Zazove Associates

Zazove Associates as of March 31, 2011

Portfolio Holdings for Zazove Associates

Zazove Associates holds 140 positions in its portfolio as reported in the March 2011 quarterly 13F filing

Company (Ticker) Portfolio Weight Valued At Change in Shares Share Count Share Price
GAME Technolog debt 4.4 $172M 148M 1.16
Gilead Sciences Inc note 0.625% 5/0 4.0 $154M 127M 1.22
Invitrogen Corp note 1.500% 2/1 4.0 $154M 133M 1.16
Alza Corp sdcv 7/2 3.6 $141M 163M 0.86
3m Co cv bnd 3.6 $138M 144M 0.96
Liberty Media Corp bond 3.5 $134M 164M 0.82
Newmont Mining Corp note 1.250% 7/1 3.2 $125M 94M 1.33
Teva Pharm Finance Llc Cvt cv bnd 3.0 $117M 102M 1.15
Arcelormittal Sa Luxembourg note 5.000% 5/1 3.0 $115M 79M 1.46
Goldcorp Inc New note 2.000% 8/0 2.9 $114M 90M 1.27
Omnicom Group Inc note 7/0 2.9 $111M 99M 1.12
Dominion Res Inc Va New debt 2.8 $110M 87M 1.27
Alliance Data Systems Corp note 1.750% 8/0 2.7 $105M 87M 1.21
Fisher Scientific Intl Inc note 3.250% 3/0 2.6 $101M 74M 1.38
Cephalon Inc note 2.500% 5/0 2.5 $99M 82M 1.20
Liberty Media Corp New deb 3.125% 3/3 2.5 $96M 80M 1.19
Molson Coors Brewing Co note 2.500% 7/3 2.3 $89M 77M 1.16
Exterran Hldgs Inc note 4.250% 6/1 2.1 $82M 66M 1.24
Sterlite Inds India Ltd note 4.000%10/3 2.1 $81M 79M 1.03
Danaher Corp Del debt 2.0 $79M 52M 1.51
Allergan Inc note 1.500% 4/0 2.0 $77M 69M 1.12
Symantec Corp note 1.000% 6/1 1.9 $74M 62M 1.21
Stanley Wks frnt 5/1 1.7 $65M 52M 1.25
Interpublic Group Cos Inc note 4.750% 3/1 1.7 $64M 51M 1.27
E M C Corp Mass note 1.750%12/0 1.5 $58M 34M 1.71
Chesapeake Energy Corp note 2.500% 5/1 1.4 $56M 52M 1.08
Enpro Industries Inc note 1.4 $55M 43M 1.27
Level 3 Communications Inc note 1.3 $51M 43M 1.19
Jns 3.25% 7/15/2014 note 1.3 $49M 41M 1.20
Rayonier Trs Hldgs Inc note 3.750%10/1 1.2 $48M 40M 1.21
Affiliated Managers Group note 3.950% 8/1 0.9 $35M 30M 1.18
Jefferies Group Inc New dbcv 3.875%11/0 0.9 $34M 33M 1.04
Old Rep Intl Corp note 8.000% 5/1 0.8 $33M 27M 1.21
Tyson Foods Inc note 3.250%10/1 0.8 $32M 25M 1.31
Endeavor Intl Corp Inc note 6.000% 1/1 0.8 $30M 30M 1.00
Prologis note 3.250% 3/1 0.8 $29M 25M 1.18
Chemed Corp New note 1.875% 5/1 0.7 $29M 28M 1.04
Eastman Kodak Co note 7.000% 4/0 0.7 $28M 31M 0.89
Rite Aid Corp note 8.500% 5/1 0.6 $24M 23M 1.02
Alliant Techsystems Inc note 3.000% 8/1 0.6 $24M 21M 1.12
Capitalsource Inc note 7.250% 7/1 0.6 $23M 22M 1.04
Genco Shipping & Trading Ltd note 5.000% 8/1 0.6 $21M 23M 0.94
Medicis Pharmaceutical Corp note 2.500% 6/0 0.5 $21M 18M 1.16
Medtronic Inc note 1.625% 4/1 0.5 $20M 20M 1.03
