Shenkman Capital Management

Shenkman Capital Management as of June 30, 2011

Portfolio Holdings for Shenkman Capital Management

Shenkman Capital Management holds 56 positions in its portfolio as reported in the June 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 9.3 $81M 77M 1.05
Hologic Inc frnt 2.000%12/1 8.7 $76M 79M 0.96
Lifepoint Hospitals Inc note 3.500% 5/1 6.9 $60M 56M 1.07
Advanced Micro Devices Inc note 6.000% 5/0 5.8 $51M 50M 1.02
Sandisk Corp note 1.000% 5/1 5.8 $51M 52M 0.97
Chesapeake Energy Corp note 2.500% 5/1 5.5 $48M 45M 1.06
Cal Dive Intl Inc note 3.250%12/1 4.6 $40M 40M 1.00
General Cable Corp Del New note 0.875%11/1 4.0 $35M 32M 1.09
Micron Technology Inc note 1.875% 6/0 3.8 $33M 34M 0.98
Iconix Brand Group Inc note 1.875% 6/3 3.6 $31M 30M 1.05
Lucent Technologies Inc dbcv 2.875% 6/1 2.8 $24M 25M 0.98
Leap Wireless Intl Inc note 4.500% 7/1 2.3 $20M 21M 0.95
Hornbeck Offshore Svcs Inc N frnt 1.625%11/1 2.3 $20M 21M 0.96
Hanover Compressor Co note 4.750% 1/1 2.1 $19M 19M 0.99
Pantry Inc note 3.000%11/1 1.9 $17M 17M 1.00
Level 3 Communications Inc note 3.500% 6/1 1.9 $17M 17M 1.00
Linear Technology Corp note 3.000% 5/0 1.9 $16M 15M 1.07
Bristow Group Inc note 3.000% 6/1 1.8 $16M 15M 1.05
Sba Communications Corp note 1.875% 5/0 1.6 $14M 13M 1.10
Interpublic Group Cos Inc note 4.250% 3/1 1.6 $14M 12M 1.14
Stewart Enterprises Inc note 3.125% 7/1 1.5 $13M 13M 1.03
Liberty Media Corp New deb 3.125% 3/3 1.5 $13M 11M 1.20
Group 1 Automotive Inc frnt 2.250% 6/1 1.5 $13M 13M 1.01
Mylan Inc note 1.250% 3/1 1.5 $13M 12M 1.12
Sesi L L C frnt 1.500%12/1 1.1 $9.6M 9.4M 1.02
Note 3.50 1.0 $8.9M 6.9M 1.28
Affiliated Managers Group note 3.950% 8/1 1.0 $8.7M 7.8M 1.12
Barrett Bill Corp note 5.000% 3/1 1.0 $8.7M 8.3M 1.04
Goodrich Pete Corp note 5.000%10/0 1.0 $8.5M 8.7M 0.98
Equinix Inc note 2.500% 4/1 0.9 $7.8M 7.4M 1.06
Euronet Worldwide Inc note 3.500%10/1 0.8 $7.0M 7.0M 1.01
Charles Riv Labs Intl Inc note 2.250% 6/1 0.8 $6.9M 6.5M 1.05
Amgen Inc note 0.375% 2/0 0.8 $6.7M 6.6M 1.01
Archer Daniels Midland Co note 0.875% 2/1 0.7 $6.1M 5.8M 1.06
Arris Group Inc note 2.000%11/1 0.7 $6.0M 5.7M 1.05
Health Care Reit Inc note 3.000%12/0 0.6 $5.6M 5.0M 1.12
Prologis Inc note 3.250% 3/1 0.6 $5.6M 4.9M 1.14
Sonic Automotive Inc note 5.000% 10/0 0.5 $4.6M 3.5M 1.32
Central European Media sr nt cv 5%15 0.5 $4.1M 4.6M 0.89
Arvinmeritor Inc frnt 4.625% 3/0 0.4 $3.8M 3.5M 1.09
Live Nation Entertainment In note 2.875% 7/1 0.4 $3.7M 3.9M 0.94
Medtronic Inc note 1.625% 4/1 0.4 $3.4M 3.3M 1.02
Alliance Data Systems Corp note 1.750% 8/0 0.4 $3.4M 2.6M 1.27
Casella Waste Systems (CWST) 0.4 $3.3M 547k 6.10
Unisource Energy Corp note 4.500% 3/0 0.3 $2.9M 2.6M 1.09
Enersys note 3.375% 6/0 0.3 $2.9M 2.6M 1.13
Cumulus Media 0.2 $2.2M 625k 3.50
Beckman Coulter Inc note 2.500%12/1 0.2 $2.0M 1.7M 1.20
Alliant Techsystems Inc note 2.750% 9/1 0.1 $1.2M 1.2M 1.00
Greenbrier Cos Inc note 2.375% 5/1 0.1 $1.2M 1.3M 0.96
Rayonier Trs Hldgs Inc note 3.750%10/1 0.1 $1.2M 1.0M 1.23
Advanced Micro Devices Inc note 5.750% 8/1 0.1 $1.1M 1.1M 1.03
Stewart Enterprises Inc cnv 0.1 $1.1M 1.1M 1.01
Cubist Pharmaceuticals Inc note 2.250% 6/1 0.1 $870k 680k 1.28
Time Warner Telecom Inc dbcv 2.375% 4/0 0.1 $523k 425k 1.23
Prologis note 2.250% 4/0 0.0 $250k 250k 1.00