That would be because they are not dates... they don't specify the day.

Either add a day of month to the character data before you convert it, or use 
the yearmon class from zoo.

Something like...

as.Date(paste("1",as.character(df$mydate),sep="-"), format='%d-%b-%y')

And why in the world are you converting to factor and back? Perhaps because you 
are not preventing conversion to factor when you read in your actual data? Do 
you know about the stringsAsFactors argument to read.table and friends?
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On March 26, 2015 2:11:50 PM PDT, Simon Kiss <sjk...@gmail.com> wrote:
>Hi there: normally I’m quite comfortable with as.Date(). But this data
>set is causing problems.
>
>The core of the data frame looks like the sample data frame below, but
>my attempt to convert df$mydate to a date object returns only NA. Can
>anyone provide a suggestion?
>
>Thank you, Simon Kiss
>
>#sample data frame
>df<-data.frame(mydate=factor(c('Jan-15', 'Feb-13', 'Mar-11',
>'Jul-12')), other=rnorm(4, 3))
>#Attempt to convert
>as.Date(as.character(df$mydate), format='%b-%y')
>
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>R-help@r-project.org mailing list -- To UNSUBSCRIBE and more, see
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>and provide commented, minimal, self-contained, reproducible code.

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