05
GAME Technolog debt 1.6 $9.9M 9.6M 1.04
Amgen Inc note 0.375% 2/0 1.6 $9.8M 8.9M 1.11
Teva Pharm Finance Llc Cvt cv bnd 1.6 $9.8M 9.2M 1.07
Linear Technology Corp note 3.000% 5/0 1.6 $9.7M 9.3M 1.04
Covanta Holding Conv conv bnd 1.5 $9.6M 8.2M 1.17
Alliant Techsystems Inc note 3.000% 8/1 1.5 $9.4M 9.1M 1.03
Arcelormittal Sa Luxembourg note 5.000% 5/1 1.5 $9.1M 8.9M 1.02
L-3 Communications Corp debt 3.000% 8/0 1.4 $8.9M 8.9M 1.00
Bristow Group Inc note 3.000% 6/1 1.3 $8.0M 7.7M 1.04
Medtronic Inc note 1.625% 4/1 1.2 $7.6M 7.5M 1.01
Euronet Worldwide Inc note 3.500%10/1 1.2 $7.3M 7.3M 1.00
Arvinmeritor Inc frnt 4.625% 3/0 1.2 $7.3M 8.2M 0.89
Webmd Health Conv Sr Notes conv 1.0 $6.1M 7.4M 0.83
Central European Media sr nt cv 5%15 0.9 $5.6M 5.9M 0.95
Hanover Compressor Co note 4.750% 1/1 0.9 $5.5M 5.5M 1.01
Rovi Corp conv 0.9 $5.4M 5.4M 0.99
Sba Communications Corp note 1.875% 5/0 0.8 $4.7M 3.1M 1.52
Stewart Enterprises Inc note 3.125% 7/1 0.8 $4.7M 4.6M 1.04
Time Warner Telecom Inc dbcv 2.375% 4/0 0.7 $4.6M 3.2M 1.42
Greenbrier Co Inc conv bnd 0.7 $4.2M 4.7M 0.90
Hercules Offshore Inc note 3.375% 6/0 0.6 $3.4M 3.4M 1.00
Gilead Sciences conv 0.5 $3.0M 2.0M 1.51
Casella Waste Systems (CWST) 0.2 $1.0M 236k 4.27
Sba Communications Corp note 4.000%10/0 0.1 $742k 350k 2.12
Wesco Intl Inc dbcv 6.000% 9/1 0.1 $753k 350k 2.15
Mylan Inc note 3.750% 9/1 0.1 $669k 350k 1.91
Virgin Media Inc note 6.500%11/1 0.1 $606k 350k 1.73
Holdings Inc Note 5.25 0.1 $620k 350k 1.77
Level 3 Communications Inc note 6.500%10/0 0.1 $508k 350k 1.45
CUBIST PHARM CONVERTIBLE security 0.1 $435k 250k 1.74
Trw Automotive 3.5% 12/01/15 conv 0.1 $413k 250k 1.65
Nuance Communications Inc dbcv 2.750% 8/1 0.1 $360k 250k 1.44
Omnicare Inc note 3.750%12/1 0.1 $355k 250k 1.42
Terex Corp New note 4.000% 6/0 0.1 $395k 250k 1.58
Caci Intl Inc note 2.125% 5/0 0.1 $280k 250k 1.12
Equinix Inc note 3.000%10/1 0.1 $296k 150k 1.97
Regis Corp Minn note 5.000% 7/1 0.1 $328k 250k 1.31
Coinstar Inc note 4.000% 9/0 0.0 $195k 150k 1.30