Wells Fargo & Company Non-cum Perpet cnv (WFC.PL) 0.5 $19M 19k 1035.22
Northgate Minerals Corp note 3.500%10/0 0.5 $19M 19M 1.00
Amr Corp note 6.250%10/1 0.5 $19M 19M 1.03
China Med Technologies Inc note 4.000% 8/1 0.5 $19M 21M 0.90
Headwaters Inc note 2.500% 2/0 0.5 $19M 21M 0.90
Horizon Lines Inc note 4.250% 8/1 0.5 $19M 24M 0.77
Aspen Insurance Holdings Ltd pfd prp inc eq 0.5 $18M 338k 54.37
Teleflex Inc note 3.875% 8/0 0.4 $17M 15M 1.13
Powerwave Technologies Inc note 3.875%10/0 0.4 $17M 17M 0.97
Steel Dynamics Inc note 5.125% 6/1 0.4 $16M 12M 1.28
Sba Communications Corp note 1.875% 5/0 0.4 $15M 14M 1.14
Dryships Inc. note 5.000%12/0 0.4 $14M 14M 1.00
Phh Corp note 4.000% 9/0 0.3 $13M 12M 1.12
Level 3 Communications Inc note 6.500%10/0 0.3 $13M 8.9M 1.47
Providence Svc Corp note 6.500% 5/1 0.3 $13M 13M 1.00
Morgans Hotel Group Co note 2.375%10/1 0.3 $13M 15M 0.88
Istar Finl Inc frnt 10/0 0.3 $12M 13M 0.91
Energy Conversion Devices In note 3.000% 6/1 0.3 $12M 19M 0.62
Newpark Res Inc note 4.000%10/0 0.3 $11M 11M 1.05
China Med Technologies Inc note 6.250%12/1 0.3 $11M 10M 1.07
School Specialty, Inc sdcv 3.750%11/3 0.3 $11M 11M 1.04
Gmx Res Inc note 5.000% 2/0 0.2 $9.6M 10M 0.94
Delta Pete Corp note 3.750% 5/0 0.2 $9.6M 11M 0.89
Central European Dist Corp note 3.000% 3/1 0.2 $9.2M 11M 0.87
Gmx Res Inc note 4.500% 5/0 0.2 $8.9M 11M 0.82
New York Cmnty Cap Tr V unit 99/99/9999 (NYCB.PU) 0.2 $8.9M 176k 50.50
Virgin Media Inc note 6.500%11/1 0.2 $9.0M 5.3M 1.69
Navistar Intl Corp New note 3.000%10/1 0.2 $8.7M 5.7M 1.52
General Mtrs Co jr pfd cnv srb 0.2 $8.1M 168k 48.20
Teva Pharmaceutical Industries (TEVA) 0.2 $7.8M 155k 50.17
Cheniere Energy Inc note 2.250% 8/0 0.2 $7.2M 8.8M 0.82
United Rentals Inc note 4.000%11/1 0.2 $6.2M 2.0M 3.10
Kemet Corp convrt bond 0.2 $6.1M 6.2M 0.99
Rentech Inc note 4.000% 4/1 0.1 $5.6M 6.1M 0.92
Xilinx Inc sdcv 3.125% 3/1 0.1 $5.3M 4.5M 1.17
Pixelworks Inc convrt bond 0.1 $5.6M 5.6M 1.00
Usec Inc note 3.000%10/0 0.1 $5.2M 6.5M 0.80
Stewart Enterprises Inc cnv 0.1 $5.2M 5.2M 1.00
Illumina Inc note 0.625% 2/1 0.1 $5.0M 1.6M 3.20
Alcoa Inc debt 0.1 $4.8M 1.7M 2.82
FiberTower (FTWR) 0.1 $4.6M 2.3M 2.01
Holdings Inc Note 5.25 0.1 $4.5M 2.3M 2.02
Capitalsource Inc sdcv 4.000% 7/1 0.1 $4.3M 4.3M 1.00
Greenbrier Cos Inc note 2.375% 5/1 0.1 $4.1M 4.2M 0.98
Aar Corp note 1.750% 2/0 0.1 $4.4M 3.9M 1.12
Level 3 Communications Inc note 3.500% 6/1 0.1 $4.4M 4.4M 0.99
Molycorp, Inc. pfd conv ser a 0.1 $4.4M 39k 113.18
K V Pharmaceutical Co note 2.500% 5/1 0.1 $4.0M 5.3M 0.75
