Shenkman Capital Management

Shenkman Capital Management as of Dec. 31, 2012

Portfolio Holdings for Shenkman Capital Management

Shenkman Capital Management holds 62 positions in its portfolio as reported in the December 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 3.7 $23M 21M 1.12
Exterran Hldgs Inc note 4.250% 6/1 3.4 $21M 19M 1.15
Group 1 Automotive Inc frnt 2.250% 6/1 3.2 $20M 17M 1.17
Hologic Inc cnv 3.1 $19M 20M 0.99
Chesapeake Energy Corp note 2.500% 5/1 3.0 $19M 21M 0.90
Integra Lifesciences Holdings conv bnd 2.9 $19M 18M 1.01
Omnicare Inc dbcv 3.250%12/1 2.9 $18M 18M 1.00
Leap Wireless Intl Inc note 4.500% 7/1 2.9 $18M 19M 0.96
Affiliated Managers Group note 3.950% 8/1 2.9 $18M 16M 1.11
General Cable Corp Del New note 0.875%11/1 2.8 $18M 18M 0.99
Micron Technology Inc note 1.875% 6/0 2.8 $18M 18M 0.99
Lifepoint Hospitals Inc note 3.500% 5/1 2.8 $18M 17M 1.03
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 2.8 $17M 17M 1.01
Electronic Arts Inc conv 2.7 $17M 18M 0.93
Nuvasive Inc. conv 2.7 $17M 19M 0.88
Mgm Mirage conv 2.7 $17M 16M 1.06
Charles Riv Labs Intl Inc note 2.250% 6/1 2.6 $16M 16M 1.00
Steel Dynamics Inc note 5.125% 6/1 2.6 $16M 15M 1.09
Prologis Inc note 3.250% 3/1 2.5 $16M 14M 1.14
GAME Technolog debt 2.4 $15M 14M 1.05
Live Nation Entertainment In note 2.875% 7/1 2.4 $15M 15M 1.00
Alliant Techsystems Inc note 3.000% 8/1 2.2 $14M 13M 1.06
Alere Inc note 3.000% 5/1 2.2 $14M 15M 0.94
Linear Technology Corp note 3.000% 5/0 2.0 $13M 12M 1.05
Arris Group Inc note 2.000%11/1 2.0 $12M 12M 1.07
Sandisk Corp note 1.000% 5/1 2.0 $12M 12M 1.00
Archer Daniels Midland Co note 0.875% 2/1 2.0 $12M 12M 1.00
Molson Coors Brewing Co note 2.500% 7/3 1.9 $12M 12M 1.02
Note 3.50 1.8 $12M 8.4M 1.37
Amgen Inc note 0.375% 2/0 1.8 $12M 10M 1.12
L-3 Communications Corp debt 3.000% 8/0 1.7 $11M 11M 1.01
Teva Pharm Finance Llc Cvt cv bnd 1.7 $11M 10M 1.03
Arcelormittal Sa Luxembourg note 5.000% 5/1 1.7 $11M 10M 1.04
Health Care Reit Inc note 3.000%12/0 1.7 $11M 8.6M 1.23
Goodrich Pete Corp note 5.000%10/0 1.6 $10M 11M 0.94
Medtronic Inc note 1.625% 4/1 1.6 $10M 10M 1.00
Liberty Media Corp New deb 3.125% 3/3 1.6 $9.9M 6.8M 1.46
Covanta Holding Conv conv bnd 1.5 $9.7M 7.9M 1.22
Rovi Corp conv 1.5 $9.5M 9.5M 1.00
Bristow Group Inc note 3.000% 6/1 1.4 $9.1M 8.6M 1.06
Webmd Health Conv Sr Notes conv 1.4 $8.6M 10M 0.84
Exterran Hldgs Inc note 4.750% 1/1 0.9 $5.4M 5.4M 1.00
Stewart Enterprises Inc note 3.125% 7/1 0.7 $4.4M 4.4M 1.01
Greenbrier Co Inc conv bnd 0.7 $4.4M 4.9M 0.91
Time Warner Telecom Inc dbcv 2.375% 4/0 0.7 $4.3M 3.1M 1.37
Sba Communications Corp note 1.875% 5/0 0.6 $4.1M 2.4M 1.71
Sba Communications Corp note 4.000%10/0 0.1 $830k 350k 2.37
Mylan Inc note 3.750% 9/1 0.1 $746k 350k 2.13
Virgin Media Inc note 6.500%11/1 0.1 $721k 350k 2.06
Holdings Inc Note 5.25 0.1 $711k 350k 2.03
Wesco Intl Inc dbcv 6.000% 9/1 0.1 $620k 250k 2.48
Level 3 Communications Inc note 6.500%10/0 0.1 $497k 350k 1.42
Trw Automotive 3.5% 12/01/15 conv 0.1 $478k 250k 1.91
Terex Corp New note 4.000% 6/0 0.1 $468k 250k 1.87
Omnicare Inc note 3.750%12/1 0.1 $370k 250k 1.48
CUBIST PHARM CONVERTIBLE security 0.1 $395k 250k 1.58
Nuance Communications Inc dbcv 2.750% 8/1 0.1 $330k 250k 1.32
Regis Corp Minn note 5.000% 7/1 0.1 $310k 250k 1.24
Caci Intl Inc note 2.125% 5/0 0.0 $283k 250k 1.13
Endo Pharmaceuticals Hldgs I note 1.750% 4/1 0.0 $275k 250k 1.10
Gilead Sciences conv 0.0 $246k 150k 1.64
Coinstar Inc note 4.000% 9/0 0.0 $212k 150k 1.41