Sirius Satellite Radio Inc note 3.250%10/1 0.1 $3.7M 3.7M 1.01
ProShares UltraShort 20+ Year Trea 0.1 $3.7M 100k 37.44
E M C Corp Mass note 1.750%12/0 0.1 $3.3M 2.0M 1.66
Emmis Communications Corp pfd cv ser a 0.1 $3.5M 220k 16.01
DURECT Corporation 0.1 $3.7M 1.0M 3.60
Cephalon Inc note 2.000% 6/0 0.1 $3.3M 2.0M 1.67
Mylan Inc note 3.750% 9/1 0.1 $3.7M 2.0M 1.84
Sba Communications Corp note 4.000%10/0 0.1 $2.9M 2.0M 1.47
School Specialty Inc sdcv 3.750%11/3 0.1 $3.3M 3.3M 1.01
Transocean Inc note 1.500%12/1 0.1 $3.3M 3.3M 0.98
Borgwarner Inc note 3.500% 4/1 0.1 $3.1M 1.3M 2.44
Prologis debt 0.1 $3.0M 3.0M 1.00
Bank Of America Corporation preferred (BAC.PL) 0.1 $3.3M 3.3k 1011.03
TAKE-TWO INTER CONVERTIBLE security 0.1 $3.2M 2.0M 1.60
Nash Finch Co frnt 1.631% 3/1 0.1 $2.6M 5.3M 0.50
Invitrogen Corp note 3.250% 6/1 0.1 $2.8M 2.5M 1.11
Annaly Cap Mgmt Inc note 4.000% 2/1 0.1 $2.9M 2.5M 1.14
Lifepoint Hospitals Inc note 3.500% 5/1 0.1 $2.4M 2.2M 1.07
Netapp Inc note 1.750% 6/0 0.1 $2.2M 1.4M 1.58
Time Warner Telecom Inc dbcv 2.375% 4/0 0.1 $2.5M 2.1M 1.19
Live Nation Entertainment In note 2.875% 7/1 0.1 $2.3M 2.5M 0.92
United States Stl Corp New note 4.000% 5/1 0.1 $2.3M 1.3M 1.82
Charles Riv Labs Intl Inc note 2.250% 6/1 0.1 $2.3M 2.2M 1.04
National Retail Properties I note 3.950% 9/1 0.1 $2.2M 2.0M 1.12
Greatbatch Inc sdcv 2.250% 6/1 0.1 $2.0M 2.0M 1.01
Erp Oper Ltd Partnership note 3.850% 8/1 0.1 $2.1M 2.0M 1.04
Radio One 0.1 $2.0M 1.0M 1.95
Sothebys note 3.125% 6/1 0.1 $1.9M 1.2M 1.64
Pmi Group Inc note 4.500% 4/1 0.1 $1.8M 2.4M 0.77
Blackrock Inc dbcv 2.625% 2/1 0.1 $2.1M 1.0M 2.06
American Med Sys Hldgs Inc note 4.000% 9/1 0.0 $1.5M 1.1M 1.34
Exide Technologies frnt 9/1 0.0 $1.7M 1.8M 0.94
Agco Corp note 1.250%12/1 0.0 $1.4M 950k 1.48
Transocean Inc note 1.500%12/1 0.0 $1.1M 1.1M 1.00
Amylin Pharmaceuticals Inc note 3.000% 6/1 0.0 $1.4M 1.6M 0.86
MGIC Investment (MTG) 0.0 $992k 112k 8.89
Hologic (HOLX) 0.0 $1.1M 49k 22.19
Alliant Techsystems Inc note 2.750% 9/1 0.0 $940k 931k 1.01
Onyx Pharmaceuticals Inc note 4.000% 8/1 0.0 $796k 680k 1.17
Liberty Media Corp deb 3.500% 1/1 0.0 $772k 1.4M 0.57
Advanced Micro Devices Inc note 6.000% 5/0 0.0 $917k 882k 1.04
Credit Suisse Nassau Brh vix sht trm ft 0.0 $726k 20k 36.30
Epicor Software Corp note 2.375% 5/1 0.0 $422k 410k 1.03
Molson Coors Brewing Company (TAP) 0.0 $455k 9.7k 46.91
Best Buy Inc sdcv 2.250% 1/1 0.0 $306k 300k 1.02
Newmont Mining Corp Cvt cv bnd 0.0 $218k 160k 1.36
Fly Leasing 0.0 $306k 22k 13.85
Mcmoran Exploration Co. Cv. Sr conv 0.0 $356k 304k 1